> I'm looking for a new compiled version of GLPK for windows, where
> could I find it?

http://gnuwin32.sourceforge.net/packages/glpk.htm

You also can compile glpk by yourself: download its distribution
either from ftp://ftp.gnu.org/gnu/glpk/ or from some mirror ftp sites
(see http://www.gnu.org/order/ftp.html ), unpack it in some directory,
enter subdirectory 'w32', and run (by double-clicking) one of the
following batch files:

Build_GLPK_with_BC5.bat
Build_GLPK_with_Dev.bat
Build_GLPK_with_VC6.bat
Build_GLPK_with_VC6_MT_DLL.bat

If you have Cygwin installed, you can compile glpk in a usual way.





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