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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.

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    Show us what you've done so far, and what you're having trouble with. Commented Aug 26, 2009 at 11:05
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    So, how much are you willing to pay for someone to write this for you? Commented Aug 26, 2009 at 11:16
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    I hope that there is exist some free code for such well-known algorithm. Commented Aug 26, 2009 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. Commented Aug 27, 2009 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. Commented Aug 31, 2013 at 18:10

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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.

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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
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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++.

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I know it is a little old but just wanted to say that link is dead.
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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.

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