CVX 3.0beta can not find the license of Mosek 9.0

I chose the initial point properly. Maybe that’s the reason.


I have almost the same problem, I installed Mosek and CVX completely. When I checking Mosek on Matlab with “mosekdiag”, it shows that it works properly, however CVX still doesn’t recognize Mosek as solver and gives me this error:
Mosek unknown
Could not find a MOSEK MEX file.
Do you have any idea how can I fix that,
I have updated academic license for all.

Thanks for your help in advance.

I suggest you show log output of cvx_setup and of mosekdiag.

This is my cvx_setup output:

Setting CVX paths…already set!
Searching for solvers…Warning: Escaped character ‘\U’ is not valid. See ‘doc sprintf’ for supported special characters.

In cvx_gurobi
In cvx_gurobi
In cvx_setup (line 83)
5 shims found.
2 solvers initialized (* = default):

  • SDPT3 4.0 {cvx}\sdpt3
    SeDuMi 1.34 {cvx}\sedumi
    4 solvers skipped:
    Could not find a GLPK installation.
    Gurobi {cvx}\gurobi\w64
    Gurobi error 10009: License expired 2018-11-13 - license file
    Gurobi_2 C:\gurobi800\win64
    No valid Gurobi license was found. (Please note that this
    license is not the same as the CVX license; it must be
    obtained directly from Gurobi Optimization.) If you do have
    a Gurobi license, the the Gurobi MEX file could not find it.
    Please consult the Gurobi documentation for assistance.
    Mosek unknown
    Could not find a MOSEK MEX file.
    Saving updated preferences…done.
    Testing with a simple model…done!

and mosekdiag:

Matlab version : (R2018a)
Architecture : PCWIN64
mosekopt path : C:\Users\Compressed\cvx\mosekopt.mexw64
MOSEK version : 9.1.13
Test linear solve: Success
mosekopt works OK. You can use MOSEK in MATLAB.

Are you using CVX 3.0beta? if so, remove all CVX stuff from your MATLAB path, start a new MATLAB session, and install CVX 2.2.

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Then this is inconvenient if I want to have both SCS and MOSEK as solvers, because only CVX 3.0 beta supports SCS but does not support MOSEK license. On the other hand, CVX 2.x supports MOSEK licence but not SCS :neutral_face:

You summed it up pretty well, but that’s the situation you’re likely to be stuck with for the indefinite future. Note, however, that even on problems which run to reported optimality, CVX 3.0beta might produce incorrect results due to bugs in CVX 3.0beta.