> Actually I already make install but I didnt post in the email.
> OK.
> Now:
> sudo ./configure --prefix /usr
> sudo make install prefix=/usr

> Then make check works.
> However, still there is a running time error for my program:
> [myn...@obelix TestLP]$ ./TestLP
> ./TestLP: error while loading shared libraries: libglpk.so.0: cannot
> open shared object file: No such file or directory

> If I dont specify the prefix /usr but let it to be /usr/local/, there
> is still the same error.

> As I said, global variables are already defined as:
> declare -x LD_LIBRARY_PATH="/usr/lib"
> declare -x LD_RUN_PATH="/usr/lib"
> declare -x LIBDIR="/usr/lib"

> I strongly suspect that it is a problem of my Makefile for my own
> program.

The following sequence works for me (Debian GNU/Linux Etch):

$ cd glpk-4.43
$ ./configure
$ make
$ make check
$ make install
$ cd ..
$ cp glpk-4.43/examples/sample.c sample.c
$ gcc sample.c -lglpk
$ export LD_LIBRARY_PATH="/usr/local/lib"
$ ./a.out

If LD_LIBRARY_PATH is not correctly set, running a.out causes the
error you mentioned, i.e. "libglpk.so.0: cannot open shared object
file: No such file or directory".



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