> > Probably you forgot to specify the glpk object library for the
> linker,
> > i.e. 'gcc ... -lglpk ...' . 
> 
> 
> I've a #include <glpk.h> and i'm compiling with -lglpk

This error is not related to glpk; it is a linker error meaning that 
the glpk object library is not available to the linker. Try to build
glpk from its source distribution, i.e. run 'configure', 'make', and
'make check'. If the check is successfull, install the package with
'make install'. Then compile your program--all should work.


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