OBJECTIVES: I. Determine the feasibility of sequential high-dose chemotherapy with ifosfamide and doxorubicin followed by melphalan and cisplatin, each followed by autologous peripheral blood stem cell support, in patients with high-risk or advanced sarcomas. II. Determine the toxic effects of this regimen in these patients. III. Determine response rate and disease-free and overall survival in these patients treated with this regimen.