9999. OPTIMIZER FAILED DUE TO A SERIOUS ERROR. PLEASE REFER TO YOUR DOCUMENTATION UNDER APPENDIX B, "ERROR MESSAGES".

The optimizer was unable to continue due to a serious error. The most likely cause of this error stems from a problem in evaluating the functions within your model. Not all functions are defined for all values of their arguments. For example, @LOG( X – 1) is undefined for values of X less than or equal to 1. You should check your model for any such functions, and use the @BND function to place bounds on your variables to keep the optimizer from straying into any regions where functions become undefined.

Another complicating factor can be nonlinear relations in a model. Linear models can be solved much more reliably and quickly than nonlinear models of comparable size. If possible, try to linearize your model by approximating nonlinear functions with linear ones, or by eliminating nonlinear equations.

Another possible remedy when dealing with nonlinear models is to attempt different starting points. A starting point may be input in the model’s INIT section. Refer to Windows Commands for more details.

If this problem persists after bounding any variables that could potentially lead to a problem, removing any unnecessary nonlinearities, and attempting new starting points, please contact LINDO Systems for assistance.