Hi, I’m working on a bilevel problem that is converted into an equivalent non-convex QCQP by applying strong duality to the lower-level problem (LP).

My code returns a (local) optimal solution with Ipopt solver (w/ ma86).

However, the same code returns infeasibility with Gurobi v9.0.2 (NonConvex=2).

This makes me wonder if the solution obtained with Ipopt is reliable.

Is there any possible reasoning for this? Any advice would be highly appreciated.

Thank you.

```
[a076750e] CPLEX v0.6.5
[336ed68f] CSV v0.6.2
[aaaa29a8] Clustering v0.14.1
[a93c6f00] DataFrames v0.21.3
[31c24e10] Distributions v0.23.4
[2e9cd046] Gurobi v0.8.1
[f67ccb44] HDF5 v0.13.2
[7073ff75] IJulia v1.21.2
[b6b21f68] Ipopt v0.6.2
[4076af6c] JuMP v0.21.3
[e5e0dc1b] Juno v0.8.2
[67920dd8] KNITRO v0.9.2
[23992714] MAT v0.8.0
[6405355b] Mosek v1.1.3
[1ec41992] MosekTools v0.9.3
[8bb1440f] DelimitedFiles
```