diff --git a/m4/lx_check_glpk.m4 b/m4/lx_check_glpk.m4
new file mode 100644
--- /dev/null
+++ b/m4/lx_check_glpk.m4
@@ -0,0 +1,75 @@
+AC_DEFUN([LX_CHECK_GLPK],
+[
+  AC_ARG_WITH([glpk],
+AS_HELP_STRING([--with-glpk@<:@=PREFIX@:>@], [search for GLPK under PREFIX or under the default search paths if PREFIX is not given @<:@default@:>@])
+AS_HELP_STRING([--without-glpk], [disable checking for GLPK]),
+              [], [with_glpk=yes])
+
+  AC_ARG_WITH([glpk-includedir],
+AS_HELP_STRING([--with-glpk-includedir=DIR], [search for GLPK headers in DIR]),
+              [], [with_glpk_includedir=no])
+
+  AC_ARG_WITH([glpk-libdir],
+AS_HELP_STRING([--with-glpk-libdir=DIR], [search for GLPK libraries in DIR]),
+              [], [with_glpk_libdir=no])
+
+  lx_glpk_found=no
+  if test x"$with_glpk" != x"no"; then
+    AC_MSG_CHECKING([for GLPK])
+
+    if test x"$with_glpk_includedir" != x"no"; then
+      GLPK_CFLAGS="-I$with_glpk_includedir"
+    elif test x"$with_glpk" != x"yes"; then
+      GLPK_CFLAGS="-I$with_glpk/include"
+    fi
+
+    if test x"$with_glpk_libdir" != x"no"; then
+      GLPK_LDFLAGS="-L$with_glpk_libdir"
+    elif test x"$with_glpk" != x"yes"; then
+      GLPK_LDFLAGS="-L$with_glpk/lib"
+    fi
+    GLPK_LIBS="-lglpk"
+
+    lx_save_cxxflags="$CXXFLAGS"
+    lx_save_ldflags="$LDFLAGS"
+    lx_save_libs="$LIBS"
+    CXXFLAGS="$GLPK_CFLAGS"
+    LDFLAGS="$GLPK_LDFLAGS"
+    LIBS="$GLPK_LIBS"
+
+    lx_glpk_test_prog='
+      extern "C" {
+      #include <glpk.h>
+      }
+
+      int main(int argc, char* argv[])
+      {
+        LPX *lp;
+        lp = lpx_create_prob();
+        lpx_delete_prob(lp);
+        return 0;
+      }'
+
+    AC_LANG_PUSH(C++)
+    AC_LINK_IFELSE([$lx_glpk_test_prog], [lx_glpk_found=yes], [lx_glpk_found=no])
+    AC_LANG_POP(C++)
+
+    CXXFLAGS="$lx_save_cxxflags"
+    LDFLAGS="$lx_save_ldflags"
+    LIBS="$lx_save_libs"
+
+    if test x"$lx_glpk_found" = x"yes"; then
+      AC_DEFINE([HAVE_GLPK], [1], [Define to 1 if you have GLPK.])
+      AC_MSG_RESULT([yes])
+    else
+      GLPK_CFLAGS=""
+      GLPK_LDFLAGS=""
+      GLPK_LIBS=""
+      AC_MSG_RESULT([no])
+    fi
+  fi
+  GLPK_LIBS="$GLPK_LDFLAGS $GLPK_LIBS"
+  AC_SUBST(GLPK_CFLAGS)
+  AC_SUBST(GLPK_LIBS)
+  AM_CONDITIONAL([HAVE_GLPK], [test x"$lx_glpk_found" = x"yes"])
+])