You can see the complete program here or on line in the standard distribution of IloCplex in the file /examples/src/transport.cpp. To run this example, you need a license for ILOG CPLEX.

// File: examples/src/transport.cpp
// Version 9.0    
// --------------------------------------------------------------------------
//  Copyright (C) 1999-2003 by ILOG.
//  All Rights Reserved.
//  Permission is expressly granted to use this example in the
//  course of developing applications that use ILOG products.
// --------------------------------------------------------------------------
//

#include <ilcplex/ilocplex.h>

ILOSTLBEGIN

typedef IloArray<IloNumArray>    NumMatrix;
typedef IloArray<IloNumVarArray> NumVarMatrix;

int main(int argc, char** argv) {
   if (argc <= 1) {
      cerr << "Usage: " << argv[0] << " <model>" << endl;
      cerr << "  model = 0 -> convex piecewise linear model, " << endl;
      cerr << "  model = 1 -> concave piecewise linear model. [default]" << 
endl;
   }

   IloBool convex;
   if (argc <= 1)
      convex = IloFalse;
   else
      convex = atoi(argv[1]) == 0 ? IloTrue : IloFalse;

   IloEnv env;
   try {
      IloInt i, j;   
      IloModel model(env);
    
      IloInt nbDemand = 4;
      IloInt nbSupply = 3;
      IloNumArray supply(env, nbSupply, 1000., 850., 1250.);
      IloNumArray demand(env, nbDemand, 900., 1200., 600., 400.);
    
      NumVarMatrix x(env, nbSupply);
      NumVarMatrix y(env, nbSupply);
    
      for(i = 0; i < nbSupply; i++) { 
         x[i] = IloNumVarArray(env, nbDemand, 0, IloInfinity, ILOFLOAT);
         y[i] = IloNumVarArray(env, nbDemand, 0, IloInfinity, ILOFLOAT);
      } 
    
      for(i = 0; i < nbSupply; i++) {      // supply must meet demand
         model.add(IloSum(x[i]) == supply[i]);
      } 
      for(j = 0; j < nbDemand; j++) {      // demand must meet supply
         IloExpr v(env); 
         for(i = 0; i < nbSupply; i++)
            v += x[i][j];
         model.add(v == demand[j]);
         v.end();
      }      
      if (convex) {
         for(i = 0; i < nbSupply; i++) {
            for(j = 0; j < nbDemand; j++) {
               model.add(y[i][j] == IloPiecewiseLinear(x[i][j],
                                          IloNumArray(env, 2, 200., 400.),
                                          IloNumArray(env, 3, 30., 80., 130.),
                                          0, 0)                               
);
            }
         }
      }
      else {
         for(i = 0; i < nbSupply; i++) {
            for(j = 0; j < nbDemand; j++) {
               model.add(y[i][j] == IloPiecewiseLinear(x[i][j],
                                          IloNumArray(env, 2, 200., 400.),
                                          IloNumArray(env, 3, 120., 80., 50.),
                                          0, 0)                               
);
            }
         }
      }
    
      IloExpr obj(env); 
      for(i = 0; i < nbSupply; i++) {
         obj += IloSum(y[i]);   
      }
      model.add(IloMinimize(env, obj));
    
      IloCplex cplex(env);
      cplex.extract(model);
      cplex.exportModel("transport.lp");
      cplex.solve(); 
    
      env.out() << " - Solution: " << endl; 
      for(i = 0; i < nbSupply; i++) {
         env.out() << "   " << i << ": ";
         for(j = 0; j < nbDemand; j++) {
            env.out() << cplex.getValue(x[i][j]) << "\t";
         }
         env.out() << endl;
      }
      env.out() << "   Cost = " << cplex.getObjValue() << endl; 
   } catch(IloException& e) {
      cerr << "ERROR: " << e.getMessage() << endl; 
   } catch (...) {
      cerr << "Error" << endl;
   }
   env.end(); 
   return 0;
} // END main