I got infeasible message from Cplex that says
model has been proven infeasible.
But in Gurobi, it says
optimal objective XXXX
warning: unscaled primal violation = xxxxe-06 and residual = yyye-06
warning: unscaled dual violation=xxxxe-05 and residual yyye-05
So I am confused whether the optimal value found by Gurobi is the actual optimal objective or not. when either Cplex or Gurobi throws warning like this, can we accept the optimal value still?