Now I’m dealing with a problem, in my constraints, there is ||x||/y, where x is a vector and y is a scalar. Is there an equation to express it like the equation quad_over_lin?
That in general is neither convex nor concave, even if x is a scalar and y is a scalar restricted to > 0.
If it is used in such a way that you can multiply through by y and then be in compliance with CVX’s rules, then do that; otherwise, I think you are out of luck.
Thank you for your reply, I don’t understand what you mean ‘multiply by y’, do you mean that I can do a reformulation for the problem?
Yes, like write 5y\geq \|x\| instead of 5\geq \|x\|/y or something else along these lines.
Thank you for your reply, I will try to multiply by y and see if the problem is convex or not.