globalOptTests (version 1.1)

globalOptTests-package: Objective functions for benchmarking the performance of continuous global optimization algorithms

Description

This package makes available 50 objective functions for benchmarking the performance of global optimization algorithms.

Details

The C implementations were downloaded in a form that was modified from the paper above, and modified further for incorporation into this package from a site maintained by GAMS Development Corp. and GAMS Software GmbH: http://www.gamsworld.org/performance/selconglobal/selcongloballib.htm.

References

Montaz Ali, M., Khompatraporn, C. and Zabinsky, Z. B. (2005), A Numerical Evaluation of Several Stochastic Algorithms on Selected Continuous Global Optimization Test Problems, Journal of Global Optimization, 31, 4, 635--672. Mullen, K. M. (2014), Continuous Global Optimization in R, Journal of Statistical Software, 60, 6, 1--45, URL http://www.jstatsoft.org/v60/i06/.

http://www.gamsworld.org/performance/selconglobal/selcongloballib.htm for the C source.