Periodic Function
Mathematical Definition
\[f(\mathbf{x})=f(x_1 ... x_n)=1 + \sum_{i=1}^{n}{sin^2(x_i)}-0.1e^{(\sum_{i=1}^{n}x_i^2)}\]Plots
Two contours of the function are presented below:
Description and Features
- The function is continuous.
- The function is not convex.
- The function is defined on n-dimensional space.
- The function is multimodal.
- The function is differentiable.
- The function is non-separable.
Input Domain
The function can be defined on any input domain but it is usually evaluated on $x_i \in [-10 10]$ for $i=1 … n$.
Global Minima
The function has on global minimum $f(\mathbf{x}^{\ast})=0.9$ at $\mathbf{x}^{\ast}=(0 … 0)$.
Implementation
Python
For Python, the function is implemented in the benchmarkfcns package, which can be installed from command line with pip install benchmarkfcns
.
MATLAB
An implementation of the Periodic Function with MATLAB
is provided below. The function can be implemented with a for
loop
that iterates over the input components but MATLAB
and Octave
have built-in facilities that allow a more brief implementation.
The function can be represented in Latex as follows:
References:
- 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
- M. M. Ali C. Khompatraporn Z. B. Zabinsky “A Numerical Evaluation of Several Stochastic Algorithms on Selected Continuous Global Optimization Test Problems,” Journal of Global Optimization vol. 31 pp. 635-672 2005.