Ooops. That’s a bug because of the Inf in the RHS. (It’s also present in the MPS file writer.) We should strip those out before writing the file because some solvers won’t like infinite bounds.
I’ve opened an issue: FileFormats: handle infinite bounds and coefficients · Issue #1857 · jump-dev/MathOptInterface.jl · GitHub. I’ll make the fix, but we probably won’t release a new version of MOI for another week or so.
As a temporary fix, just use something smaller than Inf to represent a large upper bound.