\displaystyle f_{4}(\mathbf{x}) = 10 \left(D- \sum_{i = 1}^{D}\cos(2\pi z_i)\right) + \sum_{i = 1}^{D}z_i^2 + 100\,f_{\mathrm{pen}}(\mathbf{x}) + f_\mathrm{opt}
z_i = s_i\,T_\mathrm{\hspace*{-0.01emosz}}(x_i - x_i^\mathrm{opt}) \quad \text{for} \; i = 1
\ldots D
s_i = \begin{cases}
10\times10^{\frac{1}{2}\,\frac{i-1}{D-1}} &
\text{~if~} z_i>0 \text{~and~} i = 1,3,5,\ldots
\\
10^{\frac{1}{2}\frac{i-1}{D-1}} & \text{~otherwise~}
\end{cases} for i= 1,\dots,D
Symbols and definitions:
Used symbols and definitions of, e.g., auxiliary functions are given in the following. Vectors are typeset in bold and refer to column vectors.
\otimes indicates element-wise multiplication of two D-dimensional vectors, \otimes:\mathcal{R}^D\times\mathcal{R}^D\to\mathcal{R}^D,
(\mathbf{x},\mathbf{y})\mapsto\mathrm{{diag}}(\mathbf{x})\times\mathbf{y}=(x_i\times y_i)_{i=1,\dots,D}
\|.\| denotes the Euclidean norm, \|\mathbf{x}\|^2=\sum_i x_i^2.
[.] denotes the nearest integer value
\mathbf{0} =(0,\dots,0)^{\mathrm{T}} all zero vector
\mathbf{1} =(1,\dots,1)^{\mathrm{T}} all one vector
\Lambda^{\!\alpha} is a diagonal matrix in D dimensions with the ith diagonal element as \lambda_{ii} =
\alpha^{\frac{1}{2}\frac{i-1}{D-1}}, for i=1,\dots,D.
f^{{}}_\mathrm{pen} :\mathcal{R}^D\to\mathcal{R}, \mathbf{x}\mapsto\sum_{i=1}^D\max(0,|x_i| - 5)^2
\mathbf{1}_-^+ a D-dimensional vector with entries of -1 or 1 with equal probability independently drawn.
\mathbf{Q}, \mathbf{R} orthogonal (rotation) matrices. For one function in one dimension a different realization for respectively \mathbf{Q} and \mathbf{R} is used for each instantiation of the function. Orthogonal matrices are generated from standard normally distributed entries by Gram-Schmidt orthonormalization. Columns and rows of an orthogonal matrix form an orthonormal basis.
\mathbf{R} see \mathbf{Q}
T^{{\beta}}_\mathrm{asy} :\mathcal{R}^D\to\mathcal{R}^D, x_i\mapsto
\begin{cases}
x_i^{1+\beta \frac{i-1}{D-1}\sqrt{x_i}} & \text{~if~} x_i>0\\
x_i & \text{~otherwise~}
\end{cases}, for i=1,\dots,D. See Figure 1.
T_\mathrm{\hspace*{-0.01em}osz} :\mathcal{R}^n\to\mathcal{R}^n, for any positive integer n (n=1 and n=D are used in the following), maps element-wise x\mapsto\mathrm{{sign}}(x)\exp\left(\hat{x} +
0.049\left(\sin(c_1 \hat{x}) + \sin(c_2 \hat{x})\right)\right) with \hat{x}= \begin{cases}
\log(|x|) & \text{if~} x\not=0 \\
0 & \text{otherwise}
\end{cases}, \mathrm{{sign}}(x) = \begin{cases} -1 & \text{if~} x < 0 \\
0 & \text{if~} x = 0 \\
1 & \text{otherwise}
\end{cases}, c_1 = \begin{cases}
10 & \text{if~} x > 0\\
5.5 & \text{otherwise}
\end{cases} and c_2 = \begin{cases}
7.9 & \text{if~} x > 0\\
3.1 & \text{otherwise}
\end{cases}. See Figure 1.
\mathbf{x}^\mathrm{opt} optimal solution vector, such that f(\mathbf{x^\mathrm{opt}}) is minimal.
Properties:
Highly multimodal function with a structured but highly asymmetric placement of the optima. Constructed as a deceptive function for symmetrically distributed search operators.
- roughly 10^D local optima, conditioning is about 10, skew factor is about 10 in x-space and 100 in f-space
Information gained from this function:
- In comparison to f3: What is the effect of asymmetry?