LINDO is a commercial linear, integer, and nonlinear solver. See www.lindo.com. LINDO does not provide source code and you can only download the platform dependent binaries. After installing the binaries and include files in an appropriate directory, run configure to point to the include and library directory. An example is given below:
--with-lindo-lib="-L/home/kmartin/files/code/lindo/linux/lib -llindo -lmosek" --with-lindo-incdir=/home/kmartin/files/code/lindo/linux/include