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)