Hey,
I have found a solution. I have tried to compile them in matlab too but no success. So i decided to compile them on Visual Studio 2010.
I came up a solution on StackOverFlow that explains how to compile MEX files on Visual Studio <a href="http://stackoverflow.com/a/16718578">LINK</a>. I followed the steps and compiled both MEX files.
libqp_splx_mex.c easily compiled but my compiler produced strange errors when i tried to compile libqp_gsmo_mex.c file but when i move "libqp_state_T state;" declaration to top it resolved.
I hope it helps.