set I; set J; param B {I} >= 0; # Right hand side of constraint inequalities param C {J}; # Objective function coefficients param A {I,J}; # Left hand side variable coefficients var X{J} >= 0; # Variables with positivity constraints maximize Z: sum {j in J} C[j]*X[j]; subject to constraints {i in I}: sum {j in J} A[i,j]*X[j]<=B[i];