  Linear programming describes the problem of optimising a linear objective
function over a set of constraints on its variables. In this paper we present a
solver for linear programs implemented in the proof assistant Isabelle/HOL.
This allows formally proving its soundness, termination, and other properties.
We base these results on a previous formalisation of the simplex algorithm
which does not take optimisation problems into account. Using the weak duality
theorem of linear programming we obtain an algorithm for solving linear
programs. Using Isabelle's code generation mechanism we can generate an
external solver for linear programs.
