RS01131: WHEN MEMORY EMPHASIS SET TO 3, CPLEX 12.4.0.1 CAN REPORT BOGUS OPTIMAL SLACK VALUES FOR ROWS THAT WERE PRESOLVED OUT.

APAR status

• Closed as fixed if next.

Error description

• Issue involves translation of presolved optimal solution back
  to original one, combined with fact that when memory emphasis
  is turned on CPLEX doesn't factorize the optimal unpresolved
  basis for the original model.   With these settings in place,
  CPLEX 12.4.0.1 and 12.5.0.0 is likely to return
  bogus slack variables in the optimal solution for constraints
  that were presolved out of the model.
  
  RTC-13646 describes the situation internally.
  

Local fix

• Reoptimize using the optimal basis statuses when setting
  memory emphasis on.   This will force CPLEX to refactorize
  the final basis, which fixes the problem.   That will force
  CPLEX to recompute all the values based on the factorization,
  as it does with all other settings.
  

Problem summary

•   With numerical emphasis turned on and presolve enabled,
  slack values associated with final solution can be wrong.
  

Problem conclusion

Temporary fix

• Fixed in 12.5. Issue was introduced in 12.4.0.1; no other
  versions have this issue.
  

Comments

APAR Information

• APAR is sysrouted FROM one or more of the following:

• APAR is sysrouted TO one or more of the following:

Fix information

Applicable component levels

• RC50 PSY

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