Sets are defined in an optional section of a LINGO model called the sets section. Before you use sets in a LINGO model, you have to define them in the sets section of the model. The sets section begins with the keyword SETS: (including the colon), and ends with the keyword ENDSETS. A model may have no sets section, a single sets section, or multiple sets sections. A sets section may appear anywhere in a model. The only restriction is you must define a set and its attributes before they are referenced in the model's constraints.