多目标优化算法的测试函数与解

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

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

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

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

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

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

Contents

   [hide] 
  • 1 Test functions for single-objective optimization problems
  • 2 Test functions for multi-objective optimization problems
  • 3 See also
  • 4 References

Test functions for single-objective optimization problems[edit]

Name Plot Formula Minimum Search domain
Ackley's function: 多目标优化算法的测试函数与解_第1张图片 f(x,y) = -20\exp\left(-0.2\sqrt{0.5\left(x^{2}+y^{2}\right)}\right)

-\exp\left(0.5\left(\cos\left(2\pi x\right)+\cos\left(2\pi y\right)\right)\right) + 20 + e

f(0,0) = 0 -5\le x,y \le 5
Sphere function 多目标优化算法的测试函数与解_第2张图片 f(\boldsymbol{x}) = \sum_{i=1}^{n} x_{i}^{2} f(x_{1}, \dots, x_{n}) = f(0, \dots, 0) = 0 -\infty \le x_{i} \le \infty1 \le i \le n
Rosenbrock function 多目标优化算法的测试函数与解_第3张图片 f(\boldsymbol{x}) = \sum_{i=1}^{n-1} \left[ 100 \left(x_{i+1} - x_{i}^{2}\right)^{2} + \left(x_{i} - 1\right)^{2}\right] 多目标优化算法的测试函数与解_第4张图片 -\infty \le x_{i} \le \infty1 \le i \le n
Beale's function 多目标优化算法的测试函数与解_第5张图片 f(x,y) = \left( 1.5 - x + xy \right)^{2} + \left( 2.25 - x + xy^{2}\right)^{2}

+ \left(2.625 - x+ xy^{3}\right)^{2}

f(3, 0.5) = 0 -4.5 \le x,y \le 4.5
Goldstein–Price function: Goldstein–Price function f(x,y) = \left(1+\left(x+y+1\right)^{2}\left(19-14x+3x^{2}-14y+6xy+3y^{2}\right)\right)

\left(30+\left(2x-3y\right)^{2}\left(18-32x+12x^{2}+48y-36xy+27y^{2}\right)\right)

f(0, -1) = 3 -2 \le x,y \le 2
Booth's function: 多目标优化算法的测试函数与解_第6张图片 f(x,y) = \left( x + 2y -7\right)^{2} + \left(2x +y - 5\right)^{2} f(1,3) = 0 -10 \le x,y \le 10
Bukin function N.6: 多目标优化算法的测试函数与解_第7张图片 f(x,y) = 100\sqrt{\left|y - 0.01x^{2}\right|} + 0.01 \left|x+10 \right|.\quad f(-10,1) = 0 -15\le x \le -5-3\le y \le 3
Matyas function: 多目标优化算法的测试函数与解_第8张图片 f(x,y) = 0.26 \left( x^{2} + y^{2}\right) - 0.48 xy f(0,0) = 0 -10\le x,y \le 10
Lévi function N.13: 多目标优化算法的测试函数与解_第9张图片 f(x,y) = \sin^{2}\left(3\pi x\right)+\left(x-1\right)^{2}\left(1+\sin^{2}\left(3\pi y\right)\right)

+\left(y-1\right)^{2}\left(1+\sin^{2}\left(2\pi y\right)\right)

