I am solving a MIP using Gurobi 9.5. There seems to be an issue that causes Gurobi to find a drastically different objective value when a certain number of threads is set. In particular, I got the following objective values for different thread counts:
8 threads: -0.0217499
9 threads: -0.576121
56 threads: -0.576118
For all these solutions, all parameters were at their default settings, except for NonConvex, which was set to 2. When setting the MIPFocus parameter to any value other than 0, I was also able to get the objective value of -0.576121 while running with 8 threads.
Is there any (known) reason why this might be happening? I can't think of anything why the number of threads should be affecting the solution this much.