There are three possibilities to compile GLPK using Visual Studio. GLPK
is designed as a library of routines which can be used in another program
to solve systems of linear inequalities. These programs written by you
produce the .exe. The glpk examples directory contains a number of such
programs.
Attached is a VS2010 project which will compile glpk as a dll. Simply
unzip it in the top of an unzipped glpk 4 45 source distribution. It will
create a subdirectory called glpk. Double click on the .sln in this
directory and VSC++2010 should start. Click build. The dll will appear in
glpk\glpk\Re
