Solution with and without presolve is different - can this behavior be expected?


I have solved a simulation problem with AMPL (objective function = 1) with

presolve = on, CONOPT
presolve = off, CONOPT
presolve = on, IPOPT
presolve = off, IPOPT

In three cases, I obtain a solution that makes little sense to me. The combination with presolve off and CONOPT returns a solution I can understand.

Of course, it is possible that solvers return different solutions, but I was surprised to see that CONOPT returns different solutions depending on the presolve setting.

My question is: Is such a behavior expected? I have to point out that the optimization problem seems to be badly conditioned - just in case this might influence the observed behavior.

Should you need more information, I am happy to provide it.


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