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.