mkdir solveurGLPK
cd solveurGLPK
mkdir sources
cd sources

wget ftp://ftp.gnu.org/gnu/glpk/glpk-5.0.tar.gz
tar -xzvf glpk-5.0.tar.gz
cd glpk-5.0

./configure --disable-shared
make
#make --jobs=4
make check

cd ../..
mkdir executables
cp sources/glpk-5.0/examples/glpsol executables/. 
cp sources/glpk-5.0/doc/glpk.pdf executables/. 
cp sources/glpk-5.0/doc/gmpl.pdf executables/.  

cd executables 
./glpsol --help