I have an MIP, where Z and X are a binary variables, among others. When I set the binary variable as 1, the problem becomes infeasible. Then I relax this constraint and in the optimal solution the variable is 1. I have run this problem with more than 1000 instances and I have encountered this issue only a few times. As an example, I have:
Z[9,3].lb = 1
This problem is infeasible. When I remove this constraint, the problem becomes feasible and in the optimal solution, I have Z[9,3] = 1. I cannot figure out what the issue is.
I am using gurobipy 9.0.3. I have the lp and mps of both problems here. Any help is much appreciated.
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