MOSEK can write data in the standard OSiL xml format. For a definition of the OSiL format please see http://www.optimizationservices.org/. Only linear constraints (possibly with integer variables) are supported. By default output files with the extension .xml are written in the OSiL format.
The parameter Env.iparam.write_xml_mode controls if the linear coefficients in the A matrix are written in row or column order.