Several years ago, a former (awesome) colleague of mine at Microsoft, Bart de Smet, and I discussed the expressibility of optimization problems using SQL syntax. Most formulations carry over in a straightforward way, for example if we want to solve:
minimize 2 x + y subject to x^2 + y^2 <= 1, x >= 0.
Then we can express this as
CREATE TABLE VARS ( X FLOAT, Y FLOAT ); SELECT TOP 1 X, Y FROM VARS WHERE POWER(X, 2) + POWER(Y, 2) <= 1 AND X >= 0 ORDER BY 2*X + Y ASC;
Through suitable rewriting such a specification could be easily sent to a solver. You get the idea; a range of problem types, and even concepts like warm starting are easily supported. I suppose even column generation could be supported via triggers.
Update 10/1/2015: Friends Of The Blog Jeff, Alper, and colleagues thought of this long before I did. See this paper for more.