generate_chained_LQ_function: Chained LQ test function generator.

Description Usage Arguments Details Value References

View source: R/f_chained_LQ.R

Description

The chained LQ test function is defined as

Usage

1

Arguments

dimensions

[integer(1)] Size of parameter space.

Details

f(x) = ∑_{i=1}^{n-1} \max≤ft\{-x_i - x_{i+1}, -x_i - x_{i+1} + (x_i^2 + x_{i+1}^2 - 1)\right\}

Value

A soo_function.

References

Haarala, M. and Miettinen, K. and Maekelae, M. M., New limited memory bundle method for large-scale nonsmooth optimization.


soobench documentation built on Feb. 9, 2020, 5:08 p.m.