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 kind 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

Test functions for single-objective optimization problems
Name Formula Minimum Search ___domain Plot
Sphere function      ,    
Rosenbrock function      ,    


  • Sphere function:
 
Sphere function in 3D.
Rosenbrock's function in 3D.
Test function for single-objective optimization problems

Minimum:  , for  ,  .

 
 
for  ,  .
  • Beale's function
 
Minimum:  , for  .
  • Goldstein–Price function:
 
Minimum:  , for  .
  • Booth's function:
 
Minimum:  , for  .
Beale's function.
Goldstein Price function.
Booth's function.
Test function for single-objective optimization problems
  • Bukin function N. 6:
 
Minimum:  , for  ,  .
  • Ackley's function:
 
Minimum:  , for  .
  • Matyas function:
 
Minimum:  , for  .
Bukin function N. 6.
Ackley's function.
Matyas function.
Test function for single-objective optimization problems
  • Lévi function N. 13:
 
Minimum:  , for  .
  • Three-hump camel function:
 
Minimum:  , for  .
  • Easom function:
 
Minimum:  , for  .
Lévi function N. 13.
Three Hump Camel function.
Easom function.
Test function for single-objective optimization problems
  • Cross-in-tray function:
 
Cross-in-tray function.
Eggholder function.
Test function for single-objective optimization problems
 
for  .
  • Eggholder function:
 
Minimum:  , for  .
  • Hölder table function:
Hölder table function.
McCormick function.
Test function for single-objective optimization problems
 
 
for  .
  • McCormick function:
 
Minimum:  , for  ,  .
  • Schaffer function N. 2:
 
Minimum:  , for  .
  • Schaffer function N. 4:
 
Minimum:  , for  .
  • Styblinski–Tang function:
 
Minimum:  , for  ,  .
Schaffer function N. 2.
Schaffer function N. 4.
Styblinski-Tang function.
Test function for single-objective optimization problems

Test functions for multi-objective optimization problems

  • Binh and Korn function:
Binh and Korn function.
Chakong and Haimes function.
Test function for multi-objective optimization problems
 
 
for  ,  .
  • Chakong and Haimes function:
 
 
for  .
  • Fonseca and Fleming function:
Fonseca and Fleming function.
Test function 4.[7]
Test function for multi-objective optimization problems
 
for  ,  .
  • Test function 4[7]:
 
 
for  .
Kursawe function.
Schaffer function N. 1.
Test function for multi-objective optimization problems
  • Kursawe function:
 
for  ,  .
  • Schaffer function N. 1:
 
for  . Values of   form   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.
Test function for multi-objective optimization problems
 
for  .
  • Poloni's two objective function:
 
 
for  .
  • Zitzler–Deb–Thiele's function N. 1:
Zitzler-Deb-Thiele's function N. 1.
Zitzler-Deb-Thiele's function N. 2.
Test function for multi-objective optimization problems
 
for  ,  .
  • Zitzler–Deb–Thiele's function N. 2:
 
for  ,  .
  • Zitzler–Deb–Thiele's function N. 3:
 
for  ,  .
  • Zitzler–Deb–Thiele's function N. 4:
 
for  ,  ,  .
  • Zitzler–Deb–Thiele's function N. 6:
 
for  ,  .
Zitzler-Deb-Thiele's function N. 3.
Zitzler-Deb-Thiele's function N. 4.
Zitzler-Deb-Thiele's function N. 6.
Test function for multi-objective optimization problems
Viennet function.
Osyczka and Kundu function.
Test function for multi-objective optimization problems
  • Viennet function:
 
for  .
  • Osyczka and Kundu function:
 
 
for  ,  ,  .
  • CTP1 function (2 variables)[5]:
CTP1 function (2 variables).[5]
Constr-Ex problem.[5]
Test function for multi-objective optimization problems
 
 
for  .
  • Constr-Ex problem[5]:
 
 
for  ,  .

See also

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 DC-Rom (2nd ed. ed.). New York: J. Wiley. ISBN 0-471-45565-2. {{cite book}}: |edition= has extra text (help)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.