No Features Selected for Upgrade

Applies to: SQL Server 2005 Express Edition, SQL Server 2008 R2 Express Edition, Windows 64-bit.

Problem Description
I have tried many times to upgrade the current SQL Server 2005 Express Edition instance installed in my computer to SQL Server 2008 R2 Express Edition, but the upgrade process always ended with the same error.
"There are no features selected for upgrade".

Cause
I was using SQL Server 2008 R2 Express 64-bit (SQLEXPR_x64_ENU) setup program to upgrade a 32-bit instance of SQL Server 2005 Express Edition. Setup cannot upgrade from 32-bit platform to 64-bit platform: cross-platform upgrade is not supported.

Solution
I ran SQL Server 2008 R2 Express 32-bit (SQLEXPR_x86_ENU.exe) setup program and setup was able to detect the existing 32-bit instance of SQL Server 2005 Express and upgraded it successfully.