Application of the Monte Carlo Method in Simulative Generation Test Problems Simulative Generation Test Problems

An approach for generating test problems by a computer using the Monte Carlo method based upon user-given characterizations is described.A single point X^* is prespocified by the user to be a solution of the test problems.The approach is flex-ible enough to specify function values,gradients,Hesse,degeneracy degree and ill-conditioned degree at the point X^*.Other numerical features such as indefiniteness, convexity are also under user's control.