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In mathematical optimization, the Rastrigin function is a non-convex function used as a performance test problem for optimization algorithms. It is a typical example of non-linear multimodal function.
New results concerning the family of random searches as proposed by Rastrigin are presented. In particular, the random search with reversals and two optimized relative step size random searches are investigated.
- Günther Schrack, Mark Choit
- 1976
V. Rastrogin. Producer: Zhenitba. V. Rastrogin is known for Zhenitba (1978) and Dozhit do rassveta (1977).
- Producer, Production Manager
- V. Rastrogin
- Definition
- Expectations of Sums of Noisy Order Statistics
- Comparison of Simulation and Approximation
Having introduced the Evolution Strategy, we are interested in the expected one-generation progress of the optimization on the Rastrigin function (1) before investigating the dynamics over multiple generations. A first order progress rate \(\varphi _i\) for the i-th component between two generations \(g \rightarrow g+1\)can be defined as the expect...
Let z be a random variate with density \(p_z(z)\) and zero mean. The density is expanded into a Gram-Charlier series by means of its cumulants \(\kappa _i\) (\(i\ge 1\)) according to [1, p. 138, D.15] with expectation \(\kappa _1=0\), variance \(\kappa _2\), skewness \(\gamma _1=\kappa _3/\kappa _2^{3/2}\), excess \(\gamma _2=\kappa _4/\kappa _2^2\...
Figure 1 shows an experimentally obtained progress rate compared to the result of (26). Due to large N one exemplary \(\varphi _i\)-graph is shown on the left, and corresponding \(i=1,...,N\)errors are shown on the right. The left plot shows the progress rate over a \(\sigma \)-range of [0, 1]. This magnitude was chosen in order to study the oscill...
Jan 14, 2022 · In the context of Optimization, the Rastrigin Function is used as a popular example to the test the ability of different Optimization Algorithms to find the global minimum of this function.
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Download scientific diagram | Global minimum of Rastrigin's Function from publication: Genetic Algorithm - an Approach to Solve Global Optimization Problems | The genetic algorithm (GA) is a ...
