The included problem is reported as infeasible by the presolver. Optimal solution is quickly found by other solvers. I have tried relaxing presolver tolerances without any improvement.<br>Setting -presolve to off gives a continuous objective value, but cbc has lots of difficulties afterwards.<br>
I have solved lots of similar problems with cbc and I don't understand why this variant is not.<br>Thanks for your comments.<br><br>Herve<br>