More test functions.
diff --git a/commons-math-legacy/src/test/java/org/apache/commons/math4/legacy/optim/nonlinear/scalar/TestFunction.java b/commons-math-legacy/src/test/java/org/apache/commons/math4/legacy/optim/nonlinear/scalar/TestFunction.java
index 798ada1..216be58 100644
--- a/commons-math-legacy/src/test/java/org/apache/commons/math4/legacy/optim/nonlinear/scalar/TestFunction.java
+++ b/commons-math-legacy/src/test/java/org/apache/commons/math4/legacy/optim/nonlinear/scalar/TestFunction.java
@@ -17,6 +17,7 @@
package org.apache.commons.math4.legacy.optim.nonlinear.scalar;
import java.util.function.Function;
+import java.util.function.DoubleUnaryOperator;
import org.apache.commons.math4.legacy.analysis.MultivariateFunction;
import org.apache.commons.math4.legacy.core.jdkmath.AccurateMath;
@@ -179,6 +180,101 @@
}
return f;
};
+ }),
+ // https://www.sfu.ca/~ssurjano/griewank.html
+ GRIEWANK(dim -> {
+ final double A = 4000;
+ return x -> {
+ double sum = 0;
+ double prod = 1;
+ for (int i = 0; i < dim; i++) {
+ final double xi = x[i];
+ sum += xi * xi;
+ prod *= Math.cos(xi / Math.sqrt(i + 1));
+ }
+ return sum / A - prod + 1;
+ };
+ }),
+ // https://www.sfu.ca/~ssurjano/levy.html
+ LEVY(dim -> {
+ final int last = dim - 1;
+ final DoubleUnaryOperator w = x -> 1 + 0.25 * (x - 1);
+ return x -> {
+ final double a0 = Math.sin(Math.PI * w.applyAsDouble(x[0]));
+ double sum = a0 * a0;
+ for (int i = 0; i < last; i++) {
+ final double wi = w.applyAsDouble(x[i]);
+ final double wiM1 = wi - 1;
+ final double ai = Math.sin(Math.PI * wi + 1);
+ sum += wiM1 * wiM1 * (1 + 10 * ai * ai);
+ }
+ final double wl = w.applyAsDouble(x[last]);
+ final double wlM1 = wl - 1;
+ final double al = Math.sin(2 * Math.PI * wl);
+ return sum + wlM1 * wlM1 * (1 + al * al);
+ };
+ }),
+ // https://www.sfu.ca/~ssurjano/schwef.html
+ SCHWEFEL(dim -> {
+ final double A = 418.9829;
+ return x -> {
+ double sum = 0;
+ for (int i = 0; i < dim; i++) {
+ final double xi = x[i];
+ sum += xi * Math.sin(Math.sqrt(Math.abs(xi)));
+ }
+ return A * dim - sum;
+ };
+ }),
+ // https://www.sfu.ca/~ssurjano/zakharov.html
+ ZAKHAROV(dim -> {
+ final double A = 0.5;
+ return x -> {
+ double sum1 = 0;
+ double sum2 = 0;
+ for (int i = 0; i < dim; i++) {
+ final double xi = x[i];
+ sum1 += xi * xi;
+ sum2 += A * (i + 1) * xi;
+ }
+ final double sum22 = sum2 * sum2;
