Crate argmin_testfunctions

Expand description

A collection of two- and multidimensional test functions (and their derivatives and Hessians) for optimization algorithms. For two-dimensional test functions, the derivate and Hessian calculation does not allocate. For multi-dimensional tes functions, the derivative and Hessian calculation comes in two variants. One variant returns Vecs and hence does allocate. This is needed for cases, where the number of parameters is only known at run time. In case the number of parameters are known at compile-time, the _const variants can be used, which return fixed size arrays and hence do not allocate.

The derivative and Hessian calculation is always named <test function name>_derivative and <test function name>_hessian, respectively. The const generics variants are defined as <test function name>_derivative_const and <test function name>_hessian_const.

Some functions, such as ackley, rosenbrock and rastrigin come with additional optional parameters which change the shape of the functions. These additional parameters are exposed in ackley_abc, rosenbrock_ab and rastrigin_a.

All functions are generic over their inputs and work with [f64] and [f32].

§Python wrapper

Thanks to the python module argmin-testfunctions-py, it is possible to use the functions in Python as well. Note that the derivative and Hessian calculation used in the wrapper will always allocate.

§Running the tests and benchmarks

The tests can be run with

cargo test

The test functions derivatives and Hessians are tested against finitediff using proptest to sample the functions at various points.

All functions are benchmarked using criterion.rs. Run the benchmarks with

cargo bench

The report is available in target/criterion/report/index.html.

§Contributing

This library is the most useful the more test functions it contains, therefore any contributions are highly welcome. For inspiration on what to implement and how to proceed, feel free to have a look at this issue.

While most of the implemented functions are probably already quite efficient, there are probably a few which may profit from performance improvements.

§License

Licensed under either of

Apache License, Version 2.0, (LICENSE-APACHE or http://www.apache.org/licenses/LICENSE-2.0)
MIT License (LICENSE-MIT or http://opensource.org/licenses/MIT)

at your option.

§Contribution

Unless you explicitly state otherwise, any contribution intentionally submitted for inclusion in the work by you, as defined in the Apache-2.0 license, shall be dual licensed as above, without any additional terms or conditions.

Functions§

ackley: Ackley test function
ackley_abc: Ackley test function
ackley_abc_derivative: Derivative of Ackley test function
ackley_abc_derivative_const: Derivative of Ackley test function
ackley_abc_hessian: Hessian of Ackley test function
ackley_abc_hessian_const: Hessian of Ackley test function
ackley_derivative: Derivative of Ackley test function
ackley_derivative_const: Derivative of Ackley test function
ackley_hessian: Hessian of Ackley test function
ackley_hessian_const: Hessian of Ackley test function
beale: Beale test function
beale_derivative: Derivative of Beale test function
beale_hessian: Derivative of Beale test function
booth: Booth test function
booth_derivative: Derivative of Booth test function
booth_hessian: Hessian of Booth test function
bukin_n6: Bukin test function No. 6
bukin_n6_derivative: Derivative of Bukin test function No. 6
bukin_n6_hessian: Hessian of Bukin test function No. 6
cross_in_tray: Cross-in-tray test function
cross_in_tray_derivative: Derivative of Cross-in-tray test function
cross_in_tray_hessian: Hessian of Cross-in-tray test function
easom: Easom test function
easom_derivative: Derivative of Easom test function
easom_hessian: Hessian of Easom test function
eggholder: Eggholder test function
eggholder_derivative: Derivative of Eggholder test function
eggholder_hessian: Hessian of Eggholder test function
goldsteinprice: Goldstein-Price test function
goldsteinprice_derivative: Derivative of Goldstein-Price test function
goldsteinprice_hessian: Hessian of Goldstein-Price test function
himmelblau: Himmelblau test function
himmelblau_derivative: Derivative of Himmelblau test function
himmelblau_hessian: Hessian of Himmelblau test function
holder_table: Holder table test function
holder_table_derivative: Derivative of the Holder table test function
holder_table_hessian: Hessian of the Holder table test function
levy: Levy test function
levy_derivative: Derivative of Levy test function
levy_derivative_const: Derivative of Levy test function
levy_hessian: Hessian of Levy test function
levy_hessian_const: Hessian of Levy test function
levy_n13: Levy test function No. 13
levy_n13_derivative: Derivative of Levy test function No. 13
levy_n13_hessian: Hessian of Levy test function No. 13
matyas: Matyas test function
matyas_derivative: Derivative of Matyas test function
matyas_hessian: Hessian of Matyas test function
mccorminck: McCorminck test function
mccorminck_derivative: Derivative of McCorminck test function
mccorminck_hessian: Hessian of McCorminck test function
picheny: Picheny test function
picheny_derivative: Derivative of Picheny test function
picheny_hessian: Hessian of Picheny test function
rastrigin: Rastrigin test function
rastrigin_a: Rastrigin test function
rastrigin_a_derivative: Derivative of Rastrigin test function where a can be chosen freely
rastrigin_a_derivative_const: Derivative of Rastrigin test function where a can be chosen freely
rastrigin_a_hessian: Hessian of Rastrigin test function where a can be chosen freely
rastrigin_a_hessian_const: Hessian of Rastrigin test function where a can be chosen freely
rastrigin_derivative: Derivative of Rastrigin test function
rastrigin_derivative_const: Derivative of Rastrigin test function
rastrigin_hessian: Hessian of Rastrigin test function
rastrigin_hessian_const: Hessian of Rastrigin test function
rosenbrock: Multidimensional Rosenbrock test function
rosenbrock_ab: Multidimensional Rosenbrock test function
rosenbrock_ab_derivative: Derivative of the multidimensional Rosenbrock test function
rosenbrock_ab_derivative_const: Derivative of the multidimensional Rosenbrock test function
rosenbrock_ab_hessian: Hessian of the multidimensional Rosenbrock test function
rosenbrock_ab_hessian_const: Hessian of the multidimensional Rosenbrock test function
rosenbrock_derivative: Derivative of the multidimensional Rosenbrock test function
rosenbrock_derivative_const: Derivative of the multidimensional Rosenbrock test function
rosenbrock_hessian: Hessian of the multidimensional Rosenbrock test function
rosenbrock_hessian_const: Hessian of the multidimensional Rosenbrock test function
schaffer_n2: Schaffer test function No. 2
schaffer_n4: Schaffer test function No. 4
schaffer_n2_derivative: Derivative of Schaffer test function No. 2
schaffer_n2_hessian: Hessian of Schaffer test function No. 2
schaffer_n4_derivative: Derivative of Schaffer test function No. 4
schaffer_n4_hessian: Hessian of Schaffer test function No. 4
sphere: Sphere test function
sphere_derivative: Derivative of sphere test function
sphere_derivative_const: Derivative of sphere test function
sphere_hessian: Hessian of sphere test function
sphere_hessian_const: Hessian of sphere test function
styblinski_tang: Styblinski-Tang test function
styblinski_tang_derivative: Derivative of Styblinski-Tang test function
styblinski_tang_derivative_const: Derivative of Styblinski-Tang test function
styblinski_tang_hessian: Hessian of Styblinski-Tang test function
styblinski_tang_hessian_const: Hessian of Styblinski-Tang test function
threehumpcamel: Three-hump camel test function
threehumpcamel_derivative: Derivative of Three-hump camel test function
threehumpcamel_hessian: Hessian of Three-hump camel test function
zero: Zero test function
zero_derivative: Derivative of zero test function
zero_derivative_const: Derivative of zero test function (const version)
zero_hessian: Hessian of zero test function
zero_hessian_const: Hessian of zero test function (const version)