Crossposted on Stack Overflow
I have an optimization problem with the following inequality constraint
$$e^{x_n} \leq B \log _2\left(1+\frac{e^{\rho_n} g_n^2}{\sum_{i=1}^{n-1} \exp \left(\rho_i\right) g_i^2+\sigma^2}\right)$$
where $\rho_n$ and $x_n$ are among the decision variables and $B$, $\sigma$ and $g$ are constant. Is this constraint convex?
I tried to write the Python code of the optimization problem using the CVXPY library and the Mosek solver, but the above clause causes a DCP Rule Error.