In the standard Excel Solver, this message is worded “The conditions for Assume Linear Model are not satisfied,” and it can appear only when the Assume Linear Model box in the Solver Options dialog is checked. 

In Analytic Solver Comprehensive, Analytic Solver Optimization, Analytic Solver Upgrade or Analytic Solver Basic, this message appears if you’ve selected the LP/Quadratic Solver and the Solver’s tests determine that the constraints are not linear functions of the variables or the objective is not a linear or convex quadratic function of the variables; or if you’ve selected the SOCP Barrier Solver and the Solver’s tests determine that the constraints or the objective are not linear or convex quadratic functions of the variables.  To understand exactly what is meant by a linear or quadratic function, read the section “Quadratic Functions” in the chapter “Mastering Conventional Optimization Concepts.”

Field-installable Solver engines can also display this message.  If you’ve selected the Large-Scale LP/QP Solver or the XPRESS Solver Engine, this message appears if the constraints are not linear functions of the variables or the objective is not a linear or convex quadratic function of the variables.  If you’ve selected the MOSEK Solver Engine (Standard Edition), this message appears if the constraints or the objective are not linear or convex quadratic functions of the variables.

If you receive this message, examine the formulas for the objective and constraints for nonlinear or non-smooth functions or operators applied to the decision variables.  Simply follow the steps in “Transformation Options” in the chapter “Platform Option Reference” to pinpoint the exact cell formulas that aren’t linear.  If you have Analytic Solver Upgrade and you've reach the limits of your license, select and examine the Linearity Report to determine which functions or variables in your model are not linear; see “The Linearity Report” in the chapter “Solver Reports.”