testfunctions: Non-smooth Test Functions

In rHanso: An R Implementation of Hybrid Algorithm for Non-Smooth Optimization (HANSO)

Description

Examples of test functions for non-smooth optimization.

Usage

shor_f(x)
shor_g(x)

Arguments

x	numerical vector of arguments for test functions.

Details

The following non-smooth test functions are provided:

Shor's function
Shor's piecewise quadratic function shor_f of five variables with gradient function shor_g. In [0, 2]^5 it has its minimum fmin = 22.6001621 at xmin = c(1.1243510, 0.9794616, 1.4777077, 0.9202335, 1.1242916).

Value

All test functions will return a numerical scalar value. The gradient functions will return a column vector of the same length as x.

Examples

    x5 <- runif(5)
    shor_f(x5)
    shor_g(x5)

rHanso documentation built on May 2, 2019, 5:26 p.m.