+ return sum1 + sum22 + sum22 * sum22;
+ };
+ }),
+ // https://www.sfu.ca/~ssurjano/permdb.html
+ PERM(dim -> {
+ final double BETA = 10;
+ return x -> {
+ double sum1 = 0;
+ for (int i = 0; i < dim; i++) {
+ final double iP1 = i + 1;
+ double sum2 = 0;
+ for (int j = 0; j < dim; j++) {
+ final double jP1 = j + 1;
+ final double a = Math.pow(jP1, iP1) + BETA;
+ final double b = Math.pow(x[j] / jP1, iP1) - 1;
+ sum2 += a * b;
+ }
+ sum1 += sum2 * sum2;
+ }
+ return sum1;
+ };
+ }),
+ // https://www.sfu.ca/~ssurjano/stybtang.html
+ STYBLINSKI_TANG(dim -> {
+ final double A = 0.5;
+ final double B = 16;
+ final double C = 5;
+ return x -> {
+ double sum = 0;
+ for (int i = 0; i < dim; i++) {
+ final double xi = x[i];
+ final double xi2 = xi * xi;
+ final double xi4 = xi2 * xi2;
+ sum += xi4 - B * xi2 + C * xi;
+ }
+ return A * sum;
+ };
});
/** Template for variable dimension. */
diff --git a/commons-math-legacy/src/test/resources/org/apache/commons/math4/legacy/optim/nonlinear/scalar/noderiv/std_test_func.simplex.hedar_fukushima.csv b/commons-math-legacy/src/test/resources/org/apache/commons/math4/legacy/optim/nonlinear/scalar/noderiv/std_test_func.simplex.hedar_fukushima.csv
index e867df5..d3ba7dc 100644
--- a/commons-math-legacy/src/test/resources/org/apache/commons/math4/legacy/optim/nonlinear/scalar/noderiv/std_test_func.simplex.hedar_fukushima.csv
+++ b/commons-math-legacy/src/test/resources/org/apache/commons/math4/legacy/optim/nonlinear/scalar/noderiv/std_test_func.simplex.hedar_fukushima.csv
@@ -23,15 +23,16 @@
# 3: optimum ("n" space-separated values)
# 4: maximum expected distance from the result to the optimum
# 5: expected number of function evaluations
-# 6: number of retries in case of assertion failure
+# 6: length of the sides of the initial simplex
# 7: size of the random noise (to generate slightly different initial conditions)
# 8: whether to perform simulated annealing
#
# Caveat: Some tests are commented out (cf. JIRA: MATH-1552).
#
PARABOLA, 4, 2.5 3.1 4.6 5.8, 0 0 0 0, 1e-4, 820, 3, 2e-1, true
-ROSENBROCK, 2, -1.2 1, 1 1, 1e-4, 360, 3, 1e-1, true
-ROSENBROCK, 10, -0.1 0.1 0.2 -0.1 -0.2 0.3 0.2 -0.1 0.2 -0.3, 1 1 1 1 1 1 1 1 1 1, 5e-5, 30000, 3, 5e-2, true
+ROSENBROCK, 2, -1.2 1, 1 1, 1e-4, 380, 3, 1e-1, true
+ROSENBROCK, 5, -4.4 -3.5 -2.6 -1.7 -0.8, 1 1 1 1 1, 1e-4, 3800, 5e-1, 1e-1, true
