\displaystyle f_{20}(\mathbf{x}) = - \frac{1}{100D}% % kept in the final print
\sum_{i = 1}^{D}z_i\sin(\sqrt{|z_i|}) + 4.189828872724339 + 100f_{\mathrm{pen}}(\mathbf{z}/100) + f_\mathrm{opt}
\hat{\mathbf{x}} = 2\times\mathbf{1_-^+}\otimes\mathbf{x}
\hat{z}_{1} = \hat{x}_{1},\quad \hat{z}_{i+1} = \hat{x}_{i+1} + 0.25 \left({\hat{x}_{i}} - 2|x_i^{\text{opt}}| \right),\quad \text{for } i = 1, \ldots, D - 1
\mathbf{z}= 100 (\Lambda^{10} (\hat{\mathbf{z}} - 2\left|\mathbf{x^\mathrm{opt}}\right|) + 2\left|\mathbf{x^\mathrm{opt}}\right|)
\mathbf{x^\mathrm{opt}}= 4.2096874633/2 \;\mathbf{1_-^+}, where \mathbf{1}_-^+ is the same realization as above
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:
The most prominent 2^D minima are located comparatively close to the corners of the unpenalized search area (Schwefel 1981).
- the penalization is essential, as otherwise more and better minima occur further away from the search space origin