Hi Yan: Check out this example, inspired with the help of the great Erwin at http://yetanothermathprogrammingconsultant.blogspot.it/2015/04/operating-on-empty-set.html
$onempty
set a /a1*a10/
set b(*) / /;
variable x(a),dummy;
equation r1,fobj;
r1(a,b).. x(a)=e=1;
fobj.. dummy=e=1;
model c /all/;
solve c using lp minimizing dummy;