it was taking about 30 minutes to build the JuMP model
the file turned out to be 13.4GB!
Both of those things are very unusual. Do you have a reproducible example?
I understand that the problem is dense
But ah. This means you have 800_060_001 non-zeros. Just to store that many Float64 coefficients requires 6 GB of memory. But JuMP assumes problems are sparse, so there will be significant overhead for storing dense problems. In which case, it might not be surprising that it takes that long and consumes so much memory.
Why is your problem dense?