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5/31/2019 Test functions for optimization - Wikipedia

Test functions for optimization


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

Convergence rate.
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 number 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.

Contents
Test functions for single-objective optimization
Test functions for constrained optimization
Test functions for multi-objective optimization
See also
References
External links

Test functions for single-objective optimization

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Name Plot Formula Global minimum

Rastrigin
function

Ackley
function

Sphere
function

Rosenbrock
function

Beale
function

Goldstein–
Price
function

Booth
function

Bukin
function N.6

Matyas
function

Lévi function

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N.13

Himmelblau's
function

Three-hump
camel
function

Easom
function

Cross-in-tray
function

Eggholder
function [10]

Hölder table
function

McCormick
function

Schaffer
function N. 2

Schaffer

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function N. 4

Styblinski–
Tang function

Test functions for constrained optimization


Name Plot Formula Global minimum Se

Rosenbrock
function ,
constrained with
subjected to:
a cubic and a
line[11]

Rosenbrock ,
function
constrained to a subjected to:
disk[12]

Mishra's Bird ,
function -
constrained[13][14] subjected to:

,
subjected to:
Townsend
function
(modified)[15]
where: t = Atan2(x,y)

Simionescu subjected to:


function[16]

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Test functions for multi-objective optimization

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Name Plot Functions Constraints

Binh and
Korn
function:

Chakong
and Haimes
function:

Fonseca–
Fleming
function:[17]

Test
function 4:[7]

Kursawe
function:[18]

Schaffer
function N.
1:[19]

Schaffer
function N.
2:

Poloni's two
objective
function:

Zitzler–
Deb–
Thiele's
function N.
1:

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Zitzler–
Deb–
Thiele's
function N.
2:

Zitzler–
Deb–
Thiele's
function N.
3:

Zitzler–
Deb–
Thiele's
function N.
4:

Zitzler–
Deb–
Thiele's
function N.
6:

Osyczka
and Kundu
function:

CTP1
function (2
variables):[5]

Constr-Ex
problem:[5]

Viennet
function:

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See also
Ackley function
Himmelblau's function
Rastrigin function
Rosenbrock function
Shekel function

