Rastrigin function

Function used as a performance test problem for optimization algorithms
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 in 1974 by Rastrigin[1] as a 2-dimensional function and has been generalized by Rudolph.[2] The generalized version was popularized by Hoffmeister & Bäck[3] and Mühlenbein et al.[4] Finding the minimum of this function is a fairly difficult problem due to its large search space and its large number of local minima.

On an n {\displaystyle n} -dimensional domain it is defined by:

f ( x ) = A n + i = 1 n [ x i 2 A cos ( 2 π x i ) ] {\displaystyle f(\mathbf {x} )=An+\sum _{i=1}^{n}\left[x_{i}^{2}-A\cos(2\pi x_{i})\right]}

where A = 10 {\displaystyle A=10} and x i [ 5.12 , 5.12 ] {\displaystyle x_{i}\in [-5.12,5.12]} . There are many extrema:

  • The global minimum is at x = 0 {\displaystyle \mathbf {x} =\mathbf {0} } where f ( x ) = 0 {\displaystyle f(\mathbf {x} )=0} .
  • The maximum function value for x i [ 5.12 , 5.12 ] {\displaystyle x_{i}\in [-5.12,5.12]} is located around x i [ ± 4.52299366... , . . . , ± 4.52299366... ] {\displaystyle x_{i}\in [\pm 4.52299366...,...,\pm 4.52299366...]} :
Number of dimensions Maximum value at ± 4.52299366 {\displaystyle \pm 4.52299366}
1 40.35329019
2 80.70658039
3 121.0598706
4 161.4131608
5 201.7664509
6 242.1197412
7 282.4730314
8 322.8263216
9 363.1796117

Here are all the values at 0.5 interval listed for the 2D Rastrigin function with x i [ 5.12 , 5.12 ] {\displaystyle x_{i}\in [-5.12,5.12]} :

f ( x ) {\displaystyle f(x)} x 1 {\displaystyle x_{1}}
0 {\displaystyle 0} ± 0.5 {\displaystyle \pm 0.5} ± 1 {\displaystyle \pm 1} ± 1.5 {\displaystyle \pm 1.5} ± 2 {\displaystyle \pm 2} ± 2.5 {\displaystyle \pm 2.5} ± 3 {\displaystyle \pm 3} ± 3.5 {\displaystyle \pm 3.5} ± 4 {\displaystyle \pm 4} ± 4.5 {\displaystyle \pm 4.5} ± 5 {\displaystyle \pm 5} ± 5.12 {\displaystyle \pm 5.12}
x 2 {\displaystyle x_{2}} 0 {\displaystyle 0} 0 20.25 1 22.25 4 26.25 9 32.25 16 40.25 25 28.92
± 0.5 {\displaystyle \pm 0.5} 20.25 40.5 21.25 42.5 24.25 46.5 29.25 52.5 36.25 60.5 45.25 49.17
± 1 {\displaystyle \pm 1} 1 21.25 2 23.25 5 27.25 10 33.25 17 41.25 26 29.92
± 1.5 {\displaystyle \pm 1.5} 22.25 42.5 23.25 44.5 26.25 48.5 31.25 54.5 38.25 62.5 47.25 51.17
± 2 {\displaystyle \pm 2} 4 24.25 5 26.25 8 30.25 13 36.25 20 44.25 29 32.92
± 2.5 {\displaystyle \pm 2.5} 26.25 46.5 27.25 48.5 30.25 52.5 35.25 58.5 42.25 66.5 51.25 55.17
± 3 {\displaystyle \pm 3} 9 29.25 10 31.25 13 35.25 18 41.25 25 49.25 34 37.92
± 3.5 {\displaystyle \pm 3.5} 32.25 52.5 33.25 54.5 36.25 58.5 41.25 64.5 48.25 72.5 57.25 61.17
± 4 {\displaystyle \pm 4} 16 36.25 17 38.25 20 42.25 25 48.25 32 56.25 41 44.92
± 4.5 {\displaystyle \pm 4.5} 40.25 60.5 41.25 62.5 44.25 66.5 49.25 72.5 56.25 80.5 65.25 69.17
± 5 {\displaystyle \pm 5} 25 45.25 26 47.25 29 51.25 34 57.25 41 65.25 50 53.92
± 5.12 {\displaystyle \pm 5.12} 28.92 49.17 29.92 51.17 32.92 55.17 37.92 61.17 44.92 69.17 53.92 57.85

The abundance of local minima underlines the necessity of a global optimization algorithm when needing to find the global minimum. Local optimization algorithms are likely to get stuck in a local minimum.

See also

Notes

  1. ^ Rastrigin, L. A. "Systems of extremal control." Mir, Moscow (1974).
  2. ^ G. Rudolph. "Globale Optimierung mit parallelen Evolutionsstrategien". Diplomarbeit. Department of Computer Science, University of Dortmund, July 1990.
  3. ^ F. Hoffmeister and T. Bäck. "Genetic Algorithms and Evolution Strategies: Similarities and Differences", pages 455–469 in: H.-P. Schwefel and R. Männer (eds.): Parallel Problem Solving from Nature, PPSN I, Proceedings, Springer, 1991.
  4. ^ H. Mühlenbein, D. Schomisch and J. Born. "The Parallel Genetic Algorithm as Function Optimizer ". Parallel Computing, 17, pages 619–632, 1991.