We present an experimental investigation of radial spin-wave modes in magnetic nano-disks with a vortex ground state. The spin-wave amplitude was measured using a frequency-resolved magneto-optical spectrum analyzer, allowing for high-resolution resonance curves to be recorded. It was found that with increasing excitation amplitude up to about 10 mT, the lowest-order mode behaves strongly non-linearly as the mode frequency redshifts and the resonance peak strongly deforms. This behavior was quantitatively reproduced by micromagnetic simulations. Micromagnetic simulations showed that at higher excitation amplitudes, the spinwaves are transformed into a soliton by self-focusing, and collapse onto the vortex core, dispersing the energy in short-wavelength spinwaves. Additionally, this process can lead to switching of the vortex polarization through the injection of a Bloch point.