> Have you compiled glpk using mingw?
> 

No, I never compile glpk on this computer before 
I've already understood that this is the reason


> When you do that successfully you will have two files glpk4_44.dll and
> libglpk4_44.a
> 
> When you have these copy them both into the same directory as sample.c
> and use -lglpk4_44
> 
> When this works move the dll and the archive to a safe_place and try -
> Lsafe_place -lglpk4_44
> 
> To actually run sample.exe glpk4_44.dll will need to be somewhere on
> your windows library path. The same direstory as sample.exe is a ok but
> becomes inconvinient after a while. C:\Windows\System is good.
> 

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