Turn non-convex constraint into a convex one

[Mark_L_Stone]

No guarantees this will work well, or at all, on your problem.

How to handle nonlinear equality constraints?

mcg’s answer is correct; the problem is not convex, and cannot be expressed in DCP format. more specifically, a constraint like \|Aw\|_2 \leq P (with A a constant matrix and w a variable) is OK (convex, and DCP), but the converse constraint, \|Aw\|_2 \geq P, is not convex, and (therefore) not DCP. i’d like to add that there are heuristic methods for “handling” such problems, using the so-called convex-concave procedure (see EE364b, lecture on sequential convex programming). this is a heuris…