> Ubuntu 14.04
> gcc is 4.8.4 but I also tried with 4.4 and got the same problems
Thanks. It definitely works with a standard Ubuntu 14.04 installation. We use that extensively ourselves.
You should test the C examples just to make sure there isn't something else wrong with your system. If that works, you could try compiling the C++ interface yourself -- the source is now included in the src subdirectory of GUROBI_HOME.