Hello,

I have posted this question earlier and got a lot of helps. Appreciate all those helps. After intensive learning and researching, this is to summurize what I have now.

Target: Install the package Rcplex
OS: windows 7 64bit
The Story:
Installed the Rtool, and setted the path to all relevant directories. Downloaded the tar.gz file to directory of "c:/temp" and rename it to be Rcplex.tar.gz and then used tar command to unzip it under the same directory. Also installed the software of cplex from IBM with license under the directory of c:/IBM, and edited the file of makevars.win in the R package folder as the following

PKG_CPPFLAGS=-I "C:/IBM/ILOG/CPLEX_Studio_Academic124/cplex/include"
PKG_LIBS=-L "C:/IBM/ILOG/CPLEX_Studio_Academic124/cplex/lib/x64_windows_vs2010/stat_mda" -l cplex124 -lm

Then I go to directory of "{installation path for R}\bin\x64" under cmd and typed 

R CMD INSTALL -l "{the path to my personal library}" "c:/temp/Rcplex"

I got the error message with a bunch of lines similar to 
 
Rcplex_QCP.o:Rcplex_QCP.c:<.text+0x217> undefined reference to '_imp_CPXcreateprob@12'
Rcplex_QCP.o:Rcplex_QCP.c:<.text+0x217> undefined reference to '_imp_CPXcopylp@60'
.....
.....

Some suspects: 
Not sure the following information would be relevant
Originally, I used the command of 
R CMD INSTALL "c:/temp/Rcplex"
directly and was told I have no permission to install to the main library. So I used the personal library which was automatically created while I installed other packages. I googled about this error message of "undefined reference to" and some people said "The problem may occur when the library (a file with the .h extension) in which the function is defined is missing or mislocated". I checked the "include" folder for software cplex and it has files cplex.h and ilocplex.h which I thought to be needed.

Any ideas? 
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