Test Problems: F10
These ten test problems are all non-smooth and the first five are convex while the last five are non-convex. All the problems can be formulated with any number of independent variables.
- F1. Generalization of MAXQ. m-file.
- F2. Generalization of MXHILB. m-file.
- F3. Chained LQ. m-file.
- F4. Chained CB3 I. m-file.
- F5. Chained CB3 II.m-file.
- F6. Number of Active Faces. m-file.
- F7. NS generalization of Brown function 2. m-file.
- F8. Chained Mifflin 2. m-file.
- F9. Chained Crescent I.m-file.
- F10. Chained Crescent II.m-file.
Overview of all ten problems: pdf
m-files for all ten problems: zip
References:| [1] | M. Haarala, K. Miettinen, and M. M. Makela. New limited memory bundle method for large-scale nonsmooth optimization. Optimization Methods and Software, 19(6):673-692, 2004. |