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Griewank function

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First order Griewank function

Griewank function is often used in testing of optimization, it is defined as follow[1]


First order Griewank function

First order Griewank function has multiple maximas and minimas[2] . let the derivative of Griewank function be zero:

Find its roots in the interval[-100..100]by means of numerical method, and obtain 62 solutions:

[-97.438110610025603200, -94.200661844477748520, -91.151778636270389965, -87.920619819329359985, -84.865447114417916660, -81.640577359698817225, -78.579116013127494725, -75.360534496781834905, -72.292785301096032350, -69.080491261738200370, -66.006454947055212230, -62.800447685694571355, -59.720124919768677970, -56.520403799747265470, -53.433795188029228405, -50.240359634965042195, -47.147465720656019171, -43.960315222391878044, -40.861136486491770843, -37.680270593049735600, -34.574807454399982858, -31.400225777941327138, -28.288478593262152626, -25.120180808052873462, -22.002149871974999083, -18.840135714356858698, -15.715821259447690012, -12.560090527814781691, -9.4294927245990724370, -6.2800452793799046870, -3.1431642363549054240, 3.1431642363549054240, 6.2800452793799046870, 9.4294927245990724370, 12.560090527814781691, 15.715821259447690012, 18.840135714356858698, 22.002149871974999083, 25.120180808052873462, 28.288478593262152626, 31.400225777941327138, 34.574807454399982858, 37.680270593049735600, 40.861136486491770847, 43.960315222391878044, 47.147465720656019171, 50.240359634965042195, 53.433795188029228405, 56.520403799747265470, 59.720124919768677970, 62.800447685694571355, 66.006454947055212230, 69.080491261738200370, 72.292785301096032350, 75.360534496781834905, 78.579116013127494725, 81.640577359698817225, 84.865447114417916660, 87.920619819329359985, 91.151778636270389965, 94.200661844477748520, 97.438110610025603200, 0.]

In the[-10000,10000]interval, Griewank function has =6365 critical points.

Second order Griewank function

2nd order Griewank function 3D plot
2nd order Griewank function contour plot

Third order Griewank function

Third order Griewank function Maple animation


References

  1. ^ Griewank, A. O. "Generalized Decent for Global Optimization." J. Opt. Th. Appl. 34, 11-39, 1981
  2. ^ Locatelli, M. "A Note on the Griewank Test Function." J. Global Opt. 25, 169-174, 2003