A general procedure would be to implement the algorithm in MATLAB, and make sure each of the function used in implementing the algorithm are code generatable. To check if the function is eligible for code generation, you can refer to the bottom of the documentation page of that particular function.
Further, try deploying the code on the preferred build type.
You can refer to this open source file exchange package, I hope it helps and saves your time.
This MATLAB package generates a stand alone MEX (With no dependencies) file for the GNU Linear Programming Kit (GLPK).
The MEX can solve large scales Linear Programming (LP) problems and Mixed Integer Linear Programming (MILP) problems.