Possible numerical instability in problem solving
SYMPHONY stable/5.7 report infeasibility for the attached problem, while CPLEX and Cbc report an optimal solution.
Starting Preprocessing... Preprocessing finished... coefficients modified: 3603 constraints removed: 9337 variables fixed: 22360 Solving... Time Done Queued LB UB Gap 27 1 0 20699.00
Problem Infeasible
The problem is infeasible! No Solution Found
Comments in Slack for reference: "The incorrect result for vpphard comes from the root LP relaxation being declared infeasible. If you solve with Clp, the last couple of lines of the output are
3332 Obj 20699 Primal inf 0.015085897 (275) Dual inf 1273.9215 (874) 3333 Obj 20699 Primal inf 0.015085897 (275) Dual inf 326.00733 (482) 3333 Obj 20699 Primal inf 0.015085897 (275) Primal infeasible - objective value 20699 Presolved problem not optimal, resolve after postsolve After Postsolve, objective 20699, infeasibilities - dual 1.9999998 (2), primal 0.03370455 (1013) Perturbing problem by 1e-08% of 1 - largest nonzero change 8.1782865e-06 ( 0.00081782865%) - largest zero change 8.1781075e-06 0 Obj 20698.922 Dual inf 2.9999903 (3) 0 Obj 20699 Dual inf 2.9999997 (3) 6 Obj 20699 Optimal - objective value 20699 Optimal objective 20699 - 3339 iterations time 34.912, Presolve 0.59