diff -druN glpk-4.55.orig/configure.ac glpk-4.55.new/configure.ac
--- glpk-4.55.orig/configure.ac	2014-08-21 23:00:00.000000000 -0700
+++ glpk-4.55.new/configure.ac	2014-11-12 07:37:15.595164337 -0800
@@ -54,7 +54,7 @@
 dnl Check for programs
 AC_PROG_CC
 AC_PROG_INSTALL
-AC_PROG_LIBTOOL
+LT_INIT([win32-dll])
 
 dnl Check for math library
 AC_CHECK_LIB([m], [exp])
@@ -98,6 +98,43 @@
    AC_MSG_RESULT([no])
 fi
 
+dnl Configs for Windows DLLs.
+dnl libtool requires "-no-undefined" for win32 dll
+AC_SUBST(LIBGLPK_LDFLAGS)
+case $host_os in
+  cygwin* | mingw*)
+   if test "$enable_shared" = yes; then
+     LIBGLPK_LDFLAGS="$LIBGLPK_LDFLAGS -no-undefined"
+     if test "$with_gmp" = yes; then
+       AC_MSG_CHECKING(for DLL/static GMP)
+       AC_COMPILE_IFELSE([AC_LANG_PROGRAM([[
+#include "gmp.h"
+#if !__GMP_LIBGMP_DLL
+# error "Dead man"
+error
+#endif
+       ]], [[]])],[AC_MSG_RESULT(DLL)],[
+    AC_MSG_RESULT(static)
+    AC_MSG_ERROR([gmp.h isn't a DLL: use --enable-static --disable-shared]) ])
+     fi
+   fi
+   if test "$enable_static" = yes; then
+     if test "$with_gmp" = yes; then
+       AC_MSG_CHECKING(for DLL/static GMP)
+       AC_COMPILE_IFELSE([AC_LANG_PROGRAM([[
+#include "gmp.h"
+#if __GMP_LIBGMP_DLL
+# error "Dead man"
+error
+#endif
+       ]], [[]])],[AC_MSG_RESULT(static)],[
+    AC_MSG_RESULT(DLL)
+    AC_MSG_ERROR([gmp.h is a DLL: use --disable-static --enable-shared]) ])
+    fi
+  fi
+  ;;
+esac
+
 case $host_os in
    darwin* | macosx*)
       LIBIODBC="libiodbc.dylib"
diff -druN glpk-4.55.orig/src/Makefile.am glpk-4.55.new/src/Makefile.am
--- glpk-4.55.orig/src/Makefile.am	2014-08-21 23:00:00.000000000 -0700
+++ glpk-4.55.new/src/Makefile.am	2014-11-12 07:35:06.064883533 -0800
@@ -18,7 +18,8 @@
 
 libglpk_la_LDFLAGS = \
 -version-info 37:2:1 \
--export-symbols-regex '^glp_*'
+-export-symbols-regex '^glp_*' \
+$(LIBGLPK_LDFLAGS)
 
 libglpk_la_SOURCES = \
 avl.c \