Visualizations of problem landscapes
Plots
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Dimension | Function | Instance | Visualization type |
Plot explanation
Search space cuts
The plots with search space cuts show the function value f along various lines in the search space that go through the global optimum \mathbf{x}_\mathrm{opt}. The colored lines change the value of only one variable x_i at a time keeping the rest fixed to \mathbf{x}_\mathrm{opt}. The gray line represents the line that goes through \mathbf{x}_\mathrm{opt} in the direction of the all-ones vector (i.e., in the diagonal direction). To improve visibility, only five colored lines are shown in the larger dimensions (D \geq 10), corresponding to x_1, x_2, x_{\lfloor D/2 \rfloor}, x_{D-1} and x_D, where D is the search space dimension. The plots are shown in three variants:
- lin-lin: both axes are linear,
- lin-log: the x-axis is linear, the y-axis shows the difference between f and the optimal value f_\mathrm{opt} on a logarithmic scale,
- log-log: both axes are logarithmic, the x-axis shows the absolute difference to \mathbf{x}_\mathrm{opt} (positive directions presented as x_i and negative as -x_i), the y-axis shows the difference between f and f_\mathrm{opt}.
Function value heatmap
The function value heatmap shows the function values f on a 2-D view of the search space that contains the optimal solution and is approximated by a grid. In addition to color-coded function values, the plots include level sets in gray hues. For dimensions larger than 2, the heatmaps of pairs of variables are organized into a matrix. To improve visibility, only five variables are included in the matrix in the larger dimensions (D \geq 10), corresponding to x_1, x_2, x_{\lfloor D/2 \rfloor}, x_{D-1} and x_D, where D is the search space dimension.
Normalized rank heatmap
The normalized rank heatmap shows, instead of absolute function values f, their normalized rank with 0 corresponding to the best rank and 1 to the worst one on a 2-D view of the search space that contains the optimal solution and is approximated by a grid. In addition to color-coded ranks, the plots include level sets in gray hues. For dimensions larger than 2, the heatmaps of pairs of variables are organized into a matrix. To improve visibility, only five variables are included in the matrix in the larger dimensions (D \geq 10), corresponding to x_1, x_2, x_{\lfloor D/2 \rfloor}, x_{D-1} and x_D, where D is the search space dimension.
Surface plot
The surface plot shows the function values f on a 3-D view of the search space and is available only for 2-D problems. To improve visibility, the z-axis is inverted, so that the global optimum is at the top of the plot.
Problem definition
Functions with moderate noise
Sphere
f_\mathrm{sphere}(\mathbf{x}) = \|\mathbf{z}\|^2
- \mathbf{z}= \mathbf{x}- \mathbf{x^\mathrm{opt}}
Properties:
Presumably the most easy continuous domain search problem, given the volume of the searched solution is small (i.e. where pure monte-carlo random search is too expensive).
unimodal
highly symmetric, in particular rotationally invariant
f101: Sphere with moderate gaussian noise
f_{101}(\mathbf{x}) = f_{\mathrm{GN}}({f_\mathrm{sphere}(\mathbf{x}),0.01}) + f_{\mathrm{pen}}(\mathbf{x}) + f_\mathrm{opt}
f102: Sphere with moderate uniform noise
f_{102}(\mathbf{x}) = f_{\mathrm{UN}}\left({f_\mathrm{sphere}(\mathbf{x}),0.01\left(0.49 + \dfrac{1}{D}\right),0.01}\right) + f_{\mathrm{pen}}(\mathbf{x}) + f_\mathrm{opt}
f103: Sphere with moderate seldom cauchy noise
f_{103}(\mathbf{x}) = f_{\mathrm{CN}}\left({f_\mathrm{sphere}(\mathbf{x}),0.01,0.05}\right) + f_{\mathrm{pen}}(\mathbf{x}) + f_\mathrm{opt}
Rosenbrock
f_\mathrm{rosenbrock}(\mathbf{x}) = \sum_{i = 1}^{D-1} 100\,\left(z_i^2 - z_{i+1}\right)^2 + (z_i-1)^2
\mathbf{z}= \max\!\left(1,\frac{\sqrt{D}}{8}\right)(\mathbf{x}- \mathbf{x^\mathrm{opt}}) + 1
\mathbf{z^\mathrm{opt}}=\mathbf{1}
Properties:
So-called banana function due to its 2-D contour lines as a bent ridge (or valley). In the beginning, the prominent first term of the function definition attracts to the point \mathbf{z}=\mathbf{0}. Then, a long bending valley needs to be followed to reach the global optimum. The ridge changes its orientation D-1 times.
