Forrester Function
Mathematical Definition
\[f(x)= (6x - 2)^{2}sin(12x - 4)\]Plots
Description and Features
- The function is continuous.
- The function is not convex.
- The function is defined on 1-dimensional space.
- The function is unimodal.
Input Domain
The function can be defined on any input domain but it is usually evaluated on $x \in [-0.5, 2.5]$.
Global Minima
The function has one local minimum at: $f(x^*)=-6.0207$ at $\textbf{x}^{\ast} = 0.757249$.
Implementation
Python
For Python, the function is implemented in the benchmarkfcns package, which can be installed from command line with pip install benchmarkfcns
.
from benchmarkfcns import forrester
print(forrester([[0],
[1]]))
MATLAB
An implementation of the Forrester Function with MATLAB is provided below.
% Computes the value of the Forrester function.
% SCORES = FORRESTERFCN(X) computes the value of the Forrester
% function at point X. FORRESTERFCN accepts a matrix of size M-by-1 and
% returns a vetor SCORES of size M-by-1 in which each row contains the
% function value for the corresponding row of X.
%
% Author: Mazhar Ansari Ardeh
% Please forward any comments or bug reports to mazhar.ansari.ardeh at
% Google's e-mail service or feel free to kindly modify the repository.
function scores = forresterfcn(x)
n = size(x, 1);
assert(n == 1, 'The Forrester function is defined only on the 1-D space.')
scores = (6 * x - 2).^2 .* sin(12 * x - 4);
end
The function can be represented in Latex as follows:
f(x)= (6x - 2)^{2}sin(12x - 4)
References:
- https://www.sfu.ca/~ssurjano/forretal08.html
- Forrester, A., Sobester, A., & Keane, A. (2008). Engineering design via surrogate modelling: a practical guide. Wiley.