I need to solve a linear optimization problem subject to both equality and inequality constraints in C++ (using MSVC 15). Mathematically, this can be solved by the simplex algorithm. Since I don't want to write my own implementation, I've searched the internet for a library - unfortunately, without success. Actually, SoPlex seems to be promising, but the documentation is basically the plain doxygen description of the code. This is what I encountered all the time (if there is a documentation at all).
All I need is a simple solver, since I only want to test something which I will later replace by a more sophisticated optimization technique.
I need to compile the code