Some customers have reported problems with installing Rmosek on R 2.15.3. The installation seems to give the same error as described at:
We suggest the following workaround. First manually installing the Matrix package using the command
> install.packages("Matrix", dependencies=TRUE)
and then installing Rmosek as
> install.packages("Rmosek", type="source", INSTALL_opts="--no-multiarch", configure.vars="PKG_MOSEKHOME=/home/joachim/rhome/mosek/6/tools/platform/linux64x86 PKG_MOSEKLIB=mosek64")
should solve the problem. The last command line should be adapted to the local platform and installation of course.
