Virtual Library of Simulation Experiments:

Test Functions and Datasets

Griewank Function


Description:

Dimensions: d

The Griewank function has many widespread local minima, which are regularly distributed. The complexity is shown in the zoomed-in plots.

Input Domain:

The function is usually evaluated on the hypercube xi ∈ [-600, 600], for all i = 1, …, d.

Global Minimum:



Code:


References:

Global Optimization Test Problems. Retrieved June 2013, from
http://www-optima.amp.i.kyoto-u.ac.jp/member/student/hedar/Hedar_files/TestGO.htm.

Molga, M., & Smutnicki, C. Test functions for optimization needs (2005). Retrieved June 2013, from http://www.zsd.ict.pwr.wroc.pl/files/docs/functions.pdf.


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



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