The sum of the largest \(k\) values of a vector or matrix.
sum_largest(x, k)An Expression, vector, or matrix.
The number of largest values to sum over.
An Expression representing the sum of the largest k values of the input.
set.seed(122)
m <- 300
n <- 9
X <- matrix(stats::rnorm(m*n), nrow = m, ncol = n)
X <- cbind(rep(1,m), X)
b <- c(0, 0.8, 0, 1, 0.2, 0, 0.4, 1, 0, 0.7)
y <- X %*% b + stats::rnorm(m)
beta <- Variable(n+1)
obj <- sum_largest((y - X %*% beta)^2, 100)
prob <- Problem(Minimize(obj))
result <- solve(prob)
result$getValue(beta)
#> [,1]
#> [1,] -0.0343461443
#> [2,] 0.8606400152
#> [3,] -0.0007471474
#> [4,] 1.0303675537
#> [5,] 0.3066423315
#> [6,] -0.0749035312
#> [7,] 0.4531070455
#> [8,] 1.0492884686
#> [9,] 0.0295552578
#> [10,] 0.7136916224