Hi,
The package glpk is now available with the Cygwin
distribution:

http://www.gnu.org/software/glpk/ (Homepage)

It is one of the package needed to fully compile
Octave

DESCRIPTION

The GLPK (GNU Linear Programming Kit) package is 
intended for solving large-scale linear 
programming (LP), mixed integer programming (MIP),
 and other related problems. It is a set of 
routines written in ANSI C and organized in 
the form of a callable library.

Regards
Marco Atzeri

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