A question about modeling of if-else constraint in cvx

[Mark_L_Stone]

You ought to be able to handle if-else constraints using a Big-M approach by introducing binary variables and using CVX’s MIDCP capability. . See for example How to generate cvx code of If-else constraints . If h11 is not an integer variable, you will have to useh11 >= small_number, where small_number is some small number such as 1e-6, for example.