Please read the first post of Please read: make it easier to help you. You should format your code, and provide a minimal working example. I can’t run your code because I don’t know what lower
, upper
, c
, b
, and S
are.
I’ve seen infeasibilities like this occur because the presolve tolerance of the solver is different to the final tolerance. (So using an optimal solution in the next solve may be classified as infeasible.)
I suggest you try @constraint(model, c * x ≥ optimum - 1e-4)
(or some other similar tolerance).