Recently I've heard that you can't heat up stuff beyond sun's surface temperature using sun+lens combination. It is because you can't transport heat from colder object to a hotter object.
Of course, the bigger lens you use, the closer the heated object gets to the sun's surface temperature. So there's a certain lens size, beyond which you can't get heated object any hotter.
But when I exceed that lens' size... where does the extra heat goes? The lens collects solar power from its entire surface area, and focuses it in one spot. So if you reach certain size you collect lots of solar power, but the heated object doesn't increase the temperature. So where all the extra energy goes?