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Nonlinear objectives, nonlinear constraints, non-convex objective, non-convex feasible region.
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Was a quotient of two norms considered as a constraint to a convex optimization problem before?
I want to solve the optimization problem
$$
\text{minimize }g(x) \quad \text{subject to} \quad \Vert x\Vert_{\infty}/\Vert x\Vert_{2} \le s
$$
for $x\in\mathbb{R}^d$ and $s\in(0,\infty)$.
The function …