I have a notebook that gets data from the NFL’s API and solves a Mixed Integer Second Order Cone Program that makes picks for my football pool each week. I’d like to set it up to run in the cloud on a schedule and then email my pick in, however I am using Mosek to solve the model as it’s somewhat large.

The the built-in MISOCP outer approximation method times out when I try to run my notebook in the cloud, and I cant use Method->"MOSEK" without getting a license file error.

I have tried to upload my license file to my cloud account but I can’t get Mosek to find it.

I have tried to set the Mosek environment variable to point to where I uploaded the file:

    SetEnvironment[
    "MOSEKLM_LICENSE_FILE" -> 
    FileNameJoin[{$UserBaseDirectory, "ApplicationData", "mosek.lic"}]]

gives $Failed

I have also tried placing the file in the default location FileNameJoin[{$HomeDirectory,"mosek","mosek.lic"}] but it also isn’t picked up.

Can I use Mosek in the cloud? Are there any alternative parameters for obtaining a Mixed Integer solution for a SOCP in a shorter time? I don’t need the optimal solution—perhaps there is an option that will halt the solver once an Integer solution is found with an objective value close to the relaxed problem?