Test functions for optimization

Abstract: In many engineering optimization problems, the number of function evaluations is severely limited by time or cost. These problems pose a special challenge to the field of global optimization, since existing methods often require more function evaluations than can be comfortably afforded. One way to address this challenge is to fit response surfaces to data collected by evaluating the objective and constraint functions at a few points. These surfaces can then be used for visualization, tradeoff analysis, and optimization. In this paper, we introduce the reader to a response surface methodology that is especially good at modeling the nonlinear, multimodal functions that often occur in engineering. We then show how these approximating functions can be used to construct an efficient global optimization algorithm with a credible stopping rule. The key to using response surfaces for global optimization lies in balancing the need to exploit the approximating surface (by sampling where it is minimized) with the need to improve the approximation (by sampling where prediction error may be high). Striking this balance requires solving certain auxiliary problems which have previously been considered intractable, but we show how these computational obstacles can be overcome.

Abstract: Many optimization problems in various fields have been solved using diverse optimization al gorithms. Traditional optimization techniques such as linear programming (LP), non-linear programming (NL...

Abstract: In this paper, we provide a systematic comparison of various evolutionary approaches to multiobjective optimization using six carefully chosen test functions. Each test function involves a particular feature that is known to cause difficulty in the evolutionary optimization process, mainly in converging to the Pareto-optimal front (e.g., multimodality and deception). By investigating these different problem features separately, it is possible to predict the kind of problems to which a certain technique is or is not well suited. However, in contrast to what was suspected beforehand, the experimental results indicate a hierarchy of the algorithms under consideration. Furthermore, the emerging effects are evidence that the suggested test functions provide sufficient complexity to compare multiobjective optimizers. Finally, elitism is shown to be an important factor for improving evolutionary multiobjective search.