Each time I upgrade my mosek library, matlab panics and can't find it. The old solution was to monkey with the DYLD_LIBRARY_PATH in all sorts of funny places: ~/.profile, /etc/launch.d, ~/Library/LaunchAgents/environment.plist
These all worked at some point, but as far as I can tell, no longer do. They're also the wrong way to install libraries.
Fortunately, mosek has made life easy. Just
cd /usr/local/mosek/8/tools/platform/osx64x86/bin/
python install.py
This will actually fix all of the binaries and mex files using otool and install_name_tool to find dynamic libraries in their installed locations.