diff --git a/CMakeLists.txt b/CMakeLists.txt
--- a/CMakeLists.txt
+++ b/CMakeLists.txt
@@ -14,6 +14,7 @@
 INCLUDE(FindDoxygen)
 INCLUDE(FindGhostscript)
 FIND_PACKAGE(GLPK 4.33)
+FIND_PACKAGE(CPLEX)
 
 ADD_DEFINITIONS(-DHAVE_CONFIG_H)
 
diff --git a/cmake/FindCPLEX.cmake b/cmake/FindCPLEX.cmake
new file mode 100644
--- /dev/null
+++ b/cmake/FindCPLEX.cmake
@@ -0,0 +1,27 @@
+FIND_PATH(CPLEX_INCLUDE_DIR
+  ilcplex/cplex.h
+  PATHS "C:/ILOG/CPLEX91/include")
+
+FIND_LIBRARY(CPLEX_LIBRARY
+  NAMES cplex91
+  PATHS "C:/ILOG/CPLEX91/lib/msvc7/stat_mda")
+
+INCLUDE(FindPackageHandleStandardArgs)
+FIND_PACKAGE_HANDLE_STANDARD_ARGS(CPLEX DEFAULT_MSG CPLEX_LIBRARY CPLEX_INCLUDE_DIR)
+
+FIND_PATH(CPLEX_BIN_DIR
+  cplex91.dll
+  PATHS "C:/ILOG/CPLEX91/bin/x86_win32")
+
+IF(CPLEX_FOUND)
+  SET(CPLEX_INCLUDE_DIRS ${CPLEX_INCLUDE_DIR})
+  SET(CPLEX_LIBRARIES ${CPLEX_LIBRARY})
+ENDIF(CPLEX_FOUND)
+
+MARK_AS_ADVANCED(CPLEX_LIBRARY CPLEX_INCLUDE_DIR CPLEX_BIN_DIR)
+
+IF(CPLEX_FOUND)
+  SET(HAVE_LP TRUE)
+  SET(HAVE_MIP TRUE)
+  SET(HAVE_CPLEX TRUE)
+ENDIF(CPLEX_FOUND)
diff --git a/lemon/CMakeLists.txt b/lemon/CMakeLists.txt
--- a/lemon/CMakeLists.txt
+++ b/lemon/CMakeLists.txt
@@ -28,6 +28,11 @@
   ENDIF(WIN32)
 ENDIF(HAVE_GLPK)
 
+IF(HAVE_CPLEX)
+  SET(LEMON_SOURCES ${LEMON_SOURCES} cplex.cc)
+  INCLUDE_DIRECTORIES(${CPLEX_INCLUDE_DIRS})
+ENDIF(HAVE_CPLEX)
+
 ADD_LIBRARY(lemon ${LEMON_SOURCES})
 
 INSTALL(
diff --git a/lemon/config.h.cmake b/lemon/config.h.cmake
--- a/lemon/config.h.cmake
+++ b/lemon/config.h.cmake
@@ -2,3 +2,4 @@
 #cmakedefine HAVE_LP 1
 #cmakedefine HAVE_MIP 1
 #cmakedefine HAVE_GLPK 1
+#cmakedefine HAVE_CPLEX 1
diff --git a/test/CMakeLists.txt b/test/CMakeLists.txt
--- a/test/CMakeLists.txt
+++ b/test/CMakeLists.txt
@@ -38,9 +38,14 @@
 
 IF(HAVE_LP)
   ADD_EXECUTABLE(lp_test lp_test.cc)
+  SET(LP_TEST_LIBS lemon)
   IF(HAVE_GLPK)
-    TARGET_LINK_LIBRARIES(lp_test lemon ${GLPK_LIBRARIES})
+    SET(LP_TEST_LIBS ${LP_TEST_LIBS} ${GLPK_LIBRARIES})
   ENDIF(HAVE_GLPK)
+  IF(HAVE_CPLEX)
+    SET(LP_TEST_LIBS ${LP_TEST_LIBS} ${CPLEX_LIBRARIES})
+  ENDIF(HAVE_CPLEX)
+  TARGET_LINK_LIBRARIES(lp_test ${LP_TEST_LIBS})
   ADD_TEST(lp_test lp_test)
 
   IF(WIN32 AND HAVE_GLPK)
@@ -52,13 +57,25 @@
       COMMAND cmake -E copy ${GLPK_BIN_DIR}/zlib1.dll ${TARGET_PATH}
     )
   ENDIF(WIN32 AND HAVE_GLPK)
+  IF(WIN32 AND HAVE_CPLEX)
+    GET_TARGET_PROPERTY(TARGET_LOC lp_test LOCATION)
+    GET_FILENAME_COMPONENT(TARGET_PATH ${TARGET_LOC} PATH)
+    ADD_CUSTOM_COMMAND(TARGET lp_test POST_BUILD
+      COMMAND cmake -E copy ${CPLEX_BIN_DIR}/cplex91.dll ${TARGET_PATH}
+    )
+  ENDIF(WIN32 AND HAVE_CPLEX)
 ENDIF(HAVE_LP)
 
 IF(HAVE_MIP)
   ADD_EXECUTABLE(mip_test mip_test.cc)
+  SET(MIP_TEST_LIBS lemon)
   IF(HAVE_GLPK)
-    TARGET_LINK_LIBRARIES(mip_test lemon ${GLPK_LIBRARIES})
+    SET(MIP_TEST_LIBS ${MIP_TEST_LIBS} ${GLPK_LIBRARIES})
   ENDIF(HAVE_GLPK)
+  IF(HAVE_CPLEX)
+    SET(MIP_TEST_LIBS ${MIP_TEST_LIBS} ${CPLEX_LIBRARIES})
+  ENDIF(HAVE_CPLEX)
+  TARGET_LINK_LIBRARIES(mip_test ${MIP_TEST_LIBS})
   ADD_TEST(mip_test mip_test)
 
   IF(WIN32 AND HAVE_GLPK)
@@ -70,6 +87,13 @@
       COMMAND cmake -E copy ${GLPK_BIN_DIR}/zlib1.dll ${TARGET_PATH}
     )
   ENDIF(WIN32 AND HAVE_GLPK)
+  IF(WIN32 AND HAVE_CPLEX)
+    GET_TARGET_PROPERTY(TARGET_LOC mip_test LOCATION)
+    GET_FILENAME_COMPONENT(TARGET_PATH ${TARGET_LOC} PATH)
+    ADD_CUSTOM_COMMAND(TARGET mip_test POST_BUILD
+      COMMAND cmake -E copy ${CPLEX_BIN_DIR}/cplex91.dll ${TARGET_PATH}
+    )
+  ENDIF(WIN32 AND HAVE_CPLEX)
 ENDIF(HAVE_MIP)
 
 FOREACH(TEST_NAME ${TESTS})