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IBM DWにLPライブラリの入門が載ってた．

The GNU Linear Programming Kit (GLPK) is a library of routines that use well-known operations research algorithms to solve linear problems. The routines implement the simplex, branch and bound, primal-dual interior point, and many other algorithms. ...

GLPK is not a program -- it can't be run and has no main() function. Instead, clients feed the problem data to the algorithmic routines through the GLPK API and receive results back. GLPK has a default client, the glpsol program, that interfaces with this API. ...