关于扩展Rosenbrock函数的一个注记

A Note on the Extended Rosenbrock Function

Evolutionary Computation · 2006
被引 258 · 同刊同年前 5%
ABS 3

中文导读

本文分析了高维Rosenbrock函数的极小值个数,证明n维(n=4到30)版本有2个极小值,并指出Deb发现的20维函数的一个“局部极小值”可能并非真正的局部极小值。

Abstract

The Rosenbrock function is a well-known benchmark for numerical optimization problems, which is frequently used to assess the performance of Evolutionary Algorithms. The classical Rosenbrock function, which is a two-dimensional unimodal function, has been extended to higher dimensions in recent years. Many researchers take the high-dimensional Rosenbrock function as a unimodal function by instinct. In 2001 and 2002, Hansen and Deb found that the Rosenbrock function is not a unimodal function for higher dimensions although no theoretical analysis was provided. This paper shows that the n-dimensional (n = 4 ∼ 30) Rosenbrock function has 2 minima, and analysis is proposed to verify this. The local minima in some cases are presented. In addition, this paper demonstrates that one of the “local minima” for the 20-variable Rosenbrock function found by Deb might not in fact be a local minimum.

数值优化进化算法基准测试函数数学分析