Google's Operations Research tools:

Implementation of the Jupyter kernel protocol in C++

A C++ library of Markov Chain Monte Carlo (MCMC) methods

Julia and C++ implementations of Bayesian Probabilistic Matrix Factorization using Markov Chain Monte Carlo

TMAC: A Toolbox of Modern Async-Parallel, Coordinate, Splitting, and Stochastic Methods

C++ implementation of the Interior Point Methods (CPPIPM)

Multi-platform, self-contained and object-oriented implementation of the Simplex Algorithm in C++