Unfortunately, from insepcting GLPK source code it seems that whether to 
use GNU MP or GLPK bignum is decided at compile time. So it appears that 
the Windows binaries which are automatically downloaded by the Julia 
package are just not compiled with GNU MP. As far as I can tell, the 
options are 1) compile from source in Windows and put the resulting shared 
library under GLPK/deps/usr/lib 2) find alternative binaries 3) ask the guy 
which provides the Windows binaries (http://www.xypron.de)

On Tuesday, April 8, 2014 12:14:21 AM UTC+2, Stéphane Laurent wrote:
>
> Hello, 
>
>  When I use the *exact* function of the GLPK 
> package<http://docs.julialang.org/en/release-0.1/stdlib/glpk/>, 
> I get something like that :
>
>
>
>
>
>
>
> *julia> GLPK.exact(lp) glp_exact: 6 rows, 9 columns, 18 non-zeros GLPK 
> bignum module is being used (Consider installing GNU MP to attain a much 
> better performance.) * 6: objval = 0.107142857142857 (1) * 6: objval = 
> 0.107142857142857 (1) OPTIMAL SOLUTION FOUND 0*
>
>
> GNU MP <https://gmplib.org/> should be installed on my Windows machine 
> because I use the gmp package<http://cran.r-project.org/web/packages/gmp/>in 
> R. What should I do in order that GLPK uses this library in Julia ? 
>

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