We propose the joint dynamic power allocation and multi-relay selection for the cohabitation of high-priority military radar and low-priority commercial 5G communication. To improve the 5G network performance, we design the full-duplex underlay cognitive radio network for the low-priority commercial 5G network, where multiple relays are selected for concurrently receive the signal from the source and send it to the destination. Then, we propose the interference suppression at the high-priority radar system by using both non-coherent and coherent relay cases. In particular, we formulate the optimization problem for maximizing the system rate, with the consideration of the power constraints at the 5G users and the interference constraint at the radar system. Then, we propose the mathematical analysis model to evaluate the rate performance, considering the impacts of self-interference at the relays and derive the algorithms of joint power allocation and relay selection. Our numerical results demonstrate the characteristic of the optimal configuration and the significant performance gain of coherent case with respect to the non-coherent case and the existing algorithms with single relay selections.