- in larger dimensions the function has a local optimum with an attraction volume of about 25%
f104: Rosenbrock with moderate gaussian noise
f_{104}(\mathbf{x}) = f_{\mathrm{GN}}\left({f_\mathrm{rosenbrock}(\mathbf{x}),0.01}\right) + f_{\mathrm{pen}}(\mathbf{x}) + f_\mathrm{opt}
f105: Rosenbrock with moderate uniform noise
f_{105}(\mathbf{x}) = f_{\mathrm{UN}}\left({f_\mathrm{rosenbrock}(\mathbf{x}),0.01\left(0.49 + \dfrac{1}{D}\right),0.01}\right) + f_{\mathrm{pen}}(\mathbf{x}) + f_\mathrm{opt}
f106: Rosenbrock with moderate seldom cauchy noise
f_{106}(\mathbf{x}) = f_{\mathrm{CN}}\left({f_\mathrm{rosenbrock}(\mathbf{x}),0.01,0.05}\right) + f_{\mathrm{pen}}(\mathbf{x}) + f_\mathrm{opt}
Functions with severe noise
Sphere
f_\mathrm{sphere}(\mathbf{x}) = \|\mathbf{z}\|^2
- \mathbf{z}= \mathbf{x}- \mathbf{x^\mathrm{opt}}
Properties:
Presumably the most easy continuous domain search problem, given the volume of the searched solution is small (i.e. where pure monte-carlo random search is too expensive).
unimodal
highly symmetric, in particular rotationally invariant
f107: Sphere with gaussian noise
f_{107}(\mathbf{x}) = f_{\mathrm{GN}}\left({f_\mathrm{sphere}(\mathbf{x}),1}\right) + f_{\mathrm{pen}}(\mathbf{x}) + f_\mathrm{opt}
f108: Sphere with uniform noise
f_{108}(\mathbf{x}) = f_{\mathrm{UN}}\left({f_\mathrm{sphere}(\mathbf{x}),0.49 + \dfrac{1}{D},1}\right) + f_{\mathrm{pen}}(\mathbf{x}) + f_\mathrm{opt}
f109: Sphere with seldom cauchy noise
f_{109}(\mathbf{x}) = f_{\mathrm{CN}}\left({f_\mathrm{sphere}(\mathbf{x}),1,0.2}\right) + f_{\mathrm{pen}}(\mathbf{x}) + f_\mathrm{opt}
Rosenbrock
f_\mathrm{rosenbrock}(\mathbf{x}) = \sum_{i = 1}^{D-1} 100\,\left(z_i^2 - z_{i+1}\right)^2 + (z_i-1)^2
\mathbf{z}= \max\!\left(1,\frac{\sqrt{D}}{8}\right)(\mathbf{x}- \mathbf{x^\mathrm{opt}}) + 1
\mathbf{z^\mathrm{opt}}=\mathbf{1}
Properties:
So-called banana function due to its 2-D contour lines as a bent ridge (or valley). In the beginning, the prominent first term of the function definition attracts to the point \mathbf{z}=\mathbf{0}. Then, a long bending valley needs to be followed to reach the global optimum. The ridge changes its orientation D-1 times.
