6533b837fe1ef96bd12a2b14

RESEARCH PRODUCT

Test problems for large-scale nonsmooth minimization

Napsu Karmitsa

subject

Mathematics::Optimization and ControlStatistics::Computation

description

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.

http://urn.fi/URN:ISBN:978-951-39-2784-4