A Collection of 30 Multidimensional Functions for Global Optimization Benchmarking

Abstract

A collection of thirty mathematical functions that can be used for optimization purposes is presented and investigated in detail. The functions are defined in multiple dimensions, for any number of dimensions, and can be used as benchmark functions for unconstrained multidimensional single-objective optimization problems. The functions feature a wide variability in terms of complexity. We investigate the performance of three optimization algorithms on the functions: two metaheuristic algorithms, namely Genetic Algorithm (GA) and Particle Swarm Optimization (PSO), and one mathematical algorithm, Sequential Quadratic Programming (SQP). All implementations are done in MATLAB, with full source code availability. The focus of the study is both on the objective functions, the optimization algorithms used, and their suitability for solving each problem. We use the three optimization methods to investigate the difficulty and complexity of each problem and to determine whether the problem is better suited for a metaheuristic approach or for a mathematical method, which is based on gradients. We also investigate how increasing the dimensionality affects the difficulty of each problem and the performance of the optimizers. There are functions that are extremely difficult to optimize efficiently, especially for higher dimensions. Such examples are the last two new objective functions, F29 and F30, which are very hard to optimize, although the optimum point is clearly visible, at least in the two-dimensional case. Dataset: All the functions and the optimization algorithms are provided with full source code in MATLAB for anybody interested to use, test, or explore further. All the results of the paper can be reproduced, tested, and verified using the provided source code in MATLAB. A dedicated github repository has been made for this at https://github.com/vplevris/Collection30Functions (accessed on 24 February 2022). Dataset License: CC-BY.