Sorry currently I cannot upload images.

x is a a*1 vector and sigma is a a*a matrix.

I want to express this function. sqrt(x’ * sigma * x)

I suppose this function should be expressed as sqrt(quad_form(x,sigma)) but it shows that "Disciplined convex programming error: Illegal operation: sqrt( {convex} ).

I think the problem is sqrt(). But I don’t know how to correct it.