SSRN Id2128079

Global Optimization of Some Difficult Benchmark Functions
by Cuckoo-Host Co-Evolution Meta-Heuristics
SK Mishra
Dept. of Economics
North-Eastern Hill University
Shillong (India) - 793022
Email: mishrasknehu@yahoo.com
I. Introduction: Global optimization endeavors to find the optima of the functions that are non-linear,
non-differentiable, non-convex or multimodal, sometimes having multiple global optimum and
numerous local optima, posing insurmountable difficulties before the classical methods of optimization.
One encounters such problematic functions in engineering, sciences, operations research, statistics,
economics, etc. Since the mid-1950s, efforts have been made to search for a suitable method that
addresses the problem of global optimization of such problematic functions.
In the pre-1975 years, the works of Box (1957), Nelder and Mead (1964) and Box (1965) were
remarkable. However, the invention of the “Genetic Algorithm” by Holland (1975) ushered an era of
research in global optimization. Invented in the subsequent years, the “Clustering Method” of Törn
(1978), the “Simulated Annealing Method” of Kirkpatrick et al. (1983) and Cerny (1985), “Tabu Search
Method” of Glover (1986), the “Ant Colony Algorithm” of Dorigo (1992), the “Particle Swarm Method” of
Kennedy and Eberhart (1995), the “Differential Evolution Method” of Storn and Price (1995), and the
“Generalized Simulated Annealing method” of Tsallis and Stariolo (1995) are notable and effective
methods of global optimization. Some other recently proposed methods such as the “Harmony Search”
of Geem et al. (2001), the “Bee System” of Lŭcíc and Teodorovíc (2001), “Bee Swarm Optimization” of
Karboga (2005) and Karboga and Basturk (2007), etc. also are quite promising. Teodorović et al. (2011)
is a rich source of information on “Bee Colony Optimization”.
Yang and Deb (2009) proposed a new method of global optimization based on the behavior of cuckoos
that are parasitic in laying their eggs in the nests of other birds (such as crows) who serve as hosts to
hatch their eggs to chicks. It was shown that the so-called “Cuckoo Search” algorithm may prove to be
quite effective for global optimization. Subsequent investigations made by Yang and Deb (2010),
Civicioglu and Besdok (2011), Rajabioun (2011) and Valian et al. (2011) further demonstrated that the
“Cuckoo Search” algorithm, in its original or improved version, may be very effective. The method has
been tested on a large battery of benchmark (test) functions of varied difficulty levels.
The original “Cuckoo Search algorithm” of Yang and Deb (2009) or its variants (or its improved versions)
is based on the idea how cuckoos lay their eggs in the host nests, how, if not detected (and destroyed),
the eggs are hatched by the hosts, how the cuckoo chicks later join the population of cuckoos and how a
mathematical representation of all these can be used to search for the global optimum of a function. In
brief, the algorithm may be conceptually summarized in the following four idealized rules (Yang and
Deb, 2009):
1. Each cuckoo lays a single egg into a randomly chosen host-nest, while there are n nests;
2. The nests with better quality eggs (implying better fitness value of the optimand function), if not
detected, would be hatched to be the cuckoo chicks, who would join the next generation;
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3. The number of available host nests is fixed. The host can detect the alien egg with a probability
[0, 1] and, if detected, it will either destroy the egg or abandon the nest so as to build a new nest
elsewhere;
4. When generating new solutions ( xi( t +1) ) from the old one ( xi( t ) ), Lévy flight is performed with
the parameter 1 < β < 3 and, thus, xi( t +1) = xi( t ) + α ⊗ Levy ( β ) ; for, say cuckoo i ; α = O(1) ;
⊗ means entry-wise multiplication (or the Hadamard product). The Lévy flight endows a cuckoo
with a capability to take a random walk which has a power law step length distribution with a
heavy tail. It has been found (Brown et al., 2007; Pavlyukevich, 2007) that Lévy flights
characterize an appropriate type random walk in many real life situations (Viswanathan et al.,
1996; 1999; 2002).
II. The Objective of this Paper: In the “Cuckoo Search” algorithm, it may be noted that it has nothing to
say as to how the host birds will regenerate their nests in view of the parasitic intruders (cuckoos) and
how the two (the cuckoos and the hosts) will co-evolve. Thus, the host birds are immune to the
experience of invasion by the parasite cuckoos. However, Davies and Brooke (1989a; 1989b) and Lotem
et al. (1995) observe that co-evolution does take place and the arms race theory (Dawkins and Krebs,
1979) would suggest that, in the long run, hosts should evolve good discrimination ability (and the
probability of detection as high as 65%), forcing the cuckoos to switch to a new, non-discriminating host
(Davies and Brooke, 1989b; Rothstein, 1990). In view of this, in a given area, where the cuckoos and the
hosts interact, the rate of rejection would increase over time. On the other hand, cuckoos also would
change their strategies.
The objective of this paper is, therefore, to incorporate the co-evolutionary changes into the “Cuckoo
Search” algorithm and test the efficiency of the two populations (of the cuckoos and the hosts, say
crows) in finding the global optimum of some benchmark functions. This new suggested algorithm may
be called the “Cuckoo-Host Co-Evolution” or CHC algorithm.
III. The Proposed CHC Algorithm: For simplicity, let there be n invaders (cuckoos) and equally many
hosts (crows, say). Each invader would be represented by a point (in m -dimensional space) and similarly
each host would be represented by a point (in m -dimensions). These points will be randomly generated
and would lie in the domain of the function to be optimized.
Each cuckoo will take a Lévy flight and if its post-flight fitness is better than its pre-flight fitness (failing
which it would not make an attempt to lay any egg in the host nest), then it will randomly choose a host-
net that has not as yet been invaded by another cuckoo and the quality of the host eggs are inferior to
the cuckoo egg. Its eggs, however, may be detected (with probability p) by the host and be destroyed. If
not detected, however, the nestling, after being hatched in the host nest, will join the cuckoo
population. Only the best n cuckoos, however, will enter into the next generation. The Lévy flight will
follow the rule as given hereunder:
x ij( t +1) = x ijt +[α *(r1 -.5)*Levy(β )] * [(ytij -x tij )]: α = 0.0001+(rx )2 ; β = 3 / 2
Each un-invaded host (crow) will take a Lévy flight and if its post-flight fitness is better than its pre-flight
fitness, it will update itself, else it would retain its old status. The Lévy flight will follow the rule as given
hereunder:
yij(t +1) = yijt +[ω*(r2 -.5)*Levy(γ )] + [(x tij -ytij )]: ω = 0.0001+(ry )2 ; γ = 5 / 3
It may be noted that due to the smaller value of β , the cuckoos will have wider flight ranges than the
host (crows) will have (Gutowski, 2001).
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On completion of this process the cuckoo and the host populations would enter the next generation
(iteration). At each next iteration ( t ), the probability of rejection (of the cuckoo eggs in the host nest)
will increase under the Gompertz rule as p( t ) = p max *exp(-2*exp(-0.00001*t)) such that the probability
will converge to pmax at last. In this, pmax could be 0.5 or even 0.7.
This algorithm is co-evolutionary on two accounts: first that both - the parasites (cuckoos) and the hosts
(crows, say) – take levy flights in view of their cohort and themselves ( ytij and x tij ) and, secondly, that at
every subsequent iteration, the probability of rejection increases. Also, since only the un-invaded hosts
take Lévy flights, their strategies depend on the success of the invaders. The details are available in the
appended codes.
Table-1. Global Optimum of Select Benchmark Function Obtained by

Differential Evolution (DE) and Cuckoo-Host Co-Evolution (CHC) Algorithms
Sl No. Function Dimension Best Value Known Best value(DE) Best Value(CHC)
1 Giunta 2 0.0644704444 0.064470444 0.064470444
2 Easom 2 -1 -1 -1
3 Trefethen 2 -3.306869 -3.30686865 -3.30686865
4 Shubert 2 -186.730909 -186.730909 -186.730909
5 Levy-8 3 0 1.50E-32 1.50E-32
6 Hartmann 3 -3.86277761 -3.86277761 -3.86277761
7 Perm-1 4 0 4.68E-30 2.93E-09
8 Power Sum 4 0 0.003221538 1.92E-07
9 Wood 4 1.094854 1.09485393 1.09485393
10 Shekel 4 -10.4832696 -10.4832696 -10.4832696
11 Colville 4 0 0 1.44E-29
12 Hougen 5 0.298901 0.298901012 0.30768015
13 Glankwahmdee 5 737 -739.822991 -739.822991
14 Powel 8 0 1.28E-24 6.16E-07
15 ANNS XOR 9 0.959759 0.959758757 0.959758757
16 Quintic 10 0 0 0
17 Perm-2 10 0 0.017898045 5.84E-05
18 AMGM 10 0 2.79E-20 4.81E-10
19 Griewank 10 0 0 0
20 Rastrigin 10 0 0 0
21 Ackley 10 0 -4.44E-16 -4.44E-16
22 Michalewicz 10 -9.66015172 -9.66015172 -9.66015172
23 Schwefel 10 -4189.829 -4189.82887 -4189.82887
24 Paviani 10 -45.77848 -45.7784755 -45.7784755
25 Rosenbrock 10 0 5.42E-27 7.44E-16
26 Trigonometric 10 0 5.05E-28 4.85E-41
27 Lunacek 10 0 0 1.21551184E-07
28 (Modified) Lunacek1 15 0 0 6.03403106E-10
29 Eggholder 15 -12860.1768 -12593.1737 -12860.1768
30 Weierstrass 20 0 0 0
31 Trid 20 -1520 -1520 -1520
32 Keane Bump 60 Not known -0.835835669 -0.838186072
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IV. Performance of the Cuckoo-Host Co-evolution Algorithm on Some Benchmark Functions: To test
the effectiveness of the proposed algorithm we have used 30 benchmark functions (Table-1). Many of
the selected benchmark functions are relatively difficult to optimize (Mishra, 2010; 2006a; 2006b). Some
functions, namely Lunacek (Dieterich and Hartke, 2012), modified Lunacek, Eggholder, Keane, ANNS
XOR, Perm-1, Perm-2, Hougen, AMGM, Michalewicz, etc are quite difficult to optimize.
In particular, a mention may be made of the Keane’s Bump function, which makes a well known
(difficult) nonlinear constrained optimization problem, hard to optimize. Mishra (2007) obtained
min(Keane(60)) = -0.835835669 by the DE algorithm and min(Keane(60)) = -0.837746743 by the
Repulsive Particle Swarm algorithm. The CHC algorithm obtains min(Keane(60)) = -0.838186072, which
is better than both (but not optimal). The coordinates of the min(Keane(60)) are given in Table-2.
However, in this regard, the performance of the CHC algorithm is remarkable.
Table-2. Coordinates of the Keane’s Bump Function (Dimension = 60) obtained by CHC Algorithm
6.286422 6.262567 3.158141 3.148193 3.134817 3.125238 3.114645 3.102346 3.092668 3.083107
3.072947 3.060029 3.048501 3.038209 3.028499 3.015386 3.006446 2.993532 2.982767 2.973307
2.959876 2.949808 2.936648 2.923654 2.911653 0.454838 0.450212 0.450305 0.448981 0.446001
0.446424 0.443195 0.442609 0.439527 0.440654 0.438790 0.436510 0.436343 0.433738 0.432823
0.431958 0.430773 0.430592 0.428734 0.426538 0.426770 0.425718 0.425047 0.422194 0.421687
0.420877 0.419390 0.418641 0.416724 0.417424 0.414845 0.412560 0.413390 0.413942 0.411132
V. Concluding Remarks: It appears that the performance of the Cuckoo-Host Co-Evolution (CHC)
algorithm is comparable to the Differential Evolution algorithm, which is perhaps the most efficient
algorithm for the global optimization (of continuous valued non-convex functions). The CHC algorithm
requires further investigation into its behavior as well as a study for making it more efficient.
In the CHC algorithm both cuckoos and the hosts (crows) make attempts to optimize. In case of many
functions (whose results have not been presented here, but they are present in the Fortran code
appended here), the hosts perform better than the cuckoos, and in case of some other functions both
attain the global optimum. In rare cases, however, cuckoos perform better than the crows (hosts). It is
not yet understood as to the reason behind such occurrences. It requires further investigation.
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Fortran 77 Code
PROGRAM CUCKOO_HOST
! ALGORITHM & PROGRAM BY PROF. SK MISHRA, DEPT. OF ECONOMICS
! NORTH-EASTERN HILL UNIVERSITY (SHILLONG), INDIA
!----------------------------------------------------------------
IMPLICIT DOUBLE PRECISION (A-H,O-Z)
PARAMETER(NMAX=1000, MMAX=200, MAXREP=15,NREP=15)
! NMAX = MAXIMUM NUMBER OF BIRDS TO GENERATE
! MMAX = MAXIMUM DIMENSION OR NO. OF DECISION VARIABLES
PARAMETER(IPRN=1000) ! DISPLAY INTERMEDIATE RESULTS AT EVERY IPRN
!----------------------------------------------------------------
PARAMETER(FSIGN=1) !(FSIGN = -1 FOR MAXIMIZATION)
PARAMETER(MAXITER=10000000, EPS=1.0D-10)
! MAXITER = MAXIMUM NO. OF ITERATIONS
! !EPS IS USED AS A CONVERGENCE CRITERION)
!----------------------------------------------------------------
DOUBLE PRECISION LEVY ! FUNCTION LEVY(BETA) IS DOUBLE PRECISION
COMMON /RNDM/IU,IV ! TO GENERATE UNIFORM DISTR. RANDOM NUMBERS
COMMON /KFF/KF,NFCALL,FTIT ! KF IS FUNCTION CODE; NFCALL IS THE
!NUMBER OF FUNCTION CALLS; FTIT IS THE TITLE OF THE FUNCTION
CHARACTER *70 TIT(200),FTIT ! TIT IS TITLE OF FUNCTIONS, A BATTERY
! OF 100 TEST FUNCTIONS; FTIT = TITLE OF THE FUNCTION
CHARACTER *70 HISTORY ! OUTPUT FILE TO STORE HISTORY OF COVERGENCE
INTEGER IU,IV! FOR GENERATING UNIFORMLY DISTRIBUTED RANDOM NUMBERS
DIMENSION CUCKOO(NMAX,MMAX),CROW(NMAX,MMAX),ICU(NMAX),ICR(NMAX)
DIMENSION A(MMAX),FCU(NMAX),FCR(NMAX)
DIMENSION OPTVAL(MAXREP),NRAND(MAXREP),EXTIME(MAXREP)
DATA (NRAND(I),I=1,MAXREP)/45331,44431,44421,44401,45671,53277,
* 34567,23171,98267,49821,11387,17869,12352,12017,10501/
!----------------------------------------------------------------
INTRINSIC TIME, SECNDS ! KEEPS TIME OF RUNNING THE PROGRAM

7
CHARACTER *8 CLOCK, START_TIME, NOW_TIME

!----------------------------------------------------------------
DPROB(PROB)=0.7D0*(EXP(-2*EXP(-(1.0D0/(1+DLOG(1+PROB))))))
! THIS STATEMENT FUNCTION DEFINES THE PROB OF DETECTION/REJECTION
! OF A CUCKOO EGG BY THE HOST (0.7 IS THE UPPER LIMIT OF PROB)
!----------------------------------------------------------------
! TAKES RANDOM NUMBER SEED FROM NRAND VECTOR
BETA=3/2.D0 ! NEEDED TO GENERATE LEVY FLIGHTS (CUCKOOS)
GAMMA=5/3.D0 ! NEEDED TO GENERATE LEVY FLIGHTS (CROWS)
! ---------------------------------------------------------------
BET=0.2D0 ! NEEDED TO GENERATE CAUCHY FLIGHTS (CUCKOOS)
GAM=0.8D0 ! NEEDED TO GENERATE CAUCHY FLIGHTS (CROWS)
! --------------------------------------------------------------
SCALE=10.D0 !(SCALING OF INITIAL VALUES OF DECISION VARIABLES)
PROX=0.05D0 ! DETERMINES CHOICE BETWEEN LEVY AND CAUCHY FLIGHTS
ALIF=1.0D-06 ! AFFECTS THE RATE OF COVERGENCE
COEF=0.2D0 ! MAY NEED TUNING
!----------------------------------------------------------------
DO IREP=1,NREP ! REPEAT EXPERIMENTS WITH DIFFERENT RANDOM NUMBERS
IU=NRAND(IREP)
! ---------- -INITIALIZATION - NOT TO BE CHANGED ----------------
NFCALL=0 ! NO. OF FUNCTION CALLS : INITIALIZED

CUSD=1.0D30 ! USED FOR CONVERGENCE CRITERION
CRSD=1.0D30 ! USED FOR CONVERGENCE CRITERION
PROB=0.0D0
SUCCESS=0.0D0
!---------------------------------------------------------------
IF(IREP.EQ.1) THEN
! SELECT/CHOOSE THE FUNCTION TO OPTIMIZE
CALL FSELECT(KF,M,FTIT) ! CHOOSES THE FUNCTION TO OPTIMIZE
WRITE(*,*)'NO. OF CUCKOOS (EQUAL TO NO. OF CROWS) ?'
WRITE(*,*)'THIS COULD BE BETWEEN 30 AND 100, SAY.'
READ(*,*) NCU, NCR ! NO. OF CUCKOOS (& CROWS) TO GENETE.
!NCU SHOULD BE NOT BE MORE THAN A HALF OF NMAX (NMAX > 2*NCU)
!NCR=NCU ! THE CROWS ARE AS MANY AS THE CUCKOOS
!WRITE(*,*)'FEED THE RANDOM NUMBER SEED'
!READ(*,*) IU ! RANDOM NUMBER SEED (5 DIGITS ODD INTEGER NUMBER)
WRITE(*,*)'FILE (NAME.TXT) TO STORE HISTORY OF COVERGENCE ?'
! THIS FILE STORES THE HISTORY OF CONVEGENCE OF CUCKOOS AND CROWS
READ(*,*) HISTORY
WRITE(*,*)'FEED MAX TIME(SEC) TO RUN,IDN(1,2,3,4,5,6,7) & VTHEN'
READ(*,*) MAXSEC,IDN, VTHEN
ENDIF
! --------------------------------------------------------------
OPEN(15,FILE=HISTORY)
KSEED=IU
!---------------------------------------------------------------
! INITIALIZATION TO KEEP TIME OF EXECUTION
CALL TIME(CLOCK)
START_TIME=CLOCK
START_SEC=SECNDS(0.0)

8
!---------------------------------------------------------------
FACTOR=SCALE ! SCALING FACTOR
!GENERATE CUCKOOS RANDOMLY AND EVALUATE
CALL RANDOM(RAND)
DO I=1,NCU
DO J=1,M
CALL RANDOM(RAND)
A(J)=(RAND-0.5D0)*FACTOR
CUCKOO(I,J)=A(J)
ENDDO
CALL FUNC(M,A,F)
FCU(I)=F*FSIGN
ENDDO
!GENERATE CROWS RANDOMLY AND EVALUATE
DO I=1,NCR
DO J=1,M
CALL RANDOM(RAND)
A(J)=(RAND-0.5D0)*FACTOR
CROW(I,J)=A(J)
ENDDO
CALL FUNC(M,A,F)
FCR(I)=F*FSIGN
ENDDO
CALL SORT(CUCKOO,FCU,NCU,M) ! SORT CUCKOO POPULATION
CALL SORT(CROW,FCR,NCR,M) ! SORT CROW POPULATION
!----------------------------------------------------------------
ICOUNT=0
!---------------------------------------------------------------
IT=0 ! INITIALIZATION OF ITERATION
FEPS=0.0D0 ! INITIALIZATION OF TERMINATION CONDITION
OPTF=FCR(1)
DO WHILE (IT.LE.MAXITER.AND.FEPS.EQ.0.D0)
!FN1=FCU(1) ! BEST VALUE OF CUCKOOS
!FN2=FCR(1) ! BEST VALUE OF CROWS
PDET=DPROB(PROB) ! DEFINED IN THE STATEMENT FUNCTION

! DECREASING PROB(REJECT)
! SET ICU AND ICR TO ZERO
DO I=1,NCU
ICU(I)=0
ENDDO
DO I=1,NCR
ICR(I)=0
ENDDO
! CUCKOOS REGENERATE THEMSELVES (FLY) WITH LEVY FLIGHT
DO I=1,NCU
DO J=1,M
CALL NORMAL(RAND1,RAND2)
ALPHA=ALIF+RAND1**2 ! AFFECTS THE SPEED OF CONVERGENCE
!CALL RANDOM(RAND)
OMEGA=ALIF+RAND2**2 ! AFFECTS THE SPEED OF CONVERGENCE
CALL RANDOM(RC)

9
CALL RANDOM(RAND)
L=1+INT(NCR*RAND)
CALL RANDOM(RAND)
!DIFFN=(CROW(L,J)-CUCKOO(I,J))*COEF
DIFFN=(CROW(L,J)-CUCKOO(I,J))*COEF
IF(DIFFN.EQ.0.D0) DIFFN=ALPHA*levy(beta)
IF(RAND.GE.PROX) THEN
IF(IDN.EQ.1) A(J)=CUCKOO(I,J)+ALPHA*(RC-0.5D0)*GAUSS(BETA)*DIFFN
IF(IDN.EQ.2) A(J)=CUCKOO(I,J)+ALPHA*(RC-0.5D0)*WEIBULL(BETA)*DIFFN
IF(IDN.EQ.3) A(J)=CUCKOO(I,J)+ALPHA*(RC-0.5D0)*LEVY(BETA)*DIFFN
IF(IDN.EQ.4) A(J)=CUCKOO(I,J)+ALPHA*(RC-0.5D0)*CAUCHY(BETA)*DIFFN
IF(IDN.EQ.5) A(J)=CUCKOO(I,J)+ALPHA*(RC-0.5D0)*PARETO(BETA)*DIFFN
IF(IDN.EQ.6) A(J)=CUCKOO(I,J)+ALPHA*(RC-0.5D0)*BURR12(BETA)*DIFFN
ELSE
IF(IDN.EQ.1) A(J)=CUCKOO(I,J)+ALPHA*(RC-0.5D0)*GAUSS(BETA)*DIFFN
IF(IDN.EQ.2) A(J)=CUCKOO(I,J)+ALPHA*(RC-0.5D0)*WEIBULL(BETA)*DIFFN
IF(IDN.EQ.3) A(J)=CUCKOO(I,J)+ALPHA*(RC-0.5D0)*LEVY(BETA)*DIFFN
IF(IDN.EQ.4) A(J)=CUCKOO(I,J)+ALPHA*(RC-0.5D0)*CAUCHY(BETA)*DIFFN
IF(IDN.EQ.5) A(J)=CUCKOO(I,J)+ALPHA*(RC-0.5D0)*PARETO(BETA)*DIFFN
ENDIF
ENDDO
CALL FUNC(M,A,F)
! A NEW S0LUTION IS ADMITTED ONLY IF IT IS BETTER
FNEW=F*FSIGN
IF(FCU(I).GT.FNEW) THEN
FCU(I)=FNEW
ICU(I)=1
DO J=1,M
CUCKOO(I,J)=A(J)
ENDDO
ENDIF
ENDDO
! TRY TO PLACE THE EGGS OF CUCKOOS INTO CROW-NESTS
DO ITRY=1,1
DO I=1,NCU
CALL RANDOM(RAND)
IX=1+INT(NCR*RAND)
CALL RANDOM(RAND)
MK=0
IF(RAND.GT.PDET.AND.ICR(IX).EQ.0) MK=1
IF(MK.EQ.1.AND.ICU(I).EQ.1.AND.FCR(IX).GT.FCU(I)) THEN
ICR(IX)=1
ICU(I)=1
FCR(IX)=FCU(I)
DO J=1,M
CROW(IX,J)=CUCKOO(I,J)
ENDDO
SUCCESS=SUCCESS+1.D0
ENDIF
ENDDO

10
ENDDO
PROB=SUCCESS/(NCU*(IT+1))
! SET ICU TO ZERO
DO I=1,NCU
ICU(I)=0
ENDDO
! SET ICR TO ZERO AND CROW(I,J) TO RANDOM. ALSO FIND FITNESS
DO I=1,NCR
IF(ICR(I).NE.0) THEN
DO J=1,M
CALL RANDOM(RK)
CALL RANDOM(RAND)
L=1+INT(NCU*RAND)
!A(J)=CROW(I,J)+OMEGA*(RK-0.5)*LEVY(GAMMA)+(CUCKOO(L,J)-CROW(I,J))
CALL RANDOM(RAND)
!DIFFN=(CUCKOO(L,J)-CROW(I,J))*COEF
DIFFN=(CUCKOO(L,J)-CROW(I,J))*COEF
IF(DIFFN.EQ.0.D0) DIFFN=OMEGA*levy(gamma)
IF(RAND.GE.PROX) THEN
IF(IDN.EQ.1) A(J)=CROW(I,J)+OMEGA*(RK-0.5D0)*GAUSS(GAMMA)*DIFFN
IF(IDN.EQ.2) A(J)=CROW(I,J)+OMEGA*(RK-0.5D0)*WEIBULL(GAMMA)*DIFFN
IF(IDN.EQ.3) A(J)=CROW(I,J)+OMEGA*(RK-0.5D0)*LEVY(GAMMA)*DIFFN
IF(IDN.EQ.4) A(J)=CROW(I,J)+OMEGA*(RK-0.5D0)*CAUCHY(GAMMA)*DIFFN
IF(IDN.EQ.5) A(J)=CROW(I,J)+OMEGA*(RK-0.5D0)*PARETO(GAMMA)*DIFFN
IF(IDN.EQ.6) A(J)=CROW(I,J)+OMEGA*(RK-0.5D0)*BURR12(GAMMA)*DIFFN
ELSE
IF(IDN.EQ.1) A(J)=CROW(I,J)+OMEGA*(RK-0.5D0)*GAUSS(GAMMA)*DIFFN
IF(IDN.EQ.2) A(J)=CROW(I,J)+OMEGA*(RK-0.5D0)*WEIBULL(GAMMA)*DIFFN
IF(IDN.EQ.3) A(J)=CROW(I,J)+OMEGA*(RK-0.5D0)*LEVY(GAMMA)*DIFFN
IF(IDN.EQ.4) A(J)=CROW(I,J)+OMEGA*(RK-0.5D0)*CAUCHY(GAMMA)*DIFFN
IF(IDN.EQ.5) A(J)=CROW(I,J)+OMEGA*(RK-0.5D0)*PARETO(GAMMA)*DIFFN
ENDIF
ENDDO
CALL FUNC(M,A,F)
IF(FCR(I).GT.F*FSIGN) THEN
FCR(I)=F*FSIGN
DO J=1,M
CROW(I,J)=A(J)
ENDDO
ICR(I)=0
ENDIF
ENDIF
ENDDO
! ARRANGE THE CUCKOO AND CROW POPULATIONS ACCORDING TO FITNESS
CALL SORT(CUCKOO,FCU,NCU,M) ! SORT CUCKOO POPULATION
CALL SORT(CROW,FCR,NCR,M) ! SORT CROW POPULATION
! DISPLAY RESULTS AT EVERY IPRN ITERATIONS

