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A set \\(F\\subset bd K\\) is said to illuminate a convex body \\(K\\) from within provided for every point \\(x\\in bd K\\) there is a point \\(y\\in F\\) distinct from \\(x\\) such that the open line segment \\(xy\\) is contained in int \\(K\\).   A set \\(F\\) illuminating a convex body \\(K\\) from within is called primitive if no proper subset of \\(F\\) illuminates \\(K\\) from within. Such a set \\(F\\) is said to primitively illuminate \\(K\\) from within. Gr\u00fcnbaum conjectured that any set primitively illuminating a compact, convex body \\(K\\subset E^d\\), \\(d\\geq 3\\), from within has at most \\(2^d\\) points.   V. Soltan confirmed this conjecture for the case \\(d=3\\). More exactly, he proved that any set primitively illuminating a compact, convex body in \\(E^3\\) from within has at most 8 points, and only convex polytopes combinatorially equivalent to the 3-cube have primitive illuminating sets of 8 points (placed at their vertices). V. Boltyanski, H. Martini, and V. Soltan gave a negative answer to Gr\u00fcnbaum's conjecture for all \\(d\\geq 4\\), by giving an example of a compact, convex body \\(K\\subset E^d\\) which has a primitive illuminating set of at least \\(m\\) points for any positive integer \\(m\\).   In this paper, the authors study Gr\u00fcnbaum's conjecture for the case of unbounded, convex bodies in \\(E^d\\) (distinct from a cone) and prove the following.   Theorem 1. Any inner illuminating set of an unbounded, convex body \\(K\\subset E^2\\) contains a subset of two points primitively illuminating \\(K\\) from within.    Theorem 2. Any inner illuminating set of an unbounded, convex body \\(K \\subset E^3\\) contains a subset of at most 6 points primitively illuminating \\(K\\) from within.   Theorem 3. There is an unbounded, convex body \\(K\\subset E^d\\), \\(d\\geq 4\\), such that for any positive integer \\(m\\), \\(K\\) has a finite set of at least \\(m\\) points primitively illuminating \\(K\\) from within.   Theorem 4. A compact, convex body \\(K\\subset E^3\\) is a convex polytope combinatorially equivalent to the 3-cube if and only if it has a primitive inner illuminating set consisting of at least 7 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