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This paper provides the review of literature benchmarks (test functions)
commonly used in order to test optimization procedures dedicated for mul-
tidimensional, continuous optimization task. Special attention has been paid
to multiple-extreme functions, treated as the quality test for resistant opti-
mization methods (GA, SA, TS, etc.)
1 Introduction
Quality of optimization procedures (those already known and these newly propo-
sed) are frequently evaluated by using common standard literature benchmarks.
There are several classes of such test functions, all of them are continuous:
(a) unimodal, convex, multidimensional,
1
optimization procedure is usually being justified, explain and supported by hu-
man intuitions on 2D surface. Moreover, two-dimensional optimization problems
appear very rarely in practice. Unfortunately, practical discrete optimization pro-
blems provide instances with large number of dimensions, laying undoubtedly in
class (d). For example, the smallest known currently benchmark ft10 for so called
job shop scheduling problem has dimension 90, the biggest known - has dimension
1980. Therefore, in order to test real quality of proposed algorithms, we need to
consider chiefly instances from class (d). As the shocking contrast, the proposed
GA approaches for continuous optimization do not exceed dimension 10.
Notice, polarization (a constant added to function value) has no influence on
the result of minimization. Therefore, definitions of functions can differ from
these original ones by a constant. All tests are formulated hereinafter as minimi-
zation problems, nevertheless can be applied also for maximization problems by
simple inverting sign of the function.
2 Test functions
In this section we present benchmarks commonly known in the literature.
2
50
40
30
20
10
0
-4 -4
-2 -2
0 0
y x
2 2
4 4
3
80
60
40
20
0
-4 -4
-2 -2
0 0
y x
2 2
4 4
4
12000
10000
8000
6000
4000
2000
0
-60 -60
-40 -40
-20 -20
0 0
y x
20 20
40 40
60 60
5
3000
2000
1000
0
-2 -2
-1 -1
0 0
y x
1 1
2 2
6
70
60
50
40
30
20
10
0
-4 -4
-2 -2
0 0
y x
2 2
4 4
7
40
30
20
10
0
-1 -1
-0. 5 -0. 5
0 0
y x
0.5 0.5
1 1
8
800
600
400
200
0
-200
-400
-600
-800
-400 -400
-200 -200
0 0
y x
200 200
400 400
p
p 7: An overview of Schwefels function in 2D, f (x, y) = x sin(
Rysunek |x|
y sin( |y|
9
100
50
-50
-100
-100 -100
-50 -50
0 0
y x
50 50
100 100
p
p 8: Zoom on Schwefels function in 2D, f (x, y) = x sin(
Rysunek |x|
y sin( |y|
10
180
160
140
120
100
80
60
40
20
0
-600 -600
-400 -400
-200 -200
0 0
y x
200 200
400 400
600 600
x2 +y 2
Rysunek 9: An overview of Griewangks function in 2D, f (x, y) = 4000
cos(x) cos( y2 ) + 1
11
2
1.5
0.5
0
-10 -10
-5 -5
0 0
y x
5 5
10 10
12
2
1.5
0.5
0
-4 -4
-2 -2
0 0
y x
2 2
4 4
x2 +y 2
Rysunek 11: Zoom on Griewangks function in 2D, f (x, y) = 4000
cos(x) cos( y2 ) + 1
13
2
1.5
0.5
0
-1 -1
-0. 5 -0. 5
0 0
y x
0.5 0.5
1 1
Rysunek 12: Sum of different power functions in 2D, f (x, y) = |x|2 + |y|3
14
20
15
10
0
-30 -30
-20 -20
-10 -10
0 0
y x
10 10
20 20
30 30
p
p 13: An overview of Ackleys function in 2D, f (x, y) = x sin(
Rysunek |x|
y sin( |y|
15
6
0
-2 -2
-1 -1
0 0
y x
1 1
2 2
p
p 14: Zoom on Ackleys function in 2D, f (x, y) = x sin(
Rysunek |x|
y sin( |y|
16
4
-2
-4
0 0
2 2
4 4
y 6 6 x
8 8
10 10
17
4
-2
-4
-1 0
0 1
1 2
y x
2 3
3 4
18
1.5
1
0.5
0
-0. 5
-1
-1. 5
3 3
3.5 3.5
4 4
y x
4.5 4.5
5 5
Rysunek 17:
P Zoom on Langermanns function in 2D. f (x, y) =
m 2 2 2 2
i=1 ci exp((x aj ) / (y bj ) /) cos((x aj ) + (y bj ) ), m = 5,
a = [3, 5, 2, 1, 7], b = [5, 2, 1, 4, 9], c = [1, 2, 5, 2, 3]
19
2.11 Michalewiczs function
The Michalewicz function is a multimodal test function (owns n! local optima).
The parameter m defines the steepness of the valleys or edges. Larger m leads
to more difficult search. For very large m the function behaves like a needle in
the haystack (the function values for points in the space outside the narrow peaks
give very little information on the location of the global optimum). Function has
the following definition
n
X 2m
ix2i
f (x) = sin(xi ) sin( ) (11)
i=1
20
0
-0. 2
-0. 4
-0. 6
-0. 8
-1
-1. 2
-1. 4
-1. 6
-1. 8
0 0
0.5 0.5
1 1
1.5 1.5
y 2 2 x
2.5 2.5
3 3
21
0
-0. 2
-0. 4
-0. 6
-0. 8
-1
-1. 2
-1. 4
-1. 6
-1. 8
0 0
0.5 0.5
1 1
1.5 1.5
y 2 2 x
2.5 2.5
3 3
22
300
250
200
150
100
50
0
0
-4
2
-2
4
0
6
2
y 8 x
4
10
6
12
8
14
10
23
0
-0. 2
-0. 4
-0. 6
-0. 8
-20 -20
-10 -10
0 0
y x
10 10
20 20
Test area is usually restricted to square 100 x1 100, 100 x2 100. Its
global minimum equal f (x) = 1 is obtainable for (x1 , x2 ) = (, ).
