GAMS World Forum

Hi all,

I recently need to use MOSEK to solve large-scale SOCP problems, but I really do not know how to add a MOSEK license to my GAMS system.

I used to add a GAMS license to my GAMS system by just copying to the clipboard and paste in the Help button in the GAMS IDE, which includes CPLEX. I have also successfully added GUROBI into GAMS by just installing GUROBI software and then GAMS can identify it. But I do not know how to add other individual solver like MOSEK, which only gives you a lic. file. BTW I have access to Academic License.

I tried to put the license file into the GAMS directory, but it does not work. And I tried in both Mac OS X system (by a GAMS Studio) and Windows system (by a GAMS IDE).

Can somebody help me out with this? Thanks in advance!

Best,
Gabriel

For future reference.

I do not think a license obtained from Mosek will allow you to use Mosek from GAMS.

GAMS comes with all the software required to run the solvers like Gurobi and MOSEK. So if you install Gurobi or not makes no difference. If you have a Gurobi license you need to tell GAMS about it, then you can use the GAMS solver "OsiGurobi" if you have a GAMS (BASE) license only or even GAMS solver "Gurobi" if you have a GAMS/Gurobi link license. The same holds for MOSEK. No need to install the software, just make GAMS aware of the license. Usually, the solver API has an "open environment method" the GAMS solver link calls, this has (solver specific) ways to find the solver license (popular ways are environment variables, specific file locations, etc). Please check the MOSEK web site how to tell the MOSEK "open environment method" where it can find its license.

-Michael

Mosek will automatically look for the license file at

~/mosek/mosek.lic

so no need to setup OS variables.