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Here \\(h\\) is an unknown strictly increasing function, \\(\\beta\\) is a sparse slope vector of interest, and \\(\\epsilon\\) is a noise term independent of \\(X\\) with unknown distribution. The Constrained Elastic Net (CENet) is proposed, a new method for performing simultaneous estimation and variable selection. CENet is the solution to a convex optimization problem and hence can be computed efficiently.  Under a jointly elliptical distributional assumption on \\((X, \\epsilon)\\), the CENet estimator achieves the same optimal rate of convergence as the best regression method in the high-dimensional sparse linear regression model. CENet does not require the specification of the function \\(h\\) and the noise distribution, and so is more robust compared to existing estimation and variable selection methods in the large-\\(p\\)-small-\\(n\\) setting, where \\(n\\) is the sample size. 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