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diff --git a/inst/examples/test_functions/stk_testfun_hartman3.m b/inst/examples/test_functions/stk_testfun_hartman3.m new file mode 100644 index 0000000..cc3bdee --- /dev/null +++ b/inst/examples/test_functions/stk_testfun_hartman3.m @@ -0,0 +1,115 @@ +% STK_TESTFUN_HARTMAN3 computes the "Hartman3" function +% +% The Hartman3 function is a test function in dimension 3, which is +% part of the famous Dixon & Szego benchmark [1] in global optimization. +% +% It is usually minimized over [0, 1]^3. +% +% HISTORICAL REMARKS +% +% This function belongs to a general class of test functions +% introduced by Hartman [2], hence the name. +% +% The particular set of coefficients used in the definition of the +% "Hartman3" function, however, seems to have been introduced by [1]. +% +% GLOBAL MINIMUM +% +% According to [5], the function has one global minimum at +% +% x = [0.1, 0.55592003, 0.85218259]. +% +% The corresponding function value is: +% +% f(x) = -3.862634748621772. +% +% A slightly lower value is attained [4] at +% +% x = [0.114614 0.554649 0.852547]. +% +% The corresponding function value is: +% +% f(x) = -3.862747199255087 +% +% The exact global optimum does not appear to be known. +% +% REFERENCES +% +% [1] L. C. W. Dixon & G. P. Szego (1978). Towards Global +% Optimization 2, North-Holland, Amsterdam, The Netherlands +% +% [2] J. K. Hartman (1973). Some experiments in global optimization. +% Naval Research Logistics Quarterly, 20(3):569-576. +% +% [3] V. Picheny, T. Wagner & D. Ginsbourger (2013). A benchmark +% of kriging-based infill criteria for noisy optimization. +% Structural and Multidisciplinary Optimization, 48:607-626. +% +% [4] S. Surjanovic & D. Bingham. Virtual Library of Simulation +% Experiments: Test Functions and Datasets. Retrieved March 3, +% 2022, https://www.sfu.ca/~ssurjano/hart4.html. +% +% [5] O. Roustant, D. Ginsbourger & Y. Deville (2012). +% DiceKriging package, version 1.6.0 from 2021-02-23 +% URL: https://cran.r-project.org/web/packages/DiceKriging/index.html + +% Author +% +% Julien Bect <julien.bect@centralesupelec.fr> + +% Copying Permission Statement (this file) +% +% To the extent possible under law, CentraleSupelec has waived all +% copyright and related or neighboring rights to +% stk_testfun_hartman3.m. This work is published from France. +% +% License: CC0 <http://creativecommons.org/publicdomain/zero/1.0/> + +% Copying Permission Statement (STK toolbox as a whole) +% +% This file is part of +% +% STK: a Small (Matlab/Octave) Toolbox for Kriging +% (https://github.com/stk-kriging/stk/) +% +% STK is free software: you can redistribute it and/or modify it under +% the terms of the GNU General Public License as published by the Free +% Software Foundation, either version 3 of the License, or (at your +% option) any later version. +% +% STK is distributed in the hope that it will be useful, but WITHOUT +% ANY WARRANTY; without even the implied warranty of MERCHANTABILITY +% or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public +% License for more details. +% +% You should have received a copy of the GNU General Public License +% along with STK. If not, see <http://www.gnu.org/licenses/>. + +function y = stk_testfun_hartman3 (x) + +a = [ ... + [ 3.0 0.1 3.0 0.1]; ... + [ 10.0 10.0 10.0 10.0]; ... + [ 30.0 35.0 30.0 35.0]]; + +p = [ ... + [ 0.3689 0.4699 0.1091 0.03815]; ... + [ 0.1170 0.4387 0.8732 0.57430]; ... + [ 0.2673 0.7470 0.5547 0.88280]]; + +c = [1.0 1.2 3.0 3.2]; + +y = stk_testfun_hartman_generic (x, a, p, c); + +end % function + + +%!test +%! x1 = [0.1, 0.55592003, 0.85218259]; +%! y1 = -3.862634748621772; +%! +%! x2 = [0.114614 0.554649 0.852547]; +%! y2 = -3.862747199255087; +%! +%! y = stk_testfun_hartman3 ([x1; x2]); +%! assert (stk_isequal_tolabs (y, [y1; y2], 1e-15)) |