- a local optimum with an attraction volume of about 25%
f110: Rosenbrock with gaussian noise
f_{110}(\mathbf{x}) = f_{\mathrm{GN}}\left({f_\mathrm{rosenbrock}(\mathbf{x}),1}\right) + f_{\mathrm{pen}}(\mathbf{x}) + f_\mathrm{opt}
f111: Rosenbrock with uniform noise
f_{111}(\mathbf{x}) = f_{\mathrm{UN}}\left({f_\mathrm{rosenbrock}(\mathbf{x}),0.49 + \dfrac{1}{D},1}\right) + f_{\mathrm{pen}}(\mathbf{x}) + f_\mathrm{opt}
f112: Rosenbrock with seldom cauchy noise
f_{112}(\mathbf{x}) = f_{\mathrm{CN}}\left({f_\mathrm{rosenbrock}(\mathbf{x}),1,0.2}\right) + f_{\mathrm{pen}}(\mathbf{x}) + f_\mathrm{opt}
Step ellipsoid
f_\mathrm{step}(\mathbf{x}) = 0.1 \max\left(|\hat{z}_1|/10^4,\, \sum_{i = 1}^{D} 10^{2\frac{i-1}{D-1}} z_i^2\right)
\hat{\mathbf{z}} = \Lambda^{\!10}\mathbf{R}(\mathbf{x}- \mathbf{x^\mathrm{opt}})
\tilde{z}_i = \begin{cases} \lfloor0.5+\hat{z}_i\rfloor & \text{if~} \hat{z}_i > 0.5 \\ {\lfloor0.5+10\,\hat{z}_i\rfloor}/{10} & \text{otherwise} \end{cases} for i=1,\dots,D,
denotes the rounding procedure in order to produce the plateaus.\mathbf{z}= \mathbf{Q}\tilde{\mathbf{z}}
Properties:
The function consists of many plateaus of different sizes. Apart from a small area close to the global optimum, the gradient is zero almost everywhere.
- condition number is about 100
f113: Step ellipsoid with gaussian noise
f_{113}(\mathbf{x}) = f_{\mathrm{GN}}\left({f_\mathrm{step}(\mathbf{x}),1}\right) + f_{\mathrm{pen}}(\mathbf{x}) + f_\mathrm{opt}
f114: Step ellipsoid with uniform noise
f_{114}(\mathbf{x}) = f_{\mathrm{UN}}\left({f_\mathrm{step}(\mathbf{x}),0.49 + \dfrac{1}{D},1}\right) + f_{\mathrm{pen}}(\mathbf{x}) + f_\mathrm{opt}
f115: Step ellipsoid with seldom cauchy noise
f_{115}(\mathbf{x}) = f_{\mathrm{CN}}\left({f_\mathrm{step}(\mathbf{x}),1,0.2}\right) + f_{\mathrm{pen}}(\mathbf{x}) + f_\mathrm{opt}
Ellipsoid
f_\mathrm{ellipsoid}(\mathbf{x}) = \sum_{i = 1}^{D} 10^{4\frac{i-1}{D-1}}z_i^2
- \mathbf{z}= T_\mathrm{\hspace*{-0.01emosz}}(\mathbf{R}(\mathbf{x}- \mathbf{x^\mathrm{opt}}))
Properties:
Globally quadratic ill-conditioned function with smooth local irregularities.
