This message appears when Solver is able to increase (if you are trying to Maximize) or decrease (for Minimize) without limit the value in the Objective cell, while still satisfying the constraints. Remember that, if you’ve selected Minimize, the objective may take on negative values without limit unless this is prevented by the constraints or bounds on the variables. Select the Make Unconstrained Variables Non-Negative check box to ensure that all decision variables without explicit lower bounds cannot take on negative values.
If the objective is a linear function of the decision variables, it can always be increased or decreased without limit (picture it as a straight line), so Solver will seek the extreme value that still satisfies the constraints. If the objective is a nonlinear function of the variables, it may have a “natural” maximum or minimum (for example, =A1*A1 has a minimum at zero), or no such limit (for example, =LOG(A1) increases without limit).
If you receive this message, you may have forgotten a constraint, or failed to anticipate values for the variables that allow the objective to increase or decrease without limit. The final values for the variable cells, the constraint left hand sides and the objective should provide a strong clue about what happened.
The Evolutionary Solving method never displays this message, because it has no way of systematically increasing (or decreasing) the objective function, which may be non-smooth. If you have forgotten a constraint, the Evolutionary method may find solutions with very large (or small) values for the objective – thereby making you aware of the omission – but this is not guaranteed.