MOSEK FAQ

• 1 Technical Issues
  • 1.1 How do I dump the problem to a file to attach with my support question?
  • 1.2 I am using a third-party interface to MOSEK. How do I set solver parameters and other options?
    • 1.2.1 CVXPY
    • 1.2.2 YALMIP
    • 1.2.3 CVX
    • 1.2.4 JuMP
    • 1.2.5 CVXOPT
    • 1.2.6 Pyomo
    • 1.2.7 amplpy
    • 1.2.8 CVXR
    • 1.2.9 PuLP
  • 1.3 How do I find my exact MOSEK version?
  • 1.4 MOSEK is ignoring the limit on the number of threads.
  • 1.5 When using the Python interface I get a RuntimeWarning: Item size computed from the PEP 3118.
  • 1.6 The Python API or Python Fusion API will not accept a numpy array, only a list.
  • 1.7 Python AttributeError: Task object has no attribute Taskobj
  • 1.8 Can the C API be used from Fortran?
  • 1.9 Can MOSEK run on virtualized server such as VmWare server?
  • 1.10 How do I write an MPS file using GAMS and MOSEK?
  • 1.11 Does MOSEK work with MinGW?
  • 1.12 Does MOSEK support Cygwin?
  • 1.13 Can MOSEK exploit GPU?
• 2 Installation and configuration
  • 2.1 On Mac OS I get errors about missing libmosek64.10.1.dylib or similar files.
  • 2.2 Errors running the install script on Mac OS: missing otool.
  • 2.3 Security exceptions in Mac OS 10.15+
  • 2.4 In MATLAB on Windows I get Invalid MEX-file …mosekopt.mexw64: The specified module could not be found.
  • 2.5 I cannot link a C++ Fusion application on Windows: error LNK2038.
  • 2.6 error: could not create ‘build’: Access is denied
  • 2.7 How to use toolbox on Apple M1/M2 ?
  • 2.8 How to use MOSEK in a Google Colab notebook?
  • 2.9 How to use a MOSEK license in a GitHub CI/CD pipeline?
  • 2.10 Rmosek: “Error in mosek(prob, opts) : Unknown exported object to be built”
• 3 Modeling Issues
  • 3.1 MOSEK is not solving my quadratic optimization problem fast enough. What should I do?
  • 3.2 Can MOSEK solve nonconvex problems?
  • 3.3 Can MOSEK handle SOS (or SOS2) sets in mixed integer optimization?
  • 3.4 Why does MOSEK not report a dual solution when I have solved a mixed integer problem?
  • 3.5 How big problems can MOSEK solve?
  • 3.6 Can I get the solution MOSEK produces in every iteration of the optimizer?
  • 3.7 Can the MOSEK interior-point optimizers be hot-started?
  • 3.8 What is the best hardware for MOSEK?
  • 3.9 Why do not I get a good speedup when using multiple threads?
  • 3.10 Why does MOSEK give slightly different answers on different machines/OS/… ?
  • 3.11 Why does the solution slightly violate constraints?
  • 3.12 Is the simplex optimizer in MOSEK parallelized?
  • 3.13 Is the mixed integer optimizer parallelized in MOSEK?
  • 3.14 How do I model absolute value?
  • 3.15 Why is my SDP/LMI slow or running out of memory?
• 4 License Management
  • 4.1 I have a problem setting up a floating license server.
  • 4.2 My license file says VER=8.0. Can I use version 8.1?
  • 4.3 The Optimization Toolbox for Matlab says license has expired although I downloaded a new one.
  • 4.4 Do I want a floating license or a server (node-locked) license?
  • 4.5 I have one floating license. How many processes/threads can I use?
  • 4.6 Does the licensing software make some sort of a network connection to MOSEK to validate the license?
  • 4.7 When I change hostid, can I first test the new license while still using the old one?
  • 4.8 The lmutil and lmgrd will not start on Linux: No such file or directory.
  • 4.9 Can a MOSEK license be used under Citrix?
  • 4.10 How do I do advanced configuration of the license system?
  • 4.11 Is it possible to reserve a number licenses to particular group of users or hosts?
  • 4.12 Is it possible to use MOSEK with a floating license on a machine detached from the LAN(WAN)?
  • 4.13 How many license token servers should I have?
  • 4.14 Is it possible to host a token server in the cloud?
  • 4.15 Can I use the same personal academic license on more than machine?
• 5 Miscellanea
  • 5.1 Where is the user manual, API reference, PDF versions, examples?
  • 5.2 How do I cite MOSEK in an academic publication?