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OPTK
0.1.2
Toolkit for global optimisation algorithms
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#include <synthetic.hpp>
Public Member Functions | |
| double | evaluate (inst::set x) override |
Public Member Functions inherited from syn::synthetic | |
| synthetic (const std::string &n, u_int dims, double lb, double ub, double opt) | |
| synthetic (const std::string &n, u_int dims, double opt) | |
| ~synthetic () | |
| sspace::sspace_t * | get_search_space () |
| void | set_properties (std::vector< properties > p) |
| std::vector< properties > | get_properties () |
| inst::set | get_opt_param () |
| double | get_opt () |
| void | update_opt (double opt) |
| u_int | get_dims () |
| void | validate_param_set (inst::set x) |
Public Member Functions inherited from optk::benchmark | |
| benchmark (const std::string &name) | |
| std::string | get_name () |
Additional Inherited Members | |
Protected Member Functions inherited from syn::synthetic | |
| void | set_opt_param (inst::set op) |
Protected Attributes inherited from syn::synthetic | |
| u_int | m_dims |
| double | m_lb |
| double | m_ub |
| double | m_opt |
| std::vector< properties > | m_properties |
| inst::set | opt_params |
| sspace::sspace_t | m_sspace |
Protected Attributes inherited from optk::benchmark | |
| std::string | m_name |
The Goldstein-Price function consists of a product of two factors
\[ f(\mathbf{x}) = f_1(\mathbf{x}) \cdot f_2(\mathbf{x}), \]
where
\[ \begin{align*} f_1 &= 1 + (x_1 + x_2 + 1)^2\cdot(19 - 14x_1 + 2x_1^2 - 14x_2 + 6x_1x_2 + 3x_2^2) \\ f_2 &= 30 + (2x_1 - 3x_2)^2\cdot(18 - 32x_1 + 12x_1^2 + 48x_2 - 36x_1x_2 + 27x_2^2), \end{align*} \]
subject to \(-2 \le x_i \le 2\), with the global minimum located at \(\mathbf{x}^* = (0. -1)\), with \(f(\mathbf{x}^*) = 3\).
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overridevirtual |
Evaluate the benchmark (i.e. calculate the value of the objective fuinction) on the provided values.
| x | A vector of double-precision values to evaluate the benchmark at. |
Implements optk::benchmark.
1.8.13