f(1,1) = 0 -10\le x,y \le 10
Three-hump camel function: 多目标优化算法的测试函数与解_第10张图片 f(x,y) = 2x^{2} - 1.05x^{4} + \frac{x^{6}}{6} + xy + y^{2} f(0,0) = 0 -5\le x,y \le 5
Easom function: 多目标优化算法的测试函数与解_第11张图片 f(x,y) = -\cos \left(x\right)\cos \left(y\right) \exp\left(-\left(\left(x-\pi\right)^{2} + \left(y-\pi\right)^{2}\right)\right) f(\pi , \pi) = -1 -100\le x,y \le 100
Cross-in-tray function: 多目标优化算法的测试函数与解_第12张图片 f(x,y) = -0.0001 \left( \left| \sin \left(x\right) \sin \left(y\right) \exp \left( \left|100 - \frac{\sqrt{x^{2} + y^{2}}}{\pi} \right|\right)\right| + 1 \right)^{0.1} 多目标优化算法的测试函数与解_第13张图片 -10\le x,y \le 10
Eggholder function: 多目标优化算法的测试函数与解_第14张图片 f(x,y) = - \left(y+47\right) \sin \left(\sqrt{\left|y + \frac{x}{2}+47\right|}\right) - x \sin \left(\sqrt{\left|x - \left(y + 47 \right)\right|}\right) f(512, 404.2319) = -959.6407 -512\le x,y \le 512
Hölder table function: 多目标优化算法的测试函数与解_第15张图片 f(x,y) = - \left|\sin \left(x\right) \cos \left(y\right) \exp \left(\left|1 - \frac{\sqrt{x^{2} + y^{2}}}{\pi} \right|\right)\right| 多目标优化算法的测试函数与解_第16张图片 -10\le x,y \le 10
McCormick function: 多目标优化算法的测试函数与解_第17张图片 f(x,y) = \sin \left(x+y\right) + \left(x-y\right)^{2} - 1.5x + 2.5y + 1 f(-0.54719,-1.54719) = -1.9133 -1.5\le x \le 4-3\le y \le 4
Schaffer function N. 2: 多目标优化算法的测试函数与解_第18张图片 f(x,y) = 0.5 + \frac{\sin^{2}\left(x^{2} - y^{2}\right) - 0.5}{\left(1 + 0.001\left(x^{2} + y^{2}\right) \right)^{2}} f(0, 0) = 0 -100\le x,y \le 100
Schaffer function N. 4: 多目标优化算法的测试函数与解_第19张图片 f(x,y) = 0.5 + \frac{\cos\left(\sin \left( \left|x^{2} - y^{2}\right|\right)\right) - 0.5}{\left(1 + 0.001\left(x^{2} + y^{2}\right) \right)^{2}} f(0,1.25313) = 0.292579 -100\le x,y \le 100
Styblinski–Tang function: 多目标优化算法的测试函数与解_第20张图片 f(\boldsymbol{x}) = \frac{\sum_{i=1}^{n} x_{i}^{4} - 16x_{i}^{2} + 5x_{i}}{2} f\left(\underbrace{-2.903534, \ldots, -2.903534}_{(n) \text{ times}} \right) = -39.16599n -5\le x_{i} \le 51\le i \le n.
Simionescu function:[10] 多目标优化算法的测试函数与解_第21张图片 f(x,y) = 0.1xy,

\text{subjected to: }  x^2+y^2\le\left(r_{T}+r_{S}\cos\left(n \arctan \frac{x}{y} \right)\right)^2 \text{where: }  r_{T}=1, r_{S}=0.2 \text{ and } n = 8

f(\pm 0.84852813,\mp 0.84852813) = -0.78 -1.25\le x,y \le 1.25

Test functions for multi-objective optimization problems[edit]

