Presolve or >4 threads makes feasible non-convex model infeasible

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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Simranjit Kaur

Gurobi Staff

2024年12月06日 00:40

This post is more than three years old. Some information may not be up to date. For current information, please check the Gurobi Documentation or Knowledge Base. If you need more help, please create a new post in the community forum. Or why not try our AI Gurobot?.

Eli Towle

2020年10月30日 23:06

Thanks for letting us know. I'll open a ticket in our support portal so we can investigate further.

2020年12月30日 21:33

This is fixed in Gurobi 9.1.1. Thanks again for the model file and clear description of the problem.

Presolve or >4 threads makes feasible non-convex model infeasible

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