Dubrovnik City Walls complex, the main landmark of the city was announced as one of the filming locations, but so far there was a consensus the production only reserved the walls in order to prevent the people from the filming of photographing locations within the Old City centre.
Thanks to our watchful eye, we came into possession of photographs proving filming is going to be done on the City Walls themselves as well. We can see the film crew setting up operations as well as a big green screen at the base of Minceta Fortress, the biggest fortification on Dubrovnik City Walls.
Source: starwarsdubrovnik.com