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 convergence rate, precision, robustness and general performance.

Contents

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 number of problems (55 in total), just a few are presented here.

The test functions used to evaluate the algorithms for MOP were taken from Deb, [4] Binh et al. [5] and Binh. [6] The software developed by Deb can be downloaded, [7] which implements the NSGA-II procedure with GAs, or the program posted on Internet, [8] 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

NamePlotFormulaGlobal minimumSearch domain
Rastrigin function Rastrigin contour plot.svg

Ackley function Ackley contour function.svg

Sphere function Sphere contour.svg ,
Rosenbrock function Rosenbrock contour.svg ,
Beale function Beale contour.svg

Goldstein–Price function Goldstein-Price contour.svg

Booth function Booth contour.svg
Bukin function N.6 Bukin 6 contour.svg ,
Matyas function Matyas contour.svg
Lévi function N.13 Levi13 contour.svg

Griewank function Griewank 2D Contour.svg , where ,
Himmelblau's function Himmelblau contour plot.svg
Three-hump camel function Three-hump-camel contour.svg
Easom function Easom contour.svg
Cross-in-tray function Cross-in-tray contour.svg
Eggholder function [9] [10] Eggholder contour.svg
Hölder table function Hoelder table contour.svg
McCormick function McCormick contour.svg ,
Schaffer function N. 2 Schaffer2 contour.svg
Schaffer function N. 4 Schaffer4 contour.svg
Styblinski–Tang function Styblinski-Tang contour.svg , ..
Shekel function Shekel 2D.jpg

or, similarly,

,

Test functions for constrained optimization

NamePlotFormulaGlobal minimumSearch domain
Rosenbrock function constrained to a disk [11] Rosenbrock circle constraint.svg ,

subjected to:

,
Mishra's Bird function - constrained [12] [13] Mishra bird contour.svg ,

subjected to:

,
Townsend function (modified) [14] Townsend contour.svg ,

subjected to: where: t = Atan2(x,y)

,
Keane's bump function [15] Estimation of Distribution Algorithm animation.gif ,

subjected to: , and

Test functions for multi-objective optimization

[ further explanation needed ]

NamePlotFunctionsConstraintsSearch domain
Binh and Korn function: [5] Binh and Korn function.pdf ,
Chankong and Haimes function: [16] Chakong and Haimes function.pdf
Fonseca–Fleming function: [17] Fonseca and Fleming function.pdf ,
Test function 4: [6] Test function 4 - Binh.pdf
Kursawe function: [18] Kursawe function.pdf , .
Schaffer function N. 1: [19] Schaffer function 1.pdf . Values of from to have been used successfully. Higher values of increase the difficulty of the problem.
Schaffer function N. 2: Schaffer function 2 - multi-objective.pdf .
Poloni's two objective function: Poloni's two objective function.pdf

Zitzler–Deb–Thiele's function N. 1: [20] Zitzler-Deb-Thiele's function 1.pdf , .
Zitzler–Deb–Thiele's function N. 2: [20] Zitzler-Deb-Thiele's function 2.pdf , .
Zitzler–Deb–Thiele's function N. 3: [20] Zitzler-Deb-Thiele's function 3.pdf , .
Zitzler–Deb–Thiele's function N. 4: [20] Zitzler-Deb-Thiele's function 4.pdf , ,
Zitzler–Deb–Thiele's function N. 6: [20] Zitzler-Deb-Thiele's function 6.pdf , .
Osyczka and Kundu function: [21] Osyczka and Kundu function.pdf , , .
CTP1 function (2 variables): [4] [22] CTP1 function (2 variables).pdf .
Constr-Ex problem: [4] Constr-Ex problem.pdf ,
Viennet function: Viennet function.pdf .

