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)
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