References
11. Simionescu, P.A.; Beale, D. (September 29 – October 2, 2002). New Concepts in
1. Bäck, Thomas (1995). Evolutionary algorithms in theory and practice : evolution
Graphic Visualization of Objective Functions (http://faculty.tamucc.edu/psimionescu/P
strategies, evolutionary programming, genetic algorithms. Oxford: Oxford University
DFs/DETC02-DAC-34129.pdf) (PDF). ASME 2002 International Design Engineering
Press. p. 328. ISBN 978-0-19-509971-3.
Technical Conferences and Computers and Information in Engineering Conference.
2. Haupt, Randy L. Haupt, Sue Ellen (2004). Practical genetic algorithms with CD-Rom Montreal, Canada. pp. 891–897. Retrieved 7 January 2017.
(2nd ed.). New York: J. Wiley. ISBN 978-0-471-45565-3.
12. "Solve a Constrained Nonlinear Problem - MATLAB & Simulink" (https://www.mathwor
3. Oldenhuis, Rody. "Many test functions for global optimizers" (http://www.mathworks.co ks.com/help/optim/ug/example-nonlinear-constrained-minimization.html?requestedDo
m/matlabcentral/fileexchange/23147-many-testfunctions-for-global-optimizers). main=www.mathworks.com). www.mathworks.com. Retrieved 2017-08-29.
Mathworks. Retrieved 1 November 2012.
13. "Bird Problem (Constrained) | Phoenix Integration" (https://web.archive.org/web/20161
4. Ortiz, Gilberto A. "Evolution Strategies (ES)" (http://www.mathworks.com/matlabcentra 229032528/http://www.phoenix-int.com/software/benchmark_report/bird_constrained.p
l/fileexchange/35801-evolution-strategies-es). Mathworks. Retrieved 1 November hp). Archived from the original on 2016-12-29. Retrieved 2017-08-29.
2012.
14. Mishra, Sudhanshu (2006). "Some new test functions for global optimization and
5. Deb, Kalyanmoy (2002) Multiobjective optimization using evolutionary algorithms performance of repulsive particle swarm method" (https://mpra.ub.uni-muenchen.de/2
(Repr. ed.). Chichester [u.a.]: Wiley. ISBN 0-471-87339-X. 718/). MPRA Paper.
6. Binh T. and Korn U. (1997) MOBES: A Multiobjective Evolution Strategy for 15. Townsend, Alex (January 2014). "Constrained optimization in Chebfun" (http://www.ch
Constrained Optimization Problems. In: Proceedings of the Third International ebfun.org/examples/opt/ConstrainedOptimization.html). chebfun.org. Retrieved
Conference on Genetic Algorithms. Czech Republic. pp. 176–182 2017-08-29.
7. Binh T. (1999) A multiobjective evolutionary algorithm. The study cases. (https://www.r 16. Simionescu, P.A. (2014). Computer Aided Graphing and Simulation Tools for AutoCAD
esearchgate.net/profile/Thanh_Binh_To/publication/2446107_A_Multiobjective_Evoluti Users (1st ed.). Boca Raton, FL: CRC Press. ISBN 978-1-4822-5290-3.
onary_Algorithm_The_Study_Cases/links/53eb422f0cf28f342f45251d.pdf) Technical
17. Fonseca, C. M.; Fleming, P. J. (1995). "An Overview of Evolutionary Algorithms in
report. Institute for Automation and Communication. Barleben, Germany
Multiobjective Optimization". Evol Comput. 3 (1): 1–16. CiteSeerX 10.1.1.50.7779 (http
8. Deb K. (2011) Software for multi-objective NSGA-II code in C. Available at s://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.50.7779).
URL:http://www.iitk.ac.in/kangal/codes.shtml. Revision 1.1.6 doi:10.1162/evco.1995.3.1.1 (https://doi.org/10.1162%2Fevco.1995.3.1.1).
9. Ortiz, Gilberto A. "Multi-objective optimization using ES as Evolutionary Algorithm" (htt 18. F. Kursawe, “A variant of evolution strategies for vector optimization (http://citeseerx.is
p://www.mathworks.com/matlabcentral/fileexchange/35824-multi-objective-optimizatio t.psu.edu/viewdoc/download?doi=10.1.1.47.8050&rep=rep1&type=pdf),” in PPSN I,
n-using-evolution-strategies-es-as-evolutionary-algorithm-ea). Mathworks. Retrieved Vol 496 Lect Notes in Comput Sc. Springer-Verlag, 1991, pp. 193–197.
1 November 2012.
19. Schaffer, J. David (1984). Some experiments in machine learning using vector
10. Vanaret C., Gotteland J-B., Durand N., Alliot J-M. (2014) Certified Global Minima for a evaluated genetic algorithms (artificial intelligence, optimization, adaptation, pattern
Benchmark of Difficult Optimization Problems. (https://hal-enac.archives-ouvertes.fr/ha recognition) (PhD). Vanderbilt University. OCLC 20004572 (https://www.worldcat.org/o
l-00996713/document) Technical report. Ecole Nationale de l'Aviation Civile. Toulouse, clc/20004572).
France.

External links
Virtual Library of Simulation Experiments: Test Functions and Datasets (https://www.sfu.ca/~ssurjano/index.html)
Benchmarkfcns (http://benchmarkfcns.xyz/fcns) - Categorized collection of optimization benchmark functions and source code
Test Functions Index (http://infinity77.net/global_optimization/test_functions.html) - with an estimate of "hardness" of the problem
Benchmark functions (https://www.cs.unm.edu/~neal.holts/dga/benchmarkFunction/index.html) - Categorized list
Global Optimization Test Problems (http://www-optima.amp.i.kyoto-u.ac.jp/member/student/hedar/Hedar_files/TestGO.htm) - Constrained and unconstrained
DEAP Benchmarks (https://deap.readthedocs.io/en/master/api/benchmarks.html)

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