A new class of test functions for global optimization

In this paper we propose a new class of test functions for unconstrained global optimization problems for which, however, it is a priori known that the global minimum lies in the interior of a sphere centered at the origin. The class depends on some parameters through which the difficulty of the test problems can be controlled. As a basis for future comparison, we propose a selected set of these functions, with increasing difficulty, and some computational experiments with two simple global optimization algorithms.


Technical Report DSI 4-2005, Dipartimento di Sistemi e Informatica, Università degli Studi di Firenze, Firenze, 2005