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I am solving a Multi-objective minimization problem. The final status returned by CPLEX is 'JobSolveStatus.UNKNOWN' and this is not helping me find the the root cause of the issue.
Secondly, what is more surprising to me is if turn off the PRESOLVE via command 'solver.parameters.preprocessing.presolve = 0' the same problem is solved to optimality.
I was under the impression that PRESOLVE generally don't alter the status of problem but here I see it otherwise. What could be wrong in this situation? Can any one help me?
CPXmultiobjopt failed to solve one of the subproblems in multi-objective optimization.
Try solving the sub-problems