We did not write any bindings directly to linear programming libraries, but do have an AST and an embedded DSL for writing LPs in OCaml along with some code generation to output in AMPL format. Paper and code are available here:
http://ashishagarwal.org/2010/01/18/automating-mp-transformations/

On Tue, Nov 22, 2011 at 6:16 PM, Abdallah Saffidine <abdallah.saffidine@gmail.com> wrote:
Dear list,

I am looking for a library implementing Game Theory algorithms. I am specifically interested in solving zero-sum twpo-player normal form games (that is, finding the value of Nash equilibria in matrix games). In this setting, we can use linear programming to find the strategies in time polynomial in the size of the matrix.

Have you seeing any ocaml library for game theory? or if I need to implement it myself, which linear programming library would you recommend? (If there is any other than ocaml-gplk which comes first in google, that is)

Thanks,

Abdallah