An MS-Windows (Win32) port of Glpk-3.2.1 is available from
http://gnuwin32.sourceforge.net
GLPK (GNU Linear Programming Kit) is a set of routines written in
ANSI C and organized in the form of a library. This package is intended
for solving large-scale linear programming (LP), mixed integer linear
programming (MIP), and other related problems.
GLPK has the following main features: