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Test functions for optimization

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In applied mathematics, test functions, known as artificial landscapes, are useful to evaluate characteristics of optimization algorithms, such as:

  • Velocity of convergence.
  • Precision.
  • Robustness.
  • General performance.

Here some test functions are presented with the aim of giving an idea about the different situations that optimization algorithms have to face when coping with these kinds of problems. In the first part, some objective functions for single-objective optimization cases are presented. In the second part, test functions with their respective Pareto fronts for multi-objective optimization problems (MOP) are given.

The artificial landscapes presented herein for single-objective optimization problems are taken from Bäck,[1] Haupt et. al.[2] and from Rody Oldenhuis software.[3] Given the amount of problems (55 in total), just a few are presented here. The complete list of test functions is found on the Mathworks website.[4]

The test functions used to evaluate the algorithms for MOP were taken from Deb,[5] Binh et. al.[6] and Binh.[7] You can download the software developed by Deb,[8] which implements the NSGA-II procedure with GAs, or the program posted on Internet,[9] which implements the NSGA-II procedure with ES.

Just a general form of the equation, a plot of the objective function, boundaries of the object variables and the coordinates of global minima are given herein.

Test functions for single-objective optimization problems

Name Plot Formula Minimum Search domain
Rastrigin function:
Ackley's function: Ackley's function for n=2

Sphere function Sphere function for n=2 ,
Rosenbrock function Rosenbrock's function for n=2 ,
Beale's function Beale's function

Goldstein–Price function: Goldstein–Price function

Booth's function: Booth's function
Bukin function N.6: Bukin function N.6 ,
Matyas function: Matyas function
Lévi function N.13: Lévi function N.13

Three-hump camel function: Three Hump Camel function
Easom function: Easom function
Cross-in-tray function: Cross-in-tray function
Eggholder function: Eggholder function
Hölder table function: Holder table function
McCormick function: McCormick function ,
Schaffer function N. 2: Schaffer function N.2
Schaffer function N. 4: Schaffer function N.4
Styblinski–Tang function: Styblinski-Tang function , .
Simionescu function:[10] Simionescu function ,

Test functions for multi-objective optimization problems

[further explanation needed]

Name Plot Functions Constraints Search domain
Binh and Korn function: Binh and Korn function ,
Chakong and Haimes function: Chakong and Haimes function
Fonseca and Fleming function: Fonseca and Fleming function ,
Test function 4:[7] Test function 4.[7]
Kursawe function: Kursawe function , .
Schaffer function N. 1: Schaffer function N.1 . Values of from to have been used successfully. Higher values of increase the difficulty of the problem.
Schaffer function N. 2: Schaffer function N.2 .
Poloni's two objective function: Poloni's two objective function

Zitzler–Deb–Thiele's function N. 1: Zitzler-Deb-Thiele's function N.1 , .
Zitzler–Deb–Thiele's function N. 2: Zitzler-Deb-Thiele's function N.2 , .
Zitzler–Deb–Thiele's function N. 3: Zitzler-Deb-Thiele's function N.3 , .
Zitzler–Deb–Thiele's function N. 4: caption2 = Zitzler-Deb-Thiele's function N.4 , ,
Zitzler–Deb–Thiele's function N. 6: Zitzler-Deb-Thiele's function N.6 , .
Viennet function: Viennet function .
Osyczka and Kundu function: Osyczka and Kundu function , , .
CTP1 function (2 variables):[5] CTP1 function (2 variables).[5] .
Constr-Ex problem:[5] Constr-Ex problem.[5] ,

See also

Visual solution of test function Test functions with firefly algorithm

References

  1. ^ Bäck, Thomas (1995). Evolutionary algorithms in theory and practice : evolution strategies, evolutionary programming, genetic algorithms. Oxford: Oxford University Press. p. 328. ISBN 0-19-509971-0.
  2. ^ Haupt, Randy L. Haupt, Sue Ellen (2004). Practical genetic algorithms with CD-Rom (2nd ed.). New York: J. Wiley. ISBN 0-471-45565-2.{{cite book}}: CS1 maint: multiple names: authors list (link)
  3. ^ Oldenhuis, Rody. "Many test functions for global optimizers". Mathworks. Retrieved 1 November 2012.
  4. ^ Ortiz, Gilberto A. "Evolution Strategies (ES)". Mathworks. Retrieved 1 November 2012.
  5. ^ a b c d e Deb, Kalyanmoy (2002) Multiobjective optimization using evolutionary algorithms (Repr. ed.). Chichester [u.a.]: Wiley. ISBN 0-471-87339-X.
  6. ^ Binh T. and Korn U. (1997) MOBES: A Multiobjective Evolution Strategy for Constrained Optimization Problems. In: Proceedings of the Third International Conference on Genetic Algorithms. Czech Republic. pp. 176-182
  7. ^ a b c Binh T. (1999) A multiobjective evolutionary algorithm. The study cases. Technical report. Institute for Automation and Communication. Barleben, Germany
  8. ^ Deb K. (2011) Software for multi-objective NSGA-II code in C. Available at URL:http://www.iitk.ac.in/kangal/codes.shtml. Revision 1.1.6
  9. ^ Ortiz, Gilberto A. "Multi-objective optimization using ES as Evolutionary Algorithm". Mathworks. Retrieved 1 November 2012.
  10. ^ Simionescu, P.A. (2014). Computer Aided Graphing and Simulation Tools for AutoCAD Users (1st ed.). Boca Raton, FL: CRC Press. ISBN 9-781-48225290-3.