Tested only on Linux systems with Ruby 1.9 or later version, should also work on MAX OS X

Make soft links or copy of the library files {liblpsolve55 libcplexXXXX libgurobi}.so(.dylib on max os x) to ./lib directory. Overwrite the symbolic link if you need to.

Then make soft links or copy of the header files directory of the two library to the ./include dircetory.

Then you are ready to generate the Makefile

$ ruby extconf.rb

And make it

$ make

To test if it works

$ ./test_cplex.rb
$ ./test_lpsolve.rb
$ ./test_gurobi.rb

If you can get output, Congrats! I think it works on your platform