IF(INT(ICOUNT/IPRN).EQ.(FLOAT(ICOUNT)/IPRN))THEN
ICOUNT=0

11
WRITE(*,100)
100 FORMAT(/39('*='))
WRITE(*,*)'PROBLEM NO.=',KF,' DIMENSION=',M,' RANDOM SEED=',KSEED
WRITE(*,*)'CUCKOO COORDINATE VALUES'
WRITE(*,*)(CUCKOO(1,J),J=1,M)
WRITE(*,*)'-----------------------------------------------------'
WRITE(*,*)'CROW COORDINATE VALUES'
WRITE(*,*)(CROW(1,J),J=1,M)
WRITE(*,*)'-----------------------------------------------------'
WRITE(*,*)'FITNESS OF CUCKOOS =',FCU(1), ' AND CROWS =', FCR(1)
WRITE(*,*)'NO.OF FUNCTION CALLS=',NFCALL,' PROB OF REJECT=',PDET
WRITE(15,*)DLOG10(NFCALL+.0D0),FCU(1),FCR(1),PROB,PDET!STORE HISTORY
BESTVAL=FCR(1)
CALL MEANSD(FCU,NCU,CUMEAN,CUSD,CUMED,CUSKEW)
CALL MEANSD(FCR,NCR,CRMEAN,CRSD,CRMED,CRSKEW)
WRITE(*,*) 'FMEANS =',CUMEAN, CRMEAN,' FSD =',CUSD,CRSD
WRITE(*,*) 'FMED =',CUMED, CRMED,' FSKEW =',CUSKEW,CRSKEW
! CUMEAN & CRMEAN ARE MEAN FUNCTION VALUES - CUCKOOS & CROWS
! CUSD & CRSD ARE STD DEV OF FUNCTION VALUES - CUCKOOS & CROWS
! CUSKEW & CRSKEW ARE SKEWNESS FUNCTION VALUES - CUCKOOS & CROWS
! CUMED & CRMED ARE MEDIANS OF FUNCTION VALUES FOR CUCKOOS & CROWS
!---------------------------------------------------------------
! SYSTEM CALLS TO KEEP TIME OF EXECUTION -----------------------
CALL TIME(CLOCK)
NOW_TIME=CLOCK
NOW_SEC=SECNDS(0.0)
NSEC=NOW_SEC - START_SEC
WRITE(*,*) 'START_TIME= ',START_TIME,'; NOW_TIME= ',NOW_TIME,
* '; TIME_ELAPSED=', NSEC,' SECONDS.'
IF(NSEC.GE.MAXSEC) GOTO 123
VNOW=BESTVAL
IF(DABS(VNOW-VTHEN).LT.1.0D-10) GOTO 123
!---------------------------------------------------------------
IF(CUSD.LT.EPS.OR.CRSD.LE.EPS) FEPS=0 ! TERMINATION CONDITION

!---------------------------------------------------------------
ENDIF
ICOUNT=ICOUNT+1
IT=IT+1
ENDDO ! END OF WHILE LOOP
!----------------------------------------------------------------
WRITE(*,*)'TOTAL NO. OF FUNCTION CALLS =',NFCALL
CLOSE(15)
123 OPTVAL(IREP)=BESTVAL
EXTIME(IREP)=NSEC
ENDDO ! ENDS THE IREPEAT LOOP
WRITE(*,*)'------------------------------------------------------'
WRITE(*,*)(OPTVAL(I),I=1,NREP)
EXTM=0.D0
EXTS=0.D0
OPTM=0.D0
OPTS=0.D0

12
DO I=1,NREP
OPTM=OPTM+OPTVAL(I)
EXTM=EXTM+EXTIME(I)
EXTS=EXTS+EXTIME(I)**2
OPTS=OPTS+OPTVAL(I)**2
ENDDO
OPTM=OPTM/NREP
EXTM=EXTM/NREP
OPTS=DSQRT(DABS(OPTS/NREP-OPTM**2))
EXTS=DSQRT(DABS(EXTS/NREP-EXTM**2))
IF(OPTM.EQ.0.D0) THEN
CV=OPTS/(1+OPTM)
ELSE
CV=OPTS/OPTM
ENDIF
WRITE(*,*) 'MEAN, SD AND CV',OPTM,OPTS,CV
WRITE(*,*) 'MEAN TIME & SD',EXTM,EXTS
WRITE(*,*)'PROGRAM ENDS. THANK YOU',IDN
END
C ----------------------------------------------------------------
DOUBLE PRECISION FUNCTION GAUSS(BETA)
COMMON /RNDM/IU,IV
INTEGER IU,IV
CALL NORMAL(R1,R2)
GAUSS=R1
RETURN
END
C -----------------------------------------------------------------
SUBROUTINE NORMAL(R1,R2)
C PROGRAM TO GENERATE N(0,1) FROM RECTANGULAR RANDOM NUMBERS
C IT USES BOX-MULLER VARIATE TRANSFORMATION FOR THIS PURPOSE.
C -----------------------------------------------------------------
C ----- BOX-MULLER METHOD BY GEP BOX AND ME MULLER (1958) ---------
C BOX, G. E. P. AND MULLER, M. E. "A NOTE ON THE GENERATION OF
C RANDOM NORMAL DEVIATES." ANN. MATH. STAT. 29, 610-611, 1958.
C IF U1 AND U2 ARE UNIFORMLY DISTRIBUTED RANDOM NUMBERS (0,1),
C THEN X=[(-2*LN(U1))**.5]*(COS(2*PI*U2) IS N(0,1)
C ALSO, X=[(-2*LN(U1))**.5]*(SIN(2*PI*U2) IS N(0,1)
C PI = 4*ARCTAN(1.0)= 3.1415926535897932384626433832795
C 2*PI = 6.283185307179586476925286766559
C -----------------------------------------------------------------
COMMON /RNDM/IU,IV
INTEGER IU,IV
C -----------------------------------------------------------------
CALL RANDOM(RAND) ! INVOKES RANDOM TO GENERATE UNIFORM RAND [0, 1]
U1=RAND ! U1 IS UNIFORMLY DISTRIBUTED [0, 1]
CALL RANDOM(RAND) ! INVOKES RANDOM TO GENERATE UNIFORM RAND [0, 1]
U2=RAND ! U1 IS UNIFORMLY DISTRIBUTED [0, 1]
X=DSQRT(-2.D0*DLOG(U1))
R1=X*DCOS(U2*6.283185307179586476925286766559D00)
R2=X*DSIN(U2*6.283185307179586476925286766559D00)

13
RETURN
END
C -----------------------------------------------------------------
C RANDOM NUMBER GENERATOR (UNIFORM BETWEEN 0 AND 1 - BOTH EXCLUSIVE)
SUBROUTINE RANDOM(RAND)
DOUBLE PRECISION RAND
REAL RANDX
COMMON /RNDM/IU,IV
INTEGER IU,IV
RANDX=REAL(RAND)
IV=IU*65539
IF(IV.LT.0) THEN
IV=IV+2147483647+1
ENDIF
RANDX=IV
IU=IV
RANDX=RANDX*0.4656613E-09
RAND= DBLE(RANDX)
RETURN
END
C -----------------------------------------------------------------
DOUBLE PRECISION FUNCTION LEVY(BETA)
!GENERATING LEVY FLIGHT
! REFERENCE: GUTOWSKI, M. (2001) "LEVY FLIGHTS AS AN UNDERLYING
! MECHANISM FOR GLOBAL OPTIMIZATION ALGORITHMS", [JUNE 2001].
! HTTP://ARXIV.ORG/ABS/MATH-PH/0106003V1.
DOUBLE PRECISION BETA, R
COMMON /RNDM/IU,IV
INTEGER IU,IV
CALL RANDOM(R)
LEVY = 1.0D0/R**(1.0D0/BETA) - 1.0D0
RETURN
END
C -----------------------------------------------------------------
DOUBLE PRECISION FUNCTION CAUCHY(BETA)
! CAUCHY DISTRIBUTION
DOUBLE PRECISION R1,R2,BETA
COMMON /RNDM/IU,IV
INTEGER IU,IV
1 CALL NORMAL(R1,R2)
CAUCHY=R1/R2
CAUCHY=DEXP(CAUCHY)
IF(CAUCHY.GT.500) GOTO 1
RETURN
END
C -----------------------------------------------------------------
DOUBLE PRECISION FUNCTION WEIBULL(BETA)
! WEIBULL DISTRIBUTION
DOUBLE PRECISION R,B,BETA
COMMON /RNDM/IU,IV
INTEGER IU,IV
A=BETA/2
B=0.50D0

14
CALL RANDOM(R)
WEIBULL=(-DLOG(1.D0-R)/A)**(1.D0/B)
RETURN
END
C -----------------------------------------------------------------
DOUBLE PRECISION FUNCTION PARETO(BETA)
! PARETO DISTRIBUTION (WITH 0<BETA<2)
DOUBLE PRECISION R,BETA,XM
COMMON /RNDM/IU,IV
INTEGER IU,IV
R=0.D0
XM=1.0D-03 ! THE SMALLEST NUMBER THAT R CAN TAKE ON
ALPHA=0.5D0 ! (ALPHA > 0; REQUIRES SEETING
DO WHILE (R.LT.XM)
CALL RANDOM(R)
ENDDO
PARETO=XM/(R**(1.D0/ALPHA))
RETURN
END
C -----------------------------------------------------------------
DOUBLE PRECISION FUNCTION BPARETO(B)
! PARETO DISTRIBUTION (WITH 0<BETA<2)
DOUBLE PRECISION R,B,L,H
COMMON /RNDM/IU,IV
INTEGER IU,IV
H=1.0D5
L=1.0D-03
CALL RANDOM(R)
BPARETO=((H**B+R*L**B-R*H**B)/(H**B*L**B))**(-1.D0/B)
RETURN
END
C -----------------------------------------------------------------
DOUBLE PRECISION FUNCTION BURR12(B)
! BURR XII DISTRIBUTION
DOUBLE PRECISION U,K,B,C,P,Q
COMMON /RNDM/IU,IV
INTEGER IU,IV
! --------------------------------------------------------------
K=1.0D0 ! POSITIVE > 0
C=1.0D0 ! POSITIVE > 0
! --------------------------------------------------------------
CALL RANDOM(U)
Q=-(1.D0/K)
P=1.D0/C
BURR12=((1.D0-U)**Q-1.D0)**P
RETURN
END
C -----------------------------------------------------------------
DOUBLE PRECISION FUNCTION BURR3(B)
! BURR XII DISTRIBUTION
DOUBLE PRECISION U,K,B,C,P,Q
COMMON /RNDM/IU,IV
INTEGER IU,IV

15
! --------------------------------------------------------------
K=5.0D0 ! POSITIVE > 0
C=5.0D0 ! POSITIVE > 0
! --------------------------------------------------------------
CALL RANDOM(U)
Q=-(1.D0/K)
P=1.D0/C
BURR3=(U**Q-1.D0)**P
RETURN
END
C -----------------------------------------------------------------
SUBROUTINE SORT(X,F,N,M)
! ARRANGING F(I) IN ORDER
PARAMETER(NMAX=1000,MMAX=200)
DIMENSION F(NMAX),X(NMAX,MMAX)
DO I=1,N-1
DO II=I+1,N
IF(F(I).GT.F(II)) THEN
T=F(I)
F(I)=F(II)
F(II)=T
DO J=1,M
T=X(I,J)
X(I,J)=X(II,J)
X(II,J)=T
ENDDO
ENDIF
ENDDO
ENDDO
RETURN
END
C -----------------------------------------------------------------
SUBROUTINE MEANSD(X,N,A,S,AMED,SKEW)
PARAMETER(NMAX=1000,MMAX=200)
DIMENSION X(*)
A=0.D0
S=0.D0
DO I=1,N
A=A+X(I)
S=S+X(I)**2
ENDDO
S=DSQRT(DABS(N*S-A**2)/(N*N))
A=A/N
K=INT((N+1)/2)
AMED=(X(K)+X(N+1-K))/2
SKEW=0.D0
IF(S.GT.0.0001) THEN
DO I=1,N
SKEW=SKEW+((X(I)-A)/S)**3
ENDDO
SKEW=N*SKEW/((N-1)*(N-2))

16
ENDIF
RETURN
END
C -----------------------------------------------------------------
SUBROUTINE FSELECT(KF,M,FTIT)
C THE PROGRAM REQUIRES INPUTS FROM THE USER ON THE FOLLOWING ------
C (1) FUNCTION CODE (KF), (2) NO. OF VARIABLES IN THE FUNCTION (M);
CHARACTER *70 TIT(200),FTIT
WRITE(*,*)'----------------------------------------------------'
DATA TIT(1)/'KF=1 NEW FUNCTION(N#1) 2-VARIABLES M=2'/
DATA TIT(5)/'KF=5 NEW QUINTIC FUNCTION M-VARIABLES M=?'/
DATA TIT(6)/'KF=6 NEW NEEDLE-EYE FUNCTION (N#6) M-VARIABLES M=?'/
DATA TIT(7)/'KF=7 NEW ZERO-SUM FUNCTION (N#7) M-VARIABLES M=?'/
DATA TIT(8)/'KF=8 CORANA FUNCTION 4-VARIABLES M=4'/
DATA TIT(9)/'KF=9 MODIFIED RCOS FUNCTION 2-VARIABLES M=2'/
DATA TIT(10)/'KF=10 FREUDENSTEIN ROTH FUNCTION 2-VARIABLES M=2'/
DATA TIT(11)/'KF=11 ANNS XOR FUNCTION 9-VARIABLES M=9'/
DATA TIT(12)/'KF=12 PERM FUNCTION #1 (SET BETA) 4-VARIABLES M=4'/
DATA TIT(13)/'KF=13 PERM FUNCTION #2 (SET BETA) M-VARIABLES M=?'/
DATA TIT(14)/'KF=14 POWER-SUM FUNCTION 4-VARIABLES M=4'/
DATA TIT(15)/'KF=15 GOLDSTEIN PRICE FUNCTION 2-VARIABLES M=2'/
DATA TIT(16)/'KF=16 BUKIN 6TH FUNCTION 2-VARIABLES M=2'/
DATA TIT(17)/'KF=17 NEW FUNCTION (N#8) 2-VARIABLES M=2'/
DATA TIT(18)/'KF=18 DEFL CORRUG SPRING FUNCTION M-VARIABLES M=?'/
DATA TIT(19)/'KF=19 NEW FACTORIAL FUNCTION M-VARIABLES M=?'/
DATA TIT(20)/'KF=20 NEW DECANOMIAL FUNCTION 2-VARIABLES M=2'/
DATA TIT(21)/'KF=21 JUDGE FUNCTION 2-VARIABLES M=2'/
DATA TIT(22)/'KF=22 NEW DODECAL FUNCTION 3-VARIABLES M=3'/
DATA TIT(23)/'KF=23 NEW SUM-EQ-PROD FUNCTION 2-VARIABLES M=2'/
DATA TIT(24)/'KF=24 NEW AM-EQ-GM FUNCTION M-VARIABLES M=?'/
DATA TIT(25)/'KF=25 YAO-LIU FUNCTION#2 M-VARIABLES M=?'/
DATA TIT(32)/'KF=32 YAO-LIU FUNCTION#14 2-VARIABLES M=2'/
DATA TIT(33)/'KF=33 YAO-LIU FUNCTION#15 4-VARIABLES M=4'/
DATA TIT(34)/'KF=34 WOOD FUNCTION : 4-VARIABLES M=4'/
DATA TIT(35)/'KF=35 FENTON-EASON FUNCTION : 2-VARIABLES M=2'/
DATA TIT(36)/'KF=36 HOUGEN FUNCTION : 5-VARIABLES M=5'/
DATA TIT(37)/'KF=37 GIUNTA FUNCTION : 2-VARIABLES M=2'/
DATA TIT(38)/'KF=38 EGGHOLDER FUNCTION : M-VARIABLES M=?'/
DATA TIT(39)/'KF=39 TRID FUNCTION : M-VARIABLES M=?'/
DATA TIT(40)/'KF=40 GRIEWANK FUNCTION : M-VARIABLES M=?'/
DATA TIT(41)/'KF=41 WEIERSTRASS FUNCTION : M-VARIABLES M=?'/
DATA TIT(42)/'KF=42 LEVY-3 FUNCTION : 2-VARIABLES M=2'/
DATA TIT(43)/'KF=43 LEVY-5 FUNCTION : 2-VARIABLES M=2'/
DATA TIT(44)/'KF=44 LEVY-8 FUNCTION : M-VARIABLES M=?'/

17
DATA TIT(45)/'KF=45 RASTRIGIN FUNCTION : M-VARIABLES M=?'/

DATA TIT(46)/'KF=46 ACKLEY FUNCTION : M-VARIABLES M=?'/
DATA TIT(47)/'KF=47 MICHALEWICZ FUNCTION : M-VARIABLES M=?'/
DATA TIT(48)/'KF=48 SCHWEFEL FUNCTION : M-VARIABLES M=?'/
DATA TIT(49)/'KF=49 SHUBERT FUNCTION : 2-VARIABLES M=2'/
DATA TIT(50)/'KF=50 DIXON-PRICE FUNCTION : M-VARIABLES M=?'/
DATA TIT(51)/'KF=51 SHEKEL5 FUNCTION : 4-VARIABLES M=4'/
DATA TIT(52)/'KF=52 PAVIANI FUNCTION : 10-VARIABLES M=10'/
DATA TIT(53)/'KF=53 BRANIN FUNCTION#1 : 2-VARIABLES M=2'/
DATA TIT(54)/'KF=54 BRANIN FUNCTION#2 : 2-VARIABLES M=2'/
DATA TIT(55)/'KF=55 BOHACHEVSKY FUNCTION#1 : 2-VARIABLES M=2'/
DATA TIT(58)/'KF=58 EASOM FUNCTION : 2-VARIABLES M=2'/
DATA TIT(59)/'KF=59 ROSENBROCK FUNCTION : M-VARIABLES M=?'/
DATA TIT(60)/'KF=60 CROSS-LEGGED TABLE FUNCTION:2-VARIABLES M=2'/
DATA TIT(61)/'KF=61 CROSS FUNCTION : 2-VARIABLES M=2'/
DATA TIT(62)/'KF=62 CROSS-IN-TRAY FUNCTION : 2-VARIABLES M=2'/
DATA TIT(63)/'KF=63 CROWNED CROSS FUNCTION : 2-VARIABLES M=2'/
DATA TIT(64)/'KF=64 TT-HOLDER FUNCTION : 2-VARIABLES M=2'/
DATA TIT(65)/'KF=65 HOLDER-TABLE FUNCTION : 2-VARIABLES M=2'/
DATA TIT(66)/'KF=66 CARROM-TABLE FUNCTION : 2-VARIABLES M=2'/
DATA TIT(67)/'KF=67 PENHOLDER FUNCTION : 2-VARIABLES M=2'/
DATA TIT(68)/'KF=68 BIRD FUNCTION : 2-VARIABLES M=2'/
DATA TIT(69)/'KF=69 CHICHINADZE FUNCTION : 2-VARIABLES M=2'/
DATA TIT(70)/'KF=70 MCCORMICK FUNCTION : 2-VARIABLES M=2'/
DATA TIT(71)/'KF=71 GLANKWAHMDEE FUNCTION : 5-VARIABLES M=5'/
DATA TIT(72)/'KF=72 FLETCHER-POWELL FUNCTION : M-VARIABLES M=?'/
DATA TIT(73)/'KF=73 POWELL FUNCTION: M-VARIABLES M (MULT OF 4)=?'/
DATA TIT(74)/'KF=74 HARTMANN3 FUNCTION: 3-VARIABLES M=3'/
DATA TIT(75)/'KF=75 HARTMANN6 FUNCTION: 6-VARIABLES M=6'/
DATA TIT(76)/'KF=76 HIMMELBLAU FUNCTION: 2-VARIABLES M=2'/
DATA TIT(77)/'KF=77 BEALE FUNCTION: 2-VARIABLES M=2'/
DATA TIT(78)/'KF=78 BOOTH FUNCTION: 2-VARIABLES M=2'/
DATA TIT(79)/'KF=79 HUMP FUNCTION: 2-VARIABLES M=2'/
DATA TIT(80)/'KF=80 MATYAS FUNCTION: 2-VARIABLES M=2'/
DATA TIT(81)/'KF=81 MISHRA_1 FUNCTION: M-VARIABLES M=?'/
DATA TIT(82)/'KF=82 MISHRA_2 FUNCTION: M-VARIABLES M=?'/
DATA TIT(83)/'KF=83 ZAKHAROV FUNCTION: M-VARIABLES M=?'/
DATA TIT(84)/'KF=84 MULTIMOD FUNCTION: 2-VARIABLES M=2'/
DATA TIT(85)/'KF=85 NONLINEAR FUNCTION: M-VARIABLES M=?'/
DATA TIT(86)/'KF=86 QUADRATIC FUNCTION: 2-VARIABLES M=2'/
DATA TIT(87)/'KF=87 TRIGON FUNCTION: M-VARIABLES M=?'/
DATA TIT(88)/'KF=88 WAVY-1 FUNCTIONS: M-VARIABLES M=?'/
DATA TIT(89)/'KF=89 WAVY-2 FUNCTIONS: M-VARIABLES M=?'/
DATA TIT(90)/'KF=90 TREFETHEN FUNCTION: 2-VARIABLES M=2'/
DATA TIT(91)/'KF=91 LINPROG1 FUNCTION: 2-VARIABLES M=2'/
DATA TIT(92)/'KF=92 LINPROG2 FUNCTION: 3-VARIABLES M=3'/
DATA TIT(93)/'KF=93 NEWF FUNCTION: 1-VARIABLES M=1'/
DATA TIT(94)/'KF=94 NEWG FUNCTION: 4-VARIABLES M=4'/
DATA TIT(95)/'KF=95 F8F2 FUNCTION: M-VARIABLES M=?'/
DATA TIT(96)/'KF=96 KEANE BUMP FUNCTION: M-VARIABLES M=?'/
DATA TIT(97)/'KF=97 LUNACEK FUNCTION: M (M <= 30)-VARIABLES M=?'/

18
DATA TIT(98)/'KF=98 LUNACEK1 FUNCTION: M (M <= 30)-VARIABLES M=?'/

DATA TIT(99)/'KF=99 SCHAFFER-7 FUNCTION: M-VARIABLES M=?'/
DATA TIT(100)/'KF=100 LOGSIN FUNCTION: M-VARIABLES M=?'/
DATA TIT(101)/'KF=101 COLVILLE FUNCTION: 4-VARIABLES M=4'/
DATA TIT(102)/'KF=102 MATINV FUNCTION: 49-VARIABLES M=49'/
DATA TIT(103)/'KF=103 QUAD FUNCTION: 1-VARIABLES M=1'/
DATA TIT(104)/'KF=104 QUAD1 FUNCTION: 1-VARIABLES M=1'/
DATA TIT(105)/'KF=105 QUAD1 FUNCTION: 2-VARIABLES M=2'/
DATA TIT(106)/'KF=106 UDISK FUNCTION: 2-VARIABLES M=2'/
DATA TIT(107)/'KF=107 ICONSTRAIN FUNCTION: 5-VARIABLES M=5'/
DATA TIT(108)/'KF=108 SUMSERIES FUNCTION: M-VARIABLES M=?'/
DATA TIT(109)/'KF=109 ZHENGZHOU FUNCTION: 4-VARIABLES M=4'/
DATA TIT(110)/'KF=110 SPHERE FUNCTION: M-VARIABLES M=?'/
DATA TIT(111)/'KF=111 EBERS_MOLL FUNCTION: 9-VARIABLES M=9'/
DATA TIT(112)/'KF=112 ALUFFI_PENTINI FUNCTION: 2-VARIABLES M=2'/
DATA TIT(113)/'KF=113 BECKER_LAGO FUNCTION: 2-VARIABLES M=2'/
DATA TIT(114)/'KF=114 COSINE_MIXTURE FUNCTION: M-VARIABLES M=?'/
DATA TIT(115)/'KF=115 DEKKERS_AARTS FUNCTION: 2-VARIABLES M=2'/
DATA TIT(116)/'KF=116 EPISTATIC_MICHALEWICZ FN: M-VARIABLES M=?'/
DATA TIT(117)/'KF=117 BREIMAN_CUTLER FUNCTION: M-VARIABLES M=?'/
DATA TIT(118)/'KF=118 GULF_RESEARCH FUNCTION: 3-VARIABLES M=3'/
DATA TIT(119)/'KF=119 HELICAL_VALLEY FUNCTION: 3-VARIABLES M=3'/
DATA TIT(120)/'KF=120 HOSAKI FUNCTION 2-VARIABLES M=2'/
DATA TIT(121)/'KF=121 LEVY_MONTALVO1 FUNCTION M-VARIABLES M=?'/
DATA TIT(122)/'KF=122 LEVY_MONTALVO2 FUNCTION M-VARIABLES M=?'/
DATA TIT(123)/'KF=123 MEYER_ROTH FUNCTION 3-VARIABLES M=3'/
DATA TIT(124)/'KF=124 MIELE_CANTRELL FUNCTION 4-VARIABLES M=4'/
DATA TIT(125)/'KF=125 MULTI_GAUSS FUNCTION 2-VARIABLES M=2'/
DATA TIT(126)/'KF=126 NEUMAIER2 FUNCTION 4-VARIABLES M=4'/
DATA TIT(127)/'KF=127 NEUMAIER3 FUNCTION M-VARIABLES M=?'/
DATA TIT(128)/'KF=128 ODD_SQUARE FUNCTION 20-VARIABLES M=20'/
DATA TIT(129)/'KF=129 PERIODIC FUNCTION 2-VARIABLES M=2'/
DATA TIT(130)/'KF=130 POWELL_QUAD FUNCTION 4-VARIABLES M=4'/
DATA TIT(131)/'KF=131 SALOMON FUNCTION M-VARIABLES M=?'/
DATA TIT(132)/'KF=132 SCHAFFER_2 FUNCTION 2-VARIABLES M=2'/
DATA TIT(133)/'KF=133 SHEKEL7 FUNCTION 7-VARIABLES M=7'/
DATA TIT(134)/'KF=134 SINUSOIDAL FUNCTION M-VARIABLES M=?'/
DATA TIT(135)/'KF=135 MOD_LANGERMAN FUNCTION 10-VARIABLES M=10'/
DATA TIT(136)/'KF=136 COMPETECOR FUNCTION 5-VARIABLES M=5'/
DATA TIT(137)/'KF=137 NEARCOR FUNCTION 28-VARIABLES M=28'/
C -----------------------------------------------------------------
DO I=1,137
WRITE(*,*) TIT(I)
ENDDO
WRITE(*,*)'----------------------------------------------------'
WRITE(*,*)'FUNCTION CODE [KF] AND NO. OF VARIABLES [M] ?'
READ(*,*) KF,M
FTIT=TIT(KF) ! STORE THE NAME OF THE CHOSEN FUNCTION IN FTIT
RETURN
END
C -----------------------------------------------------------------
SUBROUTINE FUNC(M,X,F)
C TEST FUNCTIONS FOR GLOBAL OPTIMIZATION PROGRAM

19

COMMON /RNDM/IU,IV
COMMON /KFF/KF,NFCALL,FTIT
INTEGER IU,IV
DIMENSION X(*)
CHARACTER *70 FTIT
PI=4.D+00*DATAN(1.D+00)! DEFINING THE VALUE OF PI
NFCALL=NFCALL+1 ! INCREMENT TO NUMBER OF FUNCTION CALLS
C KF IS THE CODE OF THE TEST FUNCTION
C -----------------------------------------------------------------
IF(KF.EQ.1) THEN
CALL NEW_FUNCTION_1(M,X,F)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.2) THEN
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.3) THEN
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.4) THEN
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.5) THEN
CALL NEW_QUINTIC(M,X,F)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.6) THEN
CALL NEEDLE_EYE(M,X,F)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.7) THEN
CALL ZERO_SUM(M,X,F)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.8) THEN
CALL CORANA(M,X,F)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.9) THEN
CALL MODIFIED_RCOS(M,X,F)
RETURN

20
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.10) THEN
CALL FREUDENSTEIN_ROTH(M,X,F)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.11) THEN
CALL ANNS_XOR(M,X,F)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.12) THEN
CALL PERM_1(M,X,F)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.13) THEN
CALL PERM_2(M,X,F)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.14) THEN
CALL POWER_SUM(M,X,F)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.15) THEN
CALL GOLDSTEIN_PRICE(M,X,F)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.16) THEN
CALL BUKIN_6(M,X,F)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.17) THEN
CALL NEW_FN_8(M,X,F)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.18) THEN
C DEFLECTED CORRUGATED SPRING FUNCTION
C MIN VALUE = -1 AT (5, 5, ..., 5) FOR ANY K AND ALPHA=5; M VARIABLE
CALL DCS(M,F,X)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.19) THEN
C FACTORIAL FUNCTION, MIN =0 AT X=(1,2,3,...,M)
CALL FACTOR1(M,F,X)
RETURN

