The MOSEK solver is available on the ITS-RS HPC systems. MOSEK requires a license to use but Mosek ApS provides freely available academic licenses. For information on the academic license, go to the MOSEK academic license page. There is a link on that page to the application form. Once the license is obtained, you can install it in your home directory by following the instructions for Linux on the license installation page. Each researcher is responsible for obtaining and updating their own license. Documentation for MOSEK can be found on the MOSEK documentation page.
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