\ http://pic.dhe.ibm.com/infocenter/cosinfoc/v12r3/topic/ilog.odms.cplex.help/Content/Optimization/Documentation/Optimization_Studio/_pubskel/ps_usrmancplex2051.html Maximize obj: 12 x1 + 5 x2 + 15 x3 + 10 x4 Subject To c1: 5 x1 + x2 + 9 x3 + 12 x4 <= 15 Lazy Constraints l1: 2 x1 + 3 x2 + 4 x3 + x4 <= 10 l2: 3 x1 + 2 x2 + 4 x3 + 10 x4 <= 8 Bounds 0 <= x1 <= 5 0 <= x2 <= 5 0 <= x3 <= 5 0 <= x4 <= 5 Generals x1 x2 x3 x4 End