<p>I'd like to set up a large linear programming model to solve an interesting problem.  I would be most comfortable in Java.  What tools/libraries are available?</p>

I used
lp_solve
with success. It looks like there is a native Java API, but I've only used the text file interface. It supports the semi-standard MPS and LP file formats, which I found more convenient for trying out different solvers (such as
glpsol
).