How to express square constraint, **q**u and H are variable.

You can use `squae_pos(norm(...))`

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The 2nd constraint can be handled moving the denominator to the LHS (i.e., multiplying both sides by the denominator), and using `square_pos`

. Squares of scalar variables (or scalar elements) can be handled directly with `^2`

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H[n] is a scalar variable. **q**u[n] is a scalar vector.

I presume you mean “vector”, not “scalar vector”. Anyhow, that is what I figured. So my guidance should be adequate for you to enter this in CVX.