21
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.20) THEN
C DECANOMIAL FUNCTION, MIN =0 AT X=(2, -3)
CALL DECANOM(M,F,X)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.21) THEN
C JUDGE'S FUNCTION F(0.864, 1.23) = 16.0817; M=2
CALL JUDGE(M,F,X)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.22) THEN
C DODECAL FUNCTION
CALL DODECAL(M,F,X)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.23) THEN
C WHEN X(1)*X(2)=X(1)*X(2) ? M=2
CALL SEQP(M,F,X)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.24) THEN
C WHEN ARITHMETIC MEAN = GEOMETRIC MEAN ? : M =>1
CALL AMGM(M,F,X)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.25) THEN
C M =>2
CALL FUNCT2(M,F,X)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.26) THEN
C M =>2
CALL FUNCT3(M,F,X)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.27) THEN
C M =>2
CALL FUNCT4(M,F,X)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.28) THEN
C M =>2
CALL FUNCT6(M,F,X)

22
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.29) THEN
C M =>2
CALL FUNCT7(M,F,X)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.30) THEN
C M =>2
CALL FUNCT12(M,F,X)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.31) THEN
C M =>2
CALL FUNCT13(M,F,X)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.32) THEN
C M =2
CALL FUNCT14(M,F,X)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.33) THEN
C M =4
CALL FUNCT15(M,F,X)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.34) THEN
C WOOD FUNCTION : F MIN : M=4
CALL WOOD(M,X,F)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.35) THEN
C FENTON & EASON FUNCTION : : M=2
CALL FENTONEASON(M,X,F)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.36) THEN
C HOUGEN FUNCTION 5 VARIABLES : M =3
CALL HOUGEN(X,M,F)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.37) THEN
C GIUNTA FUNCTION 2 VARIABLES :M =2

23
CALL GIUNTA(M,X,F)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.38) THEN
C EGGHOLDER FUNCTION M VARIABLES
CALL EGGHOLD(M,X,F)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.39) THEN
C TRID FUNCTION M VARIABLES
CALL TRID(M,X,F)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.40) THEN
C GRIEWANK FUNCTION M VARIABLES
CALL GRIEWANK(M,X,F)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.41) THEN
C WEIERSTRASS FUNCTION M VARIABLES
CALL WEIERSTRASS(M,X,F)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.42) THEN
C LEVY-3 FUNCTION 2 VARIABLES
CALL LEVY3(M,X,F)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.43) THEN
CALL LEVY5(M,X,F)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.44) THEN
CALL LEVY8(M,X,F)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.45) THEN
C RASTRIGIN FUNCTION M VARIABLES
CALL RASTRIGIN(M,X,F)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.46) THEN

24
C ACKLEY FUNCTION M VARIABLES

CALL ACKLEY(M,X,F)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.47) THEN
C MICHALEWICZ FUNCTION M VARIABLES
CALL MICHALEWICZ(M,X,F)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.48) THEN
C SCHWEFEL FUNCTION M VARIABLES
CALL SCHWEFEL(M,X,F)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.49) THEN
C SHUBERT FUNCTION 2 VARIABLES
CALL SHUBERT(M,X,F)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.50) THEN
C DIXON AND PRICE FUNCTION M VARIABLES
CALL DIXPRICE(M,X,F)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.51) THEN
C SHEKEL5 FUNCTION 4 VARIABLES
CALL SHEKEL5(M,X,F)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.52) THEN
C PAVIANI FUNCTION 10 VARIABLES
CALL PAVIANI(M,X,F)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.53) THEN
C BRANIN FUNCTION#1 2 VARIABLES
CALL BRANIN1(M,X,F)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.54) THEN
C BRANIN FUNCTION#2 2 VARIABLES
CALL BRANIN2(M,X,F)
RETURN
ENDIF
C -----------------------------------------------------------------

25
IF(KF.EQ.55) THEN
C BOHACHEVSKY FUNCTION#1 2 VARIABLES
CALL BOHACHEVSKY1(M,X,F)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.56) THEN
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.57) THEN
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.58) THEN
C EASOM FUNCTION#3 2 VARIABLES
CALL EASOM(M,X,F)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.59) THEN
C ROSENBROCK FUNCTION M VARIABLES
CALL ROSENBROCK(M,X,F)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.60) THEN
C CROSS-LEGGED TABLE FUNCTION : 2 VARIABLES
CALL CROSSLEG(M,X,F)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.61) THEN
C CROSS FUNCTION : 2 VARIABLES
CALL CROSS(M,X,F)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.62) THEN
C CROSS-IN-TRAY FUNCTION : 2 VARIABLES
CALL CROSSINTRAY(M,X,F)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.63) THEN
C CROWNED-CROSS FUNCTION : 2 VARIABLES
CALL CROWNEDCROSS(M,X,F)
RETURN
ENDIF

26
C -----------------------------------------------------------------
IF(KF.EQ.64) THEN
C TT-HOLDER FUNCTION : 2 VARIABLES, MIN F([+/-]1.5706, 0)= -10.8723
CALL TTHOLDER(M,X,F)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.65) THEN
C HOLDER-TABLE FUNCTION : 2 VARIABLES
C MIN F ([+/-] 9.64617, [+/-] 9.64617) APPROX = -26.92034 APPROX
CALL HOLDERTABLE(M,X,F)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.66) THEN
C CARROM-TABLE FUNCTION : 2 VARIABLES
CALL CARROMTABLE(M,X,F)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.67) THEN
C PEN-HOLDER FUNCTION : 2 VARIABLES
CALL PENHOLDER(M,X,F)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.68) THEN
C BIRD FUNCTION : 2 VARIABLES
C MIN F (4.70104, 3.15294) APPROX = -106.764537 APPROX OR
C MIN F (-1.58214, -3.13024) APPROX = -106.764537 APPROX
CALL BIRD(M,X,F)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.69) THEN
C CHICHINADZE FUNCTION : -30 <=X(I)<= 30; M=2
C MIN F (5.901329, 0.5) = -43.3158621
CALL CHICHINADZE(M,X,F)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.70) THEN
C MCCORMICK FUNCTION : -1.5<= X(1)<=4; -3<=X(2)<=4 ; M=2
C MIN F (-0.54719755, -1.54719755) = -1.913223 APPROX
CALL MCCORMICK(M,X,F)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.71) THEN
C GLANKWAHMDEE FUNCTION:
CALL GLANKWAHMDEE(M,X,F)

27
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.72) THEN
C FLETCHER-POWELL FUNCTION
CALL FLETCHER(M,X,F)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.73) THEN
C POWELL FUNCTION
CALL POWELL(M,X,F)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.74) THEN
C HARTMANN FUNCTION
CALL HARTMANN3(M,X,F)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.75) THEN
C HARTMANN FUNCTION
CALL HARTMANN6(M,X,F)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.76) THEN
C HIMMELBLAU FUNCTION
CALL HIMMELBLAU(M,X,F)
RETURN
ENDIF
C ------------------------------------------------------------------
IF(KF.EQ.77) THEN
C BEALE FUNCTION
CALL BEALE(M,X,F)
RETURN
ENDIF
C ------------------------------------------------------------------
IF(KF.EQ.78) THEN
C BOOTH FUNCTION
CALL BOOTH(M,X,F)
RETURN
ENDIF
C ------------------------------------------------------------------
IF(KF.EQ.79) THEN
C HUMP FUNCTION
CALL HUMP(M,X,F)
RETURN
ENDIF
C ------------------------------------------------------------------
IF(KF.EQ.80) THEN
C MATYAS FUNCTION

28
CALL MATYAS(M,X,F)
RETURN
ENDIF
C ------------------------------------------------------------------
IF(KF.EQ.81) THEN
C MISHRA_1 FUNCTION
CALL MISHRA_1(M,X,F)
RETURN
ENDIF
C ------------------------------------------------------------------
IF(KF.EQ.82) THEN
C MISHRA_2 FUNCTION
CALL MISHRA_2(M,X,F)
RETURN
ENDIF
C ------------------------------------------------------------------
IF(KF.EQ.83) THEN
C ZAKHAROV FUNCTION
CALL ZAKHAROV(M,X,F)
RETURN
ENDIF
C ------------------------------------------------------------------
IF(KF.EQ.84) THEN
C MULTOMOD FUNCTION
CALL MULTIMOD(M,X,F)
RETURN
ENDIF
C ------------------------------------------------------------------
IF(KF.EQ.85) THEN
C NONLINEAR FUNCTION
CALL NONLIN(M,X,F)
RETURN
ENDIF
C ------------------------------------------------------------------
IF(KF.EQ.86) THEN
C QUADRATIC FUNCTION
CALL QUADRATIC(M,X,F)
RETURN
ENDIF
C ------------------------------------------------------------------
IF(KF.EQ.87) THEN
C TRIGON FUNCTION
CALL TRIGON(M,X,F)
RETURN
ENDIF
C ------------------------------------------------------------------
IF(KF.EQ.88) THEN
C WAVY-1 FUNCTION
CALL WAVY1(M,X,F)
RETURN
ENDIF
C ------------------------------------------------------------------
IF(KF.EQ.89) THEN

29
C WAVY-2 FUNCTION
CALL WAVY2(M,X,F)
RETURN
ENDIF
C ------------------------------------------------------------------
IF(KF.EQ.90) THEN
C TREFETHEN FUNCTION
CALL TREFETHEN(M,X,F)
RETURN
ENDIF
C ------------------------------------------------------------------
IF(KF.EQ.91) THEN
C LINPROG1 FUNCTION
CALL LINPROG1(M,F,X)
RETURN
ENDIF
C ------------------------------------------------------------------
IF(KF.EQ.92) THEN
C LINPROG2 FUNCTION
CALL LINPROG2(M,F,X)
RETURN
ENDIF
C ------------------------------------------------------------------
IF(KF.EQ.93) THEN
C NEWF FUNCTION
CALL NEWF(M,X,F)
RETURN
ENDIF
C ------------------------------------------------------------------
IF(KF.EQ.94) THEN
C NEWG FUNCTION
CALL NEWG(M,X,F)
RETURN
ENDIF
C ------------------------------------------------------------------
IF(KF.EQ.95) THEN
C F8F2 FUNCTION
CALL F8F2(M,X,F)
RETURN
ENDIF
C ------------------------------------------------------------------
IF(KF.EQ.96) THEN
C KEANE BUMP FUNCTION
CALL KEANEBUMP(M,X,F)
RETURN
ENDIF
C ------------------------------------------------------------------
IF(KF.EQ.97) THEN
C LUNACEK FUNCTION
CALL LUNACEK(M,X,F)
RETURN
ENDIF
C ------------------------------------------------------------------

30
IF(KF.EQ.98) THEN
C LUNACEK FUNCTION
CALL LUNACEK1(M,X,F)
RETURN
ENDIF
C ------------------------------------------------------------------
IF(KF.EQ.99) THEN
C LUNACEK FUNCTION
CALL SCHAFFER7(M,X,F)
RETURN
ENDIF
C ------------------------------------------------------------------
IF(KF.EQ.100) THEN
C LUNACEK FUNCTION
CALL LOGSIN(M,X,F)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.101) THEN
C COVILLE FUNCTION
CALL COLVILLE(M,X,F)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.102) THEN
C MATINV FUNCTION
CALL MINVERSE(M,X,F)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.103) THEN
C QUAD FUNCTION
CALL QUAD(M,X,F)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.104) THEN
C QUAD1 FUNCTION
CALL QUAD1(M,X,F)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.105) THEN
C SINSIN FUNCTION
CALL SINSIN(M,X,F)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.106) THEN
C UDISK FUNCTION
CALL UDISK(M,X,F)
RETURN
ENDIF

31
C -----------------------------------------------------------------
IF(KF.EQ.107) THEN
C ICONSTRAIN FUNCTION
CALL ICONSTRAIN(M,X,F)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.108) THEN
C SUMSERIES FUNCTION
CALL SUMSERIES(M,X,F)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.109) THEN
C ZHENGZHOU FUNCTION
CALL ZHENG(M,X,F)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.110) THEN
C SPHERE FUNCTION
CALL SPHERE(M,X,F)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.111) THEN
C EBERS_MOLL FUNCTION
CALL EBERS_MOLL(M,X,F)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.112) THEN
C ALUFFI_PENTINI FUNCTION
CALL ALUFFI_PENTINI(M,X,F)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.113) THEN
C BECKER_LAGO FUNCTION
CALL BECKER_LAGO(M,X,F)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.114) THEN
C COSINE_MIXTURE FUNCTION
CALL COSINE_MIXTURE(M,X,F)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.115) THEN
C DEKKERS_AARTS FUNCTION
CALL DEKKERS_AARTS(M,X,F)
RETURN

32
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.116) THEN
C EPISTATIC_MICHALEWICZ FUNCTION
CALL EPISTATIC_MICHALEWICZ(M,X,F)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.117) THEN
C BREIMAN_CUTLER FUNCTION
CALL BREIMAN_CUTLER(M,X,F)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.118) THEN
C GULF_RESEARCH FUNCTION
CALL GULF_RESEARCH(M,X,F)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.119) THEN
C HELICAL_VALLEY FUNCTION
CALL HELICAL_VALLEY(M,X,F)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.120) THEN
C HOSAKI FUNCTION
CALL HOSAKI(M,X,F)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.121) THEN
C LEVY_MONTALVO1 FUNCTION
CALL LEVY_MONTALVO1(M,X,F)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.122) THEN
C LEVY_MONTALVO2 FUNCTION
CALL LEVY_MONTALVO2(M,X,F)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.123) THEN
C MEYER_ROTH FUNCTION
CALL MEYER_ROTH(M,X,F)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.124) THEN
C MIELE_CANTRELL FUNCTION
CALL MIELE_CANTRELL(M,X,F)

33
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.125) THEN
C MULTI_GAUSS FUNCTION
CALL MULTI_GAUSS(M,X,F)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.126) THEN
C NEUMAIER2 FUNCTION
CALL NEUMAIER2(M,X,F)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.127) THEN
C NEUMAIER3 FUNCTION
CALL NEUMAIER3(M,X,F)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.128) THEN
C ODD_SQUARE FUNCTION
CALL ODD_SQUARE(M,X,F)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.129) THEN
C PERIODIC FUNCTION
CALL PERIODIC(M,X,F)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.130) THEN
C POWELL_QUAD FUNCTION
CALL POWELL_QUAD(M,X,F)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.131) THEN
C SALOMON FUNCTION
CALL SALOMON(M,X,F)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.132) THEN
C SCHAFFER_2 FUNCTION
CALL SCHAFFER_2(M,X,F)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.133) THEN
C SHEKEL7 FUNCTION

34
CALL SHEKEL7(M,X,F)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.134) THEN
C SINUSOIDAL FUNCTION
CALL SINUSOIDAL(M,X,F)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.135) THEN
C MOD_LANGERMAN FUNCTION
CALL MOD_LANGERMAN(M,X,F)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.136) THEN
C CIRCULAR FUNCTION
CALL COMPETECOR(M,X,F)
RETURN
ENDIF
C -----------------------------------------------------------------
IF(KF.EQ.137) THEN
C CIRCULAR FUNCTION
CALL NEARCOR(M,X,F)
RETURN
ENDIF
C -----------------------------------------------------------------
C IF(KF.EQ.200) THEN
C ***** FUNCTION
C CALL SUBROUTINE(M,X,F)
C RETURN
C ENDIF
C =================================================================
WRITE(*,*)'FUNCTION NOT DEFINED. PROGRAM ABORTED'
STOP
END
C >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>
SUBROUTINE NEW_FUNCTION_1(M,X,F)
COMMON /RNDM/IU,IV
INTEGER IU,IV
DIMENSION X(*)
C FUNCTION #1 MIN = -0.18467 APPROX AT (-8.4666, -10) APPROX
F=0.D00
DO I=1,M
IF(DABS(X(I)).GT.10.D00) THEN
CALL RANDOM(RAND)
X(I)=(RAND-0.5D00)*20
ENDIF
ENDDO
F=DABS(DCOS(DSQRT(DABS(X(1)**2+X(2)))))**0.5 +0.01*X(1)+.01*X(2)

35
RETURN
END
C ----------------------------------------------------------------
COMMON /RNDM/IU,IV
INTEGER IU,IV
DIMENSION X(*)
C FUNCTION #2 MIN = -0.199409 APPROX AT (-9.94112, -10) APPROX
F=0.D00
DO I=1,M
CALL RANDOM(RAND)
X(I)=(RAND-0.5D00)*20
ENDIF
ENDDO
F=DABS(DSIN(DSQRT(DABS(X(1)**2+X(2)))))**0.5 +0.01*X(1)+.01*X(2)
RETURN
END
C ----------------------------------------------------------------
COMMON /RNDM/IU,IV
INTEGER IU,IV
DIMENSION X(*)
C FUNCTION #3 MIN = -1.01983 APPROX AT (-1.98682, -10.00000) APPROX
F=0.D00
DO I=1,M
CALL RANDOM(RAND)
X(I)=(RAND-0.5D00)*20
ENDIF
ENDDO
F1=DSIN(( DCOS(X(1))+DCOS(X(2)) )**2)**2
F2=DCOS(( DSIN(X(1))+DSIN(X(2)) )**2)**2
F=(F1+F2+X(1))**2 ! IS MULTIMODAL
F=F+ 0.01*X(1)+0.1*X(2) ! MAKES UNIMODAL
RETURN
END
C ----------------------------------------------------------------
COMMON /RNDM/IU,IV
INTEGER IU,IV
DIMENSION X(*)
C FUNCTION #4 MIN = -2.28395 APPROX AT (2.88631, 1.82326) APPROX
F=0.D00
DO I=1,M
CALL RANDOM(RAND)
X(I)=(RAND-0.5D00)*20
ENDIF
ENDDO

36
F1=DSIN((DCOS(X(1))+DCOS(X(2)))**2)**2
F2=DCOS((DSIN(X(1))+DSIN(X(2)))**2)**2
F3=-DLOG((F1-F2+X(1))**2 )
F=F3+0.1D00*(X(1)-1.D00)**2+0.1D00*(X(2)-1.D00)**2
RETURN
END
C ----------------------------------------------------------------
SUBROUTINE NEW_QUINTIC(M,X,F)
COMMON /RNDM/IU,IV
INTEGER IU,IV
DIMENSION X(*)
C QUINTIC FUNCTION:GLOBAL MINIMA,EXTREMELY DIFFICULT TO OPTIMIZE
C MIN VALUE = 0 AT PERMUTATION OF (2, 2,..., 2, -1, -1, ..., -1,
C -0.402627941) GIVES MIN F = 0.
F=0.D00
DO I=1,M
CALL RANDOM(RAND)
X(I)=(RAND-0.5D00)*20
ENDIF
ENDDO
F=0.D00
DO I=1,M
F=F+DABS(X(I)**5-3*X(I)**4+4*X(I)**3+2*X(I)**2-10*X(I)-4.D00)
ENDDO
F=1000*F
RETURN
END
C ----------------------------------------------------------------
SUBROUTINE NEEDLE_EYE(M,X,F)
COMMON /RNDM/IU,IV
INTEGER IU,IV
DIMENSION X(*)
C NEEDLE-EYE FUNCTION M=>1;
C MIN = 1 IF ALL ABS(X) ARE SMALLER THAN THE EYE
C SMALLER THE VALUE OF ZZ, MORE DIFFICULT TO ENTER THE EYE
C LARGER THE VALUE OF M, MORE DIFFICULT TO FIND THE OPTIMUM
F=0.D00
EYE=0.000001D00
FP=0.D00
DO I=1,M
IF(DABS(X(I)).GT.EYE) THEN
FP=1.D00
F=F+100.D00+DABS(X(I))
ELSE
F=F+1.D00
ENDIF
ENDDO
IF(FP.EQ.0.D00) F=F/M
RETURN
END

37
C -----------------------------------------------------------------
SUBROUTINE ZERO_SUM(M,X,F)
COMMON /RNDM/IU,IV
INTEGER IU,IV
DIMENSION X(*)
C ZERO SUM FUNCTION : MIN = 0 AT SUM(X(I))=0
F=0.D00
DO I=1,M
CALL RANDOM(RAND)
X(I)=(RAND-0.5D00)*20
ENDIF
ENDDO
SUM=0.D00
DO I=1,M
SUM=SUM+X(I)
ENDDO
IF(SUM.NE.0.D00) F=1.D00+(10000*DABS(SUM))**0.5
RETURN
END
C -----------------------------------------------------------------
SUBROUTINE CORANA(M,X,F)
COMMON /RNDM/IU,IV
INTEGER IU,IV
DIMENSION X(*)
C CORANA FUNCTION : MIN = 0 AT (0, 0, 0, 0) APPROX
F=0.D00
DO I=1,M
CALL RANDOM(RAND)
X(I)=(RAND-0.5D00)*2000
ENDIF
ENDDO
DO J=1,M
IF(J.EQ.1) DJ=1.D00
IF(J.EQ.2) DJ=1000.D00
IF(J.EQ.3) DJ=10.D00
IF(J.EQ.4) DJ=100.D00
ISGNXJ=1
IF(X(J).LT.0.D00) ISGNXJ=-1
ZJ=(DABS(X(J)/0.2D00)+0.49999)*ISGNXJ*0.2D00
ISGNZJ=1
IF(ZJ.LT.0.D00) ISGNZJ=-1
IF(DABS(X(J)-ZJ).LT.0.05D00) THEN
F=F+0.15D00*(ZJ-0.05D00*ISGNZJ)**2 * DJ
ELSE
F=F+DJ*X(J)**2
ENDIF
ENDDO
RETURN
END

38
C -----------------------------------------------------------------
SUBROUTINE MODIFIED_RCOS(M,X,F)
COMMON /RNDM/IU,IV
INTEGER IU,IV
DIMENSION X(*)
C MODIFIED RCOS FUNCTION MIN=-0.179891 AT (-3.196989, 12.52626)APPRX
PI=4*DATAN(1.D00)
F=0.D00
IF(X(1).LT.-5.D00 .OR. X(1).GT.10.D00) THEN
CALL RANDOM(RAND)
X(1)=RAND*15.D00 -5.D00
ENDIF
IF(X(2).LT.0.D00 .OR. X(2).GT.15.D00) THEN
CALL RANDOM(RAND)
X(2)=RAND*15.D00
ENDIF
CA=1.D00
CB=5.1/(4*PI**2)
CC=5.D00/PI
CD=6.D00
CE=10.D00
CF=1.0/(8*PI)
F1=CA*(X(2)-CB*X(1)**2+CC*X(1)-CD)**2
F2=CE*(1.D00-CF)*DCOS(X(1))*DCOS(X(2))
F3=DLOG(X(1)**2+X(2)**2+1.D00)
F=-1.0/(F1+F2+F3+CE)
RETURN
END
C ----------------------------------------------------------------
SUBROUTINE FREUDENSTEIN_ROTH(M,X,F)
COMMON /RNDM/IU,IV
INTEGER IU,IV
DIMENSION X(*)
C FREUDENSTEIN ROTH FUNCTION : MIN = 0 AT (5, 4)
F=0.D00
DO I=1,M
CALL RANDOM(RAND)
X(I)=(RAND-0.5D00)*20
ENDIF
ENDDO
F1=(-13.D00+X(1)+((5.D00-X(2))*X(2)-2)*X(2))**2
F2=(-29.D00+X(1)+((X(2)+1.D00)*X(2)-14.D00)*X(2))**2
F=F1+F2
RETURN
END
C -----------------------------------------------------------------
SUBROUTINE ANNS_XOR(M,X,F)
COMMON /RNDM/IU,IV
INTEGER IU,IV

39
DIMENSION X(*)
C ANNS XOR FUNCTION (PARSOPOULOS, KE, PLAGIANAKOS, VP, MAGOULAS, GD
C AND VRAHATIS, MN "STRETCHING TECHNIQUE FOR OBTAINING GLOBAL
C MINIMIZERS THROUGH PARTICLE SWARM OPTIMIZATION")
C MIN=0.9597588 FOR X=(1, -1, 1, -1, -1, 1, 1, -1, 0.421134) APPROX
C OBTAINED BY DIFFERENTIAL EVOLUTION PROGRAM
F=0.D00
DO I=1,M
CALL RANDOM(RAND)
X(I)=(RAND-0.5D00)*2
ENDIF
ENDDO
F11=X(7)/(1.D00+DEXP(-X(1)-X(2)-X(5)))
F12=X(8)/(1.D00+DEXP(-X(3)-X(4)-X(6)))
F1=(1.D00+DEXP(-F11-F12-X(9)))**(-2)
F21=X(7)/(1.D00+DEXP(-X(5)))
F22=X(8)/(1.D00+DEXP(-X(6)))
F2=(1.D00+DEXP(-F21-F22-X(9)))**(-2)
F31=X(7)/(1.D00+DEXP(-X(1)-X(5)))
F32=X(8)/(1.D00+DEXP(-X(3)-X(6)))
F3=(1.D00-(1.D00+DEXP(-F31-F32-X(9)))**(-1))**2
F41=X(7)/(1.D00+DEXP(-X(2)-X(5)))
F42=X(8)/(1.D00+DEXP(-X(4)-X(6)))
F4=(1.D00-(1.D00+DEXP(-F41-F42-X(9)))**(-1))**2
F=F1+F2+F3+F4
RETURN
END
C -----------------------------------------------------------------
SUBROUTINE PERM_1(M,X,F)
COMMON /RNDM/IU,IV
INTEGER IU,IV
DIMENSION X(*)
C PERM FUNCTION #1 MIN = 0 AT (1, 2, 3, 4)
C BETA => 0. CHANGE IF NEEDED. SMALLER BETA RAISES DIFFICULY
C FOR BETA=0, EVERY PERMUTED SOLUTION IS A GLOBAL MINIMUM
BETA=50.D00
F=0.D00
DO I=1,M
IF(DABS(X(I)).GT.M) THEN
CALL RANDOM(RAND)
X(I)=(RAND-0.5D00)*2*M
ENDIF
ENDDO
DO K=1,M
SUM=0.D00
DO I=1,M
SUM=SUM+(I**K+BETA)*((X(I)/I)**K-1.D00)
ENDDO
F=F+SUM**2
ENDDO
RETURN

40
END
C -----------------------------------------------------------------
SUBROUTINE PERM_2(M,X,F)
COMMON /RNDM/IU,IV
INTEGER IU,IV
DIMENSION X(*)
C PERM FUNCTION #2 MIN = 0 AT (1/1, 1/2, 1/3, 1/4,..., 1/M)
C BETA => 0. CHANGE IF NEEDED. SMALLER BETA RAISES DIFFICULY
C FOR BETA=0, EVERY PERMUTED SOLUTION IS A GLOBAL MINIMUM
BETA=10.D00
DO I=1,M
CALL RANDOM(RAND)
X(I)=(RAND-.5D00)*2
ENDIF
SGN=X(I)/DABS(X(I))
ENDDO
F=0.D00
DO K=1,M
SUM=0.D00
DO I=1,M
SUM=SUM+(I+BETA)*(X(I)**K-(1.D00/I)**K)
ENDDO
F=F+SUM**2
ENDDO
RETURN
END
C -----------------------------------------------------------------
SUBROUTINE POWER_SUM(M,X,F)
COMMON /RNDM/IU,IV
INTEGER IU,IV
DIMENSION X(*)
C POWER SUM FUNCTION; MIN = 0 AT PERM(1,2,2,3) FOR B=(8,18,44,114)
C 0 =< X <=4
F=0.D00
DO I=1,M
C ANY PERMUTATION OF (1,2,2,3) WILL GIVE MIN = ZERO
IF(X(I).LT.0.D00 .OR. X(I).GT.4.D00) THEN
CALL RANDOM(RAND)
X(I)=RAND*4
ENDIF
ENDDO
DO K=1,M
SUM=0.D00
DO I=1,M
SUM=SUM+X(I)**K
ENDDO
IF(K.EQ.1) B=8.D00
IF(K.EQ.2) B=18.D00
IF(K.EQ.3) B=44.D00
IF(K.EQ.4) B=114.D00