- condition number is 10^4
f116: Ellipsoid with gaussian noise
f_{116}(\mathbf{x}) = f_{\mathrm{GN}}\left({f_\mathrm{ellipsoid}(\mathbf{x}),1}\right) + f_{\mathrm{pen}}(\mathbf{x}) + f_\mathrm{opt}
f117: Ellipsoid with uniform noise
f_{117}(\mathbf{x}) = f_{\mathrm{UN}}\left({f_\mathrm{ellipsoid}(\mathbf{x}),0.49 + \dfrac{1}{D},1}\right) + f_{\mathrm{pen}}(\mathbf{x}) + f_\mathrm{opt}
f118: Ellipsoid with seldom cauchy noise
f_{118}(\mathbf{x}) = f_{\mathrm{CN}}\left({f_\mathrm{ellipsoid}(\mathbf{x}),1,0.2}\right) + f_{\mathrm{pen}}(\mathbf{x}) + f_\mathrm{opt}
Different Powers
f_\mathrm{diffpowers}(\mathbf{x}) = \sqrt{\sum_{i = 1}^{D}|z_i|^{2+4\frac{i - 1}{D- 1}}}
- \mathbf{z}= \mathbf{R}(\mathbf{x}- \mathbf{x^\mathrm{opt}})
Properties:
Due to the different exponents the sensitivies of the z_i-variables become more and more different when approaching the optimum.
f119: Different Powers with gaussian noise
f_{119}(\mathbf{x}) = f_{\mathrm{GN}}\left({f_\mathrm{diffpowers}(\mathbf{x}),1}\right) + f_{\mathrm{pen}}(\mathbf{x}) + f_\mathrm{opt}
f120: Different Powers with uniform noise
f_{120}(\mathbf{x}) = f_{\mathrm{UN}}\left({f_\mathrm{diffpowers}(\mathbf{x}),0.49 + \dfrac{1}{D},1}\right) + f_{\mathrm{pen}}(\mathbf{x}) + f_\mathrm{opt}
f121: Different Powers with seldom cauchy noise
f_{121}(\mathbf{x}) = f_{\mathrm{CN}}\left({f_\mathrm{diffpowers}(\mathbf{x}),1,0.2}\right) + f_{\mathrm{pen}}(\mathbf{x}) + f_\mathrm{opt}
Highly multi-modal functions with severe noise
Schaffer’s F7
f_\mathrm{schaffer}(\mathbf{x}) = \left(\frac{1}{D- 1}\sum_{i = 1}^{D- 1} \sqrt{s_i} + \sqrt{s_i} \sin^2\!\left(50\,s_i^{1/5}\right)\right)^2
\mathbf{z}= \Lambda^{\!10}\mathbf{Q}\,T^{{0.5}}_\mathrm{asy}(\mathbf{R}(\mathbf{x}-\mathbf{x^\mathrm{opt}}))
s_i = \sqrt{z_i^2 + z_{i+1}^2} for i=1,\dots,D
Properties:
A highly multimodal function where frequency and amplitude of the modulation vary.
- conditioning is low
f122: Schaffer’s F7 with gaussian noise
f_{122}(\mathbf{x}) = f_{\mathrm{GN}\left({f_\mathrm{schaffer}(\mathbf{x}),1}\right)} + f_{\mathrm{pen}}(\mathbf{x}) + f_\mathrm{opt}
f123: Schaffer’s F7 with uniform noise
f_{123}(\mathbf{x}) = f_{\mathrm{UN}}\left({f_\mathrm{schaffer}(\mathbf{x}),0.49 + \dfrac{1}{D},1}\right) + f_{\mathrm{pen}}(\mathbf{x}) + f_\mathrm{opt}
f124: Schaffer’s F7 with seldom cauchy noise
f_{124}(\mathbf{x}) = f_{\mathrm{CN}}\left({f_\mathrm{schaffer}(\mathbf{x}),1,0.2}\right) + f_{\mathrm{pen}}(\mathbf{x}) + f_\mathrm{opt}
Composite Griewank-Rosenbrock
f_\mathrm{f8f2}(\mathbf{x}) = \frac{1}{D-1} \sum_{i=1}^{D-1} \left(\frac{s_i}{4000} - \cos(s_i)\right) + 1
\mathbf{z}= \max\!\left(1,\frac{\sqrt{D}}{8}\right)\mathbf{R}\mathbf{x}+ 0.5
s_i = 100\,(z_i^2 - z_{i+1})^2 + (z_i-1)^2 for i=1,\dots,D
\mathbf{z^\mathrm{opt}}=\mathbf{1}
Properties:
Resembling the Rosenbrock function in a highly multimodal way.
