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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 Hartman 3 function has the following formula:
\[ f(\mathbf{x}) = - \sum^4_{i=1} c_i \exp \left[ -\sum^3_{j=1}a_{ij}(x_j - p_{ij})^2 \right], \]
where
\[ \begin{align*} \mathbf{A} = [A_{ij}] &= \begin{bmatrix} 3 & 10 & 30 \\ 0.1 & 10 & 35 \\ 3 & 10 & 30 \\ 0.1 & 10 & 35 \end{bmatrix} \\ \mathbf{c} = c_i &= \begin{bmatrix} 1 \\ 1.2 \\ 3 \\ 3.2 \end{bmatrix} \\ \mathbf{P} = p_i &= \begin{bmatrix} 0.36890 & 0.11700 & 0.26730 \\ 0.46990 & 0.43870 & 0.74700 \\ 0.10910 & 0.87320 & 0.55470 \\ 0.03815 & 0.57430 & 0.88280 \end{bmatrix} \end{align*} \]
subject to \(0 \le x_i \le 1\) for \(j \in \{1,2,3\}\). The global minimum is located at \(\mathbf{x}^* = (0.1, 0.55592003, 0.85218259)\) with value \(f(\mathbf{x}^*) = -3.86278214782076\).
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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