When LINGO allocates the data structures for a set it may find that the set is derived from another set.  If this parent set is also unallocated, LINGO must back track and allocate it, too. In some rare instances, LINGO might have to backtrack many generations.  As LINGO back tracks it keeps information on a stack.  This error message is triggered when this stack runs out of space.  However, it would be a highly unusual model that causes this error.