soobench (version 1.9.18)

generate_chained_LQ_function: Chained LQ test function generator.

Description

The chained LQ test function is defined as

Usage

generate_chained_LQ_function(dimensions)

Arguments

dimensions

[integer(1)] Size of parameter space.

Value

A soo_function.

Details

$$f(x) = \sum_{i=1}^{n-1} \max\left\{-x_i - x_{i+1}, -x_i - x_{i+1} + (x_i^2 + x_{i+1}^2 - 1)\right\}$$

References

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