Development tools - optimization

Microsoft Solver Foundation

Getting started:
http://msdn.microsoft.com/en-us/library/ff524512%28v=VS.93%29.aspx
Examples:
http://msdn.microsoft.com/en-us/library/ff524501%28VS.93%29.aspx

Download

http://archive.msdn.microsoft.com/solverfoundation/Release/ProjectReleases.aspx?ReleaseId=1799

SVM
http://msdnrss.thecoderblogs.com/2011/02/support-vector-machines-svms-in-f-using-microsoft-solver-foundation/

NLP
http://dandesousa.com/2010/07/15/microsoft-solver-foundation-for-quadratic-programming/
for convex programming
http://stackoverflow.com/questions/1978754/whats-a-good-convex-optimization-library

Open source

LPsolve
http://lpsolve.sourceforge.net/5.5/

Coin-or
http://www.coin-or.org/resources.html

GNU
http://www.gnu.org/software/glpk/

MATLAB
http://www.convexoptimization.com/wikimization/index.php/MATLAB_Programs_for_Optimization

benchmarks
http://plato.asu.edu/ftp/lpfree.html
http://scip.zib.de/

Format
mps
ftp://ftp.caam.rice.edu/pub/people/bixby/miplib/mps_format