Hi,
I am trying to solve an optimization problem and the constraint is in this form:
x’x <= t^2 + c^2;
x is a vector variable and t is a scalar variable and t>0 and c is a constant.
This shows a convex set since it is a part of a second order convex cone.
How can I write it in DCP form? Because it is Convex <= Convex form which CVX doesn’t accept it.
Thanks.