Forum Discussion
QCQP model doomed infeasible in presolve, however it is not
Hi, I am trying to solve a QCQP model, which is doomed infeasible by the pre-solver. However, when solving with presolve deactivated it solves fine - just takes a very long time! Calling the IIS doe...
Thanks Jonas,
from the save file I managed to reproduce the issue. The reason for the discrepancy between presolve on and off indeed seems to be tolerances. When I disable presolve, barrier is also struggling to find a feasible solution and the one that is returned in the end does have infeasibilities in the 10^-5 range, and if I weaken the feasibility tolerance to 10^-4 then also presolve no longer seems to declare the problem infeasible. I will see if I can spot the exact reason for infeasibility in this case. From what you explained, you also add quadratic constraints to the problem after fixing the integers. Is it guaranteed from an application point of view that the problem should remain feasible at this point, or could it be that these lead to a situation where the constraints can no longer be satisfied exactly from the previous fixings?