ording to [1], the maximum of the L2 penalized likelihood automatically
satisfies the symmetric constraint:
sum(coef_k, k=1..c) = 0

Further details can be found in [2].

Reference
---------
.. [1] :doi:`Zhu, Ji and Trevor J. Hastie. "Classification of gene microarrays by
       penalized logistic regression". Biostatistics 5 3 (2004): 427-43.
       <10.1093/biostatistics/kxg046>`

.. [2] :arxiv:`Noah Simon and Jerome Friedman and Trevor Hastie. (2013)
       "A Blockwise Descent Algorithm for Group-penalized Multiresponse and
       Multinomial Regression". <1311.6529>`
r,