CALL UMPOL (FCN, N, XGUESS, S, FTOL, MAXFCN, X, FVALUE)
LIN_SOL_GEN is intended for use with defined operators in F90 and I don't see an obvious way to use it from C++. I'm sure it's possible, but the source code for the interface is not published so it would require some detailed examination of sample compiled code to see what to do.
VNI sells IMSL for C++ - as far as I know, trial versions are not available. Please contact Visual Numerics (www.vni.com) for more information.