I am trying to use the linprog function in visual studio 2010. I have used the matlab compiler according to the walkthrough at
http://blogs.mathworks.com/loren/2011/02/03/creating-c-shared-libraries-and-dlls/.
When I start writing the C++ document however, I cannot get things to work. The mclInitializeApplication function is undefined, and I do not know what I have to add to define it.

Any help here would be much appreciated!