This message appears if you attempt to solve a problem with the MOSEK Solver, and in the Task Pane Platform tab, the Optimization Model group Interpreter option is set to Excel Interpreter, or the Advanced group Supply Engine With option is set to Gradients.  This Solver Engine uses diagnostic information from the PSI Interpreter that is available only if the Interpreter option is set to PSI Interpreter, and the Supply Engine With option is set to Structure, Convexity or Automatic.  In Solver SDK Platform, you must either load an Excel workbook and use the PSI Interpreter, or else provide diagnostic information by setting the Model object AllGradDepend property, or calling the SolverModAll­GradDependSet procedural API function, to use this Solver Engine.