I do not known how to formulate the following constraint in CVX

min t

s.t. \tau+r*u+u*\sum_{i=1}^N [exp(s_i/u)-1] leq \lambda,

s_i = (max_{k=1,2,3} a_k*(-x’*\xi^{i}-t)+b_k)-\tau,

u \geq 0,

x \geq 0,

\sum_i^n x_i = 1,

where x, t, \tau, u and s are decision variables. In the first constraint, u*exp(s_i/u) is actually a joint convex in s_i and u, but I have not found a proper way to formulate this constraint in CVX and made it implementable.

Many thanks.