How to address Heaviside Function？

MIDCP
1

cvx does not address the Heaviside Functions (step function). Are there any other equivalent alternatives that can be recognized by cvx?

Thanks in advance!

2

You could use Big M logic with binary variable to implement it. Because CVX and the solver it calls operate in finite precision, and use tolerances, you would have to decide on the exact break point to implement in the Big M formulation.

This Operations Research Stack Exchange post on Heaviside should help you with the Big M formulation.