goldsteinprice: 2D test function

In DiceOptim: Kriging-Based Optimization for Computer Experiments

Description

Goldstein-Price 2-dimensional test function.

Usage

goldsteinprice(x)

Arguments

x	a 2-dimensional vector specifying the location where the function is to be evaluated.

Details

The goldsteinprice (standardized version) function is defined over the domain [0,1]^2. It has 1 global minimizer : x* = c(0.5, 0.25), with minimum f(x*) = -3.129172, and 3 local minima x*,2 = c(0.35, 0.4), x*,3 = c(0.95, 0.55), x*,4 = c(0.8 , 0.7), with respective minima f(x*,2) = -2.180396, f(x*,3) = -1.756143, f(x*,4) = -0.807367.

Value

A real number equal to the goldsteinprice function values at x

Author(s)

Tobias Wagner

Victor Picheny

David Ginsbourger

Examples

 
design <- matrix(runif(200), 200, 2)
response <- apply(design, 1, goldsteinprice)

DiceOptim documentation built on Feb. 2, 2021, 1:06 a.m.