The option duals=True does not guarantee that duals are avaiable.

The option duals=True (default is duals=None, "I don't care") is supposed to guarantee that a full dual solution is available after Problem.solve returns. While the option does make sure that the solver returns a full set of duals, PICOS does not currently produce an error if it doesn't know how to transform a dual back to an original constraint type. It would be ideal for the user if the exception tells exactly what reformulation failed to convert.