Himmelblau's function

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Short description: Function used as a performance test problem for optimization algorithms
Himmelblau's function
In 3D
Log-spaced level curve plot

In mathematical optimization, Himmelblau's function is a multi-modal function, used to test the performance of optimization algorithms. The function is defined by:

f(x,y)=(x2+y11)2+(x+y27)2.

It has one local maximum at x=0.270845 and y=0.923039 where f(x,y)=181.617, and four identical local minima:

  • f(3.0,2.0)=0.0,
  • f(2.805118,3.131312)=0.0,
  • f(3.779310,3.283186)=0.0,
  • f(3.584428,1.848126)=0.0.

The locations of all the minima can be found analytically. However, because they are roots of quartic polynomials, when written in terms of radicals, the expressions are somewhat complicated.[citation needed]

The function is named after David Mautner Himmelblau (1924–2011), who introduced it.[1]

See also

References

  1. Himmelblau, D. (1972). Applied Nonlinear Programming. McGraw-Hill. ISBN 0-07-028921-2.