soobench (version 1.9.18)

generate_generalized_mxhilb_function: Generalized MXHILB test function generator.

Description

The generalized MXHILB test function is defined as

Usage

generate_generalized_mxhilb_function(dimensions)

Arguments

dimensions

[integer(1)] Size of parameter space.

Value

A soo_function.

Details

$$f(x) = \max_{1 \leq i \neq n} \left| \sum_{j=1}^{n} \frac{x_j}{i+j-1}\right|$$

References

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