Name Plot Functions Constraints Search domain
Binh and Korn function: 多目标优化算法的测试函数与解_第22张图片 \text{Minimize} =\begin{cases}      f_{1}\left(x,y\right) & = 4x^{2} + 4y^{2} \\      f_{2}\left(x,y\right) & = \left(x - 5\right)^{2} + \left(y - 5\right)^{2} \\\end{cases} \text{s.t.} =\begin{cases}      g_{1}\left(x,y\right) & = \left(x - 5\right)^{2} + y^{2} \leq 25 \\      g_{2}\left(x,y\right) & = \left(x - 8\right)^{2} + \left(y + 3\right)^{2} \geq 7.7 \\\end{cases} 0\le x \le 50\le y \le 3
Chakong and Haimes function: 多目标优化算法的测试函数与解_第23张图片 \text{Minimize} =\begin{cases}      f_{1}\left(x,y\right) & = 2 + \left(x-2\right)^{2} + \left(y-1\right)^{2} \\      f_{2}\left(x,y\right) & = 9x + \left(y - 1\right)^{2} \\\end{cases} \text{s.t.} =\begin{cases}      g_{1}\left(x,y\right) & = x^{2} + y^{2} \leq 225 \\      g_{2}\left(x,y\right) & = x - 3y + 10 \leq 0 \\\end{cases} -20\le x,y \le 20
Fonseca and Fleming function: 多目标优化算法的测试函数与解_第24张图片 \text{Minimize} =\begin{cases}      f_{1}\left(\boldsymbol{x}\right) & = 1 - \exp \left(-\sum_{i=1}^{n} \left(x_{i} - \frac{1}{\sqrt{n}} \right)^{2} \right) \\      f_{2}\left(\boldsymbol{x}\right) & = 1 - \exp \left(-\sum_{i=1}^{n} \left(x_{i} + \frac{1}{\sqrt{n}} \right)^{2} \right) \\\end{cases}   -4\le x_{i} \le 41\le i \le n
Test function 4:[7] 多目标优化算法的测试函数与解_第25张图片 \text{Minimize} =\begin{cases}      f_{1}\left(x,y\right) & = x^{2} - y \\      f_{2}\left(x,y\right) & = -0.5x - y - 1 \\\end{cases} \text{s.t.} =\begin{cases}      g_{1}\left(x,y\right) & = 6.5 - \frac{x}{6} - y \geq 0 \\      g_{2}\left(x,y\right) & = 7.5  - 0.5x - y \geq 0 \\      g_{3}\left(x,y\right) & = 30  - 5x - y \geq 0 \\\end{cases} -7\le x,y \le 4
Kursawe function: 多目标优化算法的测试函数与解_第26张图片 \text{Minimize} =\begin{cases}      f_{1}\left(\boldsymbol{x}\right) & = \sum_{i=1}^{2} \left[-10 \exp \left(-0.2 \sqrt{x_{i}^{2} + x_{i+1}^{2}} \right) \right] \\      & \\      f_{2}\left(\boldsymbol{x}\right) & = \sum_{i=1}^{3} \left[\left|x_{i}\right|^{0.8}  + 5 \sin \left(x_{i}^{3} \right) \right] \\\end{cases}   -5\le x_{i} \le 51\le i \le 3.
Schaffer function N. 1: 多目标优化算法的测试函数与解_第27张图片 \text{Minimize} =\begin{cases}      f_{1}\left(x\right) & = x^{2} \\      f_{2}\left(x\right) & = \left(x-2\right)^{2} \\\end{cases}   -A\le x \le A. Values of A form 10to 10^{5} have been used successfully. Higher values of A increase the difficulty of the problem.
Schaffer function N. 2: 多目标优化算法的测试函数与解_第28张图片 多目标优化算法的测试函数与解_第29张图片   -5\le x \le 10.
Poloni's two objective function: 多目标优化算法的测试函数与解_第30张图片 \text{Minimize} =\begin{cases}      f_{1}\left(x,y\right) & = \left[1 + \left(A_{1} - B_{1}\left(x,y\right) \right)^{2} + \left(A_{2} - B_{2}\left(x,y\right) \right)^{2} \right] \\      f_{2}\left(x,y\right) & = \left(x + 3\right)^{2} + \left(y + 1 \right)^{2} \\\end{cases}

