I am working on a Lagrangian relaxation for a minimization MIP.
Everything seemed to be working fine before I started to run a batch of instances.
Checking the log results for one of the instances I found out that the lower bound given by the LR algorithm was greater than my optimal objective.
One of my concerns, beyond wrong coding from my part, is the chance that the solver is removing columns or doing any other stuff to speed up optimization that is only feasible because of the relaxed constraints.
I saw this kind of problem before when a friend was implementing a branch and cut with cplex without changing a solver parameter.
Is there any parameters set that I should deactivate, like presolve, cutting planes etc?
PS: I posted a copy of this question on gurobi community, but thought it would be good to also ask here, as here we are more active and also could find opinions from non gurobi users.
