MOSEK command Line Tool

 
The MOSEK command line tool can only be used from a terminal (or a DOS box on windows). To get a full list of options for the MOSEK command line tool, use
  1. mosek -h 
To solve a problem in a known file format, MPS, LP, OPF or Task, say lo1.task:
  1. mosek lo1.task 
This will place a text file called lo1.sol describing the solutions in the same directory as the problem file.
To convert from one file format to another without optimizing:
  1. mosek -x -out lo1.opf lo1.task 
This is documented in the MOSEK tools documentation.