+ROSENBROCK, 10, -0.1 0.1 0.2 -0.1 -0.2 0.3 0.2 -0.1 0.2 -0.3, 1 1 1 1 1 1 1 1 1 1, 5e-5, 38000, 3, 5e-2, true
POWELL, 4, 3 -1 -2 1, 0 0 0 0, 5e-3, 1100, 3, 1e-1, true
CIGAR, 13, -1.2 2.3 -3.2 2.1 1.2 -2.3 3.2 -2.1 -1.2 2.3 -3.2 2.1 -1.2, 0 0 0 0 0 0 0 0 0 0 0 0 0, 5e-5, 75000, 3, 1e-1, true
SPHERE, 13, -1.2 2.3 -3.2 2.1 1.2 -2.3 3.2 -2.1 -1.2 2.3 -3.2 2.1 -1.2, 0 0 0 0 0 0 0 0 0 0 0 0 0, 5e-4, 47000, 3, 1e-1, true
@@ -43,3 +44,12 @@
SS_DIFF_POW, 6, -3.2 2.1 1.2 -2.3 3.2 -2.1, 0 0 0 0 0 0, 1e-3, 10500, 3, 1e-1, true
#ACKLEY, 4, 3 4 -3 -2, 0 0 0 0, 1e-6, 1100, 3, 5e-1, true
#RASTRIGIN, 4, 3 4 -3 -2, 0 0 0 0, 1e-6, 10000, 3, 5e-1, true
+#GRIEWANK, 3, -210 123 -456, 0 0 0, 1e-1, 1000, 50, 100, true
+#LEVY, 4, 4 -6 -2 8, 1 1 1 1, 1e-3, 3000, 1, 1, true
+#SCHWEFEL, 2, 100 -200, 420.9687 420.9687, 1, 300, 100, 100, true
+ZAKHAROV, 5, -4 -2 3 5 7, 0 0 0 0 0, 1e-4, 2200, 1.5, 1, true
+PERM, 2, -2 -1, 1 2, 2e-3, 210, 5e-1, 1e-1, true
+#PERM, 3, -2 -3 -1, 1 2 3, 5e-5, 200, 5e-1, 1e-1, true
+#PERM, 4, -2 -3 -4 -1, 1 2 3 4, 5e-4, 2200, 5e-1, 1e-1, true
+#PERM, 5, -2 -3 -4 -5 -1, 1 2 3 4 5, 5e-4, 200, 5e-1, 1e-1, true
+#STYBLINSKI_TANG, 4, 1 2 3 4, -2.903534 -2.903534 -2.903534 -2.903534, 1e-4, 500, 1, 5e-1, true
diff --git a/commons-math-legacy/src/test/resources/org/apache/commons/math4/legacy/optim/nonlinear/scalar/noderiv/std_test_func.simplex.multidirectional.csv b/commons-math-legacy/src/test/resources/org/apache/commons/math4/legacy/optim/nonlinear/scalar/noderiv/std_test_func.simplex.multidirectional.csv
index df135fc..4be1bee 100644
--- a/commons-math-legacy/src/test/resources/org/apache/commons/math4/legacy/optim/nonlinear/scalar/noderiv/std_test_func.simplex.multidirectional.csv
+++ b/commons-math-legacy/src/test/resources/org/apache/commons/math4/legacy/optim/nonlinear/scalar/noderiv/std_test_func.simplex.multidirectional.csv
@@ -23,23 +23,33 @@
# 3: optimum ("n" space-separated values)
# 4: maximum expected distance from the result to the optimum
# 5: expected number of function evaluations
-# 6: number of retries in case of assertion failure
+# 6: length of the sides of the initial simplex
# 7: size of the random noise (to generate slightly different initial conditions)
# 8: whether to perform simulated annealing
#
# Caveat: Some tests are commented out (cf. JIRA: MATH-1552).
#
-PARABOLA, 4, 2.5 3.1 4.6 5.8, 0 0 0 0, 1e-4, 340, 3, 2e-1, false
