diff --git a/cmake/FindGLPK.cmake b/cmake/FindGLPK.cmake
new file mode 100644
--- /dev/null
+++ b/cmake/FindGLPK.cmake
@@ -0,0 +1,61 @@
+SET(GLPK_ROOT_DIR "" CACHE PATH "GLPK root directory")
+
+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
+  HINTS ${GLPK_ROOT_DIR}/include
+)
+FIND_LIBRARY(GLPK_LIBRARY
+  glpk
+  PATHS ${GLPK_REGKEY}/lib
+  HINTS ${GLPK_ROOT_DIR}/lib
+)
+
+IF(GLPK_INCLUDE_DIR AND GLPK_LIBRARY)
+  FILE(READ ${GLPK_INCLUDE_DIR}/glpk.h GLPK_GLPK_H)
+
+  STRING(REGEX MATCH "define[ ]+GLP_MAJOR_VERSION[ ]+[0-9]+" GLPK_MAJOR_VERSION_LINE "${GLPK_GLPK_H}")
+  STRING(REGEX REPLACE "define[ ]+GLP_MAJOR_VERSION[ ]+([0-9]+)" "\\1" GLPK_VERSION_MAJOR "${GLPK_MAJOR_VERSION_LINE}")
+
+  STRING(REGEX MATCH "define[ ]+GLP_MINOR_VERSION[ ]+[0-9]+" GLPK_MINOR_VERSION_LINE "${GLPK_GLPK_H}")
+  STRING(REGEX REPLACE "define[ ]+GLP_MINOR_VERSION[ ]+([0-9]+)" "\\1" GLPK_VERSION_MINOR "${GLPK_MINOR_VERSION_LINE}")
+
+  SET(GLPK_VERSION_STRING "${GLPK_VERSION_MAJOR}.${GLPK_VERSION_MINOR}")
+
+  IF(GLPK_FIND_VERSION)
+    IF(GLPK_FIND_VERSION_COUNT GREATER 2)
+      MESSAGE(SEND_ERROR "unexpected version string")
+    ENDIF(GLPK_FIND_VERSION_COUNT GREATER 2)
+
+    MATH(EXPR GLPK_REQUESTED_VERSION "${GLPK_FIND_VERSION_MAJOR}*100 + ${GLPK_FIND_VERSION_MINOR}")
+    MATH(EXPR GLPK_FOUND_VERSION "${GLPK_VERSION_MAJOR}*100 + ${GLPK_VERSION_MINOR}")
+
+    IF(GLPK_FOUND_VERSION LESS GLPK_REQUESTED_VERSION)
+      SET(GLPK_PROPER_VERSION_FOUND FALSE)
+    ELSE(GLPK_FOUND_VERSION LESS GLPK_REQUESTED_VERSION)
+      SET(GLPK_PROPER_VERSION_FOUND TRUE)
+    ENDIF(GLPK_FOUND_VERSION LESS GLPK_REQUESTED_VERSION)
+  ELSE(GLPK_FIND_VERSION)
+    SET(GLPK_PROPER_VERSION_FOUND TRUE)
+  ENDIF(GLPK_FIND_VERSION)
+ENDIF(GLPK_INCLUDE_DIR AND GLPK_LIBRARY)
+
+INCLUDE(FindPackageHandleStandardArgs)
+FIND_PACKAGE_HANDLE_STANDARD_ARGS(GLPK DEFAULT_MSG GLPK_LIBRARY GLPK_INCLUDE_DIR GLPK_PROPER_VERSION_FOUND)
+
+IF(GLPK_FOUND)
+  SET(GLPK_INCLUDE_DIRS ${GLPK_INCLUDE_DIR})
+  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)
+
+IF(GLPK_FOUND)
+  SET(LEMON_HAVE_LP TRUE)
+  SET(LEMON_HAVE_MIP TRUE)
+  SET(LEMON_HAVE_GLPK TRUE)
+ENDIF(GLPK_FOUND)