You mentioned, "dmake", but have you actually used the mantra?

perl Makefile.PL
dmake
dmake test
dmake install
[download]

In this case, did you run Makefile.PL before typing dmake?

It's tricky putting together a good rock-solid distribution that incorporates C extension code via XS, Inline::C, or SWIG. It's possible that Makefile.PL hasn't been designed to facilitate a nice squeaky-clean install across a broad range of system configurations.

To me it doesn't inspire much confidence when an extension module linking in C code isn't on CPAN. Being on CPAN is not a mark of quality by any means, but extension code can be difficult to build into a distribution portably. Again I want to reiterate that being on CPAN isn't some seal of approval, nor is it impossible to find good modules outside of CPAN. However, when a module finds its way onto CPAN an army of smoke testers put it through its test suite and issue PASS/FAIL reports for hundreds of different systems. As a module author, it's one thing to assure that ones module passes its test suite on your system, or a handful of available test beds. But it's another thing entirely to verify that it passes on hundreds of systems using different configurations and combinations of tool-chains. By not being on CPAN, this particular module has probably not seen such exhaustive smoke testing, and that is something that extension modules that incorporate C via SWIG, XS, Inline, etc. really need; lots of testing.

Furthermore, you as a user have no good way of knowing whether or not an extension module like this is likely to install and function on your system since you can't look at a CPAN tester's matrix to see how others have fared with similar configurations. If you could look at such a tool, you would be able to quickly determine whether you're in a relative minority of individuals with Windows who are unable to install, or whether your situation is a common point of failure.

I assume you've read this: http://qosip.tmit.bme.hu/~retvari/Math-GLPK-Solve.html, where the author states:

The most prominent problems you may experience with this module is that

• (a) you run some operating system other than *NIX, most notably, Win32. You have a good chance to make the module work in this case too, however, be prepared that you are alone out there.

There are additional install instructions here: http://qosip.tmit.bme.hu/~retvari/perl-modules/readme, including the friendly advice, "If you have problems or suggestions, please, contact me (retvari -AT- tmit -dot- bme -dot- hu)!".