I had the following problem when trying to compile (with Dev C++) the file  
sample.c, which is distributed with the package:

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....
glpmat.o(.text+0xf5f):glpmat.c: undefined reference to `_glp_amd_defaults'
glpmat.o(.text+0xff1):glpmat.c: undefined reference to `_glp_amd_order'
glpmat.o(.text+0x1269):glpmat.c: undefined reference to `_glp_symamd'
collect2: ld returned 1 exit status

make.exe: *** [ProjetoGLPK.exe] Error 1

Execution terminated

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