Bug in Gurobi v6.5.2 and earlier

correct_model.lp

Minimize
  - C2
Subject To
 R0: C0 + C1 >= 0
 R1: 2 C0 - C1 >= 0
 R2: C2 >= -2
 R3: C0 - C2 >= 0
 R4: - 1.000001 C0 + C1 - C2 >= 0
Bounds
 C0 <= 1
 -infinity <= C2 <= 1
End

incorrect_model.lp

Minimize
  - C2
Subject To
 R0: C0 + C1 >= 0
 R1: 2 C0 - C1 >= 0
 R2: - C2 >= -2
 R3: C0 + C2 >= 0
 R4: - 1.000001 C0 + C1 + C2 >= 0
Bounds
 C0 <= 1
 C2 >= -1
End

main.py

from gurobipy import *
m = Model("Gurobi Bug")
m.modelSense = GRB.MINIMIZE

x = m.addVar(lb=0, ub=1)
y = m.addVar(lb=0, ub=GRB.INFINITY)
z = m.addVar(lb=-GRB.INFINITY, ub=1, obj=-1)

m.update()

m.addConstr(  x + y     >=  0)
m.addConstr(2*x - y     >=  0)
m.addConstr(          z >= -2)
m.addConstr(  x     - z >=  0)
m.update()

m.optimize()

print "The solution vector is:", m.getAttr("x",m.getVars())

m.addConstr(-1.000001*x + y - z >= 0)
m.update()

m.write("correct_model.lp")

m.optimize()

m.write("reformulated_model.lp")

print "The solution vector is:", m.getAttr("x",m.getVars())

c = m.getAttr("Obj", m.getVars())
m.setAttr("Obj", m.getVars(), c)
m.update()

m.write("incorrect_model.lp")

m.optimize()

print "The solution vector is:", m.getAttr("x",m.getVars())

reformulated_model.lp

Minimize
  C2
Subject To
 R0: C0 + C1 >= 0
 R1: 2 C0 - C1 >= 0
 R2: - C2 >= -2
 R3: C0 + C2 >= 0
 R4: - 1.000001 C0 + C1 + C2 >= 0
Bounds
 C0 <= 1
 C2 >= -1
End