41
F=F+(SUM-B)**2
ENDDO
RETURN
END
C -----------------------------------------------------------------
SUBROUTINE GOLDSTEIN_PRICE(M,X,F)
COMMON /RNDM/IU,IV
INTEGER IU,IV
DIMENSION X(*)
C GOLDSTEIN PRICE FUNCTION : MIN VALUE = 3 AT (0, -1)
F=0.D00
DO I=1,M
CALL RANDOM(RAND)
X(I)=(RAND-.5D00)*20
ENDIF
ENDDO
F11=(X(1)+X(2)+1.D00)**2
F12=(19.D00-14*X(1)+ 3*X(1)**2-14*X(2)+ 6*X(1)*X(2)+ 3*X(2)**2)
F1=1.00+F11*F12
F21=(2*X(1)-3*X(2))**2
F22=(18.D00-32*X(1)+12*X(1)**2+48*X(2)-36*X(1)*X(2)+27*X(2)**2)
F2=30.D00+F21*F22
F= (F1*F2)
RETURN
END
C -----------------------------------------------------------------
SUBROUTINE BUKIN_6(M,X,F)
COMMON /RNDM/IU,IV
INTEGER IU,IV
DIMENSION X(*)
C BUKIN'S 6TH FUNCTION MIN = 0 FOR (-10, 1)
C -15. LE. X(1) .LE. -5 AND -3 .LE. X(2) .LE. 3
IF(X(1).LT. -15.D00 .OR. X(1) .GT. -5.D00) THEN
CALL RANDOM(RAND)
X(1)=-(RAND*10+5.D00)
ENDIF
IF(DABS(X(2)).GT.3.D00) THEN
CALL RANDOM(RAND)
X(2)=(RAND-.5D00)*6.0D0
ENDIF
F=100.D0*DSQRT(DABS(X(2)-0.01D0*X(1)**2))+ 0.01D0*DABS(X(1)+10.D0)
F=F*100000.D0
RETURN
END
C -----------------------------------------------------------------
SUBROUTINE NEW_FN_8(M,X,F)
COMMON /RNDM/IU,IV
INTEGER IU,IV
DIMENSION X(*)

42
C NEW N#8 FUNCTION (MULTIPLE GLOBAL MINIMA)

C MIN VALUE = -1 AT (0.766623262 0.78606561) APPROX
F=0.D00
DO I=1,M
IF(X(I).LT.0.5D00 .OR. X(I).GT.1.D00) THEN
CALL RANDOM(RAND)
X(I)=RAND/2.D00
ENDIF
ENDDO
F=-DEXP(-DABS(DLOG(.001D00+DABS((DSIN(X(1)+X(2))+DSIN(X(1)-X(2))+
& (DCOS(X(1)+X(2))*DCOS(X(1)-X(2))+.001))**2)+
& .01D00*(X(2)-X(1))**2)))
RETURN
END
C ----------------------------------------------------------------
SUBROUTINE DCS(M,F,X)
C FOR DEFLECTED CORRUGATED SPRING FUNCTION
IMPLICIT DOUBLE PRECISION (A-H, O-Z)
DIMENSION X(*),C(100)
C OPTIMAL VALUES OF (ALL) X ARE ALPHA , AND K IS ONLY FOR SCALING
C OPTIMAL VALUE OF F IS -1. DIFFICULT TO OPTIMIZE FOR LARGER M.
DATA K,ALPHA/5,5.D00/ ! K AND ALPHA COULD TAKE ON ANY OTHER VALUES
!----------------------------------------------------------
R2=0.D00
DO I=1,M
C(I)=ALPHA
R2=R2+(X(I)-C(I))**2
ENDDO
R=DSQRT(R2)
F=-DCOS(K*R)+0.1D00*R2
RETURN
END
C -----------------------------------------------------------------
SUBROUTINE FACTOR1(M,F,X)
C FACTORIAL FUNCTION; MIN (1, 2, 3, ...., M) = 0
C FACT = FACTORIAL(M) = 1 X 2 X 3 X 4 X .... X M
C FIND X(I), I=1,2,...,M SUCH THAT THEIR PRODUCT IS EQUAL TO FACT.
C LARGER THE VALUE OF M (=>8) OR SO, HARDER IS THE PROBLEM
DIMENSION X(*)
F=0.D00
FACT=1.D00
P=1.D00
DO I=1,M
FACT=FACT*I
P=P*X(I)
F=F+DABS(P-FACT)**2
ENDDO
RETURN
END
C -----------------------------------------------------------------
SUBROUTINE DECANOM(M,F,X)
C DECANOMIAL FUNCTION; MIN (2, -3) = 0

43

COMMON /RNDM/IU,IV
INTEGER IU,IV
DIMENSION X(*)
DO I=1,M
CALL RANDOM(RAND)
X(I)= (RAND-0.5D00)*8
ENDIF
ENDDO
F1= DABS(X(1)**10-20*X(1)**9+180*X(1)**8-960*X(1)**7+
& 3360*X(1)**6-8064*X(1)**5+13340*X(1)**4-15360*X(1)**3+
& 11520*X(1)**2-5120*X(1)+2624.D00)
F2= DABS(X(2)**4+12*X(2)**3+54*X(2)**2+108*X(2)+81.D00)
F=0.001D00*(F1+F2)**2
RETURN
END
C ----------------------------------------------------------------
SUBROUTINE JUDGE(M,F,X)
PARAMETER (N=20)
C THIS SUBROUTINE IS FROM THE EXAMPLE IN JUDGE ET AL., THE THEORY
C AND PRACTICE OF ECONOMETRICS, 2ND ED., PP. 956-7. THERE ARE TWO
C OPTIMA: F(0.86479,1.2357)=16.0817307 (WHICH IS THE GLOBAL MINUMUM)
C AND F(2.35,-0.319)=20.9805 (WHICH IS LOCAL). ADAPTED FROM BILL
C GOFFE'S SIMMAN (SIMULATED ANNEALING) PROGRAM
DIMENSION Y(N), X2(N), X3(N), X(*)
DATA (Y(I),I=1,N)/4.284,4.149,3.877,0.533,2.211,2.389,2.145,
& 3.231,1.998,1.379,2.106,1.428,1.011,2.179,2.858,1.388,1.651,
& 1.593,1.046,2.152/
DATA (X2(I),I=1,N)/.286,.973,.384,.276,.973,.543,.957,.948,.543,
& .797,.936,.889,.006,.828,.399,.617,.939,.784,.072,.889/
DATA (X3(I),I=1,N)/.645,.585,.310,.058,.455,.779,.259,.202,.028,
& .099,.142,.296,.175,.180,.842,.039,.103,.620,.158,.704/
F=0.D00
DO I=1,N
F=F+(X(1) + X(2)*X2(I) + (X(2)**2)*X3(I) - Y(I))**2
ENDDO
RETURN
END
C -----------------------------------------------------------------
SUBROUTINE DODECAL(M,F,X)
COMMON /RNDM/IU,IV
INTEGER IU,IV
DIMENSION X(*)
C DODECAL POLYNOMIAL MIN F(1,2,3)=0
DO I=1,M
CALL RANDOM(RAND)
X(I)=(RAND-0.5D00)*10

44
ENDIF
ENDDO
F=0.D00
F1=2*X(1)**3+5*X(1)*X(2)+4*X(3)-2*X(1)**2*X(3)-18.D00
F2=X(1)+X(2)**3+X(1)*X(2)**2+X(1)*X(3)**2-22.D00
F3=8*X(1)**2+2*X(2)*X(3)+2*X(2)**2+3*X(2)**3-52.D00
F=(F1*F3*F2**2+F1*F2*F3**2+F2**2+(X(1)+X(2)-X(3))**2)**2
RETURN
END
C ----------------------------------------------------------------
SUBROUTINE SEQP(M,F,X)
DIMENSION X(*), K(2)
C FOR WHAT VALUES X(1)+X(2)=X(1)*X(2) ? ANSWER: FOR (0,0) AND (2,2)
C WHILE X(1), X(2) ARE INTEGERS.
DO I=1,M
K(I)=X(I)
ENDDO
F1=K(1)+K(2)
F2=K(1)*K(2)
C F=(F1-F2)**2 ! TURN ALIVE THIS XOR
F=DABS(F1-F2) ! TURN ALIVE THIS - BUT NOT BOTH --------------
DO I=1,M
X(I)=K(I)
ENDDO
RETURN
END
C -----------------------------------------------------------------
SUBROUTINE AMGM(M,F,X)
DIMENSION X(*)
C FOR WHAT VALUES ARITHMETIC MEAN = GEOMETRIC MEAN ? THE ANSWER IS:
C IF X(1)=X(2)=....=X(M) AND ALL X ARE NON-NEGATIVE
C TAKE ONLY THE ABSOLUTE VALUES OF X
SUM=0.D00
DO I=1,M
X(I)=DABS(X(I))
ENDDO
C SET SUM = SOME POSITIVE NUMBER. THIS MAKES THE FUNCTION UNIMODAL
SUM= 100.D00 ! TURNED ALIVE FOR UNIQUE MINIMUM AND SET SUM TO
C SOME POSITIVE NUMBER. HERE IT IS 100; IT COULD BE ANYTHING ELSE.
F1=0.D00
F2=1.D00
DO I=1,M
F1=F1+X(I)
F2=F2*X(I)
ENDDO
XSUM=F1
F1=F1/M ! SUM DIVIDED BY M = ARITHMETIC MEAN
F2=F2**(1.D00/M) ! MTH ROOT OF THE PRODUCT = GEOMETRIC MEAN
F=(F1-F2)**2

45
IF(SUM.GT.0.D00) F=F+(SUM-XSUM)**2
RETURN
END
C -----------------------------------------------------------------
SUBROUTINE FUNCT2(M,F,X)
C REF: YAO, X. AND LIU, Y. (1996): FAST EVOLUTIONARY PROGRAMMING
C IN FOGEL, L.J., ANGELIN, P.J. AND BACK, T. (ED) PROCEEDINGS OF THE
C FIFTH ANNUAL CONFERENCE ON EVOLUTIONARY PROGRAMMING, PP. 451-460,
C MIT PRESS, CAMBRIDGE, MASS.
C MIN F (0, 0, ..., 0) = 0
COMMON /RNDM/IU,IV
INTEGER IU,IV
DIMENSION X(*)
F=0.D00
F1=1.D00
DO I=1,M
CALL RANDOM(RAND)
X(I)=(RAND-.5D00)*20
ENDIF
ENDDO
DO I=1,M
F=F+DABS(X(I))
F1=F1*DABS(X(I))
ENDDO
F=F+F1
RETURN
END
C -----------------------------------------------------------------
C MIN F (0, 0, ... , 0) = 0
COMMON /RNDM/IU,IV
INTEGER IU,IV
DIMENSION X(*)
F=0.D00
F1=0.D00
DO I=1,M
CALL RANDOM(RAND)
X(I)=(RAND-.5D00)*200
ENDIF
ENDDO
DO I=1,M
F1=0.D00
DO J=1,I
F1=F1+X(J)**2
ENDDO
F=F+F1
ENDDO
RETURN

46
END
C -----------------------------------------------------------------
C MIN F (0, 0, ..., 0) = 0
COMMON /RNDM/IU,IV
INTEGER IU,IV
DIMENSION X(*)
F=0.D00
DO I=1,M
IF(X(I).LT.0.D00 .OR. X(I).GE.M) THEN
CALL RANDOM(RAND)
X(I)=RAND*2*M
ENDIF
ENDDO
C FIND MAX(X(I))=MAX(ABS(X(I))) NOTE: HERE X(I) CAN BE ONLY POSITIVE
XMAX=X(1)
DO I=1,M
IF(XMAX.LT.X(I)) XMAX=X(I)
ENDDO
F=XMAX
RETURN
END
C ----------------------------------------------------------------
C MIN F (-.5, -.5, ..., -.5) = 0
COMMON /RNDM/IU,IV
INTEGER IU,IV
DIMENSION X(*)
F=0.D00
DO I=1,M
CALL RANDOM(RAND)
X(I)=(RAND-.5D00)*200
ENDIF
ENDDO
DO I=1,M
F=F+(X(I)+0.5D00)**2
ENDDO
RETURN
END
C -----------------------------------------------------------------
C MIN F(0, 0, ..., 0) = 0
COMMON /RNDM/IU,IV
INTEGER IU,IV
DIMENSION X(*)
F=0.D00

47
DO I=1,M
IF(DABS(X(I)).GT.1.28D00) THEN
CALL RANDOM(RAND)
X(I)=(RAND-0.5D00)*2.56D00
ENDIF
ENDDO
DO I=1,M
CALL RANDOM(RAND)
F=F+(I*X(I)**4)
ENDDO
CALL RANDOM(RAND)
F=F+RAND
RETURN
END
C ---------------------------------------------------------------
COMMON /RNDM/IU,IV
INTEGER IU,IV
DIMENSION X(100),Y(100)
DATA A,B,C /10.D00,100.D00,4.D00/
PI=4.D00*DATAN(1.D00)
F=0.D00
C MIN F (-1, -1, -1, ..., -1) = 0
C X(I)=-1.D00 ! TO CHECK, TURN IT ALIVE
DO I=1,M
CALL RANDOM(RAND)
X(I)=(RAND-0.5D00)*100.D00
ENDIF
ENDDO
F1=0.D00
DO I=1,M
XX=DABS(X(I))
U=0.D00
IF(XX.GT.A) U=B*(XX-A)**C
F1=F1+U
ENDDO
F2=0.D00
DO I=1,M-1
Y(I)=1.D00+.25D00*(X(I)+1.D00)
F2=F2+ (Y(I)-1.D00)**2 * (1.D00+10.D00*(DSIN(PI*X(I+1))**2))
ENDDO
Y(M)=1.D00+.25D00*(X(M)+1.D00)
F3=(Y(M)-1.D00)**2
Y(1)=1.D00+.25D00*(X(1)+1.D00)
F4=10.D00*(DSIN(PI*Y(1)))**2
F=(PI/M)*(F4+F2+F3)+F1
RETURN
END
C ---------------------------------------------------------------

48

COMMON /RNDM/IU,IV
INTEGER IU,IV
DIMENSION X(100)
DATA A,B,C /5.D00,100.D00,4.D00/
PI=4*DATAN(1.D00)
F=0.D00
C MIN F (1, 1, 1, ..., 4.7544 APPROX) = -1.15044 APPROX
C X(I)=1.D00 ! TO CHECK, TURN IT ALIVE
C X(M)=-4.7544 ! TO CHECK, TURN IT ALIVE
DO I=1,M
CALL RANDOM(RAND)
X(I)=(RAND-.5D00)*100.D00
ENDIF
ENDDO
F1=0.D00
DO I=1,M
XX=DABS(X(I))
U=0.D00
IF(XX.GT.A) U=B*(XX-A)**C
F1=F1+U
ENDDO
F2=0.D00
DO I=1,M-1
F2=F2+ (X(I)-1.D00)**2 * (1.D00+(DSIN(3*PI*X(I+1))**2))
ENDDO
F3=(X(M)-1.D00)* (1.D00+(DSIN(2*PI*X(M)))**2)
F4=(DSIN(3*PI*X(1)))**2
F=0.1*(F4+F2+F3)+F1
RETURN
END
C -----------------------------------------------------------------
C MIN F (-31.98, 31.98) = 0.998
PARAMETER (N=25,NN=2)
COMMON /RNDM/IU,IV
INTEGER IU,IV
DIMENSION X(2), A(NN,N)
DATA (A(1,J),J=1,N) /-32.D00,-16.D00,0.D00,16.D00,32.D00,-32.D00,
& -16.D00,0.D00,16.D00,32.D00,-32.D00,-16.D00,0.D00,16.D00,32.D00,
& -32.D0,-16.D0,0.D0,16.D0,32.D0,-32.D0,-16.D0,0.D0,16.D0,32.D0/
DATA (A(2,J),J=1,N) /-32.D00,-32.D00,-32.D00,-32.D00,-32.D00,
& -16.D00,-16.D00,-16.D00,-16.D00,-16.D00,0.D00,0.D00,0.D00,0.D00,
& 0.D00,16.D00,16.D00,16.D00,16.D00,16.D00,32.D00,32.D00,
& 32.D00,32.D00,32.D00/
F=0.D00
DO I=1,M

49
CALL RANDOM(RAND)
X(I)=(RAND-.5D00)*200.D00
ENDIF
ENDDO
F1=0.D00
DO J=1,N
F2=0.D00
DO I=1,2
F2=F2+(X(I)-A(I,J))**6
ENDDO
F2=1.D00/(J+F2)
F1=F1+F2
ENDDO
F=1.D00/(0.002D00+F1)
RETURN
END
C -----------------------------------------------------------------
C MIN F(.19, .19, .12, .14) = 0.3075
PARAMETER (N=11)
COMMON /RNDM/IU,IV
INTEGER IU,IV
DIMENSION X(*), A(N),B(N)
DATA (A(I),I=1,N) /.1957D00,.1947D00,.1735D00,.16D00,.0844D00,
& .0627D00,.0456D00,.0342D00,.0323D00,.0235D00,.0246D00/
DATA (B(I),I=1,N) /0.25D00,0.5D00,1.D00,2.D00,4.D00,6.D00,8.D00,
& 10.D00,12.D00,14.D00,16.D00/
DO I=1,N
B(I)=1.D00/B(I)
ENDDO
F=0.D00
DO I=1,M
CALL RANDOM(RAND)
X(I)=(RAND-.5D00)*10.D00
ENDIF
ENDDO
DO I=1,N
F1=X(1)*(B(I)**2+B(I)*X(2))
F2=B(I)**2+B(I)*X(3)+X(4)
F=F+(A(I)-F1/F2)**2
ENDDO
F=F*1000
RETURN
END
C -----------------------------------------------------------------
SUBROUTINE HOUGEN(A,M,F)
PARAMETER(N=13,K=3)
COMMON /RNDM/IU,IV

50
INTEGER IU,IV
DIMENSION X(N,K),RATE(N),A(*)
C ----------------------------------------------------------------
C HOUGEN FUNCTION (HOUGEN-WATSON MODEL FOR REACTION KINATICS)
C NO. OF PARAMETERS (A) TO ESTIMATE = 5 = M
C BEST RESULTS ARE:

C A(1)=1.253031; A(2)=1.190943; A(3)=0.062798; A(4)=0.040063
C A(5)=0.112453 ARE BEST ESTIMATES OBTAINED BY ROSENBROCK &
C QUASI-NEWTON METHOD WITH SUM OF SQUARES OF DEVIATION =0.298900994
C AND R=0.99945.
C THE NEXT BEST RESULTS GIVEN BY HOOKE-JEEVES & QUASI-NEWTON

C A(1)=2.475221;A(2)=0.599177; A(3)=0.124172; A(4)=0.083517
C A(5)=0.217886; SUM OF SQUARES OF DEVIATION = 0.318593458
C R=0.99941
C MOST OF THE OTHER METHODS DO NOT PERFORM WELL
C -----------------------------------------------------------------
DATA X(1,1),X(1,2),X(1,3),RATE(1) /470,300,10,8.55/
DATA X(2,1),X(2,2),X(2,3),RATE(2) /285,80,10,3.79/
DATA X(3,1),X(3,2),X(3,3),RATE(3) /470,300,120,4.82/
DATA X(4,1),X(4,2),X(4,3),RATE(4) /470,80,120,0.02/
DATA X(5,1),X(5,2),X(5,3),RATE(5) /470,80,10,2.75/
DATA X(6,1),X(6,2),X(6,3),RATE(6) /100,190,10,14.39/
DATA X(7,1),X(7,2),X(7,3),RATE(7) /100,80,65,2.54/
DATA X(8,1),X(8,2),X(8,3),RATE(8) /470,190,65,4.35/
DATA X(9,1),X(9,2),X(9,3),RATE(9) /100,300,54,13/
DATA X(10,1),X(10,2),X(10,3),RATE(10) /100,300,120,8.5/
DATA X(11,1),X(11,2),X(11,3),RATE(11) /100,80,120,0.05/
DATA X(12,1),X(12,2),X(12,3),RATE(12) /285,300,10,11.32/
DATA X(13,1),X(13,2),X(13,3),RATE(13) /285,190,120,3.13/
C WRITE(*,1)((X(I,J),J=1,K),RATE(I),I=1,N)
C 1 FORMAT(4F8.2)
DO J=1,M
IF(DABS(A(J)).GT.5.D00) THEN
CALL RANDOM(RAND)
A(J)=RAND
ENDIF
ENDDO
F=0.D00
DO I=1,N
D=1.D00
DO J=1,K
D=D+A(J+1)*X(I,J)
ENDDO
FX=(A(1)*X(I,2)-X(I,3)/A(M))/D
C FX=(A(1)*X(I,2)-X(I,3)/A(5))/(1.D00+A(2)*X(I,1)+A(3)*X(I,2)+
C A(4)*X(I,3))
F=F+(RATE(I)-FX)**2
ENDDO
RETURN
END
C ----------------------------------------------------------------

51
SUBROUTINE GIUNTA(M,X,F)
COMMON /RNDM/IU,IV
INTEGER IU,IV
DIMENSION X(*)
C GIUNTA FUNCTION
C X(I) = -1 TO 1; M=2
DO I=1,M
CALL RANDOM(RAND)
X(I)=(RAND-0.5D00)*2.D00
ENDIF
ENDDO
C=16.D00/15.D00
F=DSIN(C*X(1)-1.D0)+DSIN(C*X(1)-1.D0)**2+DSIN(4*(C*X(1)-1.D0))/50+
&DSIN(C*X(2)-1.D0)+DSIN(C*X(2)-1.D0)**2+DSIN(4*(C*X(2)-1.D0))/50+.6
RETURN
END
C -----------------------------------------------------------------
SUBROUTINE EGGHOLD(M,X,F)
C EGG HOLDER FUNCTION
COMMON /RNDM/IU,IV
INTEGER IU,IV
DIMENSION X(*)
DO I=1,M
CALL RANDOM(RAND)
X(I)=(RAND-0.5D00)*1024.D00
ENDIF
ENDDO
F=0.D00
DO I=1,M-1
F1=-(X(I+1)+47.D00)
F2=DSIN( DSQRT( DABS( X(I+1)+X(I)/2+47.D00 ) ) )
F3=DSIN( DSQRT( DABS( X(I)-(X(I+1)+47.D00) ) ))
F4=-X(I)
F=F+ F1*F2+F3*F4
ENDDO
RETURN
END
C ----------------------------------------------------------------
SUBROUTINE TRID(M,X,F)
C TRID FUNCTION
DIMENSION X(*)
F1=0.D00
F2=0.D00
DO I=1, M
F1=F1+(X(I)-1.D00)**2
ENDDO
DO I=2, M
F2=F2+X(I)*X(I-1)

52
ENDDO
F=F1-F2
RETURN
END
C -----------------------------------------------------------------
SUBROUTINE GRIEWANK(M,X,F)
DIMENSION X(*)
C GRIEWANK FUNCTION
F1=0.D00
F2=1.0D00
DO I=1,M
F1=F1+X(I)**2
FI=DFLOAT(I)
F2=F2*DCOS(X(I)/DSQRT(FI))
ENDDO
F=F1/4000.D00-F2+1.0D00
RETURN
END
C -----------------------------------------------------------------
SUBROUTINE WEIERSTRASS(M,X,F)
COMMON /RNDM/IU,IV
INTEGER IU,IV
DIMENSION X(*)
PI=4*DATAN(1.D00)
C WEIERSTRASS FUNCTION ------------------------------------
DATA AX,BX,KMAX/0.5D00,3.D00,20/
F1=0.D00
F2=0.D00
DO I=1,M
CALL RANDOM(RAND)
X(I)=RAND-0.5D00
ENDIF
ENDDO
DO I=1,M
S=0.D00
DO KK=1,KMAX+1
K=KK-1
S=S+(AX**K*DCOS(2*PI*BX**K*(X(I)+0.5D00)))
ENDDO
F1=F1+S
ENDDO
DO KK=1,KMAX+1
K=KK-1
F2=F2+(AX**K*DCOS(2*PI*BX**K*0.5D00))
ENDDO
F=F1-M*F2
RETURN

53
END
C ----------------------------------------------------------------
SUBROUTINE LEVY3(M,X,F)
COMMON /RNDM/IU,IV
INTEGER IU,IV
DIMENSION X(*)
C LEVY # 3 (LEVY ET AL. 1981) ------------------------------------
DO I=1,M
CALL RANDOM(RAND)
X(I)=(RAND-0.5D00)*20
ENDIF
ENDDO
F1=0.0D+00
F2=0.0D+00
DO I=1,5
F1=F1+(I*DCOS((I-1)*X(1)+I))
F2=F2+(I*DCOS((I+1)*X(2)+I))
ENDDO
F=F1*F2
RETURN
END
C -----------------------------------------------------------------
DIMENSION X(*)
F1=0.0D+00
F2=0.0D+00
DO I=1,5
F1=F1+(I*DCOS((I-1)*X(1)+I))
F2=F2+(I*DCOS((I+1)*X(2)+I))
ENDDO
F3=(X(1)+1.42513D+00)**2
F4=(X(2)+0.80032D+00)**2
F=(F1*F2) + (F3+F4)
RETURN
END
C ----------------------------------------------------------------
PARAMETER (MX=200)
DIMENSION X(*),Y(MX)
PI=4*DATAN(1.D00)
C LEVY # 8 FUNCTION ----------------------------------------------
DO I=1,M
Y(I)=1.D+00+(X(I)-1.D+00)/4.D+00
ENDDO
F1=DSIN(PI*Y(1))**2
F3=(Y(M)-1.D+00)**2
F2=0.D+00
DO I=1,M-1
F2=F2+((Y(I)-1.D+00)**2)*(1.D+00+10.D+00*(DSIN(PI*Y(I+1)))**2)

54
ENDDO
F=F1+F2+F3
RETURN
END
C -----------------------------------------------------------------
SUBROUTINE RASTRIGIN(M,X,F)
DIMENSION X(*)
PI=4*DATAN(1.D00)
C RASTRIGIN'S FUNCTION
F=0.D00
DO I=1,M
F=F+ X(I)**2 -10*DCOS(2*PI*X(I)) + 10.D00
ENDDO
RETURN
END
C -----------------------------------------------------------------
SUBROUTINE ACKLEY(M,X,F)
C ACKLEY FUNCTION
COMMON /RNDM/IU,IV
INTEGER IU,IV
DIMENSION X(*)
PI=4*DATAN(1.D00)
F=20.D00+DEXP(1.D00)
DO I=1,M
IF(X(I).LT. -15.D00 .OR. X(I).GT.30.D00) THEN
CALL RANDOM(RAND)
X(I)=(RAND-0.5D00)*90 -15.D00
ENDIF
ENDDO
F1=0.D00
F2=0.D00
DO I=1,M
F1=F1+X(I)**2
F2=F2+DCOS(2*PI*X(I))
ENDDO
F1=-20*DEXP(-0.2D00*DSQRT(F1/M))
F2=-DEXP(F2/M)
F=F+F1+F2
RETURN
END
C ----------------------------------------------------------------
SUBROUTINE MICHALEWICZ(M,X,F)
COMMON /RNDM/IU,IV
INTEGER IU,IV
DIMENSION X(*)
C MICHALEWICZ FUNCTION [ 0 <= X(I) <= PI ] MP IS A PARAMETER
MP=10 ! SET IT TO THE DESIRED VALUE
PI=4*DATAN(1.D00)
DO I=1,M
IF(X(I).LT.0.D00 .OR. X(I).GT.PI)THEN

