Function used as a performance test problem for optimization algorithms
Rastrigin function of two variables
In 3D
Contour
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. It was first proposed in 1974 by Rastrigin[1] as a 2-dimensional function and has been generalized by Rudolph.[2] The generalized version was popularized by Hoffmeister & Bäck[3] and Mühlenbein et al.[4] Finding the minimum of this function is a fairly difficult problem due to its large search space and its large number of local minima.
On an -dimensional domain it is defined by:
where and . There are many extrema:
The global minimum is at where .
The maximum function value for is located at :
Number of dimensions
Maximum value at
1
40.35329019
2
80.70658039
3
121.0598706
4
161.4131608
5
201.7664509
6
242.1197412
7
282.4730314
8
322.8263216
9
363.1796117
Here are all the values at 0.5 interval listed for the 2D Rastrigin function with :
0
20.25
1
22.25
4
26.25
9
32.25
16
40.25
25
28.92
20.25
40.5
21.25
42.5
24.25
46.5
29.25
52.5
36.25
60.5
45.25
49.17
1
21.25
2
23.25
5
27.25
10
33.25
17
41.25
26
29.92
22.25
42.5
23.25
44.5
26.25
48.5
31.25
54.5
38.25
62.5
47.25
51.17
4
24.25
5
26.25
8
30.25
13
36.25
20
44.25
29
32.92
26.25
46.5
27.25
48.5
30.25
52.5
35.25
58.5
42.25
66.5
51.25
55.17
9
29.25
10
31.25
13
35.25
18
41.25
25
49.25
34
37.92
32.25
52.5
33.25
54.5
36.25
58.5
41.25
64.5
48.25
72.5
57.25
61.17
16
36.25
17
38.25
20
42.25
25
48.25
32
56.25
41
44.92
40.25
60.5
41.25
62.5
44.25
66.5
49.25
72.5
56.25
80.5
65.25
69.17
25
45.25
26
47.25
29
51.25
34
57.25
41
65.25
50
53.92
28.92
49.17
29.92
51.17
32.92
55.17
37.92
61.17
44.92
69.17
53.92
57.85
The abundance of local minima underlines the necessity of a global optimization algorithm when needing to find the global minimum. Local optimization algorithms are likely to get stuck in a local minimum.
↑Rastrigin, L. A. "Systems of extremal control." Mir, Moscow (1974).
↑G. Rudolph. "Globale Optimierung mit parallelen Evolutionsstrategien". Diplomarbeit. Department of Computer Science, University of Dortmund, July 1990.
↑F. Hoffmeister and T. Bäck. "Genetic Algorithms and Evolution Strategies: Similarities and Differences", pages 455–469 in: H.-P. Schwefel and R. Männer (eds.): Parallel Problem Solving from Nature, PPSN I, Proceedings, Springer, 1991.
↑H. Mühlenbein, D. Schomisch and J. Born. "The Parallel Genetic Algorithm as Function Optimizer ". Parallel Computing, 17, pages 619–632, 1991.