I'm using
\documentclass[american,conference]{IEEEtran}
\usepackage{fontspec}
\usepackage{geometry}
\geometry{verbose}
\usepackage{graphicx}

\makeatletter
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% User specified LaTeX commands.
\usepackage{cite}
...

But citations like:
\cite{roberts,okada}

are not collapsed, but appear as
[1], [2]

This is supposed to work according to
http://ctan.mirrors.hoobly.com/macros/latex/contrib/IEEEtran/IEEEtran_HOWTO.pdf

Any ideas? (Of course, this is a lualatex issue, not really lyx issue - I 
can reproduce running lualatex on the latex output from lyx)

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