diff --git a/INSTALL-centos.md b/INSTALL-centos.md
index ba3f0319c2..9e82f57a6c 100644
--- a/INSTALL-centos.md
+++ b/INSTALL-centos.md
@@ -132,6 +132,8 @@ Here is a list of available CMake configure option :
 |`USE_PRECOMPILED_EXT`| This option must be set if you use precompiled external librairies (default `OFF`)|
 |`BUILD_TESTING`| Enable test build (default `OFF`)|
 |`BUILD_OUTPUT_TEST`| Enable test with output compare build (default `OFF`)|
+|`USE_XPRESS`| Build with XPress support (default `OFF`)|
+|`XPRESS_ROOT`|Define XPress install root (for example `/opt/xpressmp/`)|
 
 
 ```
diff --git a/src/CMakeLists.txt b/src/CMakeLists.txt
index 3a28b4708c..2b5c6fc802 100644
--- a/src/CMakeLists.txt
+++ b/src/CMakeLists.txt
@@ -195,6 +195,14 @@ message(STATUS "CMAKE_PREFIX_PATH : ${CMAKE_PREFIX_PATH}")
 add_subdirectory(antares-deps)
 
 # Define needed external library
+option(XPRESS_USE "Compilation with XPRESS use" OFF)
+
+if (XPRESS_USE)
+
+    list(APPEND CMAKE_MODULE_PATH ${CMAKE_CURRENT_SOURCE_DIR}/cmake/xpress)
+    find_package(XPRESS REQUIRED)
+
+endif()
 
 #libcurl
 find_package(CURL REQUIRED)
diff --git a/src/cmake/xpress/FindXPRESS.cmake b/src/cmake/xpress/FindXPRESS.cmake
new file mode 100644
index 0000000000..211e7b18d0
--- /dev/null
+++ b/src/cmake/xpress/FindXPRESS.cmake
@@ -0,0 +1,75 @@
+#[=======================================================================[.rst:
+FindXPRESS
+--------
+
+This module determines the XPRESS library of the system.
+
+IMPORTED Targets
+^^^^^^^^^^^^^^^^
+
+This module defines :prop_tgt:`IMPORTED` target ``XPRESS::XPRESS``, if
+XPRESS has been found.
+
+Result Variables
+^^^^^^^^^^^^^^^^
+
+This module defines the following variables:
+
+::
+
+XPRESS_FOUND          - True if XPRESS found.
+
+Hints
+^^^^^
+
+A user may set ``XPRESS_ROOT`` to a XPRESS installation root to tell this
+module where to look.
+#]=======================================================================]
+set(XPRESS_FOUND FALSE)
+
+if(CMAKE_C_COMPILER_LOADED)
+  include (CheckIncludeFile)
+  include (CheckCSourceCompiles)
+elseif(CMAKE_CXX_COMPILER_LOADED)
+  include (CheckIncludeFileCXX)
+  include (CheckCXXSourceCompiles)
+else()
+  message(FATAL_ERROR "FindXPRESS only works if either C or CXX language is enabled")
+endif()
+
+if(NOT XPRESS_ROOT)
+  set(XPRESS_ROOT $ENV{XPRESS_ROOT})
+endif()
+message(STATUS "XPRESS_ROOT: ${XPRESS_ROOT}")
+if(NOT XPRESS_ROOT)
+  message(FATAL_ERROR "XPRESS_ROOT: not found")
+else()
+  set(XPRESS_FOUND TRUE)
+endif()
+
+if(XPRESS_FOUND AND NOT TARGET XPRESS::XPRESS)
+  add_library(XPRESS::XPRESS UNKNOWN IMPORTED)
+
+  if(UNIX)
+    set_target_properties(XPRESS::XPRESS PROPERTIES
+      INTERFACE_INCLUDE_DIRECTORIES "${XPRESS_ROOT}/include")
+  endif()
+
+  if(APPLE)
+    set_target_properties(XPRESS::XPRESS PROPERTIES
+      #INSTALL_RPATH_USE_LINK_PATH TRUE
+      #BUILD_WITH_INSTALL_RPATH TRUE
+      #INTERFACE_LINK_DIRECTORIES "${XPRESS_ROOT}/lib"
+      #INSTALL_RPATH "${XPRESS_ROOT}/lib;${INSTALL_RPATH}"
+      IMPORTED_LOCATION "${XPRESS_ROOT}/lib/libxprs.dylib")
+  elseif(UNIX)
+    set_target_properties(XPRESS::XPRESS PROPERTIES
+      INTERFACE_LINK_DIRECTORIES "${XPRESS_ROOT}/lib"
+      IMPORTED_LOCATION ${XPRESS_ROOT}/lib/libxprs.so)
+  elseif(MSVC)
+    set_target_properties(XPRESS::XPRESS PROPERTIES
+      INTERFACE_INCLUDE_DIRECTORIES "${XPRESS_ROOT}\\include"
+      IMPORTED_LOCATION "${XPRESS_ROOT}\\lib\\xprs.lib")
+  endif()
+endif()
+