A Generator of Multiextremal Test Classes With Known Solutions for Black-Box-Constrained Global Optimization
提出一个生成多维测试问题类的生成器,用于基准测试连续约束全局优化方法,扩展了2003年Gaviano等人的方法,支持非线性约束,用户可直观设定难度,每个生成类包含100个问题并提供全局解等详细信息,适合测试低中维度的黑箱优化算法。
A generator of classes of multidimensional test problems for benchmarking continuous constrained global optimization methods is proposed. It is based on the generator of test classes for global optimization proposed in 2003 by Gaviano, Kvasov, Lera, and Sergeyev and extends the previous generation procedure from the box-constrained case to the case of nonlinear constraints. The user has the possibility to fix the difficulty of tests in an intuitive way by choosing several types of constraints. A detailed information (including the global solution) for each of 100 problems in each generated class is provided to the user. The generator is particularly suited for testing black-box optimization algorithms that normally address low or medium dimensional problems with hard to evaluate objective functions.