Himmelblau's function

{{short description|Function used as a performance test problem for optimization algorithms}}

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In mathematical optimization, Himmelblau's function is a multi-modal function, used to test the performance of optimization algorithms. The function is defined by:

: f(x, y) = (x^2+y-11)^2 + (x+y^2-7)^2.\quad

It has one local maximum at x = -0.270845 and y = -0.923039 where f(x,y) = 181.617 , and four identical local minima:

  • f(3.0, 2.0) = 0.0, \quad
  • f(-2.805118, 3.131312) = 0.0, \quad
  • f(-3.779310, -3.283186) = 0.0, \quad
  • f(3.584428, -1.848126) = 0.0. \quad

The locations of all the minima can be found analytically. However, because they are roots of quartic polynomials, when written in terms of radicals, the expressions are somewhat complicated.{{citation needed|date=November 2011}}

The function is named after David Mautner Himmelblau (1924–2011), who introduced it.{{cite book |last=Himmelblau |first=D. |title=Applied Nonlinear Programming |publisher=McGraw-Hill |year=1972 |isbn=0-07-028921-2 }}

See also

References

{{reflist}}

Category:Test functions for optimization

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