多目标优化算法的测试函数与解_第31张图片

  -\pi\le x,y \le \pi
Zitzler–Deb–Thiele's function N. 1: 多目标优化算法的测试函数与解_第32张图片 多目标优化算法的测试函数与解_第33张图片   0\le x_{i} \le 11\le i \le 30.
Zitzler–Deb–Thiele's function N. 2: 多目标优化算法的测试函数与解_第34张图片 多目标优化算法的测试函数与解_第35张图片   0\le x_{i} \le 11\le i \le 30.
Zitzler–Deb–Thiele's function N. 3: 多目标优化算法的测试函数与解_第36张图片 多目标优化算法的测试函数与解_第37张图片   0\le x_{i} \le 11\le i \le 30.
Zitzler–Deb–Thiele's function N. 4: 多目标优化算法的测试函数与解_第38张图片 多目标优化算法的测试函数与解_第39张图片   0\le x_{1} \le 1-5\le x_{i} \le 52\le i \le 10
Zitzler–Deb–Thiele's function N. 6: 多目标优化算法的测试函数与解_第40张图片 多目标优化算法的测试函数与解_第41张图片   0\le x_{i} \le 11\le i \le 10.
Viennet function: 多目标优化算法的测试函数与解_第42张图片 \text{Minimize} =\begin{cases}      f_{1}\left(x,y\right) & = 0.5\left(x^{2} + y^{2}\right) + \sin\left(x^{2} + y^{2} \right) \\      f_{2}\left(x,y\right) & = \frac{\left(3x - 2y + 4\right)^{2}}{8} +  \frac{\left(x - y + 1\right)^{2}}{27} + 15 \\      f_{3}\left(x,y\right) & = \frac{1}{x^{2} + y^{2} + 1} - 1.1 \exp \left(- \left(x^{2} + y^{2} \right) \right) \\\end{cases}   -3\le x,y \le 3.
Osyczka and Kundu function: 多目标优化算法的测试函数与解_第43张图片 \text{Minimize} =\begin{cases}      f_{1}\left(\boldsymbol{x}\right) & = -25 \left(x_{1}-2\right)^{2} - \left(x_{2}-2\right)^{2} - \left(x_{3}-1\right)^{2}- \left(x_{4}-4\right)^{2} - \left(x_{5}-1\right)^{2} \\      f_{2}\left(\boldsymbol{x}\right) & = \sum_{i=1}^{6} x_{i}^{2} \\\end{cases} 多目标优化算法的测试函数与解_第44张图片 0\le x_{1},x_{2},x_{6} \le 101\le x_{3},x_{5} \le 50\le x_{4} \le 6.
CTP1 function (2 variables):[5] 多目标优化算法的测试函数与解_第45张图片 \text{Minimize} =\begin{cases}      f_{1}\left(x,y\right) & = x \\      f_{2}\left(x,y\right) & = \left(1 + y\right) \exp \left(-\frac{x}{1+y} \right)\end{cases} \text{s.t.} =\begin{cases}      g_{1}\left(x,y\right) & = \frac{f_{2}\left(x,y\right)}{0.858 \exp \left(-0.541 f_{1}\left(x,y\right)\right)} \geq 1 \\      g_{1}\left(x,y\right) & = \frac{f_{2}\left(x,y\right)}{0.728 \exp \left(-0.295 f_{1}\left(x,y\right)\right)} \geq 1\end{cases} 0\le x,y \le 1.
Constr-Ex problem:[5] 多目标优化算法的测试函数与解_第46张图片 \text{Minimize} =\begin{cases}      f_{1}\left(x,y\right) & = x \\      f_{2}\left(x,y\right) & = \frac{1 + y}{x} \\\end{cases} \text{s.t.} =\begin{cases}      g_{1}\left(x,y\right) & = y + 9x \geq 6 \\      g_{1}\left(x,y\right) & = -y + 9x \geq 1 \\\end{cases} 0.1\le x \le 10\le y \le 5

See also[edit]

  • Himmelblau's function
  • Rosenbrock function
  • Rastrigin function
  • Shekel function
  • MOEA Framework, an open source Java library for multiobjective optimization

References[edit]

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

来源:http://en.wikipedia.org/wiki/Test_functions_for_optimization

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