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})