globalOptTests-package: Objective functions for benchmarking the performance of...

Description Details Author(s) References

Description

This package makes available 50 objective functions for benchmarking the performance of global optimization algorithms.

Details

The C implementations were downloaded in a form that was modified from the paper above, and modified further for incorporation into this package from a site maintained by GAMS Development Corp. and GAMS Software GmbH: http://www.gamsworld.org/performance/selconglobal/selcongloballib.htm.

Author(s)

Katharine Mullen katharine.mullen@stat.ucla.edu

References

Montaz Ali, M., Khompatraporn, C. and Zabinsky, Z. B. (2005), A Numerical Evaluation of Several Stochastic Algorithms on Selected Continuous Global Optimization Test Problems, Journal of Global Optimization, 31, 4, 635–672.

Mullen, K. M. (2014), Continuous Global Optimization in R, Journal of Statistical Software, 60, 6, 1–45, URL http://www.jstatsoft.org/v60/i06/.

http://www.gamsworld.org/performance/selconglobal/selcongloballib.htm for the C source.


globalOptTests documentation built on May 2, 2019, 2:16 a.m.