getGlobalOpt {globalOptTests}

Return the global optimum of a given objective function.

Description

Return the real value representing the global optimum (minimum) of a given objective function between the default bounds possible to obtain via the function getDefaultBounds(fnName).

Usage

getGlobalOpt(fnName)

Arguments

fnName

A character vector naming the objective function to call. Options are elements of

c("Ackleys", "AluffiPentini", "BeckerLago",
      "Bohachevsky1", "Bohachevsky2", "Branin",
      "Camel3", "Camel6", "CosMix2", "CosMix4",
      "DekkersAarts", "Easom", "EMichalewicz",
      "Expo", "GoldPrice", "Griewank", "Gulf",
      "Hartman3", "Hartman6", "Hosaki", "Kowalik",
      "LM1", "LM2n10", "LM2n5", "McCormic",
      "MeyerRoth", "MieleCantrell", "Modlangerman",
      "ModRosenbrock", "MultiGauss", "Neumaier2",
      "Neumaier3", "Paviani", "Periodic",
      "PowellQ", "PriceTransistor", "Rastrigin",
      "Rosenbrock", "Salomon", "Schaffer1",
      "Schaffer2", "Schubert", "Schwefel",
      "Shekel10", "Shekel5", "Shekel7",
      "Shekelfox5", "Wood", "Zeldasine10",
      "Zeldasine20").

Unique partial matches to these elements are accepted.

Value

Real representing the global optimum (minimum) of the objective function named in fnName.

Author(s)

Katharine Mullen [e-mail]

References

Montaz Ali, M., Khompatraporn, C. and Zabinsky, Z. B. (2005), A Numerical Evaluation of Several Stochastic Algorithms on Selected Continuous Global Optimization Test Problems, Journal of Global Optimization, 31, 4, 635–672.

Mullen, K. M. (2014), Continuous Global Optimization in R, Journal of Statistical Software, 60, 6, 1–45, URL http://www.jstatsoft.org/v60/i06/.

http://www.gamsworld.org/performance/selconglobal/selcongloballib.htm for the C source.

Examples

getGlobalOpt("Ackleys")
getGlobalOpt("AluffiPentini")