`R/dcp2cone.R`

`Dcp2Cone.lambda_sum_largest_canon.Rd`

Dcp2Cone canonicalizer for the largest lambda sum atom

`Dcp2Cone.lambda_sum_largest_canon(expr, args)`

- expr
An Expression object

- args
A list of Constraint objects

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.