Is it possible to cook semolina or rice with milk in the microwave?
You mean semolina or rice pudding? You can certainly make them in the microwave, the trick is simply to use a bowl that's big enough as well as to stop and stir every few minutes. Here's a recipe saying so, including a picture of the plain glass bowl the author used:

In a big bowl, put all the ingredients together and stir. Put in a microwave oven to bake at maximum power (I used 12 minutes for a 750 Watts oven). Stop every 3 min to stir and make sure the semolina is not stuck at the bottom. Let it cool down and store in the fridge.
From: http://www.cookingninja.com/174-Microwave-semolina-milk-pudding.html

Here's another recipe with similar instructions:

Put the rice into the bottom of a big glass microwave suitable bowl.  Use the largest bowl for your microwave as the milk will boil up the sides.
From: http://foodonabudget.com/content1a/2008/10/how_to_make_an_easy_rice_pudding/

You can find tons of other recipes for microwave rice or semolina pudding on Google, repeating pretty much these two points.