linear programming

Spent the day learning about linear programming, for Roweis and my spectroscopic archetypes project. Our project is an integer programming problem, which is NP hard (I think), but we have a linear programming approximation. Linear programming is something I learned in high school; now there are lots of free codes that can deal with hundreds of thousands or millions of variables and constraints. Unfortunately, the languages with which the programs can be specified are a bit non-trivial; I have nearly figured out how to code my problem in one of those languages, but I don't know which language to use.