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!
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