This message appears when you click Solve if the same decision variable appears in more than one cone constraint. You can define as many cone constraints as you want, but each one must constrain a different group of decision variables.
If you receive this message, examine the constraints listed under “Conic” in the Task Pane Model tab to find the variable cell(s) that appear in more than one cone constraint. You’ll have to modify the problem to eliminate this overlap.