> 
> I did the ./configure and make and make check. I think something is
> wrong. Below you can see the messages.
> 
>  

ltdl.h is a standard header, so probably your cygwin installation is
incomplete. You may try "./configure --disable-shared". You also may try
to download precompiled glpk binaries for cygwin; see
https://cygwin.com/cgi-bin2/package-grep.cgi?grep=glpk&arch=x86




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