Let $A$ be an $n \times n$ positive semidefinite matrix and $\forall k, x_k \in \mathbb{R}^n$. The distance with respect to this matrix is defined as
$ \|x_i -x_j\|_A := \sqrt{(x_i-x_j)^TA(x_i-x_j)} $.
Now, suppose we have the constraint $$\sum_{(x_i,x_j) \in D} \|x_i -x_j\|_A = \sum_{(x_i,x_j) \in D} \sqrt{(x_i-x_j)^TA(x_i-x_j)} \ge 1$$ I know (by reading in a paper), that this is a $\textbf{convex constraint in } \mathbf{A}$, but cannot verify that (because of the sqrt).
Can anyone help me please or give a hint? Why is it convex in $A$? Is it? More importantly, what type of convex constraint is that (linear, quadratic, SOC, SDP?)
This is not an answer and it is just my thoughts on it. May be you can convert it into a set of equivalent constraints.
\begin{align} \sum_{i,j}t_{ij}&\geq 1 \\\ t_{ij} &\geq 0 \\\ \|x_i -x_j\|_A &\geq t_{ij} \end{align} You can square both sides of the third inequality.