I would like to see a portable version of LP_Solve, a linear programming with LGPL licensing.
Description: lp_solve is a free (see LGPL for the GNU lesser general public license) linear (integer) programming solver based on the revised simplex method and the Branch-and-bound method for the integers.
Thanks to Henri Gourvest, there is now also an IDE program called LPSolve IDE that uses the API to provide a Windows application to solve models. See LPSolve IDE for its usage. With this program you don't have to know anything of API or computer programming languages. You can just provide your model to the program and it will solve the model and give you the result.