% Stochastic function L. LAURENT -- 20/02/2017 -- luc.laurent@lecnam.net
0001 %% Stochastic function 0002 % L. LAURENT -- 20/02/2017 -- luc.laurent@lecnam.net 0003 0004 % sources available here: 0005 % https://bitbucket.org/luclaurent/optigtest/ 0006 % https://github.com/luclaurent/optigtest/ 0007 0008 % optiGTest - set of testing functions A toolbox to easy manipulate functions. 0009 % Copyright (C) 2017 Luc LAURENT <luc.laurent@lecnam.net> 0010 % 0011 % This program is free software: you can redistribute it and/or modify 0012 % it under the terms of the GNU General Public License as published by 0013 % the Free Software Foundation, either version 3 of the License, or 0014 % (at your option) any later version. 0015 % 0016 % This program is distributed in the hope that it will be useful, 0017 % but WITHOUT ANY WARRANTY; without even the implied warranty of 0018 % MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the 0019 % GNU General Public License for more details. 0020 % 0021 % You should have received a copy of the GNU General Public License 0022 % along with this program. If not, see <http://www.gnu.org/licenses/>. 0023 0024 %1 minimum global: f(1,1/2,1/3,...,1/n)=0 0025 % 0026 %Design space -5<xi<5 0027 0028 0029 function [p,dp] = funStochastic(xx) 0030 0031 %evaluation and derivatives 0032 sX=size(xx); 0033 % 0034 lI=1:sX(3); 0035 lI=reshape(lI,1,1,[]); 0036 % 0037 pa=xx-1./lI; 0038 rEps=rand(sX); 0039 pb=rEps.*abs(pa); 0040 % 0041 p=sum(pb,3); 0042 0043 if nargout==2 0044 % 0045 dp=rEps.*sign(pa); 0046 end 0047 end