MOSEK does not work for MIP problem in GAMS

GAMS
1

Hey there!

I am trying to use Mosek in my mixed integer problem and followed the guide to write the code. When I press F9, it immediately abort solving. I only got one set of binary variables and the rest are all positive real numbers. When I remove binary variable and replace it with a real number and run it again, it takes a little bit longer to abort and I get this error:

“IO error number 39 in subroutine CFRCNT Solver cannot handle conic equations.”

Is there something wrong with the GAMS and MOSEK? I will really appreciate if anyone would help me on this issue

Cheers,
Alireza

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2

It should work? Are you solving a conic MIP?

Den mandag den 27. april 2015 kl. 11.00.44 UTC+2 skrev ALIREZA samiee:

Hey there!

I am trying to use Mosek in my mixed integer problem and followed the guide to write the code. When I press F9, it immediately abort solving. I only got one set of binary variables and the rest are all positive real numbers. When I remove binary variable and replace it with a real number and run it again, it takes a little bit longer to abort and I get this error:

“IO error number 39 in subroutine CFRCNT Solver cannot handle conic equations.”

Is there something wrong with the GAMS and MOSEK? I will really appreciate if anyone would help me on this issue

Cheers,
Alireza

–
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