Most glue comes in polythene bottles so your choices are limited. Both low-density (LDPE) and high-density (HDPE) polyethylenes are usually welded together with a machine called a hot air welder which melts a polythene welding rod between the two pieces of polythene you want to join. Some contact cements that come in metal, not polythene, cans will glue two pieces of polythene together. The best selling of these are Weld On 600 made by the IPS Corporation and the 3M Corporation's Blue 72 Spray Adhesive.
Clean both polythene surfaces you intend to glue with water or dilute solutions of water and ammonia or vinegar. Wipe the surfaces dry with a cotton cloth.
Coat both surfaces you intend to glue together with contact cement following the directions on the contact cement packaging. Most contact cements brush on but some spray on.
Press the surfaces together after the contact adhesive appears to dry. Most contact cements should dry for 10 minutes before you press the surfaces together. Follow the instructions on the contact cement packaging. Allow the contact cement to cure for at least 30 minutes.