reset; option randseed''; # various random numbers option solver cplex; # solver choice param C := Uniform(50,100); # capacity param N := round(Uniform(200,300)); # number of items param u {i in 1..N} := Uniform(3,8); # utility of item i param s {i in 1..N} := Uniform(1,2); # space of item i var x {i in 1..N} binary; # binary variables maximize LP: sum{i in 1..N} u[i]*x[i]; # objective subject to NB: sum{i in 1..N} s[i]*x[i] <= C; # budget constraint solve; # solution display LP,x; # output