55
CALL RANDOM(RAND)
X(I)=RAND*PI
ENDIF
ENDDO
F=0.D00
DO I=1,M
F=F-DSIN(X(I))*(DSIN(I*X(I)**2/PI))**(2*MP)
ENDDO
RETURN
END
C -----------------------------------------------------------------
SUBROUTINE SCHWEFEL(M,X,F)
C SCHWEFEL FUNCTION
COMMON /RNDM/IU,IV
INTEGER IU,IV
DIMENSION X(*)
DO I=1,M
IF(DABS(X(I)).GT.500) THEN
CALL RANDOM(RAND)
X(I)=(RAND-0.5D00)*1000
ENDIF
ENDDO
F=0.D00
DO I=1,M
F=F+ X(I)*DSIN(DSQRT(DABS(X(I))))
ENDDO
!F=418.9829D00*M - F
RETURN
END
C -----------------------------------------------------------------
SUBROUTINE SHUBERT(M,X,F)
C SHUBERT FUNCTION
COMMON /RNDM/IU,IV
INTEGER IU,IV
DIMENSION X(*)
DO I=1,M
CALL RANDOM(RAND)
X(I)=(RAND-0.5D00)*20
ENDIF
ENDDO
F1=0.D00
F2=0.D00
DO I=1,5
F1=F1+I*DCOS((I+1.D00)*X(1)+I)
F2=F2+I*DCOS((I+1.D00)*X(2)+I)
ENDDO
F=F1*F2
RETURN
END
C -----------------------------------------------------------------

56
SUBROUTINE DIXPRICE(M,X,F)
C DIXON & PRICE FUNCTION
COMMON /RNDM/IU,IV
INTEGER IU,IV
DIMENSION X(*)
DO I=1,M
CALL RANDOM(RAND)
X(I)=(RAND-0.5D00)*20
ENDIF
ENDDO
F=0.D00
DO I=2, M
F=F + I*(2*X(I)**2-X(I-1))**2
ENDDO
F=F+(X(1)-1.D00)**2
RETURN
END
C -----------------------------------------------------------------
SUBROUTINE SHEKEL5(M,X,F)
C SHEKEL5 FUNCTION FOR TEST OF GLOBAL OPTIMIZATION METHODS
PARAMETER(NROW=10,NCOL=4, NR=5, MR=4)!NR <= NROW, MR <= NCOL
DIMENSION A(NROW,NCOL),C(NROW),X(*)
DATA ((A(I,J),J=1,NCOL),I=1,NROW)/4.,4.,4.,4.,1.,1.,1.,1.,8.,8.,
& 8.,8.,6.,6.,6.,6.,3.,7.,3.,7.,2.,9.,2.,9.,5.,5.,3.,3.,8.,1.,8.,
& 1.,6.,2.,6.,2.,7.,3.6D00,7.,3.6D00/
DATA (C(I),I=1,NROW)/0.1D00,0.2D00,0.2D00,0.4D00,0.4D00,0.6D00,
& 0.3D00,0.7D00,0.5D00,0.5D00/
F=0.D00
DO I=1,NR
S=0.0D0
DO J=1,MR
S=S+(X(J)-A(I,J))**2
ENDDO
F=F-1.D00/(S+C(I))
ENDDO
RETURN
END
C ----------------------------------------------------------------
SUBROUTINE PAVIANI(M,X,F)
C PAVIANI FUNCTION : MIN F(9.3502,...,9.3502)=45.77847 APPROX
C IN THE DOMAIN 2<= X(I) <= 10 FOR I=1,2,...,10.
COMMON /RNDM/IU,IV
INTEGER IU,IV
DIMENSION X(*)
DO I=1,M
IF(X(I).LE.2.D00.OR.X(I).GE.10.D00) THEN
CALL RANDOM(RAND)
X(I)=RAND*8+2.D00
ENDIF

57
ENDDO
F1=0.D00
F2=1.D00
DO I=1,M
F1=F1+ DLOG(X(I)-2.D00)**2+DLOG(10.D00-X(I))**2
F2=F2*X(I)
ENDDO
F=F1-F2**0.2
RETURN
END
C -----------------------------------------------------------------
SUBROUTINE BRANIN1(M,X,F)
C BRANIN FUNCTION #1 MIN F (1, 0) = 0
COMMON /RNDM/IU,IV
INTEGER IU,IV
DIMENSION X(*)
PI=4*DATAN(1.D00)
DO I=1,M
CALL RANDOM(RAND)
X(I)=(RAND-0.5D00)*20
ENDIF
ENDDO
F=(1.D00-2*X(2)+DSIN(4*PI*X(2))/2.D00-X(1))**2+(X(2)-
& DSIN(2*PI*X(1))/2.D00)**2
RETURN
END
C -----------------------------------------------------------------
SUBROUTINE BRANIN2(M,X,F)
C BRANIN FUNCTION #2 MIN F (3.1416, 2.25)= 0.397887 APPROX
COMMON /RNDM/IU,IV
INTEGER IU,IV
DIMENSION X(*)
PI=4*DATAN(1.D00)
IF(X(1).LT.-5.D00 .OR. X(1).GT.10.D00) THEN
CALL RANDOM(RAND)
X(1)=RAND*15-5.D00
ENDIF
IF(X(2).LT.0.D00 .OR. X(2).GT.15.D00) THEN
CALL RANDOM(RAND)
X(2)=RAND*15
ENDIF
F=(X(2)-5.D00*X(1)**2/(4*PI**2)+5*X(1)/PI-6.D00)**2 +
& 10*(1.D00-1.D00/(8*PI))*DCOS(X(1))+10.D00
RETURN
END
C -----------------------------------------------------------------
SUBROUTINE BOHACHEVSKY1(M,X,F)
C BOHACHEVSKY FUNCTION #1 : MIN F (0, 0) = 0
COMMON /RNDM/IU,IV

58
INTEGER IU,IV
DIMENSION X(*)
PI=4*DATAN(1.D00)
DO I=1,M
CALL RANDOM(RAND)
X(I)=(RAND-0.5D00)*200
ENDIF
ENDDO
F=X(1)**2+2*X(2)**2-0.3D00*DCOS(3*PI*X(1))-0.4D00*DCOS(4*PI*X(2))
& +0.7D00
RETURN
END
C -----------------------------------------------------------------
COMMON /RNDM/IU,IV
INTEGER IU,IV
DIMENSION X(*)
PI=4*DATAN(1.D00)
DO I=1,M
CALL RANDOM(RAND)
X(I)=(RAND-0.5D00)*200
ENDIF
ENDDO
F=X(1)**2+2*X(2)**2-0.3D00*DCOS(3*PI*X(1))*DCOS(4*PI*X(2))+0.3D00
RETURN
END
C -----------------------------------------------------------------
DIMENSION X(*)
PI=4*DATAN(1.D00)
DO I=1,M
CALL RANDOM(RAND)
X(I)=(RAND-0.5D00)*200
ENDIF
ENDDO
F=X(1)**2+2*X(2)**2-0.3D00*DCOS(3*PI*X(1)+4*PI*X(2))+0.3D00
RETURN
END
C -----------------------------------------------------------------
SUBROUTINE EASOM(M,X,F)
C EASOM FUNCTION : 2-VARIABLES, MIN F (PI, PI) = -1.
COMMON /RNDM/IU,IV
INTEGER IU,IV
DIMENSION X(*)
PI=4*DATAN(1.D00)

59
DO I=1,M
CALL RANDOM(RAND)
X(I)=(RAND-0.5D00)*200
ENDIF
ENDDO
F=-DCOS(X(1))*DCOS(X(2))*DEXP(-(X(1)-PI)**2 -(X(2)-PI)**2)
RETURN
END
C -----------------------------------------------------------------
SUBROUTINE ROSENBROCK(M,X,F)
C ROSENBROCK FUNCTION : M VARIABLE; MIN F (1, 1,...,1)=0
COMMON /RNDM/IU,IV
INTEGER IU,IV
DIMENSION X(*)
!XMN= -5 ! LOWER LIMIT

!XMX= 10 ! HIGHER LIMIT
XMN= -100 ! LOWER LIMIT
XMX= 100 ! HIGHER LIMIT
DO I=1,M
IF(X(I).LT.XMN .OR. X(I).GT.XMX) THEN
CALL RANDOM(RAND)
X(I)=RAND*(XMX-XMN)+XMN
ENDIF
ENDDO
F=0.D00
DO I=1,M-1
F=F+ (100.D00*(X(I+1)-X(I)**2)**2 + (X(I)-1.D00)**2)
ENDDO
RETURN
END
C -----------------------------------------------------------------
SUBROUTINE CROSSLEG(M,X,F)
COMMON /RNDM/IU,IV
INTEGER IU,IV
DIMENSION X(*)
C CROSS-LEGGED TABLE FUNCTION ; -10<= X(I) <=10; M=2
C MIN F(0 , X ) OR F(X, 0) = -1.
PI=4*DATAN(1.D00)
DO I=1,M
IF( DABS(X(I)).GT.10.D00) THEN
CALL RANDOM(RAND)
X(I)=(RAND-0.5D00)*20
ENDIF
ENDDO
F=-(DABS(DSIN(X(1))*DSIN(X(2))*DEXP(DABS(100.D00-(DSQRT
& (X(1)**2+X(2)**2)/PI))))+1.D00)**(-.1)
RETURN
END

60
C -----------------------------------------------------------------
SUBROUTINE CROSS(M,X,F)
COMMON /RNDM/IU,IV
INTEGER IU,IV
DIMENSION X(*)
C CROSS FUNCTION ; -10<= X(I) <=10; M=2;
C MIN F(A, B)=0 APPROX; A, B=1.3494 APPROX OF EITHER SIGN (+ OR -)
PI=4*DATAN(1.D00)
DO I=1,M
CALL RANDOM(RAND)
X(I)=(RAND-0.5D00)*20
ENDIF
ENDDO
F=(DABS(DSIN(X(1))*DSIN(X(2))*DEXP(DABS(100.D00-(DSQRT
& (X(1)**2+X(2)**2)/PI))))+1.D00)**(-.1)
RETURN
END
C -----------------------------------------------------------------
SUBROUTINE CROSSINTRAY(M,X,F)
COMMON /RNDM/IU,IV
INTEGER IU,IV
DIMENSION X(*)
C CROSS IN TRAY FUNCTION ; -10<= X(I) <=10; M=2;
C MIN F(A, B)=-20626.1218 APPROX; A, B=1.3494 APPROX OF EITHER SIGN
PI=4*DATAN(1.D00)
DO I=1,M
CALL RANDOM(RAND)
X(I)=(RAND-0.5D00)*20
ENDIF
ENDDO
F=-(DABS(DSIN(X(1))*DSIN(X(2))*DEXP(DABS(100.D00-(DSQRT
& (X(1)**2+X(2)**2)/PI))))+1.D00)**(.1)
RETURN
END
C -----------------------------------------------------------------
SUBROUTINE CROWNEDCROSS(M,X,F)
COMMON /RNDM/IU,IV
INTEGER IU,IV
DIMENSION X(*)
C CROWNED CROSS FUNCTION ; -10<= X(I) <=10; M=2; MIN F = 1
PI=4*DATAN(1.D00)
DO I=1,M
CALL RANDOM(RAND)
X(I)=(RAND-0.5D00)*20
ENDIF
ENDDO
F=(DABS(DSIN(X(1))*DSIN(X(2))*DEXP(DABS(100.D00-

61
& (DSQRT(X(1)**2+X(2)**2)/PI))))+1.D00)**(.1)
RETURN
END
C -----------------------------------------------------------------
SUBROUTINE TTHOLDER(M,X,F)
COMMON /RNDM/IU,IV
INTEGER IU,IV
DIMENSION X(*)
C TEST-TUBE HOLDER FUNCTION ; -10<= X(I) <=10; M=2;
C MIN F([+/-]1.5706, 0)= -10.8723
PI=4*DATAN(1.D00)
DO I=1,M
CALL RANDOM(RAND)
X(I)=(RAND-0.5D00)*20
ENDIF
ENDDO
F=-4*DABS(DSIN(X(1))*DCOS(X(2))*DEXP(DABS(DCOS((X(1)**2+X(2)**2)/
& 200))))
RETURN
END
C -----------------------------------------------------------------
SUBROUTINE HOLDERTABLE(M,X,F)
COMMON /RNDM/IU,IV
INTEGER IU,IV
DIMENSION X(*)
C HOLDER-TABLE FUNCTION ; -10<= X(I) <=10; M=2;
PI=4*DATAN(1.D00)
DO I=1,M
CALL RANDOM(RAND)
X(I)=(RAND-0.5D00)*20
ENDIF
ENDDO
F=-DABS(DCOS(X(1))*DCOS(X(2))*DEXP(DABS(1.D00-(DSQRT(X(1)**2+
& X(2)**2)/PI))))
RETURN
END
C -----------------------------------------------------------------
SUBROUTINE CARROMTABLE(M,X,F)
COMMON /RNDM/IU,IV
INTEGER IU,IV
DIMENSION X(*)
C CARROM-TABLE FUNCTION ; -10<= X(I) <=10; M=2;
PI=4*DATAN(1.D00)
DO I=1,M
CALL RANDOM(RAND)

62
X(I)=(RAND-0.5D00)*20
ENDIF
ENDDO
F=-1.D00/30*(DCOS(X(1))*DCOS(X(2))*DEXP(DABS(1.D00-
& (DSQRT(X(1)**2 + X(2)**2)/PI))))**2
RETURN
END
C -----------------------------------------------------------------
SUBROUTINE PENHOLDER(M,X,F)
COMMON /RNDM/IU,IV
INTEGER IU,IV
DIMENSION X(*)
C PENHOLDER FUNCTION ; -11<= X(I) <=11; M=2;
PI=4*DATAN(1.D00)
DO I=1,M
CALL RANDOM(RAND)
X(I)=(RAND-0.5D00)*22
ENDIF
ENDDO
F=-DEXP(-(DABS(DCOS(X(1))*DCOS(X(2))*DEXP(DABS(1.D0-(DSQRT
& (X(1)**2+X(2)**2)/PI))))**(-1)))
RETURN
END
C -----------------------------------------------------------------
SUBROUTINE BIRD(M,X,F)
COMMON /RNDM/IU,IV
INTEGER IU,IV
DIMENSION X(*)
C BIRD FUNCTION ; -2PI<= X(I) <=2PI; M=2;
C MIN F (4.70104, 3.15294) APPROX = -106.764537 APPROX OR
C MIN F (-1.58214, -3.13024) APPROX = -106.764537 APPROX
PI=4*DATAN(1.D00)
DO I=1,M
IF( DABS(X(I)).GT.2*PI) THEN
CALL RANDOM(RAND)
X(I)=(RAND-0.5D00)*4*PI
ENDIF
ENDDO
F=(DSIN(X(1))*DEXP((1.D00-DCOS(X(2)))**2) +
& DCOS(X(2))*DEXP((1.D00-DSIN(X(1)))**2))+(X(1)-X(2))**2
RETURN
END
C -----------------------------------------------------------------
SUBROUTINE CHICHINADZE(M,X,F)
COMMON /RNDM/IU,IV
INTEGER IU,IV
DIMENSION X(*)
C CHICHINADZE FUNCTION : -30 <=X(I)<= 30; M=2

63
C MIN F (5.901329, 0.5) = -43.3158621

PI=4*DATAN(1.D00)
DO I=1,M
IF( DABS(X(I)).GT.30) THEN
CALL RANDOM(RAND)
X(I)=(RAND-0.5D00)*60
ENDIF
ENDDO
F=X(1)**2-12*X(1)+11.D00+10*DCOS(PI*X(1)/2)+8*DSIN(5*PI*X(1))-
& (1.D00/DSQRT(5.D00))*DEXP(-(X(2)-0.5D00)**2/2)
RETURN
END
C -----------------------------------------------------------------
SUBROUTINE MCCORMICK(M,X,F)
COMMON /RNDM/IU,IV
INTEGER IU,IV
DIMENSION X(*)
C MCCORMICK FUNCTION : -1.5<= X(1)<=4; -3<=X(2)<=4 ; M=2
C MIN F (-0.54719755, -1.54719755) = -1.913223 APPROX
IF(X(1).LT. -1.5D00 .OR. X(1) .GT. 4.D00) THEN
CALL RANDOM(RAND)
X(1)=RAND*5.5D00-1.5D00
ENDIF
IF(X(2).LT. -3.D00 .OR. X(2) .GT. 4.D00) THEN
CALL RANDOM(RAND)
X(2)=RAND*7.D00-3.D00
ENDIF
F=DSIN(X(1)+X(2))+(X(1)-X(2))**2-1.5*X(1)+2.5*X(2)+1.D00
RETURN
END
C ----------------------------------------------------------------
SUBROUTINE FENTONEASON(M,X,F)
COMMON /RNDM/IU,IV
INTEGER IU,IV
DIMENSION X(*)
C FENTON & EASON FUNCTION FMIN(1.74345, -2.029695) = 1.744152
DO I=1,M
CALL RANDOM(RAND)
X(I)=(RAND-0.5D00)*200
ENDIF
ENDDO
F=1.2D00+0.1*X(1)**2 +(0.1D00+0.1*X(2)**2)/X(1)**2+
& (.1*X(1)**2*X(2)**2+10.D00)/((X(1)*X(2))**4)
RETURN
END
C -----------------------------------------------------------------
SUBROUTINE WOOD(M,X,F)
COMMON /RNDM/IU,IV
INTEGER IU,IV

64
DIMENSION X(*)
C WOOD FUNCTION:FMIN(0.443546,-0.194607,1.466077,2.15115)=1.09485393
DO I=1,M
CALL RANDOM(RAND)
X(I)=(RAND-0.5D00)*10
ENDIF
ENDDO
F1=100*(X(2)+X(1)**2)**2 + (1.D0-X(1))**2 +90*(X(4)-X(3)**2)**2
F2=(1.D0-X(3))**2 +10.1*((X(2)-1.D0)**2+(X(4)-1.D0)**2)
F3=19.8*(X(2)-1.D0)*(X(4)-1.D0)
F=F1+F2+F3
RETURN
END
C -----------------------------------------------------------------
SUBROUTINE GLANKWAHMDEE(M,X,F)
PARAMETER (N=5)
COMMON /RNDM/IU,IV
INTEGER IU,IV
DIMENSION X(*),A(N,N), B(N)
C ------------------ GLANKWAHMDEE FUNCTION ------------------------
C GLANKWAHMDEE A, LIEBMAN JS AND HOGG GL (1979) "UNCONSTRAINED
C DISCRETE NONLINEAR PROGRAMMING. ENGINEERING OPTIMIZATION 4: 95-107
C PARSOPOULOS, KE AND VRAHATIS, MN (2002) RECENT APPROACHES TO
C GLOBAL OPTIMIZATION PROBLEMS THROUGH PARTICLE SWARM OPTIMIZATION,
C NATURAL COMPUTING 1: 235-306, 2002. REPORT THE BEST OBTAINED
C FMIN (0,12,23,17,6)= -737 OR MIN F(0, 11,22,16,6)= -737
C WE GET FMIN(-.232, 11.489, 22.273, 16.540, 6.115) = -739.822991
C ------------------------------------------------------------------
DATA ((A(I,J),J=1,N),I=1,N) /35,-20,-10,32,-10,-20, 40,-6,-31,32,
& -10,-6,11,-6,-10,32,-31,-6,38,-20,-10,32,-10,-20,31/
DATA (B(J),J=1,N) /-15,-27,-36,-18,-12/
C -----------------------------------------------------------------
DO I=1,M
CALL RANDOM(RAND)
X(I)=(RAND-0.5D00)*200
ENDIF
ENDDO
F=0.D0
DO J=1,M
F=F+B(J)*X(J)
ENDDO
DO I=1,M
C=0.D0
DO J=1,M
C=C+X(J)*A(J,I)
ENDDO
F=F+C*X(I)
ENDDO
RETURN
END

65
C -----------------------------------------------------------------
SUBROUTINE FLETCHER(M,X,F)
C FLETCHER-POWELL FUNCTION, M <= 10, ELSE IT IS VERY MUCH SLOW
C SOLUTION: MIN F = 0 FOR X=(C1, C2, C3,...,CM)
PARAMETER(N=10) ! FOR DIMENSION OF DIFFERENT MATRICES AND VECTORS
COMMON /RNDM/IU,IV
INTEGER IU,IV
DIMENSION X(*),A(N,N),B(N,N),AA(N),BB(N),AL(N),C(N),C1(N)
PI=4*DATAN(1.D00)
C GENERATE A(I,J) AND B(I,J) BETWEEN (-100, 100) RANDOMLY.
C C(I) = BETWEEN (-PI, PI) IS EITHER GIVEN OR RANDOMLY GENERATED.
C DATA (C(I),I=1,10)/1,2,3,-3,-2,-1,0,1,2,3/ ! BETWEEN -PI AND PI
DATA (C1(I),I=1,N)/-3,-3.02,-3.01,1,1.03,1.02,1.03,-.08,.001,3/
C DATA (C1(I),I=1,N)/0,0,0,0,0,0,0,0,0,0/ ! ANOTHER EXAMPLE C1 = 0
NC=0 ! DEFINE NC HERE 0 OR 1 OR 2
C IF NC=0, C1 FROM DATA IS USED (THAT IS FIXED C);
C IF NC=1, C IS MADE FROM C1 BY ADDING RANDOM PART - THAT IS C=C1+R
C IF NC=2 THEN C IS PURELY RANDOM THAT IS C= 0 + R
C IN ANY CASE C LIES BETWEEN -PI AND PI.
C ----------------------------------------------------------------
C FIND THE MAX MAGNITUDE ELEMENT IN C1 VECTOR (UPTO M ELEMENTS)
CMAX=DABS(C1(1))
DO J=2,M
IF(DABS(C1(J)).GT.CMAX) CMAX=DABS(C1(J))
ENDDO
RANGE=PI-CMAX
C -----------------------------------------------------------------
DO J=1,M
DO I=1,M
CALL RANDOM(RAND)
A(I,J)=(RAND-0.5D00)*200.D00
CALL RANDOM(RAND)
B(I,J)=(RAND-0.5D00)*200.D00
ENDDO
IF(NC.EQ.0) AL(J)=C1(J) ! FIXED OR NON-STOCHASTIC C
IF(NC.EQ.1) THEN
CALL RANDOM(RAND)
AL(J)=C1(J)+(RAND-0.5D0)*2*RANGE ! A PART FIXED, OTHER STOCHASTIC
ENDIF
IF(NC.EQ.2) THEN
CALL RANDOM(RAND)
AL(J)=(RAND-0.5D00)*2*PI ! PURELY STOCHASTIC
ENDIF
ENDDO
DO I=1,M
AA(I)=0.D00
DO J=1,M
AA(I)=AA(I)+A(I,J)*DSIN(AL(J))+B(I,J)*DCOS(AL(J))
ENDDO
ENDDO
C -----------------------------------------------------------------
DO I=1,M

66
IF(DABS(X(I)).GT.PI) THEN
CALL RANDOM(RAND)
X(I)=(RAND-0.5D00)*2*PI
ENDIF
ENDDO
DO I=1,M
BB(I)=0.D00
DO J=1,M
BB(I)=BB(I)+A(I,J)*DSIN(X(J))+B(I,J)*DCOS(X(J))
ENDDO
ENDDO
F=0.D00
DO I=1,M
F=F+(AA(I)-BB(I))**2
ENDDO
RETURN
END
C----------------------------------------------------------------------
SUBROUTINE POWELL(M,X,F)
COMMON /RNDM/IU,IV
INTEGER IU,IV
DIMENSION X(*)
C POWELL FUNCTION ; -4<= X(I) <=5; M=A MULTIPLE OF 4;
C MIN F = 0.0
DO I=1,M
IF(X(I).LT.-4.D00 .OR. X(I).GT.5.D00) THEN
CALL RANDOM(RAND)
X(I)=(RAND-0.5D00)*9+.5D00
ENDIF
ENDDO
M4=M/4
F=0.D00
DO I=1,M4
J=4*I
F=F+(X(J-3)+10*X(J-2))**2+5*(X(J-1)-X(J))**2+(X(J-2)-X(J-1))**4 +
& 10*(X(J-3)-X(J))**4
ENDDO
RETURN
END
C----------------------------------------------------------------------
SUBROUTINE HARTMANN3(M,X,F)
PARAMETER (N=4)
COMMON /RNDM/IU,IV
INTEGER IU,IV
DIMENSION X(*),P(N,3),A(N,3),C(N)
C HARTMANN FUNCTION
C MIN F = -3.86278 APPROX : 0 < X < 1.
DATA ((P(I,J),J=1,3),I=1,4) /0.6890,0.1170,0.2673,0.4699,0.4387,
& 0.7470,0.1091,0.8732,0.5547,0.0381,0.5743,0.8828/
DATA ((A(I,J),J=1,3),I=1,4) /3.0,10.0,30.0,0.1,10.0,35.0,3.0,

67
& 10.0,30.0,0.1,10.0,35.0/
DATA (C(J),J=1,4) /1.0,1.2,3.0,3.2/
DO I=1,M
IF(X(I).LE.0.D00 .OR. X(I).GE.1.D00) THEN
CALL RANDOM(RAND)
X(I)=RAND
ENDIF
ENDDO
F=0.D00
DO I=1,N
S=0.D00
DO J=1,M
S=S+A(I,J)*(X(J)-P(I,J))**2
ENDDO
F=F+C(I)*DEXP(-S)
ENDDO
F=-F
RETURN
END
C----------------------------------------------------------------------
SUBROUTINE HARTMANN6(M,X,F)
PARAMETER (N=4, K=6)
COMMON /RNDM/IU,IV
INTEGER IU,IV
DIMENSION A(N), B(N,K),Q(N,K)
DIMENSION X(*)
C HARTMANN-6 FUNCTION
C MIN F = -3.32237 APPROX : 0 < X < 1.
!----------------------------------------------------------------
DATA (A(I),I=1,N) /1, 1.2, 3, 3.2/
DATA ((B(I,J),J=1,K),I=1,N)/10, 3, 17, 3.5, 1.7, 8, 0.05, 10, 17,

* 0.1, 8, 14, 3, 3.5, 1.7, 10, 17, 8, 17, 8, 0.05, 10, 0.1, 14/
DATA ((Q(I,J),J=1,K),I=1,N)/ .1312, .1696, .5569, .0124, .8283,

* .5886,.2329,.4135,.8307,.3736,.1004,.9991,.2348,.1451,.3522,
* .2883,.3047,.6650,.4047, .8828, .8732, .5743, .1091, .0381/
!----------------------------------------------------------------
DO I=1,M
IF(X(I).LE.0.D00 .OR. X(I).GE.1.D00) THEN
CALL RANDOM(RAND)
X(I)=RAND
ENDIF
ENDDO
F=0.D00
DO I=1,N
S=0.D00
DO J=1,M
S=S+B(I,J)*(X(J)-Q(I,J))**2
ENDDO

