**** 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 220.127.116.11 (Build date: Jan 29 2008 13:41:45)
Copyright (C) MOSEK ApS, Fruebjergvej 3, Box 16
DK-2100 Copenhagen, Denmark
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.