diff --git a/m4/lx_check_soplex.m4 b/m4/lx_check_soplex.m4
new file mode 100644
--- /dev/null
+++ b/m4/lx_check_soplex.m4
@@ -0,0 +1,71 @@
+AC_DEFUN([LX_CHECK_SOPLEX],
+[
+  AC_ARG_WITH([soplex],
+AS_HELP_STRING([--with-soplex@<:@=PREFIX@:>@], [search for SOPLEX under PREFIX or under the default search paths if PREFIX is not given @<:@default@:>@])
+AS_HELP_STRING([--without-soplex], [disable checking for SOPLEX]),
+              [], [with_soplex=yes])
+
+  AC_ARG_WITH([soplex-includedir],
+AS_HELP_STRING([--with-soplex-includedir=DIR], [search for SOPLEX headers in DIR]),
+              [], [with_soplex_includedir=no])
+
+  AC_ARG_WITH([soplex-libdir],
+AS_HELP_STRING([--with-soplex-libdir=DIR], [search for SOPLEX libraries in DIR]),
+              [], [with_soplex_libdir=no])
+
+  lx_soplex_found=no
+  if test x"$with_soplex" != x"no"; then
+    AC_MSG_CHECKING([for SOPLEX])
+
+    if test x"$with_soplex_includedir" != x"no"; then
+      SOPLEX_CXXFLAGS="-I$with_soplex_includedir"
+    elif test x"$with_soplex" != x"yes"; then
+      SOPLEX_CXXFLAGS="-I$with_soplex/include"
+    fi
+
+    if test x"$with_soplex_libdir" != x"no"; then
+      SOPLEX_LDFLAGS="-L$with_soplex_libdir"
+    elif test x"$with_soplex" != x"yes"; then
+      SOPLEX_LDFLAGS="-L$with_soplex/lib"
+    fi
+    SOPLEX_LIBS="-lsoplex -lz"
+
+    lx_save_cxxflags="$CXXFLAGS"
+    lx_save_ldflags="$LDFLAGS"
+    lx_save_libs="$LIBS"
+    CXXFLAGS="$SOPLEX_CXXFLAGS"
+    LDFLAGS="$SOPLEX_LDFLAGS"
+    LIBS="$SOPLEX_LIBS"
+
+    lx_soplex_test_prog='
+      #include <soplex/soplex.h>
+
+      int main(int argc, char* argv[])
+      {
+        soplex::SoPlex soplex;
+        return 0;
+      }'
+
+    AC_LANG_PUSH(C++)
+    AC_LINK_IFELSE([$lx_soplex_test_prog], [lx_soplex_found=yes], [lx_soplex_found=no])
+    AC_LANG_POP(C++)
+
+    CXXFLAGS="$lx_save_cxxflags"
+    LDFLAGS="$lx_save_ldflags"
+    LIBS="$lx_save_libs"
+
+    if test x"$lx_soplex_found" = x"yes"; then
+      AC_DEFINE([HAVE_SOPLEX], [1], [Define to 1 if you have SOPLEX.])
+      AC_MSG_RESULT([yes])
+    else
+      SOPLEX_CXXFLAGS=""
+      SOPLEX_LDFLAGS=""
+      SOPLEX_LIBS=""
+      AC_MSG_RESULT([no])
+    fi
+  fi
+  SOPLEX_LIBS="$SOPLEX_LDFLAGS $SOPLEX_LIBS"
+  AC_SUBST(SOPLEX_CXXFLAGS)
+  AC_SUBST(SOPLEX_LIBS)
+  AM_CONDITIONAL([HAVE_SOPLEX], [test x"$lx_soplex_found" = x"yes"])
+])