-ROSENBROCK, 2, -1.2 1, 1 1, 2e-3, 9200, 3, 1e-1, false
-ROSENBROCK, 10, -0.1 0.1 0.2 -0.1 -0.2 0.3 0.2 -0.1 0.2 -0.3, 1 1 1 1 1 1 1 1 1 1, 3e-3, 100000, 3, 5e-2, false
-#POWELL, 4, 3 -1 -2 1, 0 0 0 0, 5e-3, 420, 3, 1e-1, false
-CIGAR, 13, -1.2 2.3 -3.2 2.1 1.2 -2.3 3.2 -2.1 -1.2 2.3 -3.2 2.1 -1.2, 0 0 0 0 0 0 0 0 0 0 0 0 0, 1e-6, 7000, 3, 1e-1, false
-SPHERE, 13, -1.2 2.3 -3.2 2.1 1.2 -2.3 3.2 -2.1 -1.2 2.3 -3.2 2.1 -1.2, 0 0 0 0 0 0 0 0 0 0 0 0 0, 5e-5, 3600, 3, 1e-1, false
-ELLI, 10, 2 3 4 -3 -2 -1 2 3 4 3, 0 0 0 0 0 0 0 0 0 0, 1e-4, 50000, 3, 1e-1, false
-TWO_AXES, 10, 2 3 4 -3 -2 -1 2 3 4 3, 0 0 0 0 0 0 0 0 0 0, 1e-6, 3200, 3, 1e-1, false
-CIG_TAB, 10, 2 3 4 -3 -2 -1 2 3 4 3, 0 0 0 0 0 0 0 0 0 0, 5e-6, 2700, 3, 1e-1, false
-TABLET, 11, 2 3 4 -3 -2 -1 2 3 4 3 -1, 0 0 0 0 0 0 0 0 0 0 0, 5e-6, 3000, 3, 1e-1, false
-DIFF_POW, 7, 1 -1 1 -1 1 -1 1, 0 0 0 0 0 0 0, 5e-4, 2500, 3, 1e-1, false
-SS_DIFF_POW, 6, -3.2 2.1 1.2 -2.3 3.2 -2.1, 0 0 0 0 0 0, 1e-3, 4000, 3, 1e-1, false
-ACKLEY, 4, 3 4 -3 -2, 0 0 0 0, 1e-6, 700, 3, 5e-1, false
-#RASTRIGIN, 4, 3 4 -3 -2, 0 0 0 0, 1e-6, 10000, 3, 5e-1, false
+PARABOLA, 4, 2.5 3.1 4.6 5.8, 0 0 0 0, 1e-4, 380, 1, 2e-1, false
+ROSENBROCK, 2, -1.2 1, 1 1, 2e-3, 11100, 1, 1e-1, false
+#ROSENBROCK, 5, -4.4 -3.5 -2.6 -1.7 -0.8, 1 1 1 1 1, 1e-4, 180, 5e-1, 1e-1, false
+ROSENBROCK, 10, -0.1 0.1 0.2 -0.1 -0.2 0.3 0.2 -0.1 0.2 -0.3, 1 1 1 1 1 1 1 1 1 1, 3e-3, 100000, 1, 5e-2, false
+#POWELL, 4, 3 -1 -2 1, 0 0 0 0, 5e-3, 420, 1, 1e-1, false
+CIGAR, 13, -1.2 2.3 -3.2 2.1 1.2 -2.3 3.2 -2.1 -1.2 2.3 -3.2 2.1 -1.2, 0 0 0 0 0 0 0 0 0 0 0 0 0, 5e-6, 7000, 1, 1e-1, false
+SPHERE, 13, -1.2 2.3 -3.2 2.1 1.2 -2.3 3.2 -2.1 -1.2 2.3 -3.2 2.1 -1.2, 0 0 0 0 0 0 0 0 0 0 0 0 0, 5e-5, 3600, 1, 1e-1, false
+ELLI, 10, 2 3 4 -3 -2 -1 2 3 4 3, 0 0 0 0 0 0 0 0 0 0, 1e-4, 50000, 1, 1e-1, false
+TWO_AXES, 10, 2 3 4 -3 -2 -1 2 3 4 3, 0 0 0 0 0 0 0 0 0 0, 1e-6, 3200, 1, 1e-1, false
+CIG_TAB, 10, 2 3 4 -3 -2 -1 2 3 4 3, 0 0 0 0 0 0 0 0 0 0, 5e-6, 2900, 1, 1e-1, false
+TABLET, 11, 2 3 4 -3 -2 -1 2 3 4 3 -1, 0 0 0 0 0 0 0 0 0 0 0, 5e-6, 3200, 1, 1e-1, false
+DIFF_POW, 7, 1 -1 1 -1 1 -1 1, 0 0 0 0 0 0 0, 5e-4, 2500, 1, 1e-1, false
+SS_DIFF_POW, 6, -3.2 2.1 1.2 -2.3 3.2 -2.1, 0 0 0 0 0 0, 1e-3, 4000, 1, 1e-1, false
+ACKLEY, 4, 3 4 -3 -2, 0 0 0 0, 1e-6, 770, 1, 5e-1, false
