So you have to solve a linear program, so naturally the first language you think of is Erlang. Actually, it's not a natural first choice for most people, but if you are solving a linear program as part of an automatic control strategy for an internet facing application, the choice is better motivated.
Since I faced this situation recently I wrote a binding for GLPK for Erlang. Writing port drivers is a drag so I actually wrote a program to generate the C and Erlang for me. Perhaps with the new FFI these sort of games will not be necessary, but I was happy with the approach because I anticipate experimenting with several linear programming packages, which should be much easier to accommodate.
Available at Google code.