STK_TESTFUN_HARTMAN_GENERIC compute the value of a Hartman function
CALL: Y = stk_testfun_hartman_generic (X, A, P, C)
computes the value Y of the Hartman function with parameters A, P, C,
at the points contained in X.
The size of Y is N x 1, where N is the number of rows of X.
The parameters A, P and C should have size N x D, N x D and 1 x D
respectively, where D is the number of columns of X.
HISTORICAL NOTE
This class of test functions has been introduced by Hartman [2],
hence the name. The particular form of Hartman functions considered
here, however, seems to have been introduced by [1].
The only difference between the particular form considered in [1] and
the general form in [2] is that the weighting matrix for the quadratic
form in the exponential is assumed to be diagonal.
REFERENCES
[1] L. C. W. Dixon & G. P. Szego (1978). Towards Global
Optimization 2, North-Holland, Amsterdam, The Netherlands
[2] J. K. Hartman (1973). Some experiments in global optimization.
Naval Research Logistics Quarterly, 20(3):569-576.
[3] V. Picheny, T. Wagner & D. Ginsbourger (2013). A benchmark
of kriging-based infill criteria for noisy optimization.
Structural and Multidisciplinary Optimization, 48:607-626.
[4] MCS: Global Optimization by Multilevel Coordinate Search.
Version 2.0 from Feb. 8, 2000. Retrieved on March 10, 2022,
from https://www.mat.univie.ac.at/~neum/software/mcs/
[5] S. Surjanovic & D. Bingham. Virtual Library of Simulation
Experiments: Test Functions and Datasets. Retrieved March 3,
2022, https://www.sfu.ca/~ssurjano/hart4.html.
See also stk_testfun_hartman3, stk_testfun_hartman4, stk_testfun_hartman6