Cannot connect retina MBP to Dell U2515H

Hello all,

I have a MacBook Pro Retina 15.4 mid-2014 2.8 i7 with a NVIDIA GeForce GT 750M 2GB... I am trying to connect to an external Dell Ultrasharp U2515H.

I have two cables - which one should I use? One is an Apple Lightning cable, the other one came in the box with the Dell monitor - one end is a mini DisplayPort, the other end is a Display Port.

When I plug the cable in the Mac and connect to the Dell monitor, I get the message "There is no signal coming from your computer" - I have selected the correct input source on the monitor. Nothing happens.

What am I missing here?

Thanks!