As Michael Patriksson already stated Lingo is a really good choice if you want to stay with linear programming and it is also free for academics (for one instance). I also use Lindo (only for PC-users) and Lingo (for MAC and PC) in my lectures since also students without coding-skills can build optimization models.
If you want to solve integer linear programs or have some binaries in your models (which is relatively often a natural extension of linear porgrams), then I would not recommend Lingo but would go for CPLEX or Gurobi which have very powerful solvers.
I have no or only limited experiences with AMPL and GAMS, but think they are also used a lot.
Thanks for you valuable replies, @Michael Pattrikson, @Giovanni Lugaresi, @Stefan Haeussler... i want to use it for DEA (Data envelopment Analysis), to find the efficient frontier in case of production units. DO you all have any experiences?
I highly recommend IBM ILOG CPLEX. It has the interactive solver, which can be used with no coding skills and for small problems, the Callable Library, which can be used with C/C++, if you have good coding skills, and Concert for C++ and Java implementations. You can also use a variety of other languages, just check it out. It is free for academics.
In order to determine the efficient frontier there is not only the choice of an LP software, but of a scalarization, too. So the choice of the LP software depends on a suitable programming API to realize your goal.
You do not aim at solving just one LP but many.
For this purpose I suggest not to rely on a modeling system like GAMS or AMPL, where you have to ldeal with their scripting capabilities, too. I would prefer another API - depending on the programming language you would like to use, like C++, C or Python. There are excellent APIs to CPLEX and Gurobi. And though these are made for solving MIPs, their LP solvers are excellent and offering a lot of algorithmic choices to achieve the fastest solving time for the problem at hand.
It depends on your needs; there are some commercial solvers and some free/open-source solvers. Their performance might differ drastically.
If your application needs open-source, you might want to look at GLPK ( https://www.gnu.org/software/glpk/ ), LP_SOLVE ( http://lpsolve.sourceforge.net/ ), etc.
If you seek performance and can afford the commercial solver (or apply for a free academic license), look for CPLEX ( https://www.ibm.com/analytics/cplex-optimizer ) or Gurobi ( https://www.gurobi.com/ ).
The performance of the solvers might differ, depending on the structure of your instances. Several years ago, I saw a comparison between Gurobi, CPLEX, and XPRESS ( https://www.gurobi.com/wp-content/uploads/2018/12/benchmarks.pdf ), which suggest that Gurobi might perform the best. But since it was published by Gurobi itself, it might be biased. Also, it is several years old; since that time, the solvers have improved.
Nevertheless, I am using Gurobi - the academic license is easy to obtain, and their Python bindings are easy to work with. Also, the performance is good.
Just try several solvers and pick the one that suits you the best.
If you have access to multiple solvers you can try Pyomo framework (https://pyomo.readthedocs.io/en/stable/#). Using Pyomo you can test multiple solvers for example AMPL, PICO, CBC, CPLEX, IPOPT, Gurobi and GLPK; then you can decide which solver is better for the problem you want to solve.
Also, in Wikipedia you can find a list of solvers https://en.wikipedia.org/wiki/List_of_optimization_software
You can use GAMS software (https://www.gams.com). It's very powerful software. It has many solver options for different types of optimization problems.
Gams is an excellent alternative because its sintaxis is easy to learn. However, it is not completely free. If you want a free alternative and not expensive, JULIA is the best.