格里旺克函数

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格里旺克函数(Griewank function)是數學上常用于测试优化程序效率的函数,定义如下[1]

一阶格里旺函数[编辑]

一阶格里旺函数

如图所示,一阶格里旺函数有许多极点[2] . 取上述函数的一阶导数,令其为0:

用数值解法,求其中在实数域[-100..100]之间的解,共得62个,列出如下:

[-97.438110610025603200, -94.200661844477748520, -91.151778636270389965, -87.920619819329359985, -84.865447114417916660, -81.640577359698817225, -78.579116013127494725, -75.360534496781834905, -72.292785301096032350, -69.080491261738200370, -66.006454947055212230, -62.800447685694571355, -59.720124919768677970, -56.520403799747265470, -53.433795188029228405, -50.240359634965042195, -47.147465720656019171, -43.960315222391878044, -40.861136486491770843, -37.680270593049735600, -34.574807454399982858, -31.400225777941327138, -28.288478593262152626, -25.120180808052873462, -22.002149871974999083, -18.840135714356858698, -15.715821259447690012, -12.560090527814781691, -9.4294927245990724370, -6.2800452793799046870, -3.1431642363549054240, 3.1431642363549054240, 6.2800452793799046870, 9.4294927245990724370, 12.560090527814781691, 15.715821259447690012, 18.840135714356858698, 22.002149871974999083, 25.120180808052873462, 28.288478593262152626, 31.400225777941327138, 34.574807454399982858, 37.680270593049735600, 40.861136486491770847, 43.960315222391878044, 47.147465720656019171, 50.240359634965042195, 53.433795188029228405, 56.520403799747265470, 59.720124919768677970, 62.800447685694571355, 66.006454947055212230, 69.080491261738200370, 72.292785301096032350, 75.360534496781834905, 78.579116013127494725, 81.640577359698817225, 84.865447114417916660, 87.920619819329359985, 91.151778636270389965, 94.200661844477748520, 97.438110610025603200, 0.]

在[-10000,10000]区间,极点个数=6365

二阶格里旺函数[编辑]

2nd order Griewank function 3D plot
2nd order Griewank function contour plot

三阶格里旺函数[编辑]

Third order Griewank function Maple animation

相關條目[编辑]

参考文献[编辑]

  1. ^ Griewank, A. O. "Generalized Decent for Global Optimization." J. Opt. Th. Appl. 34, 11-39, 1981
  2. ^ Locatelli, M. "A Note on the Griewank Test Function." J. Global Opt. 25, 169-174, 2003