set VARMAJOR;
set VARMINOR;
set VARFREE;
set CONSMAJOR;
set CONSMINOR;
set CONSEQUAL;

set VAR = VARMAJOR union VARMINOR union VARFREE;
set CONS = CONSMAJOR union CONSMINOR union CONSEQUAL;

param c {VAR};
param b {CONS};
param a {CONS,VAR};

var X {VAR};

maximize objective: sum {j in VAR} c[j] * X[j]; 

consMajor {i in CONSMAJOR}: sum {j in VAR} a[i,j] * X[j] >= b[i];
consMinor {i in CONSMINOR}: sum {j in VAR} a[i,j] * X[j] <= b[i];
consEqual {i in CONSEQUAL}: sum {j in VAR} a[i,j] * X[j] = b[i];

var_cons_major {j in VARMAJOR}: X[j] >= 0;
var_cons_minor {j in VARMINOR}: X[j] <= 0;