lo1.lp lp MOSEK LP short = 15 c3: 2 x2 + 3 x4 <= 25 bounds 0 <= x1 <= +infinity 0 <= x2 <= 10 0 <= x3 <= +infinity 0 <= x4 <= +infinity end ]]> This example is from Mosek documentation: http://docs.mosek.com/7.1/capi/The_LP_file_format.html