This message appears if you are solving a quadratic programming problem, and the Hessian of the quadratic objective is not strictly positive definite.  When this is true, the XPRESS Solver cannot guarantee an optimal solution.  If the quadratic objective is positive semidefinite, the Solver will normally find one of many solutions with the same best objective value.  If the quadratic objective is indefinite, the Solver may not find an optimal solution at all (this is a difficult global optimization problem).