RS01131: WHEN MEMORY EMPHASIS SET TO 3, CPLEX 220.127.116.11 CAN REPORT BOGUS OPTIMAL SLACK VALUES FOR ROWS THAT WERE PRESOLVED OUT.
Closed as fixed if next.
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 18.104.22.168 and 22.214.171.124 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.
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.
With numerical emphasis turned on and presolve enabled, slack values associated with final solution can be wrong.
Fixed in 12.5. Issue was introduced in 126.96.36.199; no other versions have this issue.
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