Given the decision var
x, I am not able to satisfy the following two constraints together (there are other objectives and constraints)
norm(x, 1) <= L
-B <= x <= B
Ideally, I am trying to get the first constr to be satisfied at equality, but, that would be non-convex so have the inequality instead. It seems that when I don’t use the second inequality, then, the first becomes satisfied at equality. However, I needed both with the first to be satisfied near equality. Could I add some constraint on “x” (like a lower bound) so that the first become satisfied? I know that a lower bound on L-1 isn’t convex though there are heuristics to deal with it, but, would like to avoid this. Thank you.