I have a linear constraint in the form below
\zeta_u\ge\sqrt{\sum_{c=1}^C(1-x_{u,c})y_{u,c}+z},\hspace{2mm}\forall u=1,\cdots,U
Here, \zeta_u (continuous) and x_{u,c} (binary) are optimization variables.
z is a constant.
How to write it in CVX format? Can we use norm or any other operator?
Is this valid in CVX?
variable X(U,C) binary
variable S(U,C) binary
variable Zeta(U)
for c=1:C
for u=1:U
S(u,c)==1-X(u,c);
end
end
for u=1:U
Zeta(u)>=norm[z;S(u,:).*Y(u,:)];
end