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I need the robust C++ source code of the simplex algorithm (is a popular algorithm for numerical solution of the linear programming problem).

Please, no links to wikipedia. I need good source code in C++, using templates, clear user-friendly names and work very well.

Preferably algorithm must check the unstable floating-point calculation.

Alexey Malistov
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    Show us what you've done so far, and what you're having trouble with. – Binary Worrier Aug 26 '09 at 11:05
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    So, how much are you willing to pay for someone to write this for you? – Bombe Aug 26 '09 at 11:16
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    I hope that there is exist some free code for such well-known algorithm. – Alexey Malistov Aug 26 '09 at 11:18
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    What's the reason to close this question? There are a lot of questions where people search good implementation of some algorithms. Googling doesn't give any reasonable quality assessment for implementations on the Internet. Voted to reopen. – Kirill V. Lyadvinsky Aug 27 '09 at 11:53
  • This question is **not** ambiguous, vague, incomplete, overly broad, or rhetorical and **can** be reasonably answered in its current form. If you're going to vote to close a question, at least give a real reason. –  Aug 31 '13 at 18:10

3 Answers3

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This one is a C++ library: http://soplex.zib.de. But the license has some restrictions regarding commercial use.

This one has a liberal license, but is in C: http://aldebaran.devinci.fr/~cagnol/promotion2007/cs302/gsl/multimin/simplex.c.html Probably you can write a thin wrapper.

mattmilten
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Vijay Mathew
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    The latter is not the simplex algorithm to solve linear programming problems, but the algorithm for nonlinear optimization by [Nelder and Mead](http://en.wikipedia.org/wiki/Simplex_algorithm) – marton78 Jan 10 '13 at 23:10
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The Computational Infrastucture for Operations Research (COIN-OR) provides open-source software for the operations research community, especially around numerical optimization. The CLP project, managed by John Forrest from IBM, implements the simplex algorithm for linear programming in C++.

Julien
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Consider using C library lpsolve. It is not in C++, but it is the most stable and famous free linear programming solver based on the simplex method.

Kirill V. Lyadvinsky
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