In mathematical optimization, the Rastrigin function is a non-convex function used as a performance test problem for optimization algorithms. It is a typical example of non-linear multimodal function. It was first proposed in 1974 by Rastrigin as a 2-dimensional function and has been generalized by Rudolph. The generalized version was popularized by Hoffmeister & Bäck and Mühlenbein et al. Finding the minimum of this function is a fairly difficult problem due to its large search space and its large number of local minima.
On an n {\displaystyle n} -dimensional domain it is defined by:
f ( x ) = A n + ∑ i = 1 n [ x i 2 − A cos ( 2 π x i ) ] {\displaystyle f(\mathbf {x} )=An+\sum _{i=1}^{n}\left[x_{i}^{2}-A\cos(2\pi x_{i})\right]}where A = 10 {\displaystyle A=10} and x i ∈ [ − 5.12 , 5.12 ] {\displaystyle x_{i}\in [-5.12,5.12]} . There are many extrema:
- The global minimum is at x = 0 {\displaystyle \mathbf {x} =\mathbf {0} } where f ( x ) = 0 {\displaystyle f(\mathbf {x} )=0} .
- The maximum function value for x i ∈ [ − 5.12 , 5.12 ] {\displaystyle x_{i}\in [-5.12,5.12]} is located around x i ∈ [ ± 4.52299366... , . . . , ± 4.52299366... ] {\displaystyle x_{i}\in [\pm 4.52299366...,...,\pm 4.52299366...]} :
Number of dimensions | Maximum value at ± 4.52299366 {\displaystyle \pm 4.52299366} |
---|---|
1 | 40.35329019 |
2 | 80.70658039 |
3 | 121.0598706 |
4 | 161.4131608 |
5 | 201.7664509 |
6 | 242.1197412 |
7 | 282.4730314 |
8 | 322.8263216 |
9 | 363.1796117 |
Here are all the values at 0.5 interval listed for the 2D Rastrigin function with x i ∈ [ − 5.12 , 5.12 ] {\displaystyle x_{i}\in [-5.12,5.12]} :
f ( x ) {\displaystyle f(x)} | x 1 {\displaystyle x_{1}} | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
0 {\displaystyle 0} | ± 0.5 {\displaystyle \pm 0.5} | ± 1 {\displaystyle \pm 1} | ± 1.5 {\displaystyle \pm 1.5} | ± 2 {\displaystyle \pm 2} | ± 2.5 {\displaystyle \pm 2.5} | ± 3 {\displaystyle \pm 3} | ± 3.5 {\displaystyle \pm 3.5} | ± 4 {\displaystyle \pm 4} | ± 4.5 {\displaystyle \pm 4.5} | ± 5 {\displaystyle \pm 5} | ± 5.12 {\displaystyle \pm 5.12} | ||
x 2 {\displaystyle x_{2}} | 0 {\displaystyle 0} | 0 | 20.25 | 1 | 22.25 | 4 | 26.25 | 9 | 32.25 | 16 | 40.25 | 25 | 28.92 |
± 0.5 {\displaystyle \pm 0.5} | 20.25 | 40.5 | 21.25 | 42.5 | 24.25 | 46.5 | 29.25 | 52.5 | 36.25 | 60.5 | 45.25 | 49.17 | |
± 1 {\displaystyle \pm 1} | 1 | 21.25 | 2 | 23.25 | 5 | 27.25 | 10 | 33.25 | 17 | 41.25 | 26 | 29.92 | |
± 1.5 {\displaystyle \pm 1.5} | 22.25 | 42.5 | 23.25 | 44.5 | 26.25 | 48.5 | 31.25 | 54.5 | 38.25 | 62.5 | 47.25 | 51.17 | |
± 2 {\displaystyle \pm 2} | 4 | 24.25 | 5 | 26.25 | 8 | 30.25 | 13 | 36.25 | 20 | 44.25 | 29 | 32.92 | |
± 2.5 {\displaystyle \pm 2.5} | 26.25 | 46.5 | 27.25 | 48.5 | 30.25 | 52.5 | 35.25 | 58.5 | 42.25 | 66.5 | 51.25 | 55.17 | |
± 3 {\displaystyle \pm 3} | 9 | 29.25 | 10 | 31.25 | 13 | 35.25 | 18 | 41.25 | 25 | 49.25 | 34 | 37.92 | |
± 3.5 {\displaystyle \pm 3.5} | 32.25 | 52.5 | 33.25 | 54.5 | 36.25 | 58.5 | 41.25 | 64.5 | 48.25 | 72.5 | 57.25 | 61.17 | |
± 4 {\displaystyle \pm 4} | 16 | 36.25 | 17 | 38.25 | 20 | 42.25 | 25 | 48.25 | 32 | 56.25 | 41 | 44.92 | |
± 4.5 {\displaystyle \pm 4.5} | 40.25 | 60.5 | 41.25 | 62.5 | 44.25 | 66.5 | 49.25 | 72.5 | 56.25 | 80.5 | 65.25 | 69.17 | |
± 5 {\displaystyle \pm 5} | 25 | 45.25 | 26 | 47.25 | 29 | 51.25 | 34 | 57.25 | 41 | 65.25 | 50 | 53.92 | |
± 5.12 {\displaystyle \pm 5.12} | 28.92 | 49.17 | 29.92 | 51.17 | 32.92 | 55.17 | 37.92 | 61.17 | 44.92 | 69.17 | 53.92 | 57.85 |
The abundance of local minima underlines the necessity of a global optimization algorithm when needing to find the global minimum. Local optimization algorithms are likely to get stuck in a local minimum.
See also
Notes
References
Rastrigin, L. A. "Systems of extremal control." Mir, Moscow (1974). ↩
G. Rudolph. "Globale Optimierung mit parallelen Evolutionsstrategien". Diplomarbeit. Department of Computer Science, University of Dortmund, July 1990. ↩
F. Hoffmeister and T. Bäck. "Genetic Algorithms and Evolution Strategies: Similarities and Differences", pages 455–469 in: H.-P. Schwefel and R. Männer (eds.): Parallel Problem Solving from Nature, PPSN I, Proceedings, Springer, 1991. /wiki/Parallel_Problem_Solving_from_Nature ↩
H. Mühlenbein, D. Schomisch and J. Born. "The Parallel Genetic Algorithm as Function Optimizer ". Parallel Computing, 17, pages 619–632, 1991. ↩