diff --git a/cmake/FindCPLEX.cmake b/cmake/FindCPLEX.cmake
--- a/cmake/FindCPLEX.cmake
+++ b/cmake/FindCPLEX.cmake
@@ -24,6 +24,9 @@
 IF(CPLEX_FOUND)
   SET(CPLEX_INCLUDE_DIRS ${CPLEX_INCLUDE_DIR})
   SET(CPLEX_LIBRARIES ${CPLEX_LIBRARY})
+  IF(CMAKE_SYSTEM_NAME STREQUAL "Linux")
+    SET(CPLEX_LIBRARIES "${CPLEX_LIBRARIES};m;pthread")
+  ENDIF(CMAKE_SYSTEM_NAME STREQUAL "Linux")
 ENDIF(CPLEX_FOUND)
 
 MARK_AS_ADVANCED(CPLEX_LIBRARY CPLEX_INCLUDE_DIR CPLEX_BIN_DIR)