$title infeas: infeasible linear program set index_set/i1, i2/; positive variable x(index_set); variable profit; equation objective "define cost" constraint "a single constraint" ; objective.. profit =e= 2*x('i1') + 3*x('i2'); constraint.. sum(index_set, x(index_set)) =l= -1.0; model infeas/all/; * the problem is infeasible - there is no vector x satisfying the constraints solve infeas using lp maximizing profit;