Stocfor2 Problem lp bpmpd AMPL = if lb[j] <= -1.7e38 then -Infinity else lb[j] <= ub[j]; set zork := setof{i in I1} (i,ctype[i]); c{i in I1: ctype[i] != 'N'}: (if ctype[i] == 'N' || ctype[i] == 'L' then -Infinity else if ctype[i] == 'G' || ctype[i] == 'GR' || ctype[i] == 'E' then b[i] else b[i] - db[i]) <= sum{(i,j) in Aij} A[i,j]*x[j] <= (if ctype[i] == 'N' || ctype[i] == 'G' then Infinity else if ctype[i] == 'L' || ctype[i] == 'LR' || ctype[i] == 'E' then b[i] else b[i] + db[i]); minimize Obj{(i,'N') in zork}: sum{(i,j) in Aij} A[i,j]*x[j]; ]]> "Stocfor2" example from the NETLIB collection of LP problems (converted from MPS with M2A) at: http://www.netlib.org/lp/data/