Russell,
You should be able to find some LP algorithms in most Operations Research or Data Structures/Algorithms textbooks. I have a 20 year old textbook by Dr. Pete Ho, "Introduction to Operations Research" (I think that's the title the book is 1500 miles away right now so I can't check it.) The code is all Fortran but should be easy to convert to VFP.
>Does anyone know of a linear programming algorithm to solve the famous "Stock cutting problem"