luasimplex

1. What?

luasimplex is an implementation of the simplex method for solving linear
programming problems written in Lua.

2. Why?

It'd be nice if Rima had an LP solver that worked "out of the box" so you could
at least get started without having to download and build a real solver.

3. Requirements

Lua or LuaJIT, and, if you want to run the netlib tests, lfs and the netlib test
data.

4. Issues

Speed.  Numerical stability.

5. How?

Get luasimplex from github.
It looks like the easiest place to get the netlib test problems is here: http://www.numerical.rl.ac.uk/cute/netlib.html

Short version:
    git clone git://github.com/geoffleyland/luasimplex.git
    curl -O ftp://ftp.numerical.rl.ac.uk/pub/cuter/netlib.tar.gz
    tar -xzf netlib.tar.gz
    cd luasimplex
    make
    cd lua
    luajit test-netlib.lua --test-dir ../../netlib/

Options to try are lua instead of luajit, `--no-ffi`, and `--c` (which uses the c version of the rsm).