Suppose I have the constraint set
$$\{x: a_1\|x-b_1\|_2-a_2\|x-b_2\|_2\leq t\}$$
where $a_1,a_2\geq 0$. I know that the function
$$f(x)=a_1\|x-b_1\|_2-a_2\|x-b_2\|_2$$
is convex (it is given that $f$ is convex) and, thus, any single constraint in the above set is an epigraph and, thus, convex. How can I reformulate the above constraint into an SOCP?
Is it correct to write it as follows?
$$\{x,w,v; a_1w-v\leq t, \|x-b_1\|_2\leq w, \|x-b_2\|_2\leq v\}$$
I am unsure about this as there is a negative sign with $v$. Any help would be really great.
No, this doesn't work. For example, if $a_{1}=4$, $b_{1}=4$, $a_{2}=0.2$, $b_{2}=0$, then
$x=1000$, $t=0$ doesn't satisy the original constraint, but
$x=1000$, $t=0$, $w=1000$, $v=1000000$, satisfies the proposed equivalent constraints.