diff --git a/.appveyor.yml b/.appveyor.yml
new file mode 100644
index 0000000000..7daa26b926
--- /dev/null
+++ b/.appveyor.yml
@@ -0,0 +1,82 @@
+version: '{build}'
+shallow_clone: true
+
+platform: x64
+
+environment:
+  MSBUILD_FLAGS: /verbosity:minimal /maxcpucount
+  matrix:
+# Makefile
+  - APPVEYOR_BUILD_WORKER_IMAGE: Visual Studio 2017
+    VS: 2017
+    BUILDER: make
+    LANGUAGE: cc
+  - APPVEYOR_BUILD_WORKER_IMAGE: Visual Studio 2017
+    VS: 2017
+    BUILDER: make
+    LANGUAGE: python
+  - APPVEYOR_BUILD_WORKER_IMAGE: Visual Studio 2017
+    VS: 2017
+    BUILDER: make
+    LANGUAGE: csharp
+  - APPVEYOR_BUILD_WORKER_IMAGE: Visual Studio 2017
+    VS: 2017
+    BUILDER: make
+    LANGUAGE: fsharp
+
+  - APPVEYOR_BUILD_WORKER_IMAGE: Visual Studio 2015
+    VS: 2015
+    BUILDER: make
+    LANGUAGE: cc
+  - APPVEYOR_BUILD_WORKER_IMAGE: Visual Studio 2015
+    VS: 2015
+    BUILDER: make
+    LANGUAGE: python
+  - APPVEYOR_BUILD_WORKER_IMAGE: Visual Studio 2015
+    VS: 2015
+    BUILDER: make
+    LANGUAGE: csharp
+  - APPVEYOR_BUILD_WORKER_IMAGE: Visual Studio 2015
+    VS: 2015
+    BUILDER: make
+    LANGUAGE: fsharp
+# CMake
+  - APPVEYOR_BUILD_WORKER_IMAGE: Visual Studio 2017
+    VS: 2017
+    BUILDER: cmake
+    CMAKE_GENERATOR: "Visual Studio 15 2017 Win64"
+  - APPVEYOR_BUILD_WORKER_IMAGE: Visual Studio 2015
+    VS: 2015
+    BUILDER: cmake
+    CMAKE_GENERATOR: "Visual Studio 14 2015 Win64"
+
+matrix:
+  fast_finish: false
+
+before_build:
+  - git config --global user.email "ci@appveyor.com"
+  - git config --global user.name "CI"
+  - if "%VS%"=="2017" call "C:\Program Files (x86)\Microsoft Visual Studio\2017\Community\VC\Auxiliary\Build\vcvars64.bat"
+  - if "%VS%"=="2015" call "C:\Program Files\Microsoft SDKs\Windows\v7.1\Bin\SetEnv.cmd" /x64
+  - if "%VS%"=="2015" call "C:\Program Files (x86)\Microsoft Visual Studio 14.0\VC\vcvarsall.bat" x86_amd64
+  - tools\which csc.exe
+  - tools\which fsc.exe
+  - tools\which dotnet.exe
+  - cmake --version
+  - set PATH=C:\Python36-x64;%PATH%
+  - tools\which python.exe
+  - python -V
+  - python -m pip install virtualenv wheel
+#  - set PATH="C:\Program Files\Java\jdk1.8.0\bin";%PATH%
+  - if "%BUILDER%"=="cmake" cmake -H. -Bbuild -DCMAKE_BUILD_TYPE=Release -G "%CMAKE_GENERATOR%"
+  - if "%BUILDER%"=="make" tools\make detect
+
+build_script:
+  - if "%BUILDER%"=="cmake" cmake --build build --config Release --target ALL_BUILD -- %MSBUILD_FLAGS%
+  - if "%BUILDER%"=="make" tools\make third_party
+  - if "%BUILDER%"=="make" tools\make %LANGUAGE%
+  - if "%BUILDER%"=="make" tools\make test_%LANGUAGE%
+
+test_script:
+  - if "%BUILDER%"=="cmake" cmake --build build --config Release --target RUN_TESTS
+
diff --git a/.gitignore b/.gitignore
index 5c63bc72fe..a35e434c31 100644
--- a/.gitignore
+++ b/.gitignore
@@ -64,8 +64,8 @@ tools/docker/export
 *.lib
 
