If you are using the Evolutionary Solving method or the multistart methods for global optimization, and you have checked the Require Bounds on Variables check box in the Solver Options dialog (it is checked by default), this message appears if you have not defined lower and upper bounds on all of the decision variables in the problem. You should add the missing bounds and try again. Upper bounds must be added as constraints in the Solver Parameters dialog. Lower bounds of zero can be applied to all variables by selecting the Make Unconstrained Variables Non-Negative check box in the Solver Parameters dialog; non-zero lower bounds must be added as constraints, like upper bounds. Bounds on all the variables are not absolutely required (you can uncheck the box Require Bounds on Variables), but they are a practical necessity if you want Solver to find good solutions in a reasonable amount of time.