ax_k and landa_max_k are vectors with the same size of x, and rho is scalar. I have some errors in using “./” and “sqrt”. Further, I can’t use norm(.) because I need to compute each entry and then take “sum(.)” over them. How can I solve this problem?

I am not a Prof. In any event, I don’t know how to structure your problem so that CVX will accept it. That doesn’t mean no one else does (presuming it really is convex). Of course, changing your objective function to something else which is convex, but can be entered into CVX, is within your purview, because the readers of this forum don’t understand what (real-world) problem you are trying to solve, nor is that within scope of this forum.

I would say that your best bet is a polynomial approximation. I don’t think CVX is going to be able to handle this natively (nor any of the solvers it employs).