cvx is a licensed program. In order to run it, you need to have obtained a license file that associates the username you are running on, together with the host name you are running on.
When you run on MATLAB online, the username is mluser and the hostname is something that resembles a MAC (Media Access Control) address. You would have to register user mluser together with that hostname in order to use cvx .
Note that since registering with that combination of username and hostname would allow anyone else who users MATLAB Online (and who gets the same host) to user cvx, you will need to obtain a commercial license for cvx.
There might perhaps be other ways to connect a license to your MATLAB Online session, but I do not see anything in their description...
Though... maybe instead of installing what you did, you could install the Redistributable version. That has a GNU license. http://cvxr.com/cvx/doc/license.html
