Dcp2Cone.lambda_sum_largest_canon {CVXR} | R Documentation |

## Dcp2Cone canonicalizer for the largest lambda sum atom

### Description

Dcp2Cone canonicalizer for the largest lambda sum atom

### Usage

Dcp2Cone.lambda_sum_largest_canon(expr, args)

### Arguments

### Value

A cone program constructed from a lambda sum of the k
largest elements atom where k*t + trace(Z) is the objective function.
t denotes the variable subject to constraints and Z is a PSD matrix variable
whose dimensions consist of the length of the vector at hand. The constraints
require the the diagonal matrix of the vector to be symmetric and PSD.

[Package

*CVXR* version 1.0-10

Index]