References

  1. Bäck, Thomas (1995). Evolutionary algorithms in theory and practice : evolution strategies, evolutionary programming, genetic algorithms. Oxford: Oxford University Press. p. 328. ISBN   978-0-19-509971-3.
  2. Haupt, Randy L. Haupt, Sue Ellen (2004). Practical genetic algorithms with CD-Rom (2nd ed.). New York: J. Wiley. ISBN   978-0-471-45565-3.{{cite book}}: CS1 maint: multiple names: authors list (link)
  3. Oldenhuis, Rody. "Many test functions for global optimizers". Mathworks. Retrieved 1 November 2012.
  4. 1 2 3 Deb, Kalyanmoy (2002) Multiobjective optimization using evolutionary algorithms (Repr. ed.). Chichester [u.a.]: Wiley. ISBN   0-471-87339-X.
  5. 1 2 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
  6. 1 2 Binh T. (1999) A multiobjective evolutionary algorithm. The study cases. Technical report. Institute for Automation and Communication. Barleben, Germany
  7. Deb K. (2011) Software for multi-objective NSGA-II code in C. Available at URL: https://www.iitk.ac.in/kangal/codes.shtml
  8. Ortiz, Gilberto A. "Multi-objective optimization using ES as Evolutionary Algorithm". Mathworks. Retrieved 1 November 2012.
  9. Whitley, Darrell; Rana, Soraya; Dzubera, John; Mathias, Keith E. (1996). "Evaluating evolutionary algorithms". Artificial Intelligence. 85 (1–2). Elsevier BV: 264. doi: 10.1016/0004-3702(95)00124-7 . ISSN   0004-3702.
  10. Vanaret C. (2015) Hybridization of interval methods and evolutionary algorithms for solving difficult optimization problems. PhD thesis. Ecole Nationale de l'Aviation Civile. Institut National Polytechnique de Toulouse, France.
  11. "Solve a Constrained Nonlinear Problem - MATLAB & Simulink". www.mathworks.com. Retrieved 2017-08-29.
  12. "Bird Problem (Constrained) | Phoenix Integration". Archived from the original on 2016-12-29. Retrieved 2017-08-29.{{cite web}}: CS1 maint: bot: original URL status unknown (link)
  13. Mishra, Sudhanshu (2006). "Some new test functions for global optimization and performance of repulsive particle swarm method". MPRA Paper.
  14. Townsend, Alex (January 2014). "Constrained optimization in Chebfun". chebfun.org. Retrieved 2017-08-29.
  15. Mishra, Sudhanshu (5 May 2007). "Minimization of Keane's Bump Function by the Repulsive Particle Swarm and the Differential Evolution Methods". MPRA Paper. University Library of Munich, Germany.
  16. Chankong, Vira; Haimes, Yacov Y. (1983). Multiobjective decision making. Theory and methodology. North Holland. ISBN   0-444-00710-5.
  17. Fonseca, C. M.; Fleming, P. J. (1995). "An Overview of Evolutionary Algorithms in Multiobjective Optimization". Evol Comput . 3 (1): 1–16. CiteSeerX   10.1.1.50.7779 . doi:10.1162/evco.1995.3.1.1. S2CID   8530790.
  18. F. Kursawe, “A variant of evolution strategies for vector optimization,” in PPSN I, Vol 496 Lect Notes in Comput Sc. Springer-Verlag, 1991, pp. 193–197.
  19. Schaffer, J. David (1984). "Multiple Objective Optimization with Vector Evaluated Genetic Algorithms". In G.J.E Grefensette; J.J. Lawrence Erlbraum (eds.). Proceedings of the First International Conference on Genetic Algorithms. OCLC   20004572.
  20. 1 2 3 4 5 Deb, Kalyan; Thiele, L.; Laumanns, Marco; Zitzler, Eckart (2002). "Scalable multi-objective optimization test problems". Proceedings of the 2002 Congress on Evolutionary Computation. CEC'02 (Cat. No.02TH8600). Vol. 1. pp. 825–830. doi:10.1109/CEC.2002.1007032. ISBN   0-7803-7282-4. S2CID   61001583.
  21. Osyczka, A.; Kundu, S. (1 October 1995). "A new method to solve generalized multicriteria optimization problems using the simple genetic algorithm". Structural Optimization. 10 (2): 94–99. doi:10.1007/BF01743536. ISSN   1615-1488. S2CID   123433499.
  22. Jimenez, F.; Gomez-Skarmeta, A. F.; Sanchez, G.; Deb, K. (May 2002). "An evolutionary algorithm for constrained multi-objective optimization". Proceedings of the 2002 Congress on Evolutionary Computation. CEC'02 (Cat. No.02TH8600). Vol. 2. pp. 1133–1138. doi:10.1109/CEC.2002.1004402. ISBN   0-7803-7282-4. S2CID   56563996.