Presolve or >4 threads makes feasible non-convex model infeasible
Ongoing
I have a relatively small but non-convex quadratic optimization model that exhibits some strange behavior.
When I run it with more than 4 threads, Gurobi reports it is infeasible.
When I run it with Presolve not set to 0, Gurobi reports it is infeasible.
Otherwise (NonConvex=2 DualReductions=0 Presolve=0 Threads=4), Gurobi eventually finds the correct answer of just over 3.0.
The mps file is available here: https://rice.box.com/s/30c4t4vhyf9bw1wk40n4su1r99nuloxe
It's possible there are numeric issues because closely related models that don't exhibit this problem do give warnings like:
Warning: max constraint violation (1.8199e-04) exceeds tolerance
However, the coefficient range seems reasonable:
Optimize a model with 0 rows, 15 columns and 0 nonzeros
Model fingerprint: 0xc3aa9067
Model has 9 quadratic objective terms
Model has 16 quadratic constraints
Coefficient statistics:
Matrix range [0e+00, 0e+00]
QMatrix range [5e-01, 1e+00]
QLMatrix range [1e+00, 1e+02]
Objective range [0e+00, 0e+00]
QObjective range [2e+00, 4e+00]
Bounds range [0e+00, 0e+00]
RHS range [0e+00, 0e+00]
QRHS range [4e+03, 5e+03]
Continuous model is non-convex -- solving as a MIP.
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Thanks for letting us know. I'll open a ticket in our support portal so we can investigate further.
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This is fixed in Gurobi 9.1.1. Thanks again for the model file and clear description of the problem.
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