Illegal operation: {convex} + {concave}

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.

Maybe you should study at least the first 5 or so chapters of https://web.stanford.edu/~boyd/cvxbook/bv_cvxbook.pdf .in order to learn some basics about convex optimization.