Most of the mosek options that take an integer value as an argument have some symbolic constants associated with them. For instance, MSK_IPAR_CPU_TYPE can be MSK_CPU_POWERPC_G5, MSK_CPU_INTEL_PM etc. These values are macros defined in mosek.h. However, I know it must be possible to look them up at run time because the precompiled mosek executable can do it. How?
I finally figured it out...
MSK_putnaintparam, MSK_putnastrparam e.g. the put functions with na in them let you pass in the name.