Hi, 

I am trying to code a SOCP constraint, which is:
 where s is the variable and mu, sigma, alpha are parameters, fi is a function with known values. 
Is it possible to represent square-root terms in SOCP constraints?

If I carry the first term of the right hand side to the left hand side and take squares of both sides I end up with an equivalent form of the constraint including only squares of the variables and linear variable multiplications (that may be represented by some other variables). Is that form of SOCP constraint (including both quadratic and linear terms) valid for cplex? 
Thank you for your interest in advance.

Best regards,
Emre