A comprehensive reference, available electronically in our library is Linear Programming and Extensions by Vanderbei

Another reference, recommended by a previous student of mine, is Introduction to Operations Research, by Hillier and Lieberman.

For convex polytopes, a good introductory book is Introduction to Convex Polytopes by Brondsted.

Material on integer programming is taken from "A first course in combinatorial optimization", by Jon Lee. This is also available electronically in our library.

At detailed introduction to the MathProg language can be found in the AMPL Book. Note the running the solver glpsol is rather different than the solver used in the book.