Virtual Library of Simulation Experiments:

Optimization Test Problems

Emulation/Prediction Test Problems

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Forrester et al. (2008) Function

Description:

Dimensions: 1

This function is a simple one-dimensional test function. It is multimodal, with one global minimum, one local minimum and a zero-gradient inflection point.

Input Domain:

The function is evaluated on x ∈ [0, 1].

Modifications and Alternative Forms:

For the purpose of multi-fidelity analysis, the following function is used for the lower fidelity code:


Here, the constants A, B and C can be varied to improve the fidelity of the low-fidelity function. In the plot above, the values used are (as in Forrester et al., 2008): A = 0.5, B = 10, C = -5.

Code:

Reference:

Forrester, A., Sobester, A., & Keane, A. (2008). Engineering design via surrogate modelling: a practical guide. Wiley.

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