HiGHS OTHER_ERROR

This can happen when a solver solves the presolved model to optimality, but when it unscales the solution to the original user-space, the point is (slightly) infeasible. This is not specific to HiGHS (e.g., it also happens with CPLEX) .

Maybe I need to write some proper documentation for this in the JuMP docs.

I’ll also discuss it with the HiGHS folks.

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