Griewank Function
Mathematical Definition
\[f(\textbf{x}) = f(x_1, ..., x_n) = 1 + \sum_{i=1}^{n} \frac{x_i^{2}}{4000} - \prod_{i=1}^{n}cos(\frac{x_i}{\sqrt{i}})\]Plots
The contour of the function:
Description and Features
- The function is continuous.
- The function is not convex.
- The function can be defined on n-dimensional space.
- The function is unimodal.
Input Domain
The function can be defined on any input domain but it is usually evaluated on $x_i \in [-600, 600]$ for $i = 1, …, n$.
Global Minima
$f(\textbf{x}^{\ast}) = 0$ at $\textbf{x}^{\ast} = (0, …, 0)$
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 griewank
print(griewank([[0, 0, 0],
[1, 1, 1]]))
MATLAB
An implementation of the Griewank Function with MATLAB is provided below.
% Computes the value of the Griewank benchmark function.
% SCORES = GRIEWANKFCN(X) computes the value of the Griewank's
% function at point X. GRIEWANKFCN accepts a matrix of size M-by-N
% 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 = griewankfcn(x)
n = size(x, 2);
sumcomp = 0;
prodcomp = 1;
for i = 1:n
sumcomp = sumcomp + (x(:, i) .^ 2);
prodcomp = prodcomp .* (cos(x(:, i) / sqrt(i)));
end
scores = (sumcomp / 4000) - prodcomp + 1;
end
The function can be represented in Latex as follows:
f(\textbf{x}) = f(x_1, ..., x_n) = 1 + \sum_{i=1}^{n} \frac{x_i^{2}}{4000} - \prod_{i=1}^{n}cos(\frac{x_i}{\sqrt{i}})
Acknowledgement
Prof Ender Özcan kindly contributed to the correctness of this document.
References:
- http://www.sfu.ca/~ssurjano