Hello everyone, I have an constraint and I have no idea how to formula in CVX
I want to subject to
that x is variable x(4)
A= 4x4 matrix
but in CVX, the left side is concave and the right side is convex.
have any transformation can help me to approach this constraint?
Thanks for the answer.
Unless A is a matrix of zeros, or “constant” is a non-positive number, either of which render the constraint to vacuously hold for all x, the constraint norm(A*x) >= constant is NOT convex. If this is indeed your constraint, the problem is not convex, and it cannot be modeled with CVX.
I’ll leave it as an exercise for the OP to determine whether it is possible to express your problem as a mixed integer disciplined convex program if the norm is the 1 or infinity norm (of course, as you have written, norm in MATLAB is by default the 2-norm), and which could therefore be handled by CVX, if a mixed integer SDP solver is installed.