Function used as a performance test problem for optimization algorithms
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[1] as a 2-dimensional function and has been generalized by Rudolph.[2] The generalized version was popularized by Hoffmeister & Bäck[3] and Mühlenbein et al.[4] 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
-dimensional domain it is defined by:
![{\displaystyle f(\mathbf {x} )=An+\sum _{i=1}^{n}\left[x_{i}^{2}-A\cos(2\pi x_{i})\right]}](https://wikimedia.org/api/rest_v1/media/math/render/svg/1aa1c38ee739ca9cf4582867d74d469df4676cbc)
where
and
. There are many extrema:
- The global minimum is at
where
.
- The maximum function value for
is located at
:
Number of dimensions
|
Maximum value at 
|
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
:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
0
|
20.25
|
1
|
22.25
|
4
|
26.25
|
9
|
32.25
|
16
|
40.25
|
25
|
28.92
|
|
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
|
21.25
|
2
|
23.25
|
5
|
27.25
|
10
|
33.25
|
17
|
41.25
|
26
|
29.92
|
|
22.25
|
42.5
|
23.25
|
44.5
|
26.25
|
48.5
|
31.25
|
54.5
|
38.25
|
62.5
|
47.25
|
51.17
|
|
4
|
24.25
|
5
|
26.25
|
8
|
30.25
|
13
|
36.25
|
20
|
44.25
|
29
|
32.92
|
|
26.25
|
46.5
|
27.25
|
48.5
|
30.25
|
52.5
|
35.25
|
58.5
|
42.25
|
66.5
|
51.25
|
55.17
|
|
9
|
29.25
|
10
|
31.25
|
13
|
35.25
|
18
|
41.25
|
25
|
49.25
|
34
|
37.92
|
|
32.25
|
52.5
|
33.25
|
54.5
|
36.25
|
58.5
|
41.25
|
64.5
|
48.25
|
72.5
|
57.25
|
61.17
|
|
16
|
36.25
|
17
|
38.25
|
20
|
42.25
|
25
|
48.25
|
32
|
56.25
|
41
|
44.92
|
|
40.25
|
60.5
|
41.25
|
62.5
|
44.25
|
66.5
|
49.25
|
72.5
|
56.25
|
80.5
|
65.25
|
69.17
|
|
25
|
45.25
|
26
|
47.25
|
29
|
51.25
|
34
|
57.25
|
41
|
65.25
|
50
|
53.92
|
|
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
- ^ 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.
- ^ H. Mühlenbein, D. Schomisch and J. Born. "The Parallel Genetic Algorithm as Function Optimizer ". Parallel Computing, 17, pages 619–632, 1991.