Dcp2Cone canonicalizer for the largest lambda sum atom
Dcp2Cone.lambda_sum_largest_canon(expr, args)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.
An Expression object
A list of Constraint objects