Question about the 2nd law of thermodynamics (heat loss)

[Shovon00000]

Assume that a closed system of cylindar filled with ideal gas consists of a movable piston.We know from the 1st law dQ=dU +dW.
According to the 2nd law mechanical energy can be totally converted into heat energy but heat energy cannot be converted completely into mechanical energy.The question is"If we give heat to the cylindar and keep the temperature constant how will some of the heat energy be lost ?(here dU=0,and we know dQ=dU+dW)

 

[Chestermiller]

You can completely convert heat energy to work. You just can't do it by operating the system in a cycle.