| maxquad {adagio} | R Documentation |
The MAXQUAD Test Function
Description
Lemarechal's MAXQUAD optimization test function.
Usage
maxquad(n, m)
Arguments
n |
number of variables of the generated test function. |
m |
number of functions to compete for the maximum. |
Details
MAXQUAD actually is a family of minimax functions, parametrized by the
number n of variables and the number m of functions whose
maximum it is.
Value
Returns a list with components fn the generated test function of
n variables, and gr the corresponding (analytical) gradient
function.
References
Kuntsevich, A., and F. Kappel (1997). SolvOpt – The Solver for Local Nonlinear Optimization Problems. Manual Version 1.1, Institute of Mathematics, University of Graz.
Lemarechal, C., and R. Mifflin, Eds. (1978). Nonsmooth Optimization. Pergamon Press, Oxford.
Shor, N. Z. (1985). Minimization Methods for Non-differentiable Functions. Series in Computational Mathematics, Springer-Verlag, Berlin.
Examples
# Test function of 5 variables, defined as maximum of 5 smooth functions
maxq <- maxquad(5, 5)
fnMaxquad <- maxq$fn
grMaxquad <- maxq$gr
# shor