Originally posted by: Khronum

I am using CPLEX 12.3 on MATLAB 64 bit.

I have noticed that if I run the following pseudocode with the default parameters:

1) Create a cplex object to define a model with constraints_1
2) solution_1 = cplex.Solve
3) Reuse the cplex object to define a new model with constraints_2 (e.g. cplex.Model.A = new_A;)
4) solution_2 = cplex.Solve
5) Add constraints_3 with cplex.addRows
6) solution_3 = Solve
CPLEX returns in solution_3 the same solution as in solution_1 even though there is a better for solution_3 (that I can obtain if instead of reusing a cplex object in step # 3, I create a new cplex object).

My question is: Why does this happen? It looks like cplex prefers to reuse an old solution (solution_1) to fill in solution_3 instead of trying to solve the problem again (which I know would give a better solution).
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Originally posted by: Khronum

To clarify, when solving in step #6 I noticed that I get the following:

> Tried aggregator 1 time.
> MIP Presolve eliminated 6194 rows and 36343 columns.
> All rows and columns eliminated.
> Presolve time = 0.02 sec.

The message "CPLEX eliminates all rows and columns" may have something to do with this. I don't get this message if I don't reuse a cplex object and create a new one instead. Any thoughts?
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Originally posted by: SystemAdmin

I would suggest that you export all three models to an .lp file and check manually if they look as expected. My guess is that something is going wrong in the problem modification.

Tobias
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