# Test Problems

"How many times can you subtract 7 from 83, and what is left afterwards? You can subtract it as many times as you want, and it leaves 76 every time."

- Anonymous

## Large-Scale Nonsmooth Test Problems

### Code

tnsunc.f | - large unconstrained nonsmooth minimization problems. |
---|---|

tnsboc.f | - large bound constrained nonsmooth minimization problems. |

tnsiec.f | - large inequality constrained nonsmooth minimization problems. |

testps.f95 | - f95 -module of large-scale nonsmooth test problems (includes also partially separable test functions). |

### References

- A. Bagirov, N. Karmitsa, M.M. Mäkelä, "Introduction to Nonsmooth Optimization: Theory, Practice and Software." Springer, 2014.
- M. Haarala, K. Miettinen, M. M. Mäkelä, "New Limited Memory Bundle Method for Large-Scale Nonsmooth Optimization" (author version), Optimization Methods and Software, Vol. 19, No. 6, 2004, 673-692 (only the unconstrained problems). The original publication is available online at http://journalsonline.tandf.co.uk.
- N. Karmitsa, "Test Problems for Large-Scale Nonsmooth Minimization", Reports of the Department of Mathematical Information Technology, Series B, Scientific computing, No. B 4/2007, University of Jyväskylä, Jyväskylä, 2007.

## Maximum of Quadratics

### Code

makeproblem.m | - MatLab -file for generating the random data. |
---|---|

maxq.f | - Fortran subroutine that reads the data-file (generated by makeproblem.m) and computes the function and subgradient values. |

maxq_m_convex.tar.gz | - ready-to-use data-files for convex problems. |

maxq_m_nonconvex.tar.gz | - ready-to-use data-files for nonconvex problems. |

### References

- N. Karmitsa, "Description of maximum of quadratics", 2009.

## Small-Scale Nonsmooth Test Problems

Nonsmooth test problems for unconstrained and linearly constrained optimization can be found from Prof. Ladislav Luksan's site.