Branin functio is a well-known test function for global optimization.
函数表达式：
f
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a
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x
2
−
b
x
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c
x
1
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r
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s
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1
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t
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s
\begin{aligned} f(x)=a(x_2-bx_1^2+cx_1-r)^2+s(1-t)cos(x_1)+s \end{aligned}
f(x)=a(x2−bx12+cx1−r)2+s(1−t)cos(x1)+s
函数描述：
1）Dimensions: 2
The Branin, or Branin-Hoo, function has three global minima. The recommended values of a, b, c, r, s and t are: a = 1, b = 5.1 ⁄ (4π2), c = 5 ⁄ π, r = 6, s = 10 and t = 1 ⁄ (8π).
2）Input Domain:
This function is usually evaluated on the square x1 ∈ [-5, 10], x2 ∈ [0, 15].
3）Global Minimum:
f
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x
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=
0.397887
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a
t
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x
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−
π
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12.275
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π
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2.275
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a
n
d
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9.42478
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2.475
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\begin{aligned} f(x^*)=0.397887, at,x^*=(-\pi ,12.275), (\pi ,2.275), and (9.42478,2.475) \end{aligned}
f(x∗)=0.397887,at,x∗=(−π,12.275),(π,2.275),and(9.42478,2.475)
4）Modifications and Alternate Forms:
Picheny et al. (2012) use the following rescaled form of the Branin-Hoo function, on
[
0
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1
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2
[0, 1]^2
[0,1]2:
f
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1
51.95
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5.1
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4
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5
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6
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10
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10
8
π
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x
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ˉ
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44.81
]
\begin{aligned} f(x)=\frac{1}{51.95}[(\bar {x_2}-\frac{5.1\bar {x_1}^2}{4\pi^2}+\frac{5\bar {x_1}}{\pi}-6)^2+(10-\frac{10}{8\pi})cos(\bar {x_1})-44.81] \end{aligned}
f(x)=51.951[(x2ˉ−4π25.1x1ˉ2+π5x1ˉ−6)2+(10−8π10)cos(x1ˉ)−44.81]
其中，
x
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15
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5
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x
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15
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\bar {x_1}=15x_1-5,\bar {x_2}=15x_2
x1ˉ=15x1−5,x2ˉ=15x2
This rescaled form of the function has a mean of zero and a variance of one. The authors also add a small Gaussian error term to the output.
For the purpose of Kriging prediction, Forrester et al. (2008) use a modified form of the Branin-Hoo function, in which they add a term 5x1 to the response. As a result, there are two local minima and only one global minimum, making it more representative of engineering functions.
函数三维图：
函数二维切面：（示意图）
References:
Dixon, L. C. W., & Szego, G. P. (1978). The global optimization problem: an introduction. Towards global optimization, 2, 1-15.
Forrester, A., Sobester, A., & Keane, A. (2008). Engineering design via surrogate modelling: a practical guide. Wiley.
Global Optimization Test Problems. Retrieved June 2013, from
http://www-optima.amp.i.kyoto-u.ac.jp/member/student/hedar/Hedar_files/TestGO.htm.
Molga, M., & Smutnicki, C. Test functions for optimization needs (2005). Retrieved June 2013, from http://www.zsd.ict.pwr.wroc.pl/files/docs/functions.pdf.
Picheny, V., Wagner, T., & Ginsbourger, D. (2012). A benchmark of kriging-based infill criteria for noisy optimization.
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