S0833, Bortezomib, Thalidomide, Lenalidomide, Combination Chemotherapy, and Autologous Stem Cell Transplant in Treating Patients With Newly Diagnosed Multiple Myeloma

RATIONALE: Bortezomib may stop the growth of cancer cells by blocking some of the enzymes needed for cell growth. Biological therapies, such as thalidomide and lenalidomide, may stimulate the immune system in different ways and stop cancer cells from growing. Drugs used in chemotherapy, such as dexamethasone, cisplatin, doxorubicin hydrochloride, cyclophosphamide, etoposide, and melphalan, work in different ways to stop the growth of cancer cells, either by killing the cells or by stopping them from dividing. Combining chemotherapy with autologous stem cell transplant may allow the doctor to give higher doses of chemotherapy drugs and kill more cancer cells. Giving bortezomib, thalidomide, and combination chemotherapy before and after transplant and lenalidomide after transplant may be an effective treatment for multiple myeloma. PURPOSE: This phase II trial is studying how well giving bortezomib, thalidomide, and lenalidomide together with combination chemotherapy and autologous stem cell transplant works in treating patients with newly diagnosed multiple myeloma.