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.