68
F=F+A(I)*DEXP(-S)
ENDDO
F=-F
RETURN
END
C -----------------------------------------------------------------
SUBROUTINE HIMMELBLAU(M,X,F)
COMMON /RNDM/IU,IV
INTEGER IU,IV
DIMENSION X(*)
NF=0 ! SET NF = 0 MULTIPLE OPTIMA NF=1 SINGLE OPTIMUM
DO I=1,M
CALL RANDOM(RAND)
X(I)=(RAND-0.5D00)*20
ENDIF
ENDDO
C HIMMELBLAU FUNCTION. IT HAS MULTIPLE (4) GLOBAL OPTIMA : MINF=0
C (3, 2); (-2.8051, 3.1313); (3.5744, -1.8481); (-3.779, -3.283)
IF(NF.EQ.0) THEN
F= (X(1)**2+X(2)-11)**2+ (X(1)+X(2)**2-7)**2
RETURN
ENDIF
IF(NF.EQ.1) THEN
C MODIFIED HIMMELBLAU FUNCTION. IT HAS ONLY ONE GLOBAL OPTIMUM
C MINF=0 AT (3,2)
F= (X(1)**2+X(2)-11)**2+(X(1)+X(2)**2-7)**2+0.1D00*((X(1)-3)**2 +
1 (X(2)-2)**2)
ENDIF
RETURN
END
C -----------------------------------------------------------------
SUBROUTINE BEALE(M,X,F)
COMMON /RNDM/IU,IV
INTEGER IU,IV
DIMENSION X(*)
DO I=1,M
IF(X(I).LT.-4.500 .OR. X(I).GT.4.500) THEN
CALL RANDOM(RAND)
X(I)=(RAND-0.5D00)*9
ENDIF
ENDDO
C BEALE FUNCTION : MINF =0 AT (3, 0.5)
F1=(1.5D00-X(1)+X(1)*X(2))**2
F2=(2.25D00-X(1)+X(1)*X(2)**2)**2
F3=(2.625D00-X(1)+X(1)*X(2)**3)**2
F=F1+F2+F3
RETURN
END
C -----------------------------------------------------------------
SUBROUTINE BOOTH(M,X,F)

69

COMMON /RNDM/IU,IV
INTEGER IU,IV
DIMENSION X(*)
DO I=1,M
CALL RANDOM(RAND)
X(I)=(RAND-0.5D00)*20
ENDIF
ENDDO
C BOOTH FUNCTION MINF (1,3)=0
F=(X(1)+2*X(2)-7.0D00)**2+(2*X(1)+X(2)-5.0D00)**2
RETURN
END
C -----------------------------------------------------------------
SUBROUTINE HUMP(M,X,F)
COMMON /RNDM/IU,IV
INTEGER IU,IV
DIMENSION X(*)
DO I=1,M
CALL RANDOM(RAND)
X(I)=(RAND-0.5D00)*10
ENDIF
ENDDO
C HUMP FUNCTION MINF (-0.0898420128, 0.712656404) = -1.03162845
F=4*X(1)**2 - 2.1D00*X(1)**4 + (X(1)**6)/3.D00 + X(1)*X(2) -
& 4*X(2)**2 + 4*X(2)**4
RETURN
END
C -----------------------------------------------------------------
SUBROUTINE MATYAS(M,X,F)
COMMON /RNDM/IU,IV
INTEGER IU,IV
DIMENSION X(*)
DO I=1,M
CALL RANDOM(RAND)
X(I)=(RAND-0.5D00)*20
ENDIF
ENDDO
C MATYAS FUNCTION MIN F (0, 0) = 0
F=0.26D00*(X(1)**2 + X(2)**2) - 0.48D00*X(1)*X(2)
RETURN
END
C -----------------------------------------------------------------
SUBROUTINE MISHRA_1(M,X,F)
COMMON /RNDM/IU,IV
INTEGER IU,IV
DIMENSION X(*)

70
C MIN F (1, 1, ..., 1) =2

DO I=1,M
CALL RANDOM(RAND)
X(I)=RAND
ENDIF
ENDDO
S=0.D00
DO I=1,M-1
S=S+X(I)
ENDDO
X(M)=(M-S)
F=(1.D00+X(M))**X(M)
RETURN
END
C -----------------------------------------------------------------
SUBROUTINE MISHRA_2(M,X,F)
COMMON /RNDM/IU,IV
INTEGER IU,IV
DIMENSION X(*)
C MIN F (1, 1, ..., 1) =2
DO I=1,M
CALL RANDOM(RAND)
X(I)=RAND
ENDIF
ENDDO
S=0.D00
DO I=1,M-1
S=S+(X(I)+X(I+1))/2.D00
ENDDO
X(M)=(M-S)
F=(1.D00+X(M))**X(M)
RETURN
END
C -----------------------------------------------------------------
SUBROUTINE ZAKHAROV(M,X,F)
COMMON /RNDM/IU,IV
INTEGER IU,IV
DIMENSION X(*)
C ZAKHAROV FUNCTIONMIN MINF = (0, 0, ..., 0) =0
DO I=1,M
CALL RANDOM(RAND)
X(I)=(RAND-.5D0)*15 + 2.5D0
ENDIF
ENDDO
F1=0.D00
F2=0.D00
DO I=1, M
F1=F1+ X(I)**2

71
F2=F2 + I*X(I)/2.D00
ENDDO
F=F1+F2**2+F2**4
RETURN
END
C -----------------------------------------------------------------
SUBROUTINE MULTIMOD(M,X,F)
COMMON /RNDM/IU,IV
INTEGER IU,IV
DIMENSION X(*)
C MULTIMODAL FUNCTION MINF = (0,0)= -1 : M=2
DO I=1,M
CALL RANDOM(RAND)
X(I)=(RAND-.5D0)*20
ENDIF
ENDDO
C A TYPICAL MULTIMODAL FUNCTION
F=-DCOS(X(1))*DCOS(X(2))*DEXP(-(X(1)**2 + X(2)**2)**2/4.D00)
RETURN
END
C -----------------------------------------------------------------
SUBROUTINE NONLIN(M,X,F)
COMMON /RNDM/IU,IV
INTEGER IU,IV
DIMENSION X(*)
C NONLINEAR MULTIMODAL FUNCTION MINF = 0
DO I=1,M
CALL RANDOM(RAND)
X(I)=(RAND-.5D0)*20
ENDIF
ENDDO
F=0.D0
DO I=2,M
F=F+DCOS(DABS(X(I)-X(I-1)) / DABS(X(I-1)+X(I)))
ENDDO
F=F+(M-1.D00)
C IF 0.001*X(1) IS ADDED TO F, IT BECOMES UNIMODAL
! F=F+0.001*X(1)
RETURN
END
C ------------------------------------------------------------------
SUBROUTINE QUADRATIC(M,X,F)
COMMON /RNDM/IU,IV
INTEGER IU,IV
DIMENSION X(*)
C QUADRATIC FUNCTION MINF (0.19388, 0.48513) = -3873.7243 (M=2)
DO I=1,M

72
CALL RANDOM(RAND)
X(I)=(RAND-.5D0)*200
ENDIF
ENDDO
F=-3803.84-138.08*X(1)-232.92*X(2)+128.08*X(1)**2+203.64*X(2)**2+
& 182.25*X(1)*X(2)
RETURN
END
C -----------------------------------------------------------------
SUBROUTINE TRIGON(M,X,F)
COMMON /RNDM/IU,IV
INTEGER IU,IV
DIMENSION X(*)
C TRIGON FUNCTION F MIN (0, 0, 0,..., 0) OR (PI, 0, 0, ...,0) =0
PI=4*DATAN(1.D00)
DO I=1,M
IF(X(I).LT.0.D00 .OR. X(I).GT.PI) THEN
CALL RANDOM(RAND)
X(I)=RAND*PI
ENDIF
ENDDO
F=0.D00
DO I=2,M
F=F+(DCOS(I+0.D00)*DSIN(X(I)-X(I-1))**2 +
& (I-1.D00)*(1.D0-DCOS(X(I))))**2
ENDDO
RETURN
END
C -----------------------------------------------------------------
SUBROUTINE WAVY1(M,X,F)
COMMON /RNDM/IU,IV
INTEGER IU,IV
DIMENSION X(*)
C WAVY-1 FUNCTION F MIN (24, 24,...,24)=0
DO I=1,M
CALL RANDOM(RAND)
X(I)=(RAND-.5D0)*200
ENDIF
ENDDO
F=0.D00
DO I=1,M
F=F+DABS(2*(X(I)-24.D0)+(X(I)-24.D0)*DSIN(X(I)-24.D0))
ENDDO
RETURN
END
C -----------------------------------------------------------------
SUBROUTINE WAVY2(M,X,F)
COMMON /RNDM/IU,IV
INTEGER IU,IV

73
DIMENSION X(*)
C WAVY-2 FUNCTION F MIN (0,0,...,0)=0
DO I=1,M
CALL RANDOM(RAND)
X(I)=(RAND-.5D0)*200
ENDIF
ENDDO
F=0.D00
DO I=1,M
F=F+X(I)**6*(2.D0+DSIN(1.D0/X(I)))
ENDDO
RETURN
END
C -----------------------------------------------------------------
SUBROUTINE TREFETHEN(M,X,F)
COMMON /RNDM/IU,IV
INTEGER IU,IV
DIMENSION X(*)
C TREFETHEN FUNCTION:FMIN(-0.02440307923,0.2106124261)=-3.3068686475
DO I=1,M
CALL RANDOM(RAND)
X(I)=(RAND-.5D0)*20
ENDIF
ENDDO
F=0.D00
C THE JAN-FEB ISSUE OF SIAM NEWS CONTAINED THE FOLLOWING CHALLENGE
C FROM L. N. TREFETHEN OF OXFORD UNIVERSITY.
C FMIN = F(-0.02440307923, 0.2106124261)= -3.3068686475
F=DEXP(DSIN(50*X(1))) + DSIN(60*DEXP(X(2))) + DSIN(70*DSIN(X(1)))
& + DSIN(DSIN(80*X(2))) - DSIN(10*(X(1)+X(2))) +
& 1.D0/4*(X(1)**2 + X(2)**2)
RETURN
END
C -----------------------------------------------------------------
SUBROUTINE ALPINE(M,X,F)
COMMON /RNDM/IU,IV
INTEGER IU,IV
DIMENSION X(*)
C ALPINE FUNCTION F MIN (7.917, 7.917, ..., 7.917)= -2.808131 APPROX
C THE DOMAIN : X IN [-10, 10].
C NOTE: IN THE ORIGINAL FUNCTION MIN F = -(2.808131)^M
DO I=1,M
CALL RANDOM(RAND)
X(I)=(RAND-0.5)*20
ENDIF
ENDDO
F1=1.D0
F2=1.D0

74
DO I=1,M
F1=F1*DSIN(X(I))
F2=F2*X(I)
ENDDO
F=-DEXP(DLOG(F1*DSQRT(F2))/M)
RETURN
END
C ----------------------------------------------------------------
SUBROUTINE LINPROG1(M,F,X)
C LINEAR PROGRAMMING : MINIMIZATION PROBLEM
C IN THIS PROBLEM : M = NO. OF DECISION VARIABLES = 2
C MIN F (2.390, 2.033) = -19.7253 APPROX
C MIN F = OVER J=1, M : DO SUM(A(1,J)*X(J)) SUBJECT TO CONSTRAINTS
C OVER J=1, M : DO SUM(A(I,J)*X(J)) <= C(I) ; I=2
C ... ... ... ...
C OVER J=1, M : DO SUM(A(I,J)*X(J)) <= C(I) ; I=N
C ALL X(I) => 0
PARAMETER (N=3) ! N IS THE NO. OF CONSTRAINTS + 1
DIMENSION X(*),A(20,10),C(20),FF(20)
DATA (A(1,J),J=1,2),C(1)/4.D0,5.D0,0.0D0/!COEFF OF OBJ FUNCTION
DATA (A(2,J),J=1,2),C(2)/10.D0,3.D0,30D0/!COEFF OF 1ST CONSTRAINT
DATA (A(3,J),J=1,2),C(3)/6.D0,20.D0,55.D0/!COEFF OF 2ND CONSTRAINT
C ------------------------------------------------------------------
C USING ONLY NON-NEGATIVE VALUES OF X(I)
DO I=1,M
X(I)=DABS(X(I))
ENDDO
C EVALUATION OF OBJ FUNCTION AND CONSTRAINTS
DO I=1,N
FF(I)=0.D00
DO J=1,M
FF(I)=FF(I)+A(I,J)*X(J)
ENDDO
ENDDO
F=-FF(1) ! CHANGE OF SIGN FOR MINIMIZATION
C CHECK FOR SATISFYING OR VIOLATING THE CONSTRAINTS
DO I=2,N
FF(I)=FF(I)-C(I) ! SLACK
C PENALTY FOR CROSSING LIMITS
IF(FF(I).GT.0) F=F+(10+FF(I))**2
ENDDO
RETURN
END
C ----------------------------------------------------------------
SUBROUTINE LINPROG2(M,F,X)
C LINEAR PROGRAMMING : MINIMIZATION PROBLEM
C IN THIS PROBLEM : M = NO. OF DECISION VARIABLES = 3
C MIN F (250, 625, 0) = -32500
C MIN F = OVER J=1, M : DO SUM(A(1,J)*X(J)) SUBJECT TO CONSTRAINTS
C OVER J=1, M : DO SUM(A(I,J)*X(J)) <= C(I) ; I=2
C ... ... ... ...
C OVER J=1, M : DO SUM(A(I,J)*X(J)) <= C(I) ; I=N

75
C ALL X(I) => 0

PARAMETER (N=4) ! N IS THE NO. OF CONSTRAINTS + 1
DIMENSION X(*),A(20,10),C(20),FF(20)
DATA (A(1,J),J=1,3),C(1)/30.D0,40.D0,20.D0,0.0D0/! COEFF OF OBJ FUNCTION
DATA (A(2,J),J=1,3),C(2)/10.D0,12.D0,7.D0,10000.0D0/!COEFF OF 1ST CONSTRAINT
DATA (A(3,J),J=1,3),C(3)/7.D0,10.D0,8.D0,8000.D0/! COEFF OF 2ND CONSTRAINT
DATA (A(4,J),J=1,3),C(4)/1.D0,1.D0,1.D0,1000.D0/! COEFF OF 3RD CONSTRAINT
C ------------------------------------------------------------------
C USING ONLY NON-NEGATIVE VALUES OF X(I)
DO I=1,M
X(I)=DABS(X(I))
ENDDO
C EVALUATION OF OBJ FUNCTION AND CONSTRAINTS
DO I=1,N
FF(I)=0.D00
DO J=1,M
FF(I)=FF(I)+A(I,J)*X(J)
ENDDO
ENDDO
F=-FF(1) ! CHANGE OF SIGN FOR MINIMIZATION
C CHECK FOR SATISFYING OR VIOLATING THE CONSTRAINTS
DO I=2,N
FF(I)=FF(I)-C(I) ! SLACK
C PENALTY FOR CROSSING LIMITS
IF(FF(I).GT.0.D00) F=F+(100.D00+FF(I))**2
ENDDO
RETURN
END
C -----------------------------------------------------------------
SUBROUTINE NEWF(M,X,F)
COMMON /RNDM/IU,IV
INTEGER IU,IV
DIMENSION X(*)
PI=4*DATAN(1.D00)
A1=X(1)
F=-COS(A1)*COS(SIN(A1+1))*EXP(1-(A1**2+(A1+1)**2)/PI)
RETURN
END
C -----------------------------------------------------------------
SUBROUTINE NEWG(M,X,F)
COMMON /RNDM/IU,IV
INTEGER IU,IV
DIMENSION X(*)
PI=4*DATAN(1.D00)
DO I=1,M
CALL RANDOM(RAND)
X(I)=RAND

76
ENDIF
ENDDO
F=(X(1)-1.5)**2 + SIN(0.8 * X(2) ** 2 + 15)**4 + COS(0.8*X(3)**2 +
& 15)**4 + (X(4)-7.5)**4
RETURN
END
C -----------------------------------------------------------------
SUBROUTINE F8F2(M,X,F)
COMMON /RNDM/IU,IV
INTEGER IU,IV
DIMENSION X(*)
DO I=1,M
CALL RANDOM(RAND)
SG=1
IF(X(I).LT.0) SG=-1
X(I)=RAND*100*SG
ENDIF
ENDDO
S=0.D0
DO J=1,M
XJ=(X(J)-1.D0)**2
DO I=1,M
YJI=100*(X(I)-X(J)**2)**2 + XJ
S=S+(YJI**2/4000.D0 -DCOS(YJI)+1.D0)
ENDDO
ENDDO
F=S
RETURN
END
C -----------------------------------------------------------------
SUBROUTINE KEANEBUMP(M,X,F)
! FOR M=20, THE BEST KNOWN VALUE IS -0.803619104
COMMON /RNDM/IU,IV
INTEGER IU,IV
DIMENSION X(*)
DO I=1,M
IF(X(I).LE.0.D0.OR.X(I).GE.10.0D0) THEN
CALL RANDOM(RAND)
X(I)=RAND*10
ENDIF
ENDDO
1 GX=1.D0
FX=0.D0
DO I=1,M
GX=GX*X(I)
FX=FX+X(I)
ENDDO
GX=0.75D0-GX
FX=FX-7.5D0*M
IF(GX.GE.0.D0.OR.FX.GE.0.D0) THEN

77
DO I=1,M
CALL RANDOM(RAND)
X(I)=RAND*10
ENDDO
GOTO 1
ENDIF
F1=0.D0
F2=1.D0
F3=0.D0
DO I=1,M
F1=F1+DCOS(X(I))**4
F2=F2*DCOS(X(I))**2
F3=F3+I*X(I)**2
ENDDO
F=-DABS((F1-2*F2)/(DSQRT(F3)))
RETURN
END
C -----------------------------------------------------------------
SUBROUTINE LUNACEK(M,X,F) ! M <= 30
PARAMETER (K=1)! IF K=0 AM1 = MEAN(X1, X2,..., XM), ELSE AM1=2.5
!ITS BEST VALUE MIN(F(X1, X2,...,XN))=0 FOR X1=X2=....=XN.
!SOURCE: DIETERICH, J.M. AND HARTKE, B.(2012) "EMPIRICAL REVIEW
! OF STANDARD BENCHMARK FUNCTIONS USING EVOLUTIONARY GLOBAL
! OPTIMIZATION", HTTP://ARXIV.ORG/PDF/1207.4318.PDF. ALSO SEE
!LUNACEK, M, WHITLEY, D & SUTTON, A (2008) 'THE IMPACT OF GLOBAL
!STRUCTURE ON SEARCH", (UNPUBLISHED PAPER) COLORADO STATE UNIV.
! AT HTTP://WWW.CS.COLOSTATE.EDU/SCHED/PUBS/PPSN08IMPACT.PDF
COMMON /RNDM/IU,IV
INTEGER IU,IV
DIMENSION X(*)
!------------------------------------
P2=6.283185307179586476925286766559D00 !(=2*PI)
D=1.D0
S=0.7D0
AM1=2.5
!------------------------------------
DO I=1,M
IF(X(I).LT.-5.D0.OR.X(I).GT.5.0D0) THEN
CALL RANDOM(RAND)
X(I)=(RAND-0.5)*10
ENDIF
ENDDO
!--------------------------------------
IF(K.EQ.0) THEN
AM1=0
DO I=1,M
AM1=AM1+X(I)
ENDDO
AM1=AM1/M
ENDIF
!---------------------------------------
AM2= -DSQRT((AM1**2-D)/S)

78
!---------------------------------------
F1=0.D0
F2=0.D0
F3=0.D0
DO I=1,M
F1=F1+(X(I)-AM1)**2
F2=F2+(X(I)-AM2)**2
F3=F3+DCOS(P2*(X(I)-AM1))
ENDDO
F2=D*M+S*F2
F3=(M-F3)*10.D0
FA=F1
IF(F2.LT.F1) FA=F2 ! FA = MIN(F1, F2)
F=DEXP((FA+F3))-1.D0
RETURN
END
C -----------------------------------------------------------------
SUBROUTINE LUNACEK1(M,X,F) ! MODIFIED LUNACEK FUNCTION ! M <= 30
PARAMETER (K=1)! IF K=0 AM1 = MEAN(X1, X2,..., XM), ELSE AM1=2.5
!ITS BEST VALUE MIN(F(X1, X2,...,XN))=0 FOR X1=X2=....=XN.
!SOURCE: DIETERICH, J.M. AND HARTKE, B.(2012) "EMPIRICAL REVIEW
! OF STANDARD BENCHMARK FUNCTIONS USING EVOLUTIONARY GLOBAL
! OPTIMIZATION", HTTP://ARXIV.ORG/PDF/1207.4318.PDF. ALSO SEE
!LUNACEK, M, WHITLEY, D & SUTTON, A (2008) 'THE IMPACT OF GLOBAL
!STRUCTURE ON SEARCH", (UNPUBLISHED PAPER) COLORADO STATE UNIV.
! AT HTTP://WWW.CS.COLOSTATE.EDU/SCHED/PUBS/PPSN08IMPACT.PDF
COMMON /RNDM/IU,IV
INTEGER IU,IV
DIMENSION X(*)
!------------------------------------
P2=6.283185307179586476925286766559D00 !(=2*PI)
D=1.D0
S=0.7D0
AM1=2.5
!------------------------------------
DO I=1,M
CALL RANDOM(RAND)
X(I)=(RAND-0.5)*10
ENDIF
ENDDO
!--------------------------------------
IF(K.EQ.0) THEN
AM1=0
DO I=1,M
AM1=AM1+X(I)
ENDDO
AM1=AM1/M !(MEAN X)
ENDIF
!---------------------------------------
AM2= -DSQRT((AM1**2-D)/S)
!---------------------------------------

79
F1=0.D0
F2=0.D0
F3=0.D0
F4=0.D0
DO I=1,M
F1=F1+(X(I)-AM1)**2
F2=F2+(X(I)-AM2)**2
F3=F3+DCOS(P2*(X(I)-AM1))
ENDDO
F4=0.D0
DO I=2,M
F4=F4+DABS(X(I)-X(I-1))
ENDDO
F2=D*M+S*F2
F3=(M-F3)*10.D0
FA=F1
IF(F2.LT.F1) FA=F2 ! FA = MIN(F1, F2)
F=FA+F3+F4
RETURN
END
C -----------------------------------------------------------------
SUBROUTINE SCHAFFER7(M,X,F)
! MIN = 0 FOR (0, 0, ...., 0)
COMMON /RNDM/IU,IV
INTEGER IU,IV
DIMENSION X(*)
!------------------------------------
DO I=1,M
CALL RANDOM(RAND)
X(I)=(RAND-0.5)*200
ENDIF
ENDDO
F1=0.D0
DO I=1,M-1
SI=DSQRT(X(I)**2+X(I+1)**2)
S5=SI**0.2
F1=F1+SI*(DSIN(S5)+1.D0)**2
ENDDO
F=F1/(M-1)**2
RETURN
END
C -----------------------------------------------------------------
SUBROUTINE LOGSIN(M,X,F)
! MIN = 0 FOR (0, 0, ...., 0)
COMMON /RNDM/IU,IV
INTEGER IU,IV
DIMENSION X(*)
!------------------------------------
DO I=1,M

80
IF(X(I).LT.0.D0.OR.X(I).GT.10.0D0) THEN
CALL RANDOM(RAND)
X(I)=RAND*10
ENDIF
ENDDO
F1=0.D0
F2=0.D0
F3=0.D0
F4=0.D0
DO I=1,M
F1=F1+X(I)**2
F2=F2+DLOG(1.D0+X(I))
F3=F3+DABS(DSIN(X(I)))
F4=F4+(X(I)/(1.D0+X(I)))**2
ENDDO
F=(F1-F2+F3-F4)**2
RETURN
END
C----------------------------------------------------------------------
SUBROUTINE COLVILLE(M,X,F)
DIMENSION X(*)
COMMON /RNDM/IU,IV
INTEGER IU,IV
C COLVILLE FUNCTION ; -10<= X(I) <=10; M= 4;
C MINF(1,1,1,1)= 0.0
DO I=1,M
CALL RANDOM(RAND)
X(I)=(RAND-0.5D00)*20
ENDIF
ENDDO
F=100*(X(1)**2-X(2))**2 + (X(1)-1.D00)**2 +(X(3)-1.D00)**2+
& 90*(X(3)**2-X(4))**2+10.1*((X(2)-1.D0)**2+(X(4)-1.D00)**2)+
& 19.8*(X(2)-1.D00)*(X(4)-1.D00)
RETURN
END
C----------------------------------------------------------------------
SUBROUTINE MINVERSE(M,X,F)
PARAMETER (N=10,NN=7)
DIMENSION A(N,N), B(N,N),C(N,N)
DIMENSION X(*)
C MATINVERSE FUNCTION
DATA ((A(I,J),J=1,7),I=1,7)/
* 9.0, 11.6, 3.2, 4.4, 5.5, 10.4, 3.8,
* 12.3, 12.0, 8.6, 5.5, 11.7, 12.5, 7.8,
* 3.2, 7.0, 14.0, 9.2, 8.3, 11.4, 8.6,
* 3.4, 4.7, 8.6, 13.0, 4.4, 9.1, 10.4,
* 6.1, 9.4, 7.4, 8.3, 16.0, 3.6, 4.8,
* 10.7, 3.1, 9.3, 12.2, 5.0, 13.0, 10.5,
* 6.7, 4.5, 8.7, 12.8, 7.2, 10.3, 16.0/
K=0

81
DO I=1,NN
DO J=1,NN
K=K+1
B(I,J)=X(K)
ENDDO
ENDDO
DO I=1,NN
DO J=1,NN
C(I,J)=0
DO JJ=1,NN
C(I,J)=C(I,J)+A(I,JJ)*B(JJ,J)
ENDDO
ENDDO
ENDDO
SD=0
SOD=0
DO I=1,NN
DO J=1,NN
IF(I.EQ.J) THEN
SD=SD+DABS(C(I,J)-1)**2
ELSE
SOD=SOD+DABS(C(I,J))**2
ENDIF
ENDDO
ENDDO
F=(SD+SOD)
RETURN
END
C----------------------------------------------------------------------
SUBROUTINE QUAD(M,X,F)
DIMENSION X(*)
COMMON /RNDM/IU,IV
INTEGER IU,IV
CALL RANDOM(RAND)
X(1)=1+RAND
ENDIF
IF(DABS(X(2)).LT.DABS(X(1)).OR.DABS(X(2)).GT.2) THEN
CALL RANDOM(RAND)
X(2)=RAND*2
ENDIF
CALL RANDOM(RAND)
X(3)=RAND*3
ENDIF
CALL RANDOM(RAND)
X(4)=RAND*4
ENDIF
Z1=X(1)

82
Z2=X(2)
Z3=X(3)
Z4=X(4)
F1= DCOS(DABS(10*Z1**2-50*Z1-40))
F2= DCOS(DABS(5*Z2**3-8*Z2**2-3*Z2-32))
F3=DSIN(DABS(F1+F2)*(DABS(Z3+F1+Z4)**0.2))
F4=DCOS(DABS(F1+F2-F3))
G1=F1
IF(F1.GT.F2) G1=F2
G2=F3
IF(F3.GT.F4) G2=F4
IF(DABS(G1+G2).LT.0.8) THEN
G1=DABS(G1)+1
G2=DABS(G2)+1
ENDIF
IF(DABS(F3+F4).GT.2.0.OR.DABS(F3+F4).LT.1.0) THEN
FX=4
ELSE
FX=7
ENDIF
FZ=4
ELSE
FZ=7
ENDIF
FF=COS(DABS(DABS(FZ)/DEXP(DABS(1+FX))))*DLOG((DABS(G1+G2)))
F=-FF
RETURN
END
C----------------------------------------------------------------------
SUBROUTINE QUAD1(M,X,F)
DIMENSION X(*)
COMMON /RNDM/IU,IV
INTEGER IU,IV
! MIN(F) =-1.21313996
CALL RANDOM(RAND)
X(1)=1+RAND
ENDIF
CALL RANDOM(RAND)
X(2)=RAND*2
ENDIF
CALL RANDOM(RAND)
X(3)=RAND*3
ENDIF
CALL RANDOM(RAND)
X(4)=RAND*4
ENDIF

