Universidade Federal do Rio de Janeiro

Programa de Engenharia Elétrica

CPE737 – Técnicas de Otimização em Sistemas de

Engenharia

Group:
Alessandra Alexandre Vieira
Augusto Pedro Mendonça de Vasconcellos
Behnoush Bamani 
Érika Felipes de Miranda
John Jairo Sanabria Sarmiento
 Universidade Federal do Rio de Janeiro
Programa de Engenharia Elétrica

Presentation Outline

 Functions evaluated
 Simplex example
 G8 Problems
 Universidade Federal do Rio de Janeiro
Programa de Engenharia Elétrica
Beale
power((1.5-x1+x1*x2),2)+power((2.25-x1+x1*x2*x2),2)+power((2.625-x1+x1*x2*x2*x2),2)
 GRIEWANK FUNCTION (n=2)

1+((power(x1,2)/4000)+(power(x2,2)/4000))-(cos(x1/power(1,.5)).*cos(x2/power(2,.5)))
 Levy Function N 13
power(sin(3*pi*x1),2)+power((x1-1),2)*[1+power(sin(3*pi*x2),2)]
+power((x2-1),2)*[1+power(sin(2*pi*x2),2)]
 MATYAS Function
0.26.*(power(x1,2)+power(x2,2))-0.48.*x1.*x2
 HIMMELBLAUS’S Function
power((power(x1,2)+x2-11),2)+power((x1+power(x2,2)-7),2)
 EGGHOLDER
-(x2+47).*sin(power(abs(x1/2+(x2+47)),.5))- x1.*sin(power(abs(x1-(x2+47)),.5))
 SHAFFER N4
0.5+((power(cos(sin(abs(power(x1,2)-
power(x2,2)))),2))-0.5)/(power((1+.001*(power(x1,2)+power(x2,2))),2))
 ROSENBROCK FUNCTION
• 100*power((x2-power(x1,2)),2)+power((1-x1),2)
# Function Global minim Features Best optimizer (better –Top to worse bottom) Min obtained

1 Beale [3,0.5] Continuous BFGS [-3.4,1.2]

Non convex DFP
Multimodal

2 Griewank (n=2) [0,0] Continuous Pure Newton [0,0]

Non convex Modified Newton
Unimodal

3 Levy N4 [1,1] Continuous BFGS [1,1]

Non convex DFP
Multimodal
Differentiable
Non separable

4 Matyas [0,0] Continuous Pure Newton [0,0]

Convex Modified Newton
Unimodal BFGS
Differentiable DFP
Non separable

5 Himmelblaus [3,2] Continuous Steepest [-2.8,3.3]

[-2.8,3.3] Non convex Pure Newton
[-3.8,-3.3] multimodal Modified Newton
[3.6,-1.8] BFGS
Conjugated gradient
DFP

6 Eggholder [512,404] multimodal BFGS [439,453]

DFP

7 Shaffer N4 [0,1.25] Continuous Steepest [0,6.01]

Non Convex Pure Newton
Unimodal Modified Newton
Differentiable Conjugated Gradient
Non separable

8 Rosenbrock (n=2) [1,1] Continuous Pure Newton [1,1]

Convex Conjugated Newton
Multimodal BFGS
Differentiable Steepest
Non separable
Universidade Federal do Rio de Janeiro
Programa de Engenharia Elétrica
Universidade Federal do Rio de Janeiro
Programa de Engenharia Elétrica
Universidade Federal do Rio de Janeiro
Programa de Engenharia Elétrica
Universidade Federal do Rio de Janeiro
Programa de Engenharia Elétrica
Universidade Federal do Rio de Janeiro
Programa de Engenharia Elétrica
# Function Global minim Features Min obtained

1 Beale [3,0.5] Continuous [2.992,0.49]

Non convex
Multimodal

2 Griewank (n=2) [0,0] Continuous [-3.1328,4.4384]

Non convex
Unimodal

3 Levy N4 [1,1] Continuous [1.329,0.99908]

Non convex
Multimodal
Differentiable
Non separable

4 Matyas [0,0] Continuous [0.048126,0.066452]

Convex
Unimodal
Differentiable
Non separable

5 Himmelblaus [3,2] Continuous [-2.8047,3.131]

[-2.8,3.3] Non convex
[-3.8,-3.3] multimodal
[3.6,-1.8]

6 Eggholder [512,404] multimodal [-46.43,38.1131]

7 Shaffer N4 [0,1.25] Continuous [-3.381,4.3924]

Non Convex
Unimodal
Differentiable
Non separable

8 Rosenbrock (n=2) [1,1] Continuous [-1.2066,1.4638]

Convex
Multimodal
Differentiable
Non separable

9 abs(sin(x1)- Continuous [-0.068921,0.97638]

power(x2,3)+1)+power( Convex
x1,2)+power(x2,4)/10 Unimodal
Differentiable
Non separable
 G8a
• (k/power(wn,2))*[1-(1+wn*t)*exp(-wn*t)]
Tiempo aprox 9 minutos
 G8b
power((power(x1,2)+power(x2,2)+1),3)-power(x1,2).*power(x2,3)-
(beta)*(power(x1,4)-power(x2,4))

Tiempo aprox 9 minutos

THANK YOU