Hi, when I design my optimization problem, I find a troublesome constraints. To put it simply, the troublesome constraint is non-convex, it has the following form:
X^2 + Y^2 + Z^2 <= M^2 + N^2 + K^2,
both X,Y,Z,M,N,K are variables and both the RHS and LHS are convex, so if I write this form in CVX, it will be wrong.
I try to convert this form to X^2 + Y^2 + Z^2 <= V^2 and V^2 <= M^2 + N^2 + K^2, but the second constraint isn’t convex. So Is there any way to solve this problem?