thursday/thursday/external/go_benchmark_functions/go_funcs_O.py

63 lines
1.9 KiB
Python

# -*- coding: utf-8 -*-
from numpy import sum, cos, exp, pi, asarray
from .go_benchmark import Benchmark
class OddSquare(Benchmark):
r"""
Odd Square objective function.
This class defines the Odd Square [1]_ global optimization problem. This
is a multimodal minimization problem defined as follows:
.. math::
f_{\text{OddSquare}}(x) = -e^{-\frac{d}{2\pi}} \cos(\pi d)
\left( 1 + \frac{0.02h}{d + 0.01} \right )
Where, in this exercise:
.. math::
\begin{cases}
d = n \cdot \smash{\displaystyle\max_{1 \leq i \leq n}}
\left[ (x_i - b_i)^2 \right ] \\
h = \sum_{i=1}^{n} (x_i - b_i)^2
\end{cases}
And :math:`b = [1, 1.3, 0.8, -0.4, -1.3, 1.6, -0.2, -0.6, 0.5, 1.4, 1, 1.3,
0.8, -0.4, -1.3, 1.6, -0.2, -0.6, 0.5, 1.4]`
Here, :math:`n` represents the number of dimensions and
:math:`x_i \in [-5 \pi, 5 \pi]` for :math:`i = 1, ..., n` and
:math:`n \leq 20`.
*Global optimum*: :math:`f(x_i) = -1.0084` for :math:`x \approx b`
.. [1] Gavana, A. Global Optimization Benchmarks and AMPGO retrieved 2015
TODO The best solution changes on dimensionality
"""
def __init__(self, dimensions=2):
Benchmark.__init__(self, dimensions)
self._bounds = list(zip([-5.0 * pi] * self.N,
[5.0 * pi] * self.N))
self.custom_bounds = ([-2.0, 4.0], [-2.0, 4.0])
self.a = asarray([1, 1.3, 0.8, -0.4, -1.3, 1.6, -0.2, -0.6, 0.5, 1.4]
* 2)
self.global_optimum = [[1.0873320463871847, 1.3873320456818079]]
self.fglob = -1.00846728102
def fun(self, x, *args):
self.nfev += 1
b = self.a[0: self.N]
d = self.N * max((x - b) ** 2.0)
h = sum((x - b) ** 2.0)
return (-exp(-d / (2.0 * pi)) * cos(pi * d)
* (1.0 + 0.02 * h / (d + 0.01)))