The most common reason for this error is as follows: You have used an AMPL var statement to define variable Pg, which is indexed over set GEN. But you have not told AMPL what the members of set GEN are.
If you need more help, reply with an explanation of how you are providing the data for your AMPL model — for example, by reading a text data file as described in Chapter 9 of the AMPL book. Also, be sure to attach copies of your files. (You can click on the 
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