Lp solve

lp_solve is a free software command [line utility] and library for solving linear programming and mixed [integer programming] problems.
It ships with support for two file formats, MPS and lp_solve's own LP format. User-defined formats are supported via its "eXternal Language Interface"
lp_solve also supports translating between model formats using the -w series of command line switches
lp_solve uses the simplex method for linear programs, and branch-and-bound for mixed integer programs.
Multiple pivoting strategies are supported, including devex.
lp_solve also features a pre-solver that can remove redundant variables and remove or tighten constraints.
The lp_solve project also features an integrated development environment called LPSolve IDE, for Microsoft Windows.