If hanger sizing is part of your static analysis, load cases 1, 2 and maybe 3 (if you wish CAESAR II to calculate "actual" cold loads) are preliminary analyses used to size those hangers. These load cases should not be referenced in setting the state (active/inactive) of the system's nonlinear conditions in the dynamic analysis. If you have hanger design in your static analysis, this error message is proper. You should perhaps point to the operating case (Load Case #3?) to set the nonlinears for the dynamic analysis.
If you Point to Load Case #1 with hanger sizing in the static analysis but then remove the hanger sizing from the static analysis, reset the load cases, and rerun the job; then Load Case #1 is probably the operating load case and it is available to set the nonlinear restraint status. (Boy, that is a long sentence.)
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Dave Diehl