diff --git a/cmake/FindGLPK.cmake b/cmake/FindGLPK.cmake
new file mode 100644
--- /dev/null
+++ b/cmake/FindGLPK.cmake
@@ -0,0 +1,20 @@
+SET(GLPK_REGKEY "[HKEY_LOCAL_MACHINE\\SOFTWARE\\GnuWin32\\Glpk;InstallPath]")
+GET_FILENAME_COMPONENT(GLPK_ROOT_PATH ${GLPK_REGKEY} ABSOLUTE)
+
+FIND_PATH(GLPK_INCLUDE_DIR
+  glpk.h
+  PATHS ${GLPK_REGKEY}/include)
+
+FIND_LIBRARY(GLPK_LIBRARY
+  NAMES glpk
+  PATHS ${GLPK_REGKEY}/lib)
+
+INCLUDE(FindPackageHandleStandardArgs)
+FIND_PACKAGE_HANDLE_STANDARD_ARGS(GLPK DEFAULT_MSG GLPK_LIBRARY GLPK_INCLUDE_DIR)
+
+IF(GLPK_FOUND)
+  SET(GLPK_LIBRARIES ${GLPK_LIBRARY})
+  SET(GLPK_BIN_DIR ${GLPK_ROOT_PATH}/bin)
+ENDIF(GLPK_FOUND)
+
+MARK_AS_ADVANCED(GLPK_LIBRARY GLPK_INCLUDE_DIR GLPK_BIN_DIR)