wrong feasibility detection with preprocess

[shwhmmmam]

Minimize -36 a + 18 b - 11 c + 11 d
Subject To
    72 b >= 500.21
    -87.93 a + 6.97 b + 60.13 c - 36.45 d <= -911.3896
    93.87 a + 6.88 b - 99.02 d <= 70.1338
    12.18 b + 56.24 c - 80.98 d >= -469.79
    32.24 a - 44.88 b + 1.79 c - 51.37 d >= -446.893
Bounds
    -100 <= a <= 100
    -100 <= c <= 100
    -100 <= d <= 100
Generals
    a b
End

With preprocess:

Welcome to the CBC MILP Solver
Version: Devel (unstable)
Build Date: Oct 24 2025
command line - 1.lp (default strategy 1)
Problem 1.lp has 5 rows, 4 columns and 15 elements
Continuous objective value is -141.727 - 0.000854 seconds
Cgl0003I 0 fixed, 1 tightened bounds, 0 strengthened rows, 0 substitutions
Cgl0004I processed model has 4 rows, 4 columns (2 integer (0 of which binary)) and 14 elements
Coin3009W Conflict graph built in 0.000 seconds, density: 0.000%
Cgl0015I Clique Strengthening extended 0 cliques, 0 were dominated
Cbc0006I The LP relaxation is infeasible or too expensive
Cuts at root node changed objective from 1.79769e+308 to -1.79769e+308
Probing was tried 0 times and created 0 cuts (0 seconds)
Gomory was tried 0 times and created 0 cuts (0 seconds)
Knapsack was tried 0 times and created 0 cuts (0 seconds)
Clique was tried 0 times and created 0 cuts (0 seconds)
OddWheel was tried 0 times and created 0 cuts (0 seconds)
MixedIntegerRounding2 was tried 0 times and created 0 cuts (0 seconds)
FlowCover was tried 0 times and created 0 cuts (0 seconds)
TwoMirCuts was tried 0 times and created 0 cuts (0 seconds)
ZeroHalf was tried 0 times and created 0 cuts (0 seconds)

Result - Linear relaxation infeasible
No feasible solution found
Enumerated nodes:               0
Total iterations:               0
Time (CPU seconds):             0.004081
Time (Wallclock seconds):       0.00408316
Total time (CPU seconds):       0.004954   (Wallclock seconds):       0.00495911

Without preprocess:

Welcome to the CBC MILP Solver
Version: Devel (unstable)
Build Date: Oct 24 2025
command line - 1.lp -preprocess off -solve (default strategy 1)
Problem 1.lp has 5 rows, 4 columns and 15 elements
Continuous objective value is -141.727 - 0.000676 seconds
Coin3009W Conflict graph built in 0.000 seconds, density: 0.000%
Cgl0015I Clique Strengthening extended 0 cliques, 0 were dominated
Cbc0012I Integer solution of -131.12 found by DiveCoefficient after 0 iterations and 0 nodes (0.00 seconds)
Cbc0011I Exiting as integer gap of 2.8421709e-14 less than 1e-12 or 0%
Cbc0001I Search completed - best objective -131.12, took 0 iterations and 0 nodes (0.00 seconds)
Cbc0035I Maximum depth 0, 0 variables fixed on reduced cost
Cuts at root node changed objective from -131.12 to -131.12
Probing was tried 0 times and created 0 cuts (0 seconds)
Gomory was tried 0 times and created 0 cuts (0 seconds)
Knapsack was tried 0 times and created 0 cuts (0 seconds)
Clique was tried 0 times and created 0 cuts (0 seconds)
OddWheel was tried 0 times and created 0 cuts (0 seconds)
MixedIntegerRounding2 was tried 0 times and created 0 cuts (0 seconds)
FlowCover was tried 0 times and created 0 cuts (0 seconds)
TwoMirCuts was tried 0 times and created 0 cuts (0 seconds)
ZeroHalf was tried 0 times and created 0 cuts (0 seconds)

Result - Optimal solution found (within gap tolerance)
Objective value:                -131.12
Lower bound:                    -131.12
Gap:                            0
Enumerated nodes:               0
Total iterations:               0
Time (CPU seconds):             0.002432
Time (Wallclock seconds):       0.00343895
Total time (CPU seconds):       0.00322   (Wallclock seconds):       0.00458217

[jjhforrest]

Tolerance issues again - with preprocessing trying to be too clever. One idea I tried was far far too complicated and would lead to other problems. A simple solution, which should fix similar tolerance issues is to see if normal preprocessing says the problem is infeasible, then re-do the preprocessing using the simplest option. This should work - I have modified master.