diff --git a/cmake/FindCPLEX.cmake b/cmake/FindCPLEX.cmake
--- a/cmake/FindCPLEX.cmake
+++ b/cmake/FindCPLEX.cmake
@@ -1,21 +1,32 @@
+SET(CPLEX_ROOT_DIR "" CACHE PATH "CPLEX root directory")
+
 FIND_PATH(CPLEX_INCLUDE_DIR
   ilcplex/cplex.h
-  PATHS "C:/ILOG/CPLEX91/include")
-
+  PATHS "C:/ILOG/CPLEX91/include"
+  PATHS "/opt/ilog/cplex91/include"
+  HINTS ${CPLEX_ROOT_DIR}/include
+)
 FIND_LIBRARY(CPLEX_LIBRARY
-  NAMES cplex91
-  PATHS "C:/ILOG/CPLEX91/lib/msvc7/stat_mda")
+  cplex91
+  PATHS "C:/ILOG/CPLEX91/lib/msvc7/stat_mda"
+  PATHS "/opt/ilog/cplex91/bin"
+  HINTS ${CPLEX_ROOT_DIR}/bin
+)
 
 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")
+  PATHS "C:/ILOG/CPLEX91/bin/x86_win32"
+)
 
 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)