McCormick Function
Mathematical Definition
\[f(x, y)=sin(x + y) + (x - y) ^2 - 1.5x + 2.5 y + 1\]Plots
The contour of the function is as presented below:
Description and Features
- The function is continuous.
- The function is convex.
- The function is defined on 2-dimensional space.
- The function is multimodal.
- The function is differentiable.
- The function is .
Input Domain
The function can be defined on any input domain but it is usually evaluated on $x \in [-1.5, 4]$ and $y \in [-3, 3]$ .
Global Minima
The function has one global minimum $f(\textbf{x}^{\ast})\approx −1.9133$ at $\textbf{x}^{\ast} = (−0.547,−1.547)$.
Implementation
Python
For Python, the function is implemented in the benchmarkfcns package, which can be installed from command line with pip install benchmarkfcns
.
MATLAB
An implementation of the McCormick Function with MATLAB is provided below.
The function can be represented in Latex as follows:
References:
- http://www.sfu.ca/~ssurjano/mccorm.html
- https://en.wikipedia.org/wiki/Test_functions_for_optimization
- Momin Jamil and Xin-She Yang, A literature survey of benchmark functions for global optimization problems, Int. Journal of Mathematical Modelling and Numerical Optimisation}, Vol. 4, No. 2, pp. 150–194 (2013), arXiv:1308.4008