Hello,

I would like to know if CVX can handle a constraint of the form

||x * y|| <= a

where x and y are bounded continuous variables and a is a constant.

Thanks.

Hello,

I would like to know if CVX can handle a constraint of the form

||x * y|| <= a

where x and y are bounded continuous variables and a is a constant.

Thanks.

Let me rephrase my question.

Any norm is convex.

Why is the expression

|x * y|| <= a

where x and y are bounded continuous variables and a is a constant.

considered non-convex?

Any norm is a convex function of an affine argument, which a bilinear term is not.

Prat, a basic understanding of convex analysis and optimization is required in order to properly use CVX. Please consider, for instance, any course built around the book *Convex Optimization* by Boyd & Vandenberghe. The initial 3 chapters of that book will help you understand concepts like this.