Lp norm function

The Lp norm function is defined as: $f(x) = \sqrt[p]{ \sum_{i=1}^d \vert x_i \vert ^p}$

Let's import Surrogates and Plots:

using Surrogates
using Plots
using LinearAlgebra
default()

Define the objective function:

function f(x,p)
    return norm(x,p)
end
f (generic function with 1 method)

Let's see a simple 1D case:

n = 30
lb = -5.0
ub = 5.0
p = 1.3
x = sample(n,lb,ub,SobolSample())
y = f.(x,p)
xs = lb:0.001:ub
plot(x, y, seriestype=:scatter, label="Sampled points", xlims=(lb, ub), ylims=(0, 5), legend=:top)
plot!(xs,f.(xs,p), label="True function", legend=:top)

Fitting different Surrogates:

my_pol = PolynomialChaosSurrogate(x,y,lb,ub)
loba_1 = LobacheskySurrogate(x,y,lb,ub)
krig = Kriging(x,y,lb,ub)
plot(x, y, seriestype=:scatter, label="Sampled points", xlims=(lb, ub), ylims=(0, 5), legend=:top)
plot!(xs,f.(xs,p), label="True function", legend=:top)
plot!(xs, my_pol.(xs), label="Polynomial expansion", legend=:top)
plot!(xs, loba_1.(xs), label="Lobachesky", legend=:top)
plot!(xs, krig.(xs), label="Kriging", legend=:top)