5.1. ??? Undefined function or variable 'mosekopt'?

Matlab was unable to locate the mosekopt library file.

Most likely you have forgotten to do

addpath <root>\mosek\<version>\tools\toolbox\14sp3

within MATLAB. Therefore, MATLAB cannot locate the mosekopt mex file. Remember to adapt <root> and <version> to your system.

Normally you will have to do addpath command every time MATLAB is started, however, it can be avoided if the addpath command is added to the file

<matlab>toolbox\local\startup.m

where <matlab> is the MATLAB root directory.

Alternatively the permanent modification of the MATLAB path can be performed using the Matlab menu item

\File\Set Path
Mon Sep 14 15:59:20 2009