HiGHS
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Another bug in MIP presolve
In the MIP 1960.lp.txt, the optimal objective value is 681398.601399, but with presolve on, the optimal objective value is 821706.293706.
The error occurs in reduction 3346
I think this is caused by the fact that implied column bounds and implied row dual bounds are not updated when a variable is substituted in HPresolve::substitute. I will qualify my fix shortly.
Great timing, as I'm about to visit the company that flagged this up! 🤩
Fixed by #2151