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Issue and problem in many occasions are interchangeable, but they have differences. I wonder whether in this sentence "the problem is" can be replaced by "the issue is".

Alice said a lot on some topic and then Bob replied, "What you said can be a good argument on its own, but the problem is you have not figured out against what the author is discoursing."

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    Why do you want to use issue instead of problem? It's difficult to answer without knowing more of the context. It's also difficult to answer because your expression you have not figured out against what the author is discoursing is not standard English and is difficult to understand.
    – TrevorD
    Commented Oct 18, 2013 at 13:01
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    Sometimes "issue" is used instead of "problem" to sound less negative. "Challenge" is also used to take a less negative approach to the sentence. In your example, even though I can't figure out what the rest of the sentence means, you're addressing what someone has said so there's no reason you can't use "problem", IMO. Commented Oct 18, 2013 at 13:16

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Yes, in this context the two are interchangeable. From the dictionary:

prob·lem

  1. difficulty: a difficult situation, matter, or person
  2. puzzle to be solved: a question or puzzle that needs to be solved
  3. statement requiring mathematical solution: a statement or proposition requiring an algebraic, geometric, or other mathematical solution
  4. ...

is·sue

  1. subject of concern: something for discussion or of general concern
  2. main subject: the central or most important topic in a discussion or debate
  3. legal matter in dispute: a legal matter in a dispute between two parties
  4. ...

The bolded portions are most applicable to the context you gave.

To compare, here are two contexts where they wouldn't be interchangeable. There are others but for an exhaustive list compare the two entries in any handy dictionary.

This magazine issue is two years old!

Please answer the first problem found on page 42.

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