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There are a couple things that can cause this. Altitude can cause a decrease in the amount of oxygen and appliances have an impossible task of working properly above 7000 ft above sea level.
Another problem could be buying a southern blend of propane and butane and then going north in cold weather. Butane does not have as low a boiling point and can remain in a liquid state in 30 degrees or lower.
What are the symptoms you are experiencing exactly?