I have been trying to use Convex with Mosek, but it seems there are still some errors. I have been trying to solve the following examples problem:
using Convex, Mosek
m = 4; n = 5
A = randn(m, n); b = randn(m, 1)
x = Variable(n)
problem = minimize(sumsquares(A * x - b), [x >= 0])
ERROR: UndefVarError: MosekSolver not defined
I know this is an old issue. Want to check if there are any new developments.