+#RASTRIGIN, 4, 3 4 -3 -2, 0 0 0 0, 1e-6, 10000, 1, 5e-1, false
+#GRIEWANK, 3, -210 123 -456, 0 0 0, 1e-1, 1000, 50, 100, false
+#LEVY, 4, 4 -6 -2 8, 1 1 1 1, 1e-3, 3000, 1, 1, false
+#SCHWEFEL, 2, 100 -200, 420.9687 420.9687, 1, 300, 100, 100, false
+ZAKHAROV, 5, -4 -2 3 5 7, 0 0 0 0 0, 1e-4, 3100, 1.5, 1, false
+PERM, 2, -2 -1, 1 2, 3e-2, 25000, 5e-1, 1e-1, false
+#PERM, 3, -2 -3 -1, 1 2 3, 5e-5, 200, 5e-1, 1e-1, false
+#PERM, 4, -2 -3 -4 -1, 1 2 3 4, 5e-4, 2200, 5e-1, 1e-1, false
+#PERM, 5, -2 -3 -4 -5 -1, 1 2 3 4 5, 5e-4, 200, 5e-1, 1e-1, false
+#STYBLINSKI_TANG, 4, 1 2 3 4, -2.903534 -2.903534 -2.903534 -2.903534, 1e-4, 500, 1, 5e-1, false
diff --git a/commons-math-legacy/src/test/resources/org/apache/commons/math4/legacy/optim/nonlinear/scalar/noderiv/std_test_func.simplex.nelder_mead.csv b/commons-math-legacy/src/test/resources/org/apache/commons/math4/legacy/optim/nonlinear/scalar/noderiv/std_test_func.simplex.nelder_mead.csv
index ca7d585..49db4d8 100644
--- a/commons-math-legacy/src/test/resources/org/apache/commons/math4/legacy/optim/nonlinear/scalar/noderiv/std_test_func.simplex.nelder_mead.csv
+++ b/commons-math-legacy/src/test/resources/org/apache/commons/math4/legacy/optim/nonlinear/scalar/noderiv/std_test_func.simplex.nelder_mead.csv
@@ -23,23 +23,33 @@
# 3: optimum ("n" space-separated values)
# 4: maximum expected distance from the result to the optimum
# 5: expected number of function evaluations
-# 6: number of retries in case of assertion failure
+# 6: length of the sides of the initial simplex
# 7: size of the random noise (to generate slightly different initial conditions)
# 8: whether to perform simulated annealing
#
# Caveat: Some tests are commented out (cf. JIRA: MATH-1552).
#
-PARABOLA, 4, 2.5 3.1 4.6 5.8, 0 0 0 0, 1e-4, 200, 3, 2e-1, false
-ROSENBROCK, 2, -1.2 1, 1 1, 1e-4, 180, 3, 1e-1, false
-ROSENBROCK, 10, -0.1 0.1 0.2 -0.1 -0.2 0.3 0.2 -0.1 0.2 -0.3, 1 1 1 1 1 1 1 1 1 1, 5e-5, 9000, 3, 5e-2, false
-POWELL, 4, 3 -1 -2 1, 0 0 0 0, 5e-3, 420, 3, 1e-1, false
-CIGAR, 13, -1.2 2.3 -3.2 2.1 1.2 -2.3 3.2 -2.1 -1.2 2.3 -3.2 2.1 -1.2, 0 0 0 0 0 0 0 0 0 0 0 0 0, 5e-5, 7000, 3, 1e-1, false
-SPHERE, 13, -1.2 2.3 -3.2 2.1 1.2 -2.3 3.2 -2.1 -1.2 2.3 -3.2 2.1 -1.2, 0 0 0 0 0 0 0 0 0 0 0 0 0, 5e-4, 3000, 3, 1e-1, false
-ELLI, 10, 2 3 4 -3 -2 -1 2 3 4 3, 0 0 0 0 0 0 0 0 0 0, 1e-4, 50000, 3, 1e-1, false
