Installing glpk to work with it in Visual Studio Code

Question

I need to write C++ code using GLPK. I installed the required package in the MSYS2 terminal via the command:

pacman -S mingw-w64-x86_64-glpk

However, when I try to use the methods from this package at code, I get a message that an error has occurred, but no errors were found. Here's the code itself:

#include <glpk.h>
#include <stdio.h>
#include <stdlib.h>

int main()
{
    glp_prob *lp;
    int ia[1+1000], ja[1+1000];
    double ar[1+1000], z, x1, x2, x3;
    lp = glp_create_prob();
    glp_set_prob_name(lp, "sample");
    glp_set_obj_dir(lp, GLP_MAX);
    glp_add_rows(lp, 3);
    glp_set_row_name(lp, 1, "p");
    glp_set_row_bnds(lp, 1, GLP_UP, 0.0, 100.0);
    glp_set_row_name(lp, 2, "q");
    glp_set_row_bnds(lp, 2, GLP_UP, 0.0, 600.0);
    glp_set_row_name(lp, 3, "r");
    glp_set_row_bnds(lp, 3, GLP_UP, 0.0, 300.0);
    glp_add_cols(lp, 3);
    glp_set_col_name(lp, 1, "x1");
    glp_set_col_bnds(lp, 1, GLP_LO, 0.0, 0.0);
    glp_set_obj_coef(lp, 1, 10.0);
    glp_set_col_name(lp, 2, "x2");
    glp_set_col_bnds(lp, 2, GLP_LO, 0.0, 0.0);
    glp_set_obj_coef(lp, 2, 6.0);
    glp_set_col_name(lp, 3, "x3");
    glp_set_col_bnds(lp, 3, GLP_LO, 0.0, 0.0);
    glp_set_obj_coef(lp, 3, 4.0);
    ia[1] = 1, ja[1] = 1, ar[1] = 1.0; /* a[1,1] = 1 */
    ia[2] = 1, ja[2] = 2, ar[2] = 1.0; /* a[1,2] = 1 */
    ia[3] = 1, ja[3] = 3, ar[3] = 1.0; /* a[1,3] = 1 */
    ia[4] = 2, ja[4] = 1, ar[4] = 10.0; /* a[2,1] = 10 */
    ia[5] = 3, ja[5] = 1, ar[5] = 2.0; /* a[3,1] = 2 */
    ia[6] = 2, ja[6] = 2, ar[6] = 4.0; /* a[2,2] = 4 */
    ia[7] = 3, ja[7] = 2, ar[7] = 2.0; /* a[3,2] = 2 */
    ia[8] = 2, ja[8] = 3, ar[8] = 5.0; /* a[2,3] = 5 */
    ia[9] = 3, ja[9] = 3, ar[9] = 6.0; /* a[3,3] = 6 */
    glp_load_matrix(lp, 9, ia, ja, ar);
    glp_simplex(lp, NULL);
    z = glp_get_obj_val(lp);
    x1 = glp_get_col_prim(lp, 1);
    x2 = glp_get_col_prim(lp, 2);
    x3 = glp_get_col_prim(lp, 3);
    printf("\nz = %g; x1 = %g; x2 = %g; x3 = %g\n", z, x1, x2, x3);
    glp_delete_prob(lp);
    return 0;
}

I also tried to write the full path to the file in the first line:

#include "C:\msys64\mingw64\include\glpk.h"

But that didn't help either

Massage about error: enter image description here

enter image description here