MathOptInterfaceMosek is the MathOptInterface.jl implementation for the MOSEK solver. The low-level solver API for MOSEK is found in the package Mosek.jl.

The Mosek specific model object (used for example with JuMP) is created as

using MathOptInterfaceMosek
model = MosekOptimizer()

hence to use Mosek in a JuMP model, do, e.g.,

using JuMP
using MathOptInterfaceMosek
model = Model(with_optimizer(MosekOptimizer, QUIET=false, INTPNT_CO_TOL_DFEAS=1e-7))

The parameter QUIET is a special parameter that when set to true disables all Mosek printing output. All other parameters can be found in the Mosek doc. Note that the prefix MSK_IPAR_ (for integer parameters), MSK_DPAR_ (for floating point parameters) or MSK_SPAR_ (for string parameters) are optional. If they are not given, they are inferred from the type of the value. For instance, in the example above, as 1e-7 is a floating point number, the parameters name used is MSK_DPAR_INTPNT_CO_TOL_DFEAS.