The C++ interface distributed with Gurobi (at least 6.5) is a binary static library, with compilers only up to g++5.2, this causes trouble when linking.
This is an alternate INOFFICIAL C++ interface that is much less complete, however available under a free license, so you can compile it with any compiler you like and extend it to your liking.
It is currently very incomplete, just enough for my personal needs. I would appreciate it if you would contribute your own extensions as pull requests.
https://github.com/mheistermann/ModernGurobi
ModernGurobi was written by Martin Heistermann (github()mheistermann.de) and is available under the terms of the LGPL v3.
If the LGPL is not acceptable for you, don't despair, just shoot me a mail and I'll do my best to help.