Optimization: principles and algorithms, by Michel Bierlaire
Functions
exRosenbrock.m File Reference

Rosenbrock function in $n$ dimensions. More...

Go to the source code of this file.

Functions

function exRosenbrock (in x)
 Example presented in Section 11.6 of [1]. More...
 

Detailed Description

Rosenbrock function in $n$ dimensions.

\[f(x)=\sum_{i=1}^{n-1} 100(x_{i+1} - x_i^2)^2 + (1-x_i)^2.\]

If $n=2$, we have $ f(x)=100(x_2 - x_1^2)^2 + (1-x_1)^2$. The minimum is 0 at $x=(1,1,\ldots,1)^T$.

Author
Carl Edward Rasmussen
Date
2001-07-21

Definition in file exRosenbrock.m.

Function Documentation

function exRosenbrock ( in  x)

Example presented in Section 11.6 of [1].

Copyright 2015-2016 Michel Bierlaire