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

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 $x=(1,1,\ldots,1)^T$ .

Definition in file exRosenbrock.m.

Function Documentation

function exRosenbrock ( in x )

Example presented in Section 11.6 of [1].