Test Problems: All
All test problems:
m-files for all problems: zip
References:
| [1] | A.S. Lewis and M.L. Overton. Nonsmooth optimization via BFGS. Submitted to SIAM J. Optimization. |
| [2] | 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. |