Function argmin_testfunctions::rosenbrock_ab

source ยท
pub fn rosenbrock_ab<T>(param: &[T], a: T, b: T) -> T
where T: Float + FromPrimitive + Sum,
Expand description

Multidimensional Rosenbrock test function

Defined as

f(x_1, x_2, ..., x_n) = \sum_{i=1}^{n-1} \left[ (a - x_i)^2 + b * (x_{i+1} - x_i^2)^2 \right]

where x_i \in (-\infty, \infty). The parameters a and b can be chosen freely.

The global minimum is at f(x_1, x_2, ..., x_n) = f(1, 1, ..., 1) = 0.