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Presolve disabled leads to constraint violation

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2 comments

  • Jaromił Najman
    Gurobi Staff Gurobi Staff

    Hi Max,

    My guess is that this could be due to my big-M, which is quite large and applies to all constraints and presolve cleans that up and thus no numerical errors show up.

    Yes, your guess is very likely correct. Presolve does not only reduce the number of columns and rows but it often improves the behavior of numerically difficult models by, e.g., scaling. Obviously, it is best to try to formulate a well-scaled model but Presolve can often handle some numerical issues.

    Our Guidelines for Numerical Issues are a good starting point to improve the numerical properties of a model.

    Best regards, 
    Jaromił

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  • Maximilian Roth
    First Comment
    First Question

    Thanks a lot Jaromił! :)

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