Inclusion Criteria:

1. Patient diagnosed with breast, gastrointestinal, lymphoma, myeloma or lung cancer undergoing chemotherapy or hormonal treatment
2. Patient is > or = 18 years of age
3. Patient has Brief Fatigue Inventory "fatigue worst" score of > or = 4 at baseline
4. Patient has an ECOG performance status of < or = 2 at baseline
5. Patient has a life expectancy > or = 6 months from the start of the study
6. Patient is using acceptable birth control methods. Female participants (if of child bearing potential and sexually active) and male participants (if sexually active with a partner of child-bearing potential) must use medically acceptable methods of birth control. Medically acceptable methods of contraception include abstinence, birth control pills, diaphragm with spermicide, condom with foam or spermicide, vaginal spermicidal suppository or surgical sterilization
7. Patient must speak and understand English
8. Patient has provided written informed consent to participate in the study prior to enrollment to the study

Exclusion Criteria:

1. History of hypersensitivity reaction to methylphenidate
2. History of or current seizure disorder, glaucoma, major psychiatric diagnosis, narcolepsy, Tourette's syndrome, tension or agitation
3. History of clinically significant cardiac disease (see protocol for criteria)
4. Uncontrolled hypertension: has not been on a stable treatment dose for the past month, or has a systolic pressure consistently (defined as 3 consecutive blood pressure readings within the last 30 days) greater than 150 mm Hg or diastolic pressure consistently greater than 85 mm Hg
5. History of fibromyalgia
6. Use of alcohol while participating in the study
7. Current use of illicit drugs or history of alcohol or drug abuse and/or abuse potential (see protocol for criteria)
8. Moderate to severe depression (> or = 20 on Beck Depression Index II)
9. If taking antidepressants, no changes in dose and/or no start of new course of treatment in the last 30 days
10. Currently taking psychostimulants (including appetite suppressants), MAO inhibitors, anticoagulant or anticonvulsant therapy
11. Current use of corticosteroids, medications, or stimulants (i.e., vivarin) used to improve fatigue symptoms
12. Use of an investigational medication within the past month
13. Current use of the following herbals or supplements for fatigue relief (DHEA, SAME, ginkgo, ginseng, St. John's Wort (including DHEA, SAME, ginkgo, ginseng, St. John's Wort, metabolite, effedrin, basil, citronella, fennel, horseradish roots, lavender flowers, lemon verbena, marjoram, mint, nettle, pine needles, rosemary, sage, savory, thyme, bay, cayenne pepper, cinnamon, eucalyptus, hyssop, myrrh, oregano, peppermint, ginseng, green, black or Chinese tea, ephedra (aka - ma-huang), popotillo, and Mormon tea)
14. Any coexisting medical condition or are taking any concomitant medication that is likely to interfere with the safe administration of methylphenidate
15. Patients who start epoetin within 30 days prior to enrollment
16. Patients who start taking epoetin during the first week of the study
17. Hemoglobin < 8.0 gm/dl
18. Patients with a TSH value > or = 1.5 times the upper limit of normal (ULN)
19. Albumin value 50% lower than the lower limit of normal
20. Evidence of hepatic impairment [total bilirubin > or = 2.5 times ULN (normal range of 0 - 1.0 mg/dl, SGPT > or = 2.5 times ULN)]
21. Evidence of renal impairment (serum creatinine > 2.5 times ULN, normal range of 0.8 - 1.5 mg/dl)
22. A severe narrowing (pathological or iatrogenic), obstruction of the gastrointestinal tract, or gastrointestinal malabsorption
23. If taking anxiolytics, and/or hypnotics, no changes in dose and/or no start of new course of treatment in the last 30 days
24. Patients with nausea, vomiting, or diarrhea of CTCAE grade III or higher
25. If taking anticonvulsants for sensory neuropathy (Gabapentin or Pregabalin), no changes in dose and/or no start of new course of treatment in the last 30 days
26. History of severe headaches within 30 days prior to enrollment