Assume that you upgrade a Microsoft SQL Server 2012 Service Pack 2 (or later versions) instance with Master Data Services (MDS) to SQL Server 2014. When you run the Upgrade Database option in MDS Configuration Manager, you receive the following error message:
The upgrade from the version of the Database is not supported or the SQL scripts for the upgrade are missing
Note The SQL Server upgrade is complete successfully. However, the MDS database schema cannot be upgraded by using MDS Configuration Manager.
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Microsoft has confirmed that this is a problem in the Microsoft products that are listed in the "Applies to" section.