The message indicates that the CPLEX presolve procedures has declared a model infeasible before the selected optimization algorithm begins. This early declaration saves considerable execution time in most cases. The log file will give you more information:

...
Primal unbounded due to dual bounds, variable 'GFACAP(d2005.2020)'.
Presolve time =    7.92 sec.
Presolve found the problem infeasible or unbounded.
Rerunning with presolve turned off.
...

• Infrequently with badly scaled models the diagnosis during the presolve differs from the outcome of the simplex or barrier algorithm due to different tolerances. This is why you have the choice to turn presolve off. It might take quiet some time until the regular algorithm finds a model to be infeasible or unbounded.
• For poorly scaled models, the more aggressive scaling method (Cplex option scaind 1) or a manual scaling (Chapter 17.3 of the GAMS User's Guide) could improve tolerance issues. You may also try to solve the model with another LP solver.
• In the case described above, check for occurrences of the variable GFACAP(d2005.2020). You may have to increase the default level for limrow (default is 3) to see the complete equation listing in the GAMS listing file.
• Recent versions of Cplex include a debugging tool called Feasibility Relaxation (FeasOpt), a feature for finding feasible relaxations to an infeasibile model. Please consult the GAMS/Cplex Solver manual for more information.
• Please note that the model may be infeasible or unbounded, you might be able to decide from additional output in the log file. The case described above is unbounded (Primal unbounded …). A more systematic approach is to set the GAMS/CPLEX option Reduce (Default 3) to 2 which will only detect unboundedness in the presolve, while a setting of 1 will only detect infeasibility. These settings of the Reduce parameter are intended for diagnostic use only.