MOSEK includes by default a preview license that allows the user to solve problems with approximately 150 constraints and 300 variables. Therefore, you most likely are using a preview license. The way to solve the issue is to use a size unrestricted license.

A purchased license, an academic license and a trial license are all size unrestricted license. Hence, you should use one of those licenses. Note trial and academic licenses can be obtained at the MOSEK web site.

If the problem persist after installing a size unrestriced license then the most liekly cause is that MOSEK picking up the wrong license file, so you must have multiple licenses files on your computer. The way to fix that issue is to make sure you only have one license file. The directory containing license files usually is

PATH_TO_WHERE_MOSEK_IS_INSTALLED\mosek\6\licenses

Therefore, make sure the license directory contain one and only one license file and that is the one you want to use.