// // Math.NET Numerics, part of the Math.NET Project // http://numerics.mathdotnet.com // http://github.com/mathnet/mathnet-numerics // // Copyright (c) 2009-2014 Math.NET // // Permission is hereby granted, free of charge, to any person // obtaining a copy of this software and associated documentation // files (the "Software"), to deal in the Software without // restriction, including without limitation the rights to use, // copy, modify, merge, publish, distribute, sublicense, and/or sell // copies of the Software, and to permit persons to whom the // Software is furnished to do so, subject to the following // conditions: // // The above copyright notice and this permission notice shall be // included in all copies or substantial portions of the Software. // // THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, // EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES // OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND // NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT // HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, // WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING // FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR // OTHER DEALINGS IN THE SOFTWARE. // using System; using System.Linq; // ReSharper disable CheckNamespace namespace IStation.Numerics // ReSharper restore CheckNamespace { public static class TestFunctions { /// /// Valley-shaped Rosenbrock function for 2 dimensions: (x,y) -> (1-x)^2 + 100*(y-x^2)^2. /// This function has a global minimum at (1,1) with f(1,1) = 0. /// Common range: [-5,10] or [-2.048,2.048]. /// /// /// https://en.wikipedia.org/wiki/Rosenbrock_function /// http://www.sfu.ca/~ssurjano/rosen.html /// public static double Rosenbrock(double x, double y) { double a = 1.0 - x; double b = y - x*x; return a*a + 100*b*b; } /// /// Valley-shaped Rosenbrock function for 2 or more dimensions. /// This function have a global minimum of all ones and, for 8 > N > 3, a local minimum at (-1,1,...,1). /// /// /// https://en.wikipedia.org/wiki/Rosenbrock_function /// http://www.sfu.ca/~ssurjano/rosen.html /// public static double Rosenbrock(params double[] x) { double sum = 0; for (int i = 1; i < x.Length; i++) { sum += Rosenbrock(x[i - 1], x[i]); } return sum; } /// /// Himmelblau, a multi-modal function: (x,y) -> (x^2+y-11)^2 + (x+y^2-7)^2 /// This function has 4 global minima with f(x,y) = 0. /// Common range: [-6,6]. /// Named after David Mautner Himmelblau /// /// /// https://en.wikipedia.org/wiki/Himmelblau%27s_function /// public static double Himmelblau(double x, double y) { double a = x*x + y - 11.0; double b = x + y*y - 7.0; return a*a + b*b; } /// /// Rastrigin, a highly multi-modal function with many local minima. /// Global minimum of all zeros with f(0) = 0. /// Common range: [-5.12,5.12]. /// /// /// https://en.wikipedia.org/wiki/Rastrigin_function /// http://www.sfu.ca/~ssurjano/rastr.html /// public static double Rastrigin(params double[] x) { return x.Sum(xi => xi*xi - 10.0*Math.Cos(Constants.Pi2*xi)) + 10.0*x.Length; } /// /// Drop-Wave, a multi-modal and highly complex function with many local minima. /// Global minimum of all zeros with f(0) = -1. /// Common range: [-5.12,5.12]. /// /// /// http://www.sfu.ca/~ssurjano/drop.html /// public static double DropWave(double x, double y) { double t = x*x + y*y; return -(1.0 + Math.Cos(12.0*Math.Sqrt(t)))/(0.5*t + 2.0); } /// /// Ackley, a function with many local minima. It is nearly flat in outer regions but has a large hole at the center. /// Global minimum of all zeros with f(0) = 0. /// Common range: [-32.768, 32.768]. /// /// /// http://www.sfu.ca/~ssurjano/ackley.html /// public static double Ackley(params double[] x) { double u = x.Sum(xi => xi*xi)/x.Length; double v = x.Sum(xi => Math.Cos(Constants.Pi2*xi))/x.Length; return -20*Math.Exp(-0.2*Math.Sqrt(u)) - Math.Exp(v) + 20 + Math.E; } /// /// Bowl-shaped first Bohachevsky function. /// Global minimum of all zeros with f(0,0) = 0. /// Common range: [-100, 100] /// /// /// http://www.sfu.ca/~ssurjano/boha.html /// public static double Bohachevsky1(double x, double y) { return x*x + 2*y*y - 0.3*Math.Cos(3*Math.PI*x) - 0.4*Math.Cos(4*Math.PI*y); } /// /// Plate-shaped Matyas function. /// Global minimum of all zeros with f(0,0) = 0. /// Common range: [-10, 10]. /// /// /// http://www.sfu.ca/~ssurjano/matya.html /// public static double Matyas(double x, double y) { return 0.26*(x*x + y*y) - 0.48*x*y; } /// /// Valley-shaped six-hump camel back function. /// Two global minima and four local minima. Global minima with f(x) ) -1.0316 at (0.0898,-0.7126) and (-0.0898,0.7126). /// Common range: x in [-3,3], y in [-2,2]. /// /// /// http://www.sfu.ca/~ssurjano/camel6.html /// public static double SixHumpCamel(double x, double y) { double x2 = x*x; double y2 = y*y; return (4 - 2.1*x2 + x2*x2/3)*x2 + x*y + (-4 + 4*y2)*y2; } } }