Your program violates CVX’s rules. As you can see in Why isn’t CVX accepting my model? READ THIS FIRST! your first responsibility is to show that your optimization problem is convex
Your problem Is not convex. Consider the special case in which w is a real scalar.variable, Then \|w\|/(\|w\|+\epsilon) is concave for any \epsilon > 0. Therefore, your function can not be convex.