83
Z1=X(1)
Z2=X(2)
Z3=X(3)
Z4=X(4)
F1= DCOS(DABS(10*Z1**2-50*Z1-40))
F2= DCOS(DABS(5*Z2**3-8*Z2**2-3*Z2-32))
F3=DSIN(DABS(F1+F2)*(DABS(Z3+F1+Z4)**0.2))
F4=DCOS(DABS(F1+F2-F3))
G1=F1
IF(F1.GT.F2) G1=F2
G2=F3
IF(F3.GT.F4) G2=F4
IF(DABS(G1+G2).LT.0.8) THEN
G1=DABS(G1)+1
G2=DABS(G2)+1
ENDIF
IF(DABS(F3+F4).GT.2.0.OR.DABS(F3+F4).GT.DABS(F3+F4)) THEN
FX=MOD(INT(DABS(F3+F4)),3)
ELSE
FX=MOD(INT(DABS(F3+F4)),2)
ENDIF
!FZ=5
FZ=MOD(INT(DABS(F1+F2)),3)
ELSE
!FZ=2
FZ=MOD(INT(DABS(F1+F2)),2)
ENDIF
FF=COS(DABS(DABS(FZ)/DEXP(DABS(1+FX))))*DLOG((DABS(G1+G2)))
S=0
S1=0
DO I=1,M
S=S+X(I)**2
S1=S1+DABS(X(I))
ENDDO
F=(FF+DABS(S-S1))
RETURN
END
C----------------------------------------------------------------------
SUBROUTINE SINSIN(M,X,F)
DIMENSION X(*)
COMMON /RNDM/IU,IV
INTEGER IU,IV
DO I=1,M
CALL RANDOM(RAND)
X(I)=(RAND-0.5)*2
ENDIF
ENDDO
F=DSIN(70*DSIN(X(1))) + DSIN(DSIN(80*X(2))) -DSIN(10*(X(1)+X(2)))+

84
*(X(1)**2+X(2)**2)/4.D0
!F=-F
RETURN
END
C----------------------------------------------------------------------
SUBROUTINE UDISK(M,X,F)
DIMENSION X(*)
COMMON /RNDM/IU,IV
INTEGER IU,IV
DO I=1,M
IF((X(1)**2 + X(2)**2).GT.1) THEN
CALL RANDOM(RAND)
X(I)=(RAND-0.5)*1.4
ENDIF
ENDDO
F=100*(X(2)-X(1)**2)**2 +(1.D0-X(1))**2
RETURN
END
C----------------------------------------------------------------------
SUBROUTINE ICONSTRAIN1(M,X,F)
DIMENSION X(*)
COMMON /RNDM/IU,IV
INTEGER IU,IV
INTEGER Y1,Y2,Y3
DO J=1,2
IF(X(J).LT.0.OR.X(J).GT.10) THEN
CALL RANDOM(RAND)
X(J)=RAND*10
ENDIF
ENDDO
DO J=3,5
X(J)=1
CALL RANDOM(RAND)
IF(RAND.LT.0.5D0) X(J)=0
ENDIF
ENDDO
X1=X(1)
X2=X(2)
Y1=X(3)
Y2=X(4)
Y3=X(5)
F1=2*X1+ 3*X2 +3*Y1/2.D0 +2*Y2 -Y3/2.D0

C1 = DABS(X1**2 + Y1 - 5/4.D0)*100
C2 = DABS(X2**1.5 + 3*Y2/2.D0 - 3.D0)*100
C3 = (X1 + Y1 - 8/5.D0)
C4 = (4*X2/3.D0 + Y2 - 3)
C5 = (Y3 - Y1 - Y2)

85
PC3=0
PC4=0
PC5=0
IF(C3.GT.0) PC3=100
IF(C4.GT.0) PC4=100
IF(C5.GT.0) PC5=100
F= (F1+C1+C2+PC3+PC4+PC5)
X(3)=Y1
X(4)=Y2
X(5)=Y3
RETURN
END
C----------------------------------------------------------------------
SUBROUTINE ICONSTRAIN(M,X,F)
DIMENSION X(*)
COMMON /RNDM/IU,IV
INTEGER IU,IV
INTEGER Y1,Y2,Y3
! ---------------------------------------------------------------
! F(1.1160286, 1.30526817, 0, 1, 1) = 7.65753017 IS MINIMUM
!---------------------------------------------------------------
! 0 <= X(1), X(2) <=10
DO J=1,2
CALL RANDOM(RAND)
X(J)=RAND*10
ENDIF
ENDDO
! 0 <= X(3), X(4), X(5) <= 1

DO J=3,5
X(J)=1
CALL RANDOM(RAND)
IF(RAND.LT.0.5D0) X(J)=0
ENDIF
ENDDO
X1=X(1)
X2=X(2)
Y1=X(3) ! INTEGER (0 OR 1)
F1=2*X1+ 3*X2 +3*Y1/2.D0 +2*Y2 -Y3/2.D0 ! OBJECTIVE FUNCTION
C1 = 100*(X1**2 + Y1 - 5/4.D0)**2 ! X1**2 + Y1 = 5/4

C2 = 100*(X2**1.5 + 3*Y2/2.D0 - 3.D0)**2 ! X2**1.5 + 3*Y2/2 = 3
C3 = X1 + Y1 - 8/5.D0 ! X1 + Y1 <= 8/5

86
C4 = 4*X2/3.D0 + Y2 - 3.D0 ! 4*X2/3 + Y2 <= 3

C5 = Y3 - Y1 - Y2 ! Y3 <= (Y1 + Y2)
! INITIALIZATION OF PENALTY
PC3=0
PC4=0
PC5=0
PC6=0
! PENALTY FUNCTIONS ON VIOLATION OF CONSTRAINTS
!PC1=DABS(C1)*1000 ! PENALTY ON VIOLATION OF EQUALITY

!PC2=DABS(C2)*1000 ! PENALTY ON VIOLATION OF EQUALITY
IF(C3.GT.0) PC3=C3**2 ! PENALTY ON VIOLATING INEQUALITY CONSTRAINT

!IF(Y3.EQ.0) PC6=1000
F= F1 + (C1+C2+PC3+PC4+PC5+PC6) ! FUNCTION WITH PENALTY (IF ANY)
X(3)=Y1
X(4)=Y2
X(5)=Y3
RETURN
END
C----------------------------------------------------------------------
SUBROUTINE SUMSERIES(M,X,F)
PARAMETER (N=12) ! M <= N
DIMENSION S(N),SS(N)
DIMENSION X(*)
COMMON /RNDM/IU,IV
INTEGER IU,IV
! --------------------------------------------------------------
! MIN(F(X))=0 FOR X(1,2,3,..., M-1, M) AND X(M, M-1, M-2,...,2,1)
! THIS FUNCTION IS EXTREMELY DIFFICULT TO OPTIMIZE FOR M > 5
! --------------------------------------------------------------
DO J=1,M
S(J)=0.D0
SS(J)=0.D0
DO JJ=1,M
S(J)=S(J)+JJ**J
SS(J)=SS(J)+X(JJ)**J
ENDDO
ENDDO
SK=0.D0
SN=0.D0
DO J=2,M
SK=SK+(X(J)-X(J-1))**2
SN=SN+DABS(X(M-J+2)-X(M-J+1))
ENDDO

87
F=0.D0
DO J=1,M
F=F+DABS(X(1)+X(M)-M-1)+(DABS(SS(J)-S(J))+DABS(2*SK-SN-M+1))**2
ENDDO
RETURN
END
C----------------------------------------------------------------------
SUBROUTINE ZHENG(M,X,F)
PARAMETER(PI=3.1415926535897932384626433832795D0)
DIMENSION X(*)
COMMON /RNDM/IU,IV
INTEGER IU,IV
RAD(C)=(C*PI/180.D0) ! CONVERTS DEGREES INTO RADIANS
A1=30.D0
A2=60.D0
A3=90.D0
P=50.D0
AK=0.01D0
AKK=0.5D0
Z=4.D0
IF(RAD(A1).GT.X(1).OR.RAD(A3).LT.X(1)) THEN
CALL RANDOM(RAND)
X(1)=RAD(A1)+RAND*(RAD(A3)-RAD(A1))
ENDIF
IF(RAD(A1).GT.X(2).OR.RAD(A2).LT.X(2)) THEN
CALL RANDOM(RAND)
X(2)=RAD(A1)+RAND*(RAD(A2)-RAD(A1))
ENDIF
IF(0.3D0.GT.X(3).OR.1.D0.LT.X(3)) THEN
CALL RANDOM(RAND)
X(3)=0.3D0+ RAND*0.7D0
ENDIF
IF(40.D0.GT.X(4).OR.80.D0.LT.X(4)) THEN
CALL RANDOM(RAND)
X(4)=40.D0+RAND*40.D0
ENDIF
A=X(1)
B=X(2)
E=X(3)
PP=X(4)
FA=(PP+P*DCOS(A))/DSIN(B)
FB=P*DSIN(A)/(2*DCOS(B))
F1=DSQRT((FA+FB)/Z)*DSIN(B)
F2=2*PP*Z + DCOS(A)/DSIN(B) + DSIN(A)/DCOS(B)
F3=2*AK*SQRT(AKK*E)
F=(F3*F2)/F1

88
RETURN
END
C----------------------------------------------------------------------
SUBROUTINE SPHERE(M,X,F)
DIMENSION X(*)
COMMON /RNDM/IU,IV
INTEGER IU,IV
! MIN F =0 FOR (0, 0,..., 0)
DO I=1,M
CALL RANDOM(RAND)
X(I)=(RAND-0.5D0)*10.24D0
ENDIF
ENDDO
F=0.D0
DO I=1,M
F=F+X(I)**2
ENDDO
RETURN
END
C----------------------------------------------------------------------
SUBROUTINE EBERS_MOLL(M,X,F)
PARAMETER (NG=5, MG=4, KOPT=1)! IF KOPT=0, SHOWS OPTIMAL RESULTS
DIMENSION G(NG,MG), A(MG), B(MG),V(9),TV(9)
DIMENSION X(*)
COMMON /RNDM/IU,IV
INTEGER IU,IV
COMMON /KFF/KF,NFCALL,FTIT ! KF IS FUNCTION CODE; NFCALL IS THE
!NUMBER OF FUNCTION CALLS; FTIT IS THE TITLE OF THE FUNCTION
CHARACTER *70 TIT(200),FTIT ! TIT IS TITLE OF FUNCTIONS, A BATTERY
DATA ((G(I,J),J=1,MG),I=1,NG)/0.485D0, 0.752D0, 0.869D0, 0.982D0,

* 0.369D0,1.254D0,0.703D0, 1.455D0, 5.2095D0, 10.0677D0, 22.9274D0,
* 20.2153D0, 23.3037D0,101.779D0, 111.461D0, 191.267D0, 28.5132D0,
* 111.8467D0, 134.3884D0, 211.4823D0/
!----------------------------------------------------------------
DATA (V(I),I=1,9)/0.9D0,0.45D0,1,2,8,8,5,1,2/! OPTIMAL COORDINATES
! ---------------------------------------------------------------
!EBERS & MOLL TRANSISTOR MODELING FUNCTION; MIN F= APPROX(0); X=V
! (REF. EBERS, JJ AND MOLL, JL (1954) LARGE SCALE BEHAVIOUR OF
! JUNCTION TRANSISTORS, IEE PROC 32 (1954), PP. 1761-1772)
DO I=1,M
CALL RANDOM(RAND)
X(I)=(RAND-0.5D0)*20
ENDIF
ENDDO
! ----------------------------------------------------------------

89
IF(KOPT.EQ.0.AND.NFCALL.EQ.1) THEN
DO I=1,M
TV(I)=X(I)
X(I)=V(I)
ENDDO
ENDIF
! ---------------------------------------------------------------
YA=(1.D0-X(1)*X(2))*X(3)
YB=(1.D0-X(1)*X(2))*X(4)
GM=X(1)*X(3)-X(2)*X(4)
S=1.0D-03
! ---------------------------------------------------------------
DO K=1,MG
A(K)=YA*(DEXP(X(5)*(G(1,K)-G(3,K)*X(7)*S -G(5,K)*X(8)*S))-1.D0)
* -G(5,K)+G(4,K)*X(2)
B(K)=YB*(DEXP(X(6)*(G(1,K)-G(2,K)-G(3,K)*X(7)*S+ G(4,K)*X(9)*S))
* -1.D0)-G(5,K)*X(1)+G(4,K)
ENDDO
F=0.D0
DO K=1,MG
F=F+(A(K)**2 + B(K)**2)
ENDDO
F=F+GM**2
!----------------------------------------------------------------
IF(KOPT.EQ.0.AND.NFCALL.EQ.1) THEN
DO I=1,M
X(I)=TV(I)
ENDDO
WRITE(*,*)'FUNCTION EVALUATED AT ',(V(I),I=1,M)
WRITE(*,*)'MIN(F)=', F
!DO I=1,NG
!WRITE(*,*)(G(I,J),J=1,MG)
!ENDDO
PAUSE
ENDIF
! ---------------------------------------------------------------
RETURN
END
C----------------------------------------------------------------------
SUBROUTINE ALUFFI_PENTINI(M,X,F)
DIMENSION X(*)
COMMON /RNDM/IU,IV
INTEGER IU,IV
! -----------------------------------------------------
! MINF = -0.352386074 APPROX FOR X = (-1.04668053, 0) APPROX
! -----------------------------------------------------
DO J=1,M
IF(DABS(X(J)).GT.10) THEN
CALL RANDOM(RAND)

90
X(J)=(RAND-0.5D0)*20
ENDIF
ENDDO
F=0.25D0*X(1)**4 - 0.5D0*X(1)**2 + 0.1D0*X(1) +0.5D0*X(2)**2

RETURN
END
C----------------------------------------------------------------------
SUBROUTINE BECKER_LAGO(M,X,F)
DIMENSION X(*)
COMMON /RNDM/IU,IV
INTEGER IU,IV
! -----------------------------------------------------
! MINF = 0 FOR X = (5, 5) APPROX
! -----------------------------------------------------
DO J=1,M
CALL RANDOM(RAND)
X(J)=(RAND-0.5D0)*20
ENDIF
ENDDO
F=(DABS(X(1))-5.D0)**2 +(DABS(X(2))-5.D0)**2
RETURN
END
C----------------------------------------------------------------------
SUBROUTINE COSINE_MIXTURE(M,X,F)
DIMENSION X(*)
COMMON /RNDM/IU,IV
INTEGER IU,IV
PARAMETER(PI=3.1415926535897932384626433832795D0)
! -----------------------------------------------------
! MINF = -0.1*M FOR X = (0, 0, ..., 0) APPROX
! -----------------------------------------------------
DO J=1,M
CALL RANDOM(RAND)
X(J)=(RAND-0.5D0)*2
ENDIF
ENDDO
F1=0.D0
F2=0.D0
DO I=1,M
F1=F1 + DCOS(5*PI*X(I))
F2=F2 + X(I)**2
ENDDO
F= 0.1D0*F1 - F2
F=-F
RETURN
END
C----------------------------------------------------------------------
SUBROUTINE DEKKERS_AARTS(M,X,F)

91

DIMENSION X(*)
COMMON /RNDM/IU,IV
INTEGER IU,IV
! -----------------------------------------------------
! MINF = 24777 FOR X = (0, 15) AND (0, -15)
! -----------------------------------------------------
DO J=1,M
IF(DABS(X(J)).GT.20.D0) THEN
CALL RANDOM(RAND)
X(J)=(RAND-0.5D0)*40.D0
ENDIF
ENDDO
F=1.0D+05*X(1)**2 + X(2)**2 - (X(1)**2 + X(2)**2)**2 +

* 1.0D-05*(X(1)**2 + X(2)**2)**4
RETURN
END
C----------------------------------------------------------------------
SUBROUTINE EPISTATIC_MICHALEWICZ(M,X,F)
DIMENSION X(*),Y(200),TV(200),V(200)
COMMON /RNDM/IU,IV
INTEGER IU,IV
PARAMETER(N=10, PI=3.1415926535897932384626433832795D0)
!--------------------------------------------------------------
DO J=1,M
IF(X(J).LT.0.D0 .OR. X(J).GT.PI) THEN
CALL RANDOM(RAND)
X(J)=RAND*PI
ENDIF
ENDDO
THETA=PI/6.D0
DO J=1,M-1
IF(INT(J/2) .NE. DFLOAT(J)/2.D0) THEN
Y(J)=X(J)*DCOS(THETA) - X(J+1)*DSIN(THETA)
ELSE
Y(J)=X(J)*DSIN(THETA) + X(J+1)*DCOS(THETA)
ENDIF
ENDDO
Y(M)=X(M)
F=0.D0
DO J=1,M
F=F + DSIN(Y(J))*(DSIN(J*Y(J)**2/PI))**(2*N)
ENDDO
F=-F
RETURN
END
C----------------------------------------------------------------------
SUBROUTINE BREIMAN_CUTLER(M,X,F)
DIMENSION X(*)
COMMON /RNDM/IU,IV

92
INTEGER IU,IV
! --------------------------------------------------------------
DO J=1,M
IF(DABS(X(J)).GT.1.D0) THEN
CALL RANDOM(RAND)
X(J)=(RAND-0.5D0)*2
ENDIF
ENDDO
S=0.D0
DO J=1,M
S=S+X(J)**2
ENDDO
F= -DEXP(-0.5D0*S)
RETURN
END
C----------------------------------------------------------------------
SUBROUTINE GULF_RESEARCH(M,X,F)
DIMENSION X(*)
COMMON /RNDM/IU,IV
INTEGER IU,IV
! --------------------------------------------------------------
! FMIN 0 FOR X = (50, 25, 1.5)
!---------------------------------------------------------------
IF(X(1).LT.0.1D0 .OR. X(1).GT.100.D0) THEN
CALL RANDOM(RAND)
X(1)=0.1D0 +RAND*(100.D0-0.1D0)
ENDIF
IF(X(2).LT.0.0D0 .OR. X(2).GT.25.6D0) THEN
CALL RANDOM(RAND)
X(2)=RAND*25.6D0
ENDIF
CALL RANDOM(RAND)
X(3)=RAND*5.0D0
ENDIF
F=0.D0
DO I=1,99
U= 25.0D0 + (-50.D0*DLOG(0.01D0*I))**(1.D0/1.5D0)
F=F + (DEXP(-(U-X(2))**X(3)/X(1))-I*0.01D0)**2
ENDDO
RETURN
END
C----------------------------------------------------------------------
SUBROUTINE HELICAL_VALLEY(M,X,F)
DIMENSION X(*)
COMMON /RNDM/IU,IV
INTEGER IU,IV
PARAMETER(PI=3.1415926535897932384626433832795D0)
DO I=1,M

93
CALL RANDOM(RAND)
X(I)=(RAND-0.5D0)*20
ENDIF
ENDDO
T=DATAN(X(2)/X(1))/(2*PI)
IF(X(1).LT.0.D0) T=T+0.5D0
F=100*((X(2)-10*T)**2+(DSQRT(X(1)**2+X(2)**2)-1.D0)**2)+X(3)**2
RETURN
END
C----------------------------------------------------------------------
SUBROUTINE HOSAKI(M,X,F)
DIMENSION X(*)
COMMON /RNDM/IU,IV
INTEGER IU,IV
! ---------------------------------------------------------------
IF(X(1).LT.0.0D0 .OR. X(1).GT.5) THEN
CALL RANDOM(RAND)
X(1)=RAND*5.D0
ENDIF
CALL RANDOM(RAND)
X(2)=RAND*6.D0
ENDIF
F=(1.D0-8.D0*X(1)+7.D0*X(1)**2 - (7.D0/3.D0)*X(1)**3 + 0.25D0*X(1)
* **4)*X(2)**2*DEXP(-X(2))
RETURN
END
C----------------------------------------------------------------------
SUBROUTINE LEVY_MONTALVO1(M,X,F)
DIMENSION X(*), Y(200)
COMMON /RNDM/IU,IV
INTEGER IU,IV
PARAMETER(PI=3.1415926535897932384626433832795D0)
! FMIN 0 FOR X = (-1, -1,..., -1)
DO I=1,M
CALL RANDOM(RAND)
X(I)=(RAND-0.5D0)*20
ENDIF
ENDDO
DO I=1,M
Y(I)=1.0D0+(X(I)+1.0D0)/4.0D0
ENDDO
S=0.0D0
DO I=1,M-1
S= S + ((Y(I)-1.0D0)**2)*(1.0D0+10*DSIN(PI*Y(I+1))**2)
ENDDO
YA=10.0D0*(DSIN(PI*Y(1))**2)
YM=(Y(M)-1.0D0)**2

94
F = (YA +S + YM)*(PI/M)
RETURN
END
C----------------------------------------------------------------------
SUBROUTINE LEVY_MONTALVO2(M,X,F)
DIMENSION X(*)
COMMON /RNDM/IU,IV
INTEGER IU,IV
PARAMETER(PI=3.1415926535897932384626433832795D0)
! FMIN 0 FOR X = (1, 1,..., 1)
DO I=1,M
CALL RANDOM(RAND)
X(I)=(RAND-0.5D0)*10
ENDIF
ENDDO
F=0.0D0
DO I=1,M-1
F= F + ((X(I)-1.0D0)**2)*(1.0D0+DSIN(3*PI*X(I+1))**2)
ENDDO
F = F+((X(M)-1.0D0)**2)*(1.0D0+DSIN(2*PI*X(M))**2)
F=F*0.1D0
RETURN
END
C----------------------------------------------------------------------
SUBROUTINE MEYER_ROTH(M,X,F)
DIMENSION X(*),T(5),V(5),Y(5)
COMMON /RNDM/IU,IV
INTEGER IU,IV
DATA (T(I),V(I),Y(I), I=1,5) /1.D0,1.D0,.126D0, 2.D0,1.D0,.219D0,
* 1.D0,2.D0,.076D0, 2.D0,2.D0,.126D0, .1D0,0.D0,.186D0/
! ----------------------------------------------------------------
! MINF=4.3552665 FOR X=(3.13130831,15.1592743,0.780100683) APPROX
!----------------------------------------------------
DO I=1,M
CALL RANDOM(RAND)
X(I)=(RAND-0.5D0)*40
ENDIF
ENDDO
F=0.D0
DO I=1,5
F=F+((X(1)*X(3)*T(I))/(1+X(1)*T(I)+X(2)*V(I))-Y(I))**2
ENDDO
F=F*1.0D05 ! MULTIPLY BY 1.0D05 FOR CHANGING THE MAGNITUDE
RETURN
END
C----------------------------------------------------------------------
SUBROUTINE MIELE_CANTRELL(M,X,F)

95
DIMENSION X(*),T(5),V(5),Y(5)
COMMON /RNDM/IU,IV
INTEGER IU,IV
! MINF = 0 FOR X=(0, 1, 1, 1)
DO I=1,M
CALL RANDOM(RAND)
X(I)=(RAND-0.5D0)*2
ENDIF
ENDDO
F=(DEXP(X(1))-X(2))**4+100.0D0*(X(2)-X(3))**6+DTAN(X(3)-X(4))**4+
* X(1)**8
RETURN
END
C----------------------------------------------------------------------
SUBROUTINE MULTI_GAUSS(M,X,F)
DIMENSION X(*),A(5),B(5),C(5),D(5)
COMMON /RNDM/IU,IV
INTEGER IU,IV
DATA (A(I),B(I),C(I),D(I),I=1,5)/0.5D0, 0.0D0, 0.0D0, 0.1D0,
* 1.2D0, 1.0D0, 0.0D0, 0.5D0, 1.0D0, 0.0D0, -0.5D0, 0.5D0,
* 1.0D0, -0.5D0, 0.0D0, 0.5D0, 1.2D0, 0.0D0, 1.0D0, 0.5D0/
!-----------------------------------------------------
! MAXF = 1.29695405 FOR X=(-0.013540664 -0.0135406641)
!-----------------------------------------------------
DO I=1,M
CALL RANDOM(RAND)
X(I)=(RAND-0.5D0)*4.D0
ENDIF
ENDDO
F=0.D0
DO I=1,5
F= F + A(I)*DEXP(-(( X(1)-B(I))**2 + (X(2)-C(I))**2)/D(I)**2)
ENDDO
F=-F !(MAXIMIZATION)
RETURN
END
C----------------------------------------------------------------------
SUBROUTINE NEUMAIER2(M,X,F)
DIMENSION X(*), B(4)
COMMON /RNDM/IU,IV
INTEGER IU,IV
DATA (B(J),J=1,4)/ 8.0D0, 18.0D0, 44.0D0, 114.0D0/
! FMIN =0 FOR X= (1,2,2,3)
DO I=1,4
IF(X(I).LT.0.0D0 .OR. X(I).GT.4.0D0) THEN
CALL RANDOM(RAND)
X(I)=RAND*4.0D0
ENDIF
ENDDO

96
F=0.0D0
DO J=1,4
S=0.0D0
DO I=1,4
S=S + X(I)**J
ENDDO
F=F+(B(J)-S)**2
ENDDO
RETURN
END
C----------------------------------------------------------------------
SUBROUTINE NEUMAIER3(M,X,F)
DIMENSION X(*)
COMMON /RNDM/IU,IV
INTEGER IU,IV
! ----------------------------------------------------------------
! FMIN(M): -30(5) -210(10) -665(15) -1520(20) -2900(25) -4930(30)
! ----------------------------------------------------------------
DO I=1,M
IF(DABS(X(I)).GT.M**2) THEN
CALL RANDOM(RAND)
X(I)=(RAND-0.5D0)*(2*M**2)
ENDIF
ENDDO
S1=0.0D0
DO I=1,M
S1=S1+(X(I)-1.0D0)**2
ENDDO
S2=0.D0
DO I=2,M
S2=S2+X(I)*X(I-1)
ENDDO
F=S1-S2
RETURN
END
C----------------------------------------------------------------------
SUBROUTINE ODD_SQUARE(M,X,F)
DIMENSION X(*), B(20)
COMMON /RNDM/IU,IV
INTEGER IU,IV
PARAMETER(PI=3.1415926535897932384626433832795D0)
DATA (B(I),I=1,20) /1.0D0, 1.3D0, 0.8D0, -0.4D0, -1.3D0, 1.6D0,
* -2.0D0, -6.0D0, 0.5D0, 1.4D0, 1.0D0, 1.3D0, 0.8D0, -4.0D0,
* -1.3D0, 1.6D0, -0.2D0, -0.6D0, 0.5D0, 1.4D0/
! ----------------------------------------------------------------
! FMIN -1 FOR X=(B(I),I=1,M)
! ----------------------------------------------------------------
DO I=1,M
CALL RANDOM(RAND)
X(I)=(RAND-0.5D0)*30.0D0

97
ENDIF
ENDDO
S=0.0D0
SMX=0.0D0
DO I=1,M
S=S+(X(I)-B(I))**2
DX=DABS(X(I)-B(I))
IF(DX.GT.SMX) SMX=DX
ENDDO
S=DSQRT(S)
DD=SMX*DSQRT(DFLOAT(M))
F= -(1.0D0-0.2*S/(DD + 0.1D0))*DCOS(DD*PI)*DEXP(-DD/(2*PI))
RETURN
END
C----------------------------------------------------------------------
SUBROUTINE PERIODIC(M,X,F)
DIMENSION X(*)
COMMON /RNDM/IU,IV
INTEGER IU,IV
! ----------------------------------------------------------------
! FMIN 1 FOR X=(0, 0)
! ----------------------------------------------------------------
DO I=1,M
CALL RANDOM(RAND)
X(I)=(RAND-0.5D0)*20.0D0
ENDIF
ENDDO
F=1.D0+SIN(X(1))**2 + SIN(X(2))**2 - 0.1D0*(-X(1)**2 - X(2)**2)
RETURN
END
C----------------------------------------------------------------------
SUBROUTINE POWELL_QUAD(M,X,F)
DIMENSION X(*)
COMMON /RNDM/IU,IV
INTEGER IU,IV
! ----------------------------------------------------------------
! FMIN 0 FOR X=(0, 0, 0, 0)
! ----------------------------------------------------------------
DO I=1,M
CALL RANDOM(RAND)
X(I)=(RAND-0.5D0)*20.0D0
ENDIF
ENDDO
F=(X(1)+10*X(1))**2 + 5*(X(3)-X(4))**2 +(X(2)-2*X(3))**4 +
* 10*(X(1)-X(4))**4
RETURN
END
C----------------------------------------------------------------------
SUBROUTINE SALOMON(M,X,F)

