Virtual Library of Simulation Experiments:

Optimization Test Problems

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Levy Function

Description:

Dimensions: d

Input Domain:

The function is usually evaluated on the hypercube x_i ∈ [-10, 10], for all i = 1, …, d.

Global Minimum:

Code:

Reference:

Global Optimization Test Functions Index. Retrieved June 2013, from http://infinity77.net/global_optimization/test_functions.html#test-functions-index.

Laguna, M., & Marti, R. Experimental Testing of Advanced Scatter Search Designs for Global Optimization of Multimodal Functions (2002). Retrieved June 2013, from http://www.uv.es/rmarti/paper/docs/global1.pdf.

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For questions or comments, please email Derek Bingham at: dbingham@stat.sfu.ca.