Mosek is a commercial solver available from http://www.mosek.com
Limited trial versions are available as well as free versions for academia.
Semidefinite programming is supported from version 7.
Mosek is invoked with sdpsettings('solver','mosek').
To explicitly select the semidefinite programming solver, use sdpsettings('solver','mosek-sdp'), and to explicitly select the geometric programming solver, use sdpsettings('solver','mosek-geometric').
If you want to purchase Mosek for usage with YALMIP, then you always need the base system PTS. You may also need the extension PTON if you solve problems with general nonlinear constraints such as second-order constraints, semidefinite constraints, or geometric programs.
If you are asked by Mosek support to generate a binary file for analysis, then run the following setup and send the file probfile.task