Here is a pro tip.
DO NOT USE THE
option when using Mosek. Period.
Mosek is designed so its default stopping criteria is the one that should be used.
Using a tighter tolerance will in the majority of cases not work.
If you need a tighter termination tolerance you should improve your model so it is not needed or use another optimizer. (Hint: Using another optimizer is unlikely to help.)
I hope @mcg will state this fact regarding Mosek in the manual next time he updates it.