testfunctions: Testfunctions in 'gek'

In gek: Gradient-Enhanced Kriging

Testfunctions in gek

Description

Overview of testfunctions available in gek.

2-dimensional testfunctions for optimization

• branin: Branin-Hoo function

• camel3: Three-hump camel function

• camel6: Six-hump camel function

• himmelblau: Himmelblaus's function

Multi-dimensional testfunctions for optimization

• banana: Rosenbrock's Banana function

• cigar: Bent Cigar function

• griewank: Griewank function

• qing: Qing function

• rastrigin: Rastrigin function

• schwefel: Schwefel function

• sphere: Sphere function

• styblinski: Styblinski-Tang function

Testfunctions for uncertainty quantification

• borehole: Borehole function

• steel: Steel column function

• short: Short column function

• sulfur: Sulfur model function

Author(s)

Carmen van Meegen

References

Branin, Jr., F. H. (1972). Widely Convergent Method of Finding Multiple Solutions of Simultaneous Nonlinear Equations. IBM Journal of Research and Development, 16(5):504–522.

Jamil, M. and Yang, X.-S. (2013). A Literature Survey of Benchmark Functions for Global Optimization Problems. International Journal of Mathematical Modelling and Numerical Optimisation, 4(2):150-–194. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1504/IJMMNO.2013.055204")}.

Harper, W. V. and Gupta, S. K. (1983). Sensitivity/Uncertainty Analysis of a Borehole Scenario Comparing Latin Hypercube Sampling and Deterministic Sensitivity Approaches. BMI/ONWI-516, Office of Nuclear Waste Isolation, Battelle Memorial Institute, Columbus, OH.

Himmelblau, D. (1972). Applied Nonlinear Programming. McGraw-Hill. ISBN 0-07-028921-2.

Kuschel, N. and Rackwitz, R. (1997). Two Basic Problems in Reliability-Based Structural Optimization. Mathematical Methods of Operations Research, 46(3):309–333.

Morris, M., Mitchell, T., and Ylvisaker, D. (1993). Bayesian Design and Analysis of Computer Experiments: Use of Derivatives in Surface Prediction. Technometrics, 35(3):243–255. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1080/00401706.1993.10485320")}.

Plevris, V. and Solorzano, G. (2022). A Collection of 30 Multidimensional Functions for Global Optimization Benchmarking. Data, 7(4):46. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.3390/data7040046")}.

Rosenbrock, H. H. (1960). An Automatic Method for Finding the Greatest or least Value of a Function. The Computer Journal, 3(3):175–184. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1093/comjnl/3.3.175")}.

Surjanovic, S. and Bingham, D. (2013). Virtual Library of Simulation Experiments: Test Functions and Datasets. https://www.sfu.ca/~ssurjano/ (retrieved January 19, 2024).

See Also

banana, bananaGrad, borehole, boreholeGrad, branin, braninGrad, camel3, camel3Grad, camel6, camel6Grad, cigar, cigarGrad, griewank, griewankGrad, himmelblau, himmelblauGrad, qing, qingGrad, rastrigin, rastriginGrad, schwefel, schwefelGrad, short, shortGrad, sphere, sphereGrad, steel, steelGrad, styblinski, styblinskiGrad, sulfur, sulfurGrad

gek documentation built on April 4, 2025, 12:35 a.m.