What programming language should I use to solve linear programming problems?

Have you looked into libraries such as GLPK (a href="http://winglpk.sourceforge.net/)?" rel="nofollow"http://winglpk.sourceforge.net/)?/a There are other packages available out there such as GIPALS32 (a href="http://www.optimalon.com/product_gipals32.htm)" rel="nofollow"http://www.optimalon.com/product_gipals3…/a both free and commercial packages. Most of these libraries will be written in C but they can be called from your existing code. These libraries are also generally optimized already.