CPXcopylp()
to copy the data into the problem object.
CPXreadcopyprob()
to read that file and copy the data into the problem object. (MPS-Mathematical Programming System-is an industry-standard format for organizing data in mathematical programming problems. LP-linear programming-is a ILOG CPLEX-specific format for expressing linear programming problems as equations or inequalities. Understanding File Formats explains these formats in greater detail.)