Reading xpress problem from .lp file into Julia

Did you try to load the same LP file with the Xpress API directly. You can do something like this

using Xpress
prob = Xpress.XpressProblem()
Xpress.readprob(prob, file_name, "")
Xpress.lpoptimize(prob, "")

if the problem is still infeasible then it isn’t a JuMP problem.

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