makeGoldsteinPriceFunction {smoof}

Goldstein-Price Function

Description

Two-dimensional test function for global optimization. The implementation follows the formula:

f(\mathbf{x}) = \left(1 + (\mathbf{x}_1 + \mathbf{x}_2 + 1)^2 \cdot (19 - 14\mathbf{x}_1 + 3\mathbf{x}_1^2 - 14\mathbf{x}_2 + 6\mathbf{x}_1\mathbf{x}_2 + 3\mathbf{x}_2^2)\right)\\ \qquad \cdot \left(30 + (2\mathbf{x}_1 - 3\mathbf{x}_2)^2 \cdot (18 - 32\mathbf{x}_1 + 12\mathbf{x}_1^2 + 48\mathbf{x}_2 - 36\mathbf{x}_1\mathbf{x}_2 + 27\mathbf{x}_2^2)\right)

with \mathbf{x}_i \in [-2, 2], i = 1, 2.

Usage

makeGoldsteinPriceFunction()

Value

[smoof_single_objective_function]

References

Goldstein, A. A. and Price, I. F.: On descent from local minima. Math. Comput., Vol. 25, No. 115, 1971.