Infeasibility depends on sense and presolve

[amigalemming]

Here is a small example:

NAME        Demo
OBJSENSE
  MAX
ROWS
 N  Obj     
 L  r0      
 L  r1      
 L  r2      
 L  r3      
COLUMNS
    c0        Obj       9
    c0        r0        3
    c0        r2        -10
    c1        Obj       -2
    c2        Obj       -2
    c2        r1        -5
    c2        r2        6
    c2        r3        -2
    c3        r0        -8
    c3        r3        9
RHS
    RHS_V     r0        -67
    RHS_V     r1        -39
    RHS_V     r2        86
    RHS_V     r3        60
RANGES
    RANGE     r1        31
    RANGE     r2        19
BOUNDS
 LO BOUND     c0        -91
 UP BOUND     c0        50
 LO BOUND     c1        -62
 UP BOUND     c1        104
 LO BOUND     c2        -49
 UP BOUND     c2        96
 LO BOUND     c3        -53
 UP BOUND     c3        100
ENDATA

highs says:

Running HiGHS 1.6.0: Copyright (c) 2023 HiGHS under MIT licence terms
LP   presolve-fail has 4 rows; 4 cols; 7 nonzeros
Presolving model
3 rows, 3 cols, 6 nonzeros
2 rows, 2 cols, 4 nonzeros
Problem status detected on presolve: Infeasible
Model   status      : Infeasible
Objective value     :  0.0000000000e+00
HiGHS run time      :          0.00

If I change OBJSENSE to MIN, then highs can optimize it, though. If I disable presolver, then highs can also optimize. glpksol and clp also think it is feasible and can optimize.

[jajhall]

Strange. I'll investigate

[amigalemming]

Sounds similar to this one: #1517

Btw. I am using github/HiGHS/HEAD.

[jajhall]

Sounds similar to this one: #1517

No, #1517 relates to a MIP

[jajhall]

I've reproduced the behaviour that you observe, both with your model, and without the OBJSENSE MAX but with negated objective coefficients. It's clearly a bug in presolve where an illegal dual reduction is performed that results in false detection of infeasibility. Since it's such a small problem, it should be easy to track down. However, I'm travelling this week and it's hard to do work like this on a small laptop screen.

[jajhall]

Fixed by #1544