Index sets are an integral and fundamental part of every mathematical model
ing language. They assist the modeler in grouping various objects and entit
ies. Index sets are also used extensively in the mathematical notation to w
rite an expression in a concise way. An example is the sigma notation for f
ormulating the summation of an unknown number n of terms. In this paper, th
e concept of index set is introduced in the context of modeling languages.
The main objective is to propose an extension and generalization of the con
cept of index sets, which is the concept of hierarchical index sets. The pa
per concludes with an application, which clearly shows the usefulness of th
is concept.