 # Executables
-*.exe
-*.app
+bin/*.exe
+bin/*.app
 
 *build*/*
 .idea/*
diff --git a/appveyor.yml b/appveyor.yml
deleted file mode 100644
index f225697fd2..0000000000
--- a/appveyor.yml
+++ /dev/null
@@ -1,33 +0,0 @@
-version: '{build}'
-shallow_clone: true
-
-platform: x64
-
-environment:
-  MSBUILD_FLAGS:
-  #MSBUILD_FLAGS: /verbosity:minimal /maxcpucount
-  matrix:
-  - APPVEYOR_BUILD_WORKER_IMAGE: Visual Studio 2017
-    CMAKE_GENERATOR: "Visual Studio 15 2017 Win64"
-  - APPVEYOR_BUILD_WORKER_IMAGE: Visual Studio 2015
-    CMAKE_GENERATOR: "Visual Studio 14 2015 Win64"
-
-matrix:
-  fast_finish: true
-
-before_build:
-  - git config --global user.email "ci@appveyor.com"
-  - git config --global user.name "CI"
-  - set PATH=C:\Python36-x64;%PATH%
-  - bash -c "which python"
-  - bash -c "python -V"
-  - bash -c "python -m pip install virtualenv wheel"
-  - cmake --version
-  - cmake -H. -Bbuild -G "%CMAKE_GENERATOR%"
-
-build_script:
-  - cmake --build build --config Release --target ALL_BUILD -- %MSBUILD_FLAGS%
-
-test_script:
-  - cmake --build build --config Release --target RUN_TESTS
-
diff --git a/makefiles/Makefile.csharp.mk b/makefiles/Makefile.csharp.mk
index 91b769d8db..0344fe27c1 100755
--- a/makefiles/Makefile.csharp.mk
+++ b/makefiles/Makefile.csharp.mk
@@ -10,7 +10,7 @@ CSHARP_COMPILER ?= csc.exe
 ifneq ($(PATH_TO_CSHARP_COMPILER),)
 CSHARP_EXECUTABLE := "$(PATH_TO_CSHARP_COMPILER)"
 else
-CSHARP_EXECUTABLE := "$(shell where $(CSHARP_COMPILER))"
+CSHARP_EXECUTABLE := "$(shell tools\\which.exe $(CSHARP_COMPILER))"
 endif
 else # UNIX
 CSHARP_COMPILER ?= mcs
@@ -594,7 +594,7 @@ rcsfz: $(BIN_DIR)/csfz$(CLR_EXE_SUFFIX).exe
 
 ifeq ($(SYSTEM),win)
 NUGET_COMPILER ?= nuget.exe
-NUGET_EXECUTABLE := $(shell where $(NUGET_COMPILER))
+NUGET_EXECUTABLE := $(shell tools\\which.exe $(NUGET_COMPILER))
 else #UNIX
 NUGET_COMPILER ?= nuget
 NUGET_EXECUTABLE := $(shell which $(NUGET_COMPILER))
diff --git a/makefiles/Makefile.fsharp.mk b/makefiles/Makefile.fsharp.mk
index b877c69b8d..303d42b8dd 100644
--- a/makefiles/Makefile.fsharp.mk
+++ b/makefiles/Makefile.fsharp.mk
@@ -11,7 +11,7 @@ CLEAN_FILES=$(FSHARP_ORTOOLS_DLL_NAME).*
 # Check for required build tools
 ifeq ($(SYSTEM), win)
 FSHARP_COMPILER := fsc.exe
-FSHARP_EXECUTABLE := $(shell where $(FSHARP_COMPILER))
+FSHARP_EXECUTABLE := $(shell tools\\which.exe $(FSHARP_COMPILER))
 FLAG_PREFIX := /
 else # UNIX
 FSHARP_COMPILER := fsharpc
diff --git a/makefiles/Makefile.python.mk b/makefiles/Makefile.python.mk
index eda6ca001a..2bcde75ded 100755
--- a/makefiles/Makefile.python.mk
+++ b/makefiles/Makefile.python.mk
@@ -12,7 +12,7 @@ PYTHON_COMPILER ?= python.exe
 ifneq ($(WINDOWS_PATH_TO_PYTHON),)
 PYTHON_EXECUTABLE := $(shell where "$(WINDOWS_PATH_TO_PYTHON):$(PYTHON_COMPILER)")
 else
-PYTHON_EXECUTABLE := $(shell where $(PYTHON_COMPILER))
+PYTHON_EXECUTABLE := $(shell tools\\which.exe $(PYTHON_COMPILER))
 endif
 SET_PYTHONPATH = @set PYTHONPATH=$(OR_TOOLS_PYTHONPATH) &&
 else # UNIX
diff --git a/tools/grep.exe b/tools/grep.exe
new file mode 100644
index 0000000000..110c6f0f1c
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diff --git a/tools/libiconv2.dll b/tools/libiconv2.dll
new file mode 100644
index 0000000000..544dd92f56
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diff --git a/tools/libintl3.dll b/tools/libintl3.dll
new file mode 100644
index 0000000000..ec11e6b199
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diff --git a/tools/pcre3.dll b/tools/pcre3.dll
new file mode 100644
index 0000000000..b5fd2a6378
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diff --git a/tools/regex2.dll b/tools/regex2.dll
new file mode 100644
index 0000000000..f84a847a0d
Binary files /dev/null and b/tools/regex2.dll differ
diff --git a/tools/which.exe b/tools/which.exe
new file mode 100644
index 0000000000..a7b7353d7b
Binary files /dev/null and b/tools/which.exe differ