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GLPK (GNU Linear Programming Kit)

For cross-compiling the MS Windows .exe file on Linux, you have to compile the GLPK library similar to the instructions at:
https://www.tinc-vpn.org/examples/cross-compiling-64-bit-windows-binary/

To build the 64-bit MinGW library use: ./configure --host=x86_64-w64-mingw32 make
make install

To build the Windows executables (32- or 64-bit), use the mak files in the /win32 and /win64 directories:

nmake /s /f PIPQ.mak