-#TWO_AXES, 10, 2 3 4 -3 -2 -1 2 3 4 3, 0 0 0 0 0 0 0 0 0 0, 1e-4, 5000, 3, 1e-1, false
-#CIG_TAB, 10, 2 3 4 -3 -2 -1 2 3 4 3, 0 0 0 0 0 0 0 0 0 0, 1e-4, 7000, 3, 1e-1, false
-TABLET, 11, 2 3 4 -3 -2 -1 2 3 4 3 -1, 0 0 0 0 0 0 0 0 0 0 0, 2e-4, 3100, 3, 1e-1, false
-#DIFF_POW, 7, 1 -1 1 -1 1 -1 1, 0 0 0 0 0 0 0, 5e-4, 2500, 3, 1e-1, false
-SS_DIFF_POW, 6, -3.2 2.1 1.2 -2.3 3.2 -2.1, 0 0 0 0 0 0, 1e-3, 4000, 3, 1e-1, false
-ACKLEY, 4, 3 4 -3 -2, 0 0 0 0, 1e-6, 355, 3, 5e-1, false
-#RASTRIGIN, 4, 3 4 -3 -2, 0 0 0 0, 1e-6, 10000, 3, 5e-1, false
+PARABOLA, 4, 2.5 3.1 4.6 5.8, 0 0 0 0, 1e-4, 200, 1, 2e-1, false
+ROSENBROCK, 2, -1.2 1, 1 1, 1e-4, 180, 1, 1e-1, false
+ROSENBROCK, 5, -4.4 -3.5 -2.6 -1.7 -0.8, 1 1 1 1 1, 1e-4, 800, 5e-1, 1e-1, false
+ROSENBROCK, 10, -0.1 0.1 0.2 -0.1 -0.2 0.3 0.2 -0.1 0.2 -0.3, 1 1 1 1 1 1 1 1 1 1, 5e-5, 9000, 1, 5e-2, false
+POWELL, 4, 3 -1 -2 1, 0 0 0 0, 5e-3, 420, 1, 1e-1, false
+CIGAR, 13, -1.2 2.3 -3.2 2.1 1.2 -2.3 3.2 -2.1 -1.2 2.3 -3.2 2.1 -1.2, 0 0 0 0 0 0 0 0 0 0 0 0 0, 5e-5, 7000, 1, 1e-1, false
+SPHERE, 13, -1.2 2.3 -3.2 2.1 1.2 -2.3 3.2 -2.1 -1.2 2.3 -3.2 2.1 -1.2, 0 0 0 0 0 0 0 0 0 0 0 0 0, 5e-4, 3000, 1, 1e-1, false
+ELLI, 10, 2 3 4 -3 -2 -1 2 3 4 3, 0 0 0 0 0 0 0 0 0 0, 1e-4, 50000, 1, 1e-1, false
+#TWO_AXES, 10, 2 3 4 -3 -2 -1 2 3 4 3, 0 0 0 0 0 0 0 0 0 0, 1e-4, 5000, 1, 1e-1, false
+#CIG_TAB, 10, 2 3 4 -3 -2 -1 2 3 4 3, 0 0 0 0 0 0 0 0 0 0, 1e-4, 7000, 1, 1e-1, false
+TABLET, 11, 2 3 4 -3 -2 -1 2 3 4 3 -1, 0 0 0 0 0 0 0 0 0 0 0, 2e-4, 3600, 1, 1e-1, false
+#DIFF_POW, 7, 1 -1 1 -1 1 -1 1, 0 0 0 0 0 0 0, 5e-4, 2500, 1, 1e-1, false
+SS_DIFF_POW, 6, -3.2 2.1 1.2 -2.3 3.2 -2.1, 0 0 0 0 0 0, 1e-3, 4000, 1, 1e-1, false
+ACKLEY, 4, 3 4 -3 -2, 0 0 0 0, 1e-6, 430, 1, 5e-1, false
+#RASTRIGIN, 4, 3 4 -3 -2, 0 0 0 0, 1e-6, 10000, 1, 5e-1, false
+#GRIEWANK, 3, -210 123 -456, 0 0 0, 1e-1, 1000, 50, 100, false
+#LEVY, 4, 4 -6 -2 8, 1 1 1 1, 1e-3, 3000, 1, 1, false
+#SCHWEFEL, 2, 100 -200, 420.9687 420.9687, 1, 300, 100, 100, false
+ZAKHAROV, 5, -4 -2 3 5 7, 0 0 0 0 0, 5e-5, 500, 1.5, 1, false
+PERM, 2, -2 -1, 1 2, 5e-5, 200, 5e-1, 1e-1, false
+#PERM, 3, -2 -3 -1, 1 2 3, 5e-5, 200, 5e-1, 1e-1, false
+PERM, 4, -2 -3 -4 -1, 1 2 3 4, 5e-3, 2800, 5e-1, 1e-1, false
+#PERM, 5, -2 -3 -4 -5 -1, 1 2 3 4 5, 5e-4, 200, 5e-1, 1e-1, false
+#STYBLINSKI_TANG, 4, 1 2 3 4, -2.903534 -2.903534 -2.903534 -2.903534, 1e-4, 500, 1, 5e-1, false
