A Generator of Multiextremal Test Classes With Known Solutions for Black-Box-Constrained Global Optimization

A generator of classes of multidimensional test problems for benchmarking continuous constrained global optimization methods is proposed. It is based on the generator of test classes for global optimization proposed in 2003 by Gaviano, Kvasov, Lera, and Sergeyev and extends the previous generation procedure from the box-constrained case to the case of nonlinear constraints. The user has the possibility to fix the difficulty of tests in an intuitive way by choosing several types of constraints. A detailed information (including the global solution) for each of 100 problems in each generated class is provided to the user. The generator is particularly suited for testing black-box optimization algorithms that normally address low or medium dimensional problems with hard to evaluate objective functions.