OPTK  0.1.2
Toolkit for global optimisation algorithms
Public Member Functions | List of all members
syn::hartman3 Class Reference

#include <synthetic.hpp>

Inheritance diagram for syn::hartman3:
syn::synthetic optk::benchmark

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_tget_search_space ()
 
void set_properties (std::vector< properties > p)
 
std::vector< propertiesget_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< propertiesm_properties
 
inst::set opt_params
 
sspace::sspace_t m_sspace
 
- Protected Attributes inherited from optk::benchmark
std::string m_name
 

Detailed Description

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 \(f(\mathbf{x}^*) = -3.86278214782076\).

Member Function Documentation

◆ evaluate()

double syn::hartman3::evaluate ( inst::set  x)
overridevirtual

Evaluate the benchmark (i.e. calculate the value of the objective fuinction) on the provided values.

Parameters
xA vector of double-precision values to evaluate the benchmark at.
Todo:
Verify that a vector of doubles does not constrict the range of benchmark functions which may be evaluated (i.e. as opposed to categorical variables such as strings).

Implements optk::benchmark.


The documentation for this class was generated from the following files: