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.
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.