There are some common issues that might surface when interacting with the AIMMS SDK Server:

In general first verify wether the problem is related to the SDK Server; i.e. only when your application is running fine without the SDK Server (running the AIMMS host process locally) but starts to fail when connecting to the SDK Server it is an issue with SDK Server.

When opening an AIMMS project at server side, the project filename is interpreted from server side. If your AIMMS model is only available at your machine, the server probably cannot reach it. 

Additionally, the SDK Server runs (on windows, by default) on the System account. So there might not be appropriate rights to access the AIMMS model. You could either alter the model's security/access settings or run the SDK Server on a user account