You will not find anywhere in the CVX Users’ Guide which allows you to use declared dual variables in any manner other than as described at http://cvxr.com/cvx/doc/basics.html#dual-variables . Hence the error message. Declared dual variables can be associated with constraints as described in that section, and their values will be populated by CVX after it completes, but that is their only usage. i
f you want to do something more with a variable, it needs to be declared as a (CVX) variable, not as a dual variable. And of course CVX’s DCP rules must be followed.