Test problems for large-scale nonsmooth minimization

Abstract

Many practical optimization problems involve nonsmooth (that is, not necessarily differentiable) functions of hundreds or thousands of variables with various constraints. However, there exist only few large-scale academic test problems for nonsmooth case and there is no established practice for testing solvers for large-scale nonsmooth optimization. For this reason, we now collect the nonsmooth test problems used in our previous numerical experiments and also give some new problems. Namely, we give problems for unconstrained, bound constrained, and inequality constrained nonsmooth minimization.