The UNION aggregation expression evaluates the set-expression for each member of the index set index-set. The result is the set union of the values that are returned by the set-expression. If the index set is empty, then the result is an empty set.

The following code demonstrates a UNION aggregation. The output is the value of {1,2,3,4} {2,3,4,5} {3,4,5,6}.

proc optmodel;
   put (union{i in 1..3} i..i+3); /* outputs {1,2,3,4,5,6} */