Learn R Programming

soobench (version 1.9.18)

generate_chained_crescent_I_function: Chained Crescent I function generator.

Description

The chained Crescent I function is defined as

Usage

generate_chained_crescent_I_function(dimensions)

Arguments

dimensions

[integer(1)] Size of parameter space.

Value

A soo_function.

Details

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

References

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