I found that someone want to build glpk with GMP under windows just as I did.
The following way works. Enjoy it! 1. The files needed to build glpk with GMP:
gmp.h, gmp.lib. See http://cs.nyu.edu/exact/core/gmp/.2. Copy gmp.h to the
'include' folder, gmp.lib to the building folder 'w32'.3. Add '#define
HAVE_GMP_H' before '#ifdef HAVE_GMP_H' in glpgmp.h to make the complier use GNU
MP library.4. Add '#pragma comment(lib, "gmp.lib")' at the front of glpk.h.5.
Rebuild the source with Build_GLPK_with_VC6.bat.
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