$title unbnd: unbounded 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)) =g= 5; model unbdlp/all/; * if we maximize, the problem is unbounded solve unbdlp using lp maximizing profit; * if we minimize, the problem has a solution. solve unbdlp using lp minimizing profit;