turn off `presolve` would return worse result

[mzy2240]

I am trying to tune the HiGHS on a MIP problem and happen to find out that HiGHS returns worse result if switching off the presolve. I have attached the case that should help reproduce the issue. With mip_rel_gap=0.0005, I am able to get 2.084748238572568e6 when presolve is enabled and 2.0849273612253e6 when presolve is disabled. This is a minimization problem. I am running HiGHS v1.7.0 on a M1 Max machine. model_1.mps.zip

[mzy2240]

dont think it is related to HiGHS.jl but loop @odow in just in case

[jajhall]

This isn't a bug. It's an artefact of using a positive gap tolerance, and was interesting to observe

Here are

• the optimal objective, obtained by running HiGHS and Gurobi with a gap tolerance of 0.0
• primal (upper) and dual (lower) bounds obtained by running HiGHS and Gurobi with your gap tolerance of 0.0005

With a gap tolerance of 0.0005...

• HiGHS with presolve finds the optimal solution of 2084748.23857, and has a dual (lower) bound of 2084172.97145 so stops because the relative gap of 0.000276 satisfies the tolerance

• HiGHS without presolve gets a sub-optimal solution with objective 2085446.34169, and has a dual (lower) bound of 2084650.38456 (rather larger than HiGHS with presolve has when it stops) so stops because the relative gap of 0.000382 satisfies the tolerance

• Gurobi gets a sub-optimal solution with objective 2085148.187359, and has a dual (lower) bound of 2084533.829127, (rather larger than HiGHS with presolve has when it stops) so stops because the relative gap of 0.000295 satisfies the tolerance

[mzy2240]

Make sense. Thank you for the investigation!