98

DIMENSION X(*)
COMMON /RNDM/IU,IV
INTEGER IU,IV
PARAMETER(PI=3.1415926535897932384626433832795D0)
! ----------------------------------------------------------------
! FMIN 0 FOR X=(0,...,0) EXTREMELY DIFFICULT TO OPTIMIZE FOR M > 4
! ----------------------------------------------------------------
DO I=1,M
CALL RANDOM(RAND)
X(I)=(RAND-0.5D0)*200.0D0
ENDIF
ENDDO
XNORM=0.0D0
DO I=1,M
XNORM=XNORM+X(I)**2
ENDDO
XNORM=DSQRT(XNORM)
F=1.0D0-DCOS(2*PI*XNORM) + 0.1D0*XNORM
RETURN
END
C----------------------------------------------------------------------
SUBROUTINE SCHAFFER_2(M,X,F)
DIMENSION X(*)
COMMON /RNDM/IU,IV
INTEGER IU,IV
! ----------------------------------------------------------------
! FMIN 0 FOR X=(0,...,0) EXTREMELY DIFFICULT TO OPTIMIZE FOR M > 4
! ----------------------------------------------------------------
DO I=1,M
CALL RANDOM(RAND)
X(I)=(RAND-0.5D0)*200.0D0
ENDIF
ENDDO
Z=X(1)**2+X(2)**2
F=(Z**0.25D0)*(DSIN(50*(Z**0.10D0))**2+1.D0)
RETURN
END
C -----------------------------------------------------------------
SUBROUTINE SHEKEL7(M,X,F)
C SHEKEL7 FUNCTION FOR TEST OF GLOBAL OPTIMIZATION METHODS
PARAMETER(NROW=30,NCOL=10, NR=7,MR=10)! NR <= NROW, MR <= NCOL
DIMENSION A(NROW,NCOL),C(NROW),X(*)
DATA (C(I),(A(I,J),J=1,NCOL),I=1,NROW)/
* 0.806,9.681,0.667,4.783,9.095,3.517,9.325,6.544,0.211,5.122,2.020
*,0.517,9.400,2.041,3.788,7.931,2.882,2.672,3.568,1.284,7.033,7.374
*,0.100,8.025,9.152,5.114,7.621,4.564,4.711,2.996,6.126,0.734,4.982
*,0.908,2.196,0.415,5.649,6.979,9.510,9.166,6.304,6.054,9.377,1.426

99
*,0.965,8.074,8.777,3.467,1.863,6.708,6.349,4.534,0.276,7.633,1.567
*,0.669,7.650,5.658,0.720,2.764,3.278,5.283,7.474,6.274,1.409,8.208
*,0.524,1.256,3.605,8.623,6.905,4.584,8.133,6.071,6.888,4.187,5.448
*,0.902,8.314,2.261,4.224,1.781,4.124,0.932,8.129,8.658,1.208,5.762
*,0.531,0.226,8.858,1.420,0.945,1.622,4.698,6.228,9.096,0.972,7.637
*,0.876,7.305,2.228,1.242,5.928,9.133,1.826,4.060,5.204,8.713,8.247
*,0.462,0.652,7.027,0.508,4.876,8.807,4.632,5.808,6.937,3.291,7.016
*,0.491,2.699,3.516,5.874,4.119,4.461,7.496,8.817,0.690,6.593,9.789
*,0.463,8.327,3.897,2.017,9.570,9.825,1.150,1.395,3.885,6.354,0.109
*,0.714,2.132,7.006,7.136,2.641,1.882,5.943,7.273,7.691,2.880,0.564
*,0.352,4.707,5.579,4.080,0.581,9.698,8.542,8.077,8.515,9.231,4.670
*,0.869,8.304,7.559,8.567,0.322,7.128,8.392,1.472,8.524,2.277,7.826
*,0.813,8.632,4.409,4.832,5.768,7.050,6.715,1.711,4.323,4.405,4.591
*,0.811,4.887,9.112,0.170,8.967,9.693,9.867,7.508,7.770,8.382,6.740
*,0.828,2.440,6.686,4.299,1.007,7.008,1.427,9.398,8.480,9.950,1.675
*,0.964,6.306,8.583,6.084,1.138,4.350,3.134,7.853,6.061,7.457,2.258
*,0.789,0.652,2.343,1.370,0.821,1.310,1.063,0.689,8.819,8.833,9.070
*,0.360,5.558,1.272,5.756,9.857,2.279,2.764,1.284,1.677,1.244,1.234
*,0.369,3.352,7.549,9.817,9.437,8.687,4.167,2.570,6.540,0.228,0.027
*,0.992,8.798,0.880,2.370,0.168,1.701,3.680,1.231,2.390,2.499,0.064
*,0.332,1.460,8.057,1.336,7.217,7.914,3.615,9.981,9.198,5.292,1.224
*,0.817,0.432,8.645,8.774,0.249,8.081,7.461,4.416,0.652,4.002,4.644
*,0.632,0.679,2.800,5.523,3.049,2.968,7.225,6.730,4.199,9.614,9.229
*,0.883,4.263,1.074,7.286,5.599,8.291,5.200,9.214,8.272,4.398,4.506
*,0.608,9.496,4.830,3.150,8.270,5.079,1.231,5.731,9.494,1.883,9.732
*,0.326,4.138,2.562,2.532,9.661,5.611,5.500,6.886,2.341,9.699,6.500
*/
F=0.D00
DO I=1,NR
S=0.0D0
DO J=1,MR
S=S+(X(J)-A(I,J))**2
ENDDO
F=F+1.D00/(S+C(I))
ENDDO
F=-F
RETURN
END
C----------------------------------------------------------------------
SUBROUTINE SINUSOIDAL(M,X,F)
DIMENSION X(*)
COMMON /RNDM/IU,IV
INTEGER IU,IV
PARAMETER(A=2.5D0, B=5.D0, Z=30.D0)
! ----------------------------------------------------------------
! FMIN = -(A+1)
! ----------------------------------------------------------------
DO I=1,M
IF(X(I).LT.0.0D0.OR.X(I).GT.180) THEN
CALL RANDOM(RAND)
X(I)=RAND*180.0D0
ENDIF

100
ENDDO
P1=1.0D0
P2=1.0D0
DO I=1,M
P1=P1*DSIN(X(I)-Z)
P2=P2*DSIN(B*(X(I)-Z))
ENDDO
F=-(A*P1+P2)
RETURN
END
C----------------------------------------------------------------------
SUBROUTINE MOD_LANGERMAN(M,X,F)
DIMENSION X(*),C(5),A(5,10)
COMMON /RNDM/IU,IV
INTEGER IU,IV
PARAMETER(PI=3.1415926535897932384626433832795D0, N=5)
! ---------------------------------------------------------------
DATA (C(I),(A(I,J),J=1,10),I=1,N)/
* 0.806D0, 9.681D0, 0.667D0, 4.783D0, 9.095D0, 3.517D0,
* 9.325D0, 6.544D0, 0.211D0, 5.122D0, 2.020D0,
* 0.517D0, 9.400D0, 2.041D0, 3.788D0, 7.931D0, 2.882D0,
* 2.672D0, 3.568D0, 1.284D0, 7.033D0, 7.374D0,
* 0.100D0, 8.025D0, 9.152D0, 5.114D0, 7.621D0, 4.564D0,
* 4.711D0, 2.996D0, 6.126D0, 0.734D0, 4.982D0,
* 0.908D0, 2.196D0, 0.415D0, 5.649D0, 6.979D0, 9.510D0,
* 9.166D0, 6.304D0, 6.054D0, 9.377D0, 1.426D0,
* 0.965D0, 8.074D0, 8.777D0, 3.467D0, 1.867D0, 6.708D0,
* 6.349D0, 4.534D0, 0.276D0, 7.633D0, 1.567D0/
! ---------------------------------------------------------------
DO I=1,M
IF(X(I).LT.0.0D0.OR.X(I).GT.10) THEN
CALL RANDOM(RAND)
X(I)=RAND*10.0D0
ENDIF
ENDDO
F=0.0D0
DO I=1,N
D=0.0D0
DO J=1,M
D=D+(X(J)-A(I,J))**2
ENDDO
F=F+ C(I)*DCOS(D/PI)*DEXP(-PI*D)
ENDDO
F=-F
RETURN
END
C----------------------------------------------------------------------
SUBROUTINE COMPETECOR(M,X,F)
!ANALYZING INVESTMENTS WHOSE HISTORIES DIFFER IN LENGTH
!ROBERT F. STAMBAUGH

101
PARAMETER(KX=10, N=10)
DIMENSION X(*)
DIMENSION S(KX,KX),R(KX,KX),V(KX,KX),W(KX,KX)
COMMON /RNDM/IU,IV
INTEGER IU,IV
!----------------------------------------------------------------
DATA ((S(I,J),J=I+1,N),I=1,N-1)/
* 0.413D0,0.518D0,0.543D0,0.529D0,0.341D0,0.271D0,0.231D0,0.412D0,
+ 0.294D0,
* 0.471D0,0.537D0,0.617D0,0.552D0,0.298D0,0.475D0,0.373D0,0.270D0,
* 0.547D0,0.592D0,0.400D0,0.258D0,0.349D0,9,9,
* 9,0.422D0,0.347D0,0.351D0,0.414D0,9,
* 0.533D0,0.344D0,0.462D0,0.440D0,0.318D0,
* 0.305D0,0.582D0,0.355D0,0.245D0,
* 0.193D0,0.533D0,0.592D0,
* 0.258D0,0.166D0,
* 9/ ! ONLY UPPER OFF-DIAGONALS ARE PRESENTED.
! ----------------------------------------------------------------
! * 0.413D0,0.518D0,0.543D0,0.529D0,0.341D0,0.271D0,0.231D0,0.412D0,
! + 0.294D0,
! * 0.471D0,0.537D0,0.617D0,0.552D0,0.298D0,0.475D0,0.373D0,0.270D0,
! * 0.547D0,0.592D0,0.400D0,0.258D0,0.349D0,0.370D0,0.276D0,
! * 0.664D0,0.422D0,0.347D0,0.351D0,0.414D0,0.269D0,
! * 0.533D0,0.344D0,0.462D0,0.440D0,0.318D0,
! * 0.305D0,0.582D0,0.355D0,0.245D0,
! * 0.193D0,0.533D0,0.592D0,
! * 0.258D0,0.166D0,
! * 0.591D0/
!----------------------------------------------------------------
! ORIGINAL MATRIX FROM TUMMINELLO, M., LILLO, F. & MANTEGNA, R.N.
! (2010) "CORRELATION, HIERARCHIES, AND NETWORKS IN FINANCIAL
! MARKETS", J. OF ECONOMIC BEHAVIOR & ORGANIZATION, 75: 40-58.
!----------------------------------------------------------------
! * 1.000D0, 0.413D0, 0.518D0, 0.543D0, 0.529D0, 0.341D0, 0.271D0,
! + 0.231D0, 0.412D0, 0.294D0,
! * 0.413D0, 1.000D0, 0.471D0, 0.537D0, 0.617D0, 0.552D0, 0.298D0,
! + 0.475D0, 0.373D0, 0.270D0,
! * 0.518D0, 0.471D0, 1.000D0, 0.547D0, 0.592D0, 0.400D0, 0.258D0,
! + 0.349D0, 0.370D0, 0.276D0,
! * 0.543D0, 0.537D0, 0.547D0, 1.000D0, 0.664D0, 0.422D0, 0.347D0,
! + 0.351D0, 0.414D0, 0.269D0,
! * 0.529D0, 0.617D0, 0.592D0, 0.664D0, 1.000D0, 0.533D0, 0.344D0,
! + 0.462D0, 0.440D0, 0.318D0,
! * 0.341D0, 0.552D0, 0.400D0, 0.422D0, 0.533D0, 1.000D0, 0.305D0,
! + 0.582D0, 0.355D0, 0.245D0,
! * 0.271D0, 0.298D0, 0.258D0, 0.347D0, 0.344D0, 0.305D0, 1.000D0,
! + 0.193D0, 0.533D0, 0.592D0,
! * 0.231D0, 0.475D0, 0.349D0, 0.351D0, 0.462D0, 0.582D0, 0.193D0,
! + 1.000D0, 0.258D0, 0.166D0,
! * 0.412D0, 0.373D0, 0.370D0, 0.414D0, 0.440D0, 0.355D0, 0.533D0,
! + 0.258D0, 1.000D0, 0.591D0,
! * 0.294D0, 0.270D0, 0.276D0, 0.269D0, 0.318D0, 0.245D0, 0.592D0,
! + 0.166D0, 0.591D0, 1.000D0/

102
! * 1.00D0, -0.50D0, 0.50D0, -0.50D0, 0.56D0, 0.21D0, 0.34D0,

! * -0.50D0, 1.00D0, 5.00D0, 5.00D0, 5.00D0, 0.30D0, 0.16D0,
! * 0.50D0, 5.00D0, 1.00D0, 5.00D0, 5.00D0, 5.00D0, 0.89D0,
! * -0.50D0, 5.00D0, 5.00D0, 1.00D0, 5.00D0, 5.00D0, 5.00D0,
! * 0.56D0, 5.00D0, 5.00D0, 5.00D0, 1.00D0, 5.00D0, 5.00D0,
! * 0.21D0, 0.30D0, 5.00D0, 5.00D0, 5.00D0, 1.00D0, 5.00D0,
! * 0.34D0, 0.16D0, 0.89D0, 5.00D0, 5.00D0, 5.00D0, 1.00D0/
! TRUE MATRIX --------------------------------------------------

! * 1.000000,0.606406,0.707693,0.814424,0.789810,0.803984,0.361645,
! * 0.606406,1.000000,0.578574,0.660633,0.627335,0.439342,0.013583,
! * 0.707693,0.578574,1.000000,0.651842,0.731069,0.688513,0.331337,
! * 0.814424,0.660633,0.651842,1.000000,0.769452,0.667294,0.182228,
! * 0.789810,0.627335,0.731069,0.769452,1.000000,0.706837,0.261163,
! * 0.803984,0.439342,0.688513,0.667294,0.706837,1.000000,0.553325,
! * 0.361645,0.013583,0.331337,0.182228,0.261163,0.553325,1.000000/
! ---------------------------------------------------------------
DO I=1,M
CALL RANDOM(RAND)
X(I)=(RAND-0.5D0)*2.0D0
ENDIF
ENDDO
IX=0
DO I=1,N
DO J=I,N
IF(I.EQ.J) THEN
R(I,J)=1.0D0
ELSE
R(I,J)=S(I,J)
R(J,I)=S(I,J)
ENDIF
IF(DABS(S(I,J)).GT.1.D0) THEN
IX=IX+1
R(I,J)=X(IX)
R(J,I)=X(IX)
ENDIF
ENDDO
ENDDO
CALL EIGEN(R,N,V,W)
PENALTY=0.0D0
P=1.D0
DO I=1,N
IF(W(I,I).LT.0.D0) THEN
PENALTY=PENALTY + W(I,I)
W(I,I)=0.D0
ENDIF
P=P*W(I,I)
ENDDO
!F=-(P + PENALTY)
! CHECK FOR THE OPTIMIALITY CONDITION. IT USES THE PROPERTY THAT

103
! THE FILLING VALUES HAVE CORRESPONDING ZEROS IN INVERTED MATRIX

CALL INV(R,N,DET)
DIFF=0.D0 ! PENALTY IF THE ELEMENTS IN THE INVERTED MATRIX <> 0.
DO I=1,N-1
DO J=I+1,N
IF(DABS(S(I,J)).GT.1.D0) DIFF=DIFF+DABS(R(I,J))
ENDDO
ENDDO
F=-(P + PENALTY - DIFF)
RETURN
END
C----------------------------------------------------------------------
SUBROUTINE NEARCOR(M,X,F)
PARAMETER(KX=10, N=3)! KX IS THE MAX DIMENSION
DIMENSION X(*)
DIMENSION S(KX,KX),R(KX,KX),V(KX,KX),W(KX,KX)
COMMON /RNDM/IU,IV
INTEGER IU,IV
!----------------------------------------------------------------
DATA ((S(I,J),J=I+1,N),I=1,N-1)/
* 1,0,
* 1/
! * 0.3, 0.8, 0.9, 0.6, 0.5, 0.8,

! * 0.7,-0.9,-0.8, 0.5, 0.6,
! * 0.3, 0.5, 0.6, 0.9,
! * 0.5, 0.8, 0.2,
! * 0.9, 0.9,
! * -0.8/
! * 0.58154,0.36318,0.28763,0.20059,-0.01382,0.43710,0.45526,
! * 0.48691,0.65733,0.46806,0.50631,0.86147,0.63320,
! * 0.32810,0.17847,0.44367,0.23434,0.43348,
! * 0.42870,0.60102,0.85698,0.62314,
! * 0.61081,0.67040,0.41083,
! * 0.86103,0.73863,
! * 0.69714/
! ---------------------------------------------------------------
DO I=1,M
CALL RANDOM(RAND)
X(I)=(RAND-0.5D0)*2.0D0
ENDIF
ENDDO
! MAKE UP THE S MATRIX
DO I=1,N
DO J=I,N
IF(I.EQ.J) THEN
S(I,J)=1.D0

104
ELSE
S(J,I)=S(I,J)
ENDIF
ENDDO
ENDDO
IX=0
DO I=1,N-1
DO J=I+1,N
IX=IX+1
R(I,J)=X(IX)
ENDDO
ENDDO
DO I=1,N
DO J=I,N
IF(I.EQ.J) THEN
R(I,J)=1.D0
ELSE
R(J,I)=R(I,J)
ENDIF
ENDDO
ENDDO
CALL EIGEN(R,N,V,W)
PENALTY=0.D0
DET=1.D0
DO J=1,N
DET=DET*W(J,J)
ENDDO
IF(DET.LE.0.D0) PENALTY=100*(1-DET)**2
D=0.D0
DO I=1,N-1
DO J=I+1,N
D=D+(R(I,J)-S(I,J))**2
ENDDO
ENDDO
F=D + PENALTY
RETURN
END
C ------------------------------------------------------------------
SUBROUTINE EIGEN(A,N,V,W)
! COMPUTES EIGENVALUES AND VECTORS OF A REAL SYMMETRIC MATRIX
C A(N,N) =GIVEN REAL SYMMETRIC MATRIX WHOSE EIGENVALUES AND VECTORS
C ARE BE FOUND. ITS ORDER IS N X N
C W(N,N) CONTAINS EIGENVALUES IN ITS MAIN DIAGONAL. OTHER ELEMENTS=0
C V(N,N) COLUMN-WISE EIGENVECTORS [V(J,1)=VECTOR-1; V(J,M)=VECTOR-M]
C PROGRAM BY KRISNAMURTHY,EV & SEN (1976) COMPUTER-BASED NUMERICAL
C ALGORITHMS. AFFILIATED EAST-WEST PRESS, NEW DELHI
PARAMETER (KX=10)! THIS PARAMETER MUST BE SET TO MATCH THE CALLING
! PROGRAM
DOUBLE PRECISION A(KX,KX),V(KX,KX),W(KX,KX),P(KX)

105
DOUBLE PRECISION PMAX,EPLN,TAN,SIN,COS,AI,TT,TA,TB

DIMENSION MM(KX)
C ------------ INITIALISATION --------------------------------------
!WRITE(*,*)'COMPUTATION OF EIGENVALES BEGINS'
DO I=1,N
DO J=1,N
V(I,J)=0.D0
W(I,J)=A(I,J)
ENDDO
P(I)=0.D0
ENDDO
PMAX=0.D0
EPLN=0.D0
TAN=0.D0
SIN=0.D0
COS=0.D0
AI=0.D0
TT=0
NN=1
EPLN=1.0D-100
C ------------------------------------------------------------------
IF(NN.NE.0) THEN
DO I=1,N
DO J=1,N
V(I,J)=0.D0
IF(I.EQ.J) V(I,J)=1.D0
ENDDO
ENDDO
ENDIF
NR=0
MI=N-1
DO I=1,MI
P(I)=0.D0
MJ=I+1
DO J=MJ,N
IF(P(I).LE.DABS(A(I,J))) THEN
P(I)=DABS(A(I,J))
MM(I)=J
ENDIF
ENDDO
ENDDO
7 DO 8 I=1,MI
IF(I.LE.1) GOTO 10
IF(PMAX.GT.P(I)) GOTO 8
10 PMAX=P(I)
IP=I
JP=MM(I)
8 CONTINUE
C EPLN=DABS(PMAX)*1.0D-09
IF (PMAX.LE.EPLN) THEN
C WRITE(*,*)'PMAX EPLN',PMAX, EPLN
C PAUSE'CONVERGENCE CRITERION IS MET'

106
GO TO 12
ENDIF
NR=NR+1
TA=2.D0*A(IP,JP)
TB=(DABS(A(IP,IP)-A(JP,JP))+
1DSQRT((A(IP,IP)-A(JP,JP))**2+4.D0*A(IP,JP)**2))
TAN=TA/TB
IF(A(IP,IP).LT.A(JP,JP)) TAN=-TAN
COS=1.D0/DSQRT(1.D0+TAN**2)
SIN=TAN*COS
AI=A(IP,IP)
A(IP,IP)=(COS**2)*(AI+TAN*(2.D0*A(IP,JP)+TAN*A(JP,JP)))
A(JP,JP)=(COS**2)*(A(JP,JP)-TAN*(2.D0*A(IP,JP)-TAN*AI))
A(IP,JP)=0.D0
IF(A(IP,IP).GE.A(JP,JP)) GO TO 15
TT=A(IP,IP)
A(IP,IP)=A(JP,JP)
A(JP,JP)=TT
IF(SIN.GE.0.D0) GO TO 16
TT=COS
GO TO 17
16 TT=-COS
17 COS=DABS(SIN)
SIN=TT
15 DO 18 I=1,MI
IF(I-IP) 19, 18, 20
20 IF(I.EQ.JP)GO TO 18
19 IF(MM(I).EQ.IP) GO TO 21
IF(MM(I).NE.JP) GO TO 18
21 K=MM(I)
TT=A(I,K)
A(I,K)=0.D0
MJ=I+1
P(I)=0.D0
DO 22 J=MJ,N
IF(P(I).GT.DABS(A(I,J))) GO TO 22
P(I)=DABS(A(I,J))
MM(I)=J
22 CONTINUE
A(I,K)=TT
18 CONTINUE
P(IP)=0.D0
P(JP)=0.D0
DO 23 I=1,N
IF(I-IP) 24, 23, 25
24 TT=A(I,IP)
A(I,IP)=COS*TT+SIN*A(I,JP)
IF(P(I).GE.DABS(A(I,IP))) GO TO 26
P(I)=DABS(A(I,IP))
MM(I)=IP
26 A(I,JP)=-SIN*TT+COS*A(I,JP)
IF(P(I).GE.DABS(A(I,JP))) GO TO 23
30 P(I)=DABS(A(I,JP))

107
MM(I)=JP
GO TO 23
25 IF(I.LT.JP) GO TO 27
IF(I.GT.JP) GO TO 28
IF(I.EQ.JP) GO TO 23
27 TT=A(IP,I)
A(IP,I)=COS*TT+SIN*A(I,JP)
IF(P(IP).GE.DABS(A(IP,I))) GO TO 29
P(IP)=DABS(A(IP,I))
MM(IP)=I
29 A(I,JP)=-TT*SIN+COS*A(I,JP)
IF(P(I).GE.DABS(A(I,JP))) GO TO 23
GO TO 30
28 TT=A(IP,I)
A(IP,I)=TT*COS+SIN*A(JP,I)
IF(P(IP).GE.DABS(A(IP,I))) GO TO 31
P(IP)=DABS(A(IP,I))
MM(IP)=I
31 A(JP,I)=-TT*SIN+COS*A(JP,I)
IF(P(JP).GE.DABS(A(JP,I))) GO TO 23
P(JP)=DABS(A(JP,I))
MM(JP)=I
23 CONTINUE
IF(NN.EQ.0) GOTO 7
DO 32 I=1,N
TT=V(I,IP)
V(I,IP)=TT*COS+SIN*V(I,JP)
V(I,JP)=-TT*SIN+COS*V(I,JP)
32 CONTINUE
GO TO 7
12 DO I=1,N
P(I)=A(I,I)
ENDDO
DO I=1,N
DO J=1,N
A(I,J)=W(I,J)
W(I,J)=0.D0
ENDDO
W(I,I)=P(I)
ENDDO
RETURN
END
!----------------------------------------------------------------
SUBROUTINE INV(A,M,D)
PARAMETER(MX=10)! MX IS THE MAXIMUM DIMENSION.
C MATRIX INVERSION - EXCHANGE METHOD:KRISHNAMURTHY EV & SEN SK(1976)
C COMPUTER-BASED NUMERICAL ALGORITHMS, AFFILIATED EAST-WEST PRESS,
C NEW DELHI, P.161
DIMENSION A(MX,MX)
! --------------------------------------------------------
! INVERSION BEGINS
D=1.D0 ! D IS THE DETERMINANT OF MATRIX A.

108
! THE RESULT (INVERSE OF A) IS STORED IN A ITSELF. A IS LOST

DO I=1,M
D=D*A(I,I)
A(I,I)=1.D0/A(I,I)
DO J=1,M
IF(I.NE.J) A(J,I)=A(J,I)*A(I,I)
ENDDO
DO J=1,M
DO K=1,M
IF(I.NE.J.AND.K.NE.I) A(J,K)=A(J,K)-A(J,I)*A(I,K)
ENDDO
ENDDO
DO J=1,M
IF(J.NE.I) A(I,J)=-A(I,J)*A(I,I)
ENDDO
ENDDO
! INVERSION ENDS
! -------------------------------------------------------
! WRITE(*,*)'DETERMINANT=',D
RETURN
END

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Global Optimization of Some Difficult Benchmark Functions

by Cuckoo-Host Co-Evolution Meta-Heuristics

Table-1. Global Optimum of Select Benchmark Function Obtained by

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CHARACTER *8 CLOCK, START_TIME, NOW_TIME

NFCALL=0 ! NO. OF FUNCTION CALLS : INITIALIZED

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PDET=DPROB(PROB) ! DEFINED IN THE STATEMENT FUNCTION

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! DISPLAY RESULTS AT EVERY IPRN ITERATIONS

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IF(CUSD.LT.EPS.OR.CRSD.LE.EPS) FEPS=0 ! TERMINATION CONDITION

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DATA TIT(45)/'KF=45 RASTRIGIN FUNCTION : M-VARIABLES M=?'/

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DATA TIT(98)/'KF=98 LUNACEK1 FUNCTION: M (M <= 30)-VARIABLES M=?'/

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IMPLICIT DOUBLE PRECISION (A-H,O-Z)

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C ACKLEY FUNCTION M VARIABLES

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C NEW N#8 FUNCTION (MULTIPLE GLOBAL MINIMA)

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IMPLICIT DOUBLE PRECISION (A-H,O-Z)

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C REF: YAO, X. AND LIU, Y. (1996): FAST EVOLUTIONARY PROGRAMMING

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F=DSIN(70DSIN(X(1))) + DSIN(DSIN(80X(2))) -DSIN(10*(X(1)+X(2)))+

F1=2X1+ 3X2 +3Y1/2.D0 +2Y2 -Y3/2.D0

F1=2X1+ 3X2 +3Y1/2.D0 +2Y2 -Y3/2.D0 ! OBJECTIVE FUNCTION

C1 = 100*(X12 + Y1 - 5/4.D0)2 ! X1**2 + Y1 = 5/4

C4 = 4X2/3.D0 + Y2 - 3.D0 ! 4X2/3 + Y2 <= 3

F=0.25D0*X(1)**4 - 0.5D0*X(1)**2 + 0.1D0X(1) +0.5D0X(2)**2

F=1.0D+05*X(1)2 + X(2)2 - (X(1)2 + X(2)2)**2 +