constraint on sum of absolute values - SDP

[Pravin Bezwada]

I want to further SDP optimization problem with a constraint on sum of absolute values such as: 

abs(x1) + abs(x2) + abs(x3) <= 10

Could you please tell me how to represent this in cvxopt.

Best regards,

Pravin

[Pravin Bezwada]

A clever answer on stackoverflow was to create 8 constraints as below:

 x1 + x2 + x3 <= 10
 x1 + x2 - x3 <= 10
 x1 - x2 + x3 <= 10
 x1 - x2 - x3 <= 10
-x1 + x2 + x3 <= 10
-x1 + x2 - x3 <= 10
-x1 - x2 + x3 <= 10
-x1 - x2 - x3 <= 10

[Imre Pólik]

This is a constraint on the 1-norm of the vector (x1,x2,x3). I'm sure CVX has a construct for that.

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