Bug? Model gives infeasible when three parameters are passed, but feasible if any is removed.
Answered
The problem is also described here (https://github.com/henriquebecker91/GeneratorG2OPP) and the specific MPS is in the same repository (https://raw.githubusercontent.com/henriquebecker91/GeneratorG2OPP/main/gurobi_simplex_vs_barrier/G2OPP_s1_L20_W20_n16_i0135.mps).
I repeat the explanation given in the repository below:
The following command gives an unfeasible model in Gurobi 9.1.2.
gurobi_cl Method=2 Seed=1 Threads=1 G2OPP_s1_L20_W20_n16_i0135.mps
However, if you take out any of the parameters (either Method, Seed, or Threads) then Gurobi finds a feasible solution.
I know the Gurobi is right when it gives a feasible solution, because I have generated the problem instances in a way that at least a single feasible solution exists.
The gurobi.log is also available and show this behaviour (I have run with the three parameters and with each combination of two parameters): https://github.com/henriquebecker91/GeneratorG2OPP/blob/main/gurobi_simplex_vs_barrier/gurobi.log
Is this a bug or expected behaviour?
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Official comment
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Gurobi Staff
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This request is handled in an internal ticket.
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The problem occurs as a consequence of tiny numerical errors due to floating point arithmetic combined with huge variable bounds which add up to some errors. This rarely leads to the incorrect infeasible result. This issue will be resolved in the upcoming release.
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