Multiple dual variables at one constraint

Hi there,

I’m trying to use dual variables, but it appears not to work when there are 2 variables in one constraint.
Is there an option to make this work?

I’m trying to solve the following and want a dual variable for both x and y. If I try only one dual variable for the s variable, it does work.

variable x(m,1) nonnegative;
variable y(m,3) nonnegative;
variable s(n,3) nonnegative;
dual variables D1{3} D2{3};

minimize (sum(c'*x) + sum(-q.*(pb(1)*(y(:,1)) + ...
    pb(2)*(y(:,2)) + pb(3)*(y(:,3)))) );
subject to
   for z = 1:3
       y(:,z) <= x : D1{z} D2{z};
       s(:,z) <= s_max';
       for i = 1:n
           I(i,:)*y(:,z) == ksi(i,z) - p(i) + s(i,z);
       end
   end

If someone can help me that would be great!

Dual variables pertain to (are associated with) constraints, not to (primal) variables.

The variables actually has to be nonnegative so they have a constraint and hence there is a dual variable.

variable x(m,1) nonnegative;

Thank you for your reply, if I use one dual variable

y(:,z) <= x : D{z};

I get the error message:

Undefined operator ':' for input arguments of type 'cvx'.

However, if I add it to a different constraint, it does work.

s(:,z) <= s_max' : D{z};

Do you have any idea where the problem can be?