Griewank_function

Griewank function

Griewank function

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In mathematics, the Griewank function is often used in testing of optimization. It is defined as follows:[1]

First order Griewank function

The following paragraphs display the special cases of first, second and third order Griewank function, and their plots.

First-order Griewank function

The first order Griewank function has multiple maxima and minima.[2]

Let the derivative of Griewank function be zero:

Find its roots in the interval [−100..100] by means of numerical method,

In the interval [−10000,10000], the Griewank function has 6365 critical points.

Second-order Griewank function

2nd order Griewank function 3D plot
2nd-order Griewank function contour plot

Third order Griewank function

Third-order Griewank function Maple animation

References

  1. Griewank, A. O. "Generalized Descent for Global Optimization." J. Opt. Th. Appl. 34, 11–39, 1981
  2. Locatelli, M. "A Note on the Griewank Test Function." J. Global Opt. 25, 169–174, 2003

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