In order for that constraint to be convex, the LHS needs to be convex. As with your previous question, we are not mindreaders, so we don’t know what f_k and g_k are; therefore we can’t be sure that the LHS is not convex. But until you show us otherwise, I will presume so.
I have provided the following link to you before. You need to read it carefully, as your current post does not illustrate that you have understood it.
You can model that in CVX only if the LHS is convex. For instance, if f(x) = 2x^2, g(x) = -x^2, then f(x) + g(x) = x^2, which is convex, and can be entered in CVX as x^2, but it can’t be entered in CVX as 2x^2-x^2.
Again, I implore you to read the link, which obviously you have not understood.