f125: Composite Griewank-Rosenbrock with gaussian noise
f_{125}(\mathbf{x}) = f_{\mathrm{GN}}\left({f_\mathrm{f8f2}(\mathbf{x}),1}\right) + f_{\mathrm{pen}}(\mathbf{x}) + f_\mathrm{opt}
f126: Composite Griewank-Rosenbrock with uniform noise
f_{126}(\mathbf{x}) = f_{\mathrm{UN}}\left({f_\mathrm{f8f2}(\mathbf{x}),0.49 + \dfrac{1}{D},1}\right) + f_{\mathrm{pen}}(\mathbf{x}) + f_\mathrm{opt}
f127: Composite Griewank-Rosenbrock with seldom cauchy noise
f_{127}(\mathbf{x}) = f_{\mathrm{CN}}\left({f_\mathrm{f8f2}(\mathbf{x}),1,0.2}\right) + f_{\mathrm{pen}}(\mathbf{x}) + f_\mathrm{opt}
Gallagher’s Gaussian Peaks, globally rotated
f_\mathrm{gallagher}(\mathbf{x}) = T_\mathrm{\hspace*{-0.01emosz}}\left(10 - \max_{i=1}^{101} w_i \exp\left(-\frac{1}{2D}\, (\mathbf{x}-\mathbf{y}_i)^{\mathrm{T}}\mathbf{R}^{\mathrm{T}} \mathbf{C}_i \mathbf{R}(\mathbf{x}-\mathbf{y}_i) \right)\right)^2
w_i = \begin{cases} 1.1 + 8 \times\dfrac{i-2}{99} & \text{for~} i=2,\dots,101 \\ 10 & \text{for~} i = 1 \end{cases}, three optima have a value larger than 9
\mathbf{C}_i=\Lambda^{\!\alpha_i}/\alpha_i^{1/4} where \Lambda^{\!\alpha_i} is defined as usual, but with randomly permuted diagonal elements. For i=2,\dots,101, \alpha_i is drawn uniformly randomly from the set \left\{1000^{2\frac{j}{99}} ~|~ j = 0,\dots,99\right\} without replacement, and \alpha_i=1000 for i=1.
the local optima \mathbf{y}_i are uniformly drawn from the domain [-4.9,4.9]^D for i=2,\dots,101 and \mathbf{y}_{1}\in[-4,4]^D. The global optimum is at \mathbf{x^\mathrm{opt}}=\mathbf{y}_1.
Properties:
The function consists of 101 optima with position and height being unrelated and randomly chosen.
condition number around the global optimum is about 30
same overall rotation matrix
f128: Gallagher’s Gaussian Peaks 101-me with gaussian noise
f_{128}(\mathbf{x}) = f_{\mathrm{GN}}\left({f_\mathrm{gallagher}(\mathbf{x}),1}\right) + f_{\mathrm{pen}}(\mathbf{x}) + f_\mathrm{opt}
f129: Gallagher’s Gaussian Peaks 101-me with uniform noise
f_{129}(\mathbf{x}) = f_{\mathrm{UN}}\left({f_\mathrm{gallagher}(\mathbf{x}),0.49 + \dfrac{1}{D},1}\right) + f_{\mathrm{pen}}(\mathbf{x}) + f_\mathrm{opt}
f130: Gallagher’s Gaussian Peaks 101-me with seldom cauchy noise
f_{130}(\mathbf{x}) = f_{\mathrm{CN}}\left({f_\mathrm{gallagher}(\mathbf{x}),1,0.2}\right) + f_{\mathrm{pen}}(\mathbf{x}) + f_\mathrm{opt}