STK_TESTFUN_GOLDSTEINPRICE computes the Goldstein-Price function The Goldstein-Price function [1] is a classical test function for global optimization algorithms, which belongs to the well-known Dixon-Szego test set [2]. It is usually minimized over [-2; 2] x [-2; 2]. It has a unique global minimum at x = [0, -1] with f(x) = 3, and several local minima. REFERENCES [1] Goldstein, A.A. and Price, I.F. (1971), On descent from local minima. Mathematics of Computation, 25(115). [2] Dixon L.C.W., Szego G.P. (1978), Towards Global Optimization 2, North-Holland, Amsterdam, The Netherlands
Package: stk