I have a nonlinear constraint as below
\sum_{k=1}^Kx_k||w_k||_2^2\le P
Here, x_k\in\{0,1\} is a binary integer variable and {\bf w}_k\in\mathbb{C}^{N\times 1} is another optimization variable.
I would prefer that when x_k==0, the norm of {\bf w}_k should be zero, and when x_k==1, the norm of {\bf w}_k should be non-zero or >0.
The linearization process:
The nonlinear constraint is linearized by adding these following linear constraints.
||{\bf w}_k||_2+Mx_k==0
||{\bf w}_k||_2+M(1-x_k)>0
\sum_{k=1}^K||w_k||_2^2\le P
M is sufficiently large.
Is this linearization process correct?