A new class of test functions for global optimization

Bernardetta Addis (b.addising.unifi.it)
Marco Locatelli (locatellidi.unito.it)

Abstract: In this paper we propose a new class of test functions for unconstrained global optimization problems for which, however, it is a priori known that the global minimum lies in the interior of a sphere centered at the origin. The class depends on some parameters through which the difficulty of the test problems can be controlled. As a basis for future comparison, we propose a selected set of these functions, with increasing difficulty, and some computational experiments with two simple global optimization algorithms.

Keywords: global optimization test problems

Category 1: Global Optimization

Citation: Technical Report DSI 4-2005, Dipartimento di Sistemi e Informatica, Università degli Studi di Firenze, Firenze, 2005

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Entry Submitted: 07/26/2005
Entry Accepted: 07/28/2005
Entry Last Modified: 06/16/2006

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