start ccrie(Theta,Lambda,X,Y);
   n = nrow(X);
   m = ncol(X);
   s = ncol(Y);
   X = t(X);   /*    */
   Y = t(Y);   /*    */
   Theta=j(n,1,0.);  
   Lambda=j(n,n,0.); 
   do k = 1 to n;
      C = { 1 } || j(1,n,0);     /*    */
      A = ( X[,k]    || -X) //   /*    */
          ( j(s,1,0) ||  Y); 
      B = j(m,1,0) // Y[,k];      /*    */
      rel = j(s+m,1,'>=');
      call mlinprog(C,'min',A,rel,B,Eff,Z,Zd);
      Theta[k] = Z[1];            /*    */
      Lambda[k,] = t(Z[2:n+1]);   /*    */
   end;
   X = t(X);   /*    */
   Y = t(Y);   /*    */
finish;