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.
Main Author
Format
Report
Published
2007
Series
ISBN
978-951-39-2784-4
Publisher
University of Jyväskylä
The permanent address of the publication
https://urn.fi/URN:ISBN:978-951-39-2784-4Use this for linking
ISSN
1456-436X
Language
English
Published in
Reports of the Department of Mathematical Information Technology. Series B, Scientific computing
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