"Additional library directory" is not the right way to add a lib file to the link.
Either,
Add glpk_4_52.lib in Configuration Properties -> Linker -> Input -> Additional Dependencies
or
Make the glpk project a dependency of your EXE project, if they are in the same solution, bu using "Project Dependencies" and make sure that Configuration Properties -> Linker -> General -> Link library dependencies is set to Yes
I am able to reproduce your problem by using the H and LIB version 4_52 from the precompiled package on SourceForge, by forcing the calling convention of my EXE to __stdcall (/Gz) (In C++->Adanced).
You should use __cdecl (/Gd) instead!