How to install mosek for cvxpy?

Question

Previously I used command conda install -c mosek mosek to install mosek(my IDE is VS Code and use anaconda environment). After I installed it, I ran a program for a convex optimization problem, and one line of code was(because I want to choose mosek as solver):

prob.solve(solver=cp.MOSEK)

then an error pops up:

cvxpy.error.SolverError: The solver MOSEK is not installed.

BUT I have MOSEK installed. I used the following piece of code to detect:

import cvxpy as cp

print(cp.installed_solvers())

the result is:

['ECOS', 'ECOS_BB', 'OSQP', 'SCIPY', 'SCS']

Why does this happen?

I used the conda list command to check if I have mosek installed:

But I did install it!

How can I solve it?

---

Besides, every time I run the program it pops up this error:

Encountered unexpected exception importing solver MOSEK:
ImportError('DLL load failed while importing _msk: 找不到指定的模块。')

Answer 1

Have you tested that your conda installed Mosek can be used outside Cvxpy ie directly from Python.

Answer 2

Make sure your needed module is installed in the current selected environment. Open an new integrated Terminal and run conda list mosek , check if its location is the one shown in status bar: