u_k and uu are variables. They are all positive numbers.
Matlab said Disciplined convex programming error:
Cannot perform the operation: {convex} .* {convex}

That looks like basically a multiplication (or division) of variables (expressions), which is non-convex. Your only hope of using this in CVX is if there is some reformulation to not form g_k explicitly, but rather refromulate or “smudge” it into something else; but that seems rather unlikely.

I think @jackfsuia 's suggestion is along the lines of CVX’s http://cvxr.com/cvx/doc/gp.html . If you can follow all those rules, which depends on the entirety of your problem, then you could use CVX. if you can’t, then I think you are out of luck.