Steel lp MOSEK AMPL short 0; param avail>= 0; param profit {PROD}; param market {PROD}; var Make {p in PROD} >= 0, <= market[p] ; maximize total_profit : sum {p in PROD} profit[p] * Make[p] ; subject to Time : sum {p in PROD} (1/rate[p]) * Make[p] <= avail; ]]> set PROD := bands coils ; param: rate profit market := bands 200 25 6000 coils 140 30 4000 ; param avail := 40; option solver mosek; solve; display Make; "Steel" example from chapter 1 of AMPL book. More examples are available at: http://www.ampl.com/cm/cs/what/ampl/BOOK/EXAMPLES/index_files.html