soobench (version 1.9.18)

generate_chained_mifflin_function: Chained Mifflin 2 function generator.

Description

The chained Mifflin function 2 is defined as

Usage

generate_chained_mifflin_function(dimensions)

Arguments

dimensions

[integer(1)] Size of parameter space.

Value

A soo_function.

Details

$$f(x) = \sum_{i=1}^{n-1} \left(-x_i + 2(x_i^2 + x_{i+1}^2 - 1) + 1.75|x_i^2 + x_{i+1}^2 - 1|\right)$$

References

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