I have created a spkg to install lp_solve into Sage; it can be obtained at:
http://www.math.unl.edu/~shartke2/files/lp_solve-5.5.0.13.spkg
I have posted to sage-devel suggesting this spkg for inclusion into Sage.

lp_solve includes a linear programming solver (simplex based) and an integer
programming solver (branch and bound).  The IP solver is strong enough to
solve problems up to about 100 variables (give or take, depending on the
problem). lp_solve comes with Python bindings, and their online
documentation is very clear.

GLPK also has 2 sets of nice Python bindings: python-glpk at
http://www.dcc.fc.up.pt/~jpp/code/python-glpk/
and PyGLPK at
http://www.cs.cornell.edu/~tomf/pyglpk/

PyGLPK was just updated to work with the latest version of GLPK.  I believe
that work is ongoing to make python-glpk compile with the very latest
version of GLPK.

I hope to make a spkg for GPLK and these Python bindings at some point,
though seeing how this semester is going, it's probably not going to be
anytime soon.

Best wishes,
Stephen

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