GAMS/Mosek Bug

Mosek does not return the best integer solution found sofar when interrupted. Below we interrupted a MIP run, while integer solutions were found by the solver (the model was no longer intermediate integer infeasible).

**** SOLVER STATUS     8 USER INTERRUPT         
**** MODEL STATUS      14 NO SOLUTION RETURNED  
**** OBJECTIVE VALUE             3885.0000
 
 RESOURCE USAGE, LIMIT          6.618      3600.000
 ITERATION COUNT, LIMIT         0      10000000
 
 MOSEK Link       May  1, 2008 22.7.1 WIN 3927.4700 VIS x86/MS Windows
 
 M O S E K       version 5.0.0.79 (Build date: Jan 29 2008 13:41:45)
 Copyright (C)   MOSEK ApS, Fruebjergvej 3, Box 16
                 DK-2100 Copenhagen, Denmark
                 http://www.mosek.com
 
 
No solution returned

I don't know if this is caused by a misbehavior of the link or by Mosek itself. Work around: when stopped on a RESLIM limit, GAMS/Mosek will report the best integer solution. Don't press the Interrupt button if you don't want to loose your solution.

Note also that the iteration count is reported as zero, which is another bug.