#region License Information
/* HeuristicLab
* Copyright (C) 2002-2015 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
*
* This file is part of HeuristicLab.
*
* HeuristicLab is free software: you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* HeuristicLab is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with HeuristicLab. If not, see .
*/
#endregion
using System;
using HeuristicLab.Common;
using HeuristicLab.Core;
using HeuristicLab.Data;
using HeuristicLab.Encodings.RealVectorEncoding;
using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
namespace HeuristicLab.Problems.TestFunctions {
///
/// The Rosenbrock function features a flat valley in which the global optimum is located.
/// It is implemented as generalized Rosenbrock function as for example given in Shang, Y.-W. and Qiu, Y.-H. 2006. A Note on the Extended Rosenbrock Function. Evolutionary Computation 14, pp. 119-126, MIT Press.
///
[Item("Rosenbrock", @"The Rosenbrock function features a flat valley in which the global optimum is located.
For 2 and 3 dimensions the single minimum of this function is 0 at (1,1,...,1), for 4 to 30 dimensions there is an additional local minimum close to (-1,1,...,1).
It is unknown how many local minima there are for dimensions greater than 30.
It is implemented as generalized Rosenbrock function for which the 2 dimensional function is a special case, as for example given in Shang, Y.-W. and Qiu, Y.-H. 2006. A Note on the Extended Rosenbrock Function. Evolutionary Computation 14, pp. 119-126, MIT Press.")]
[StorableClass]
public class Rosenbrock : SingleObjectiveTestFunction {
///
/// Returns false as the Rosenbrock function is a minimization problem.
///
public override bool Maximization {
get { return false; }
}
///
/// Gets the optimum function value (0).
///
public override double BestKnownQuality {
get { return 0; }
}
///
/// Gets the lower and upper bound of the function.
///
public override DoubleMatrix Bounds {
get { return new DoubleMatrix(new double[,] { { -2.048, 2.048 } }); }
}
///
/// Gets the minimum problem size (2).
///
public override int MinimumProblemSize {
get { return 2; }
}
///
/// Gets the (theoretical) maximum problem size (2^31 - 1).
///
public override int MaximumProblemSize {
get { return int.MaxValue; }
}
[StorableConstructor]
protected Rosenbrock(bool deserializing) : base(deserializing) { }
protected Rosenbrock(Rosenbrock original, Cloner cloner) : base(original, cloner) { }
public Rosenbrock() : base() { }
public override IDeepCloneable Clone(Cloner cloner) {
return new Rosenbrock(this, cloner);
}
public override RealVector GetBestKnownSolution(int dimension) {
if (dimension < 2) throw new ArgumentException(Name + ": This function is not defined for 1 dimension.");
RealVector result = new RealVector(dimension);
for (int i = 0; i < dimension; i++) result[i] = 1;
return result;
}
///
/// Evaluates the test function for a specific .
///
/// N-dimensional point for which the test function should be evaluated.
/// The result value of the Rosenbrock function at the given point.
public static double Apply(RealVector point) {
double result = 0;
for (int i = 0; i < point.Length - 1; i++) {
result += 100 * (point[i] * point[i] - point[i + 1]) * (point[i] * point[i] - point[i + 1]);
result += (point[i] - 1) * (point[i] - 1);
}
return result;
}
///
/// Evaluates the test function for a specific .
///
/// Calls .
/// N-dimensional point for which the test function should be evaluated.
/// The result value of the Rosenbrock function at the given point.
public override double Evaluate(RealVector point) {
return Apply(point);
}
}
}