24
0
-0. 2
-0. 4
-0. 6
-0. 8
-1
1 1
2 2
3 3
y x
4 4
5 5
25
1e+06
800000
600000
400000
200000
0
-2 -2
-1 -1
0 0
y x
1 1
2 2
[30 + (2x1 3x2 )2 (18 32x1 + 12x21 + 48x2 36x1 x2 + 27x22 ]. (14)
Test area is usually restricted to the square 2 x1 2, 2 x2 2. Its global
minimum equal f (x) = 3 is obtainable for (x1 , x2 ) = (0, 1).
26
50
40
30
20
10
0
-2 -2
-1 -1
0 0
y x
1 1
2 2
x41 2
f (x1 , x2 ) = (4 2.1x21 + )x + x1 x2 + (4 + 4x22 )x22 . (15)
3 1
Test area is usually restricted to the rectangle 3 x1 3, 2 x2 2. Two
global minima equal f (x) = 1.0316 are located at (x1 , x2 ) = (0.0898, 0.7126)
and (0.0898, 0.7126).
27
5
4
3
2
1
0
-1
-1 -2
-0. 5 -1
0 0
y x
0.5 1
1 2
28
2.16 Fifth function of De Jong
This is a multimodal test function. The given form of function has only two va-
riables and the following definition
25
X
f (x1 , x2 ) = {0.002 + [j + (x1 a1j )6 + (x2 a2j )6 ]1 }1 , (16)
j=1
where
32 16 0 16 32 32 . . . 0 16 32
(aij ) =
32 32 32 32 32 16 . . . 32 32 32
29
500
400
300
200
100
0
-40 -40
-20 -20
0 0
y x
20 20
40 40
30
500
400
300
200
100
0
-20 -20
-10 -10
0 0
y x
10 10
20 20
31
500
400
300
200
100
-10 -10
-5 -5
0 0
y x
5 5
10 10
32
0
-0. 2
-0. 4
-0. 6
-0. 8
-4 -4
-2 -2
0 0
y x
2 2
4 4
33
0
-0. 2
-0. 4
-0. 6
-0. 8
-2 -2
-1 -1
0 0
y x
1 1
2 2
34
0
-0. 2
-0. 4
-0. 6
-0. 8
-1 -1
-0. 5 -0. 5
0 0
y x
0.5 0.5
1 1
35
150
100
50
0
-50
-100
-150
-4 -4
-2 -2
0 0
y x
2 2
4 4
5
X 5
X
f (x1 , x2 ) = i cos((i + 1)x1 + 1) i cos((i + 1)x2 + 1), (19)
i=1 i=1
36
100
-100
-200
-2 -2
-1 -1
0 0
y x
1 1
2 2
37
100
-100
-200
-1 -1
-0. 5 -0. 5
0 0
y x
0.5 0.5
1 1
38
0
-0. 5
-1
-1. 5
-2
-10 -10
0 0
10 10
y x
20 20
30 30
Pm
Rysunek 35: An overview of Shekels foxholes in 2D. f (x, y) = i=1 [(x
aj )2 + (y bj )2 + cj ]1
39
-0. 5
-1
-1. 5
-2
10 0
12 2
14 4
y 16 6 x
18 8
20 10
Pm
Rysunek 36: Zoom on Shekels foxholes in 2D. f (x, y) = i=1 [(x aj )2 +
(y bj )2 + cj ]1
40
2.20 Deceptive functions
A deceptive problem is a class of problems in which the total size of the basins for
local optimum solutions is much larger than the basin size of the global optimum
solution. Clearly, this is a multimodal function. The general form of deceptive
function is given by the following formulae
"n
#
1X
f (x) = gi (xi ) , (21)
n i=1
where is an fixed non-linearity factor.
It has been defined in the literature at least three types of deceptive problems,
depending the form of gi (xi ). A complex deceptive problem (Type III), in which
the global optimum is located at xi = i , where i is a unique random number
between 0 and 1 depending on the dimension i. To this aim the following form of
auxiliary functions has been proposed
xi + 45 if 0 xi 45 i
5x 4
i
if 45 i < xi i
gi (xi ) = 5(xi ) (22)
+ 1 if i < xi 1+4 i
i 1
x1 + 4
5
1i 5
if 1+45
i
< xi 1
The two other types of deceptive problems (Types I and II) are special cases
of the complex deceptive problem, with i = 1 (Type I), or i = 0 or 1 at random
(Type II) for each dimension i, i = 0, . . . , n. Clearly formulae (22) should be
suitable adjusted for type I and II.
For all three types of gi (xi ), the region with local optima is 5n 1 times larger
than the region with a global optimum in the n-dimensional space. The number
of local optima is 2n 1 for Type I and Type II deceptive problems and 3n 1 for
Type III.
41
1.1
0.9
0.8
0.7
0.6
0 0
0.2 0.2
0.4 0.4
y 0.6 0.6 x
0.8 0.8
1 1
Rysunek 37: Deceptive function of Type III in 2D. 1 = 0.3, 2 = 0.7, = 0.2
42
3
0
0 0
0.2 0.2
0.4 0.4
y 0.6 0.6 x
0.8 0.8
1 1
Rysunek 38: Deceptive function of Type III in 2D. 1 = 0.3, 2 = 0.7, = 2.5
43