Rastrigin function

From Infogalactic: the planetary knowledge core
Jump to: navigation, search
Rastrigin function of two variables
In 3D
Contour

In mathematical optimization, the Rastrigin function is a non-convex function used as a performance test problem for optimization algorithms. It is a typical example of non-linear multimodal function. It was first proposed by Rastrigin [1] as a 2-dimensional function and has been generalized by Mühlenbein et al.[2] Finding the minimum of this function is a fairly difficult problem due to its large search space and its large number of local minima.

It is defined by:

f(\mathbf{x}) = A n + \sum_{i=1}^n \left[x_i^2 - A\cos(2 \pi x_i)\right]

where A=10 and x_i\in[-5.12,5.12] . It has a global minimum at \mathbf{x} = \mathbf{0} where f(\mathbf{x})=0.

See also

Notes

  1. Rastrigin, L. A. "Systems of extremal control." (1974).
  2. H. Mühlenbein, D. Schomisch and J. Born. "The Parallel Genetic Algorithm as Function Optimizer ". Parallel Computing, 17, pages 619–632, 1991.