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You can use GLPK (GNU Linear Programming Kit) or ILOG CPLEX.
GLPK is a set of routines written in ANSI C and organized in the form of a callable library. If you are using a Unix system You can download it at http://www.gnu.org/software/glpk/glpk.html.
If you are using Windows you can find it at http://gnuwin32.sourceforge.net/packages/glpk.htm
If you have acess to the commercial programm ILOG CPLEX it is preferable to use this software, especially because it has proved to be considerably faster than GLPK. You can find more information about it at http://www.ilog.com/
PPL presents full compatibility with ILOG CPLEX 10 and GLPK 4.9.