[−][src]Function argmin::testfunctions::rosenbrock
pub fn rosenbrock<T>(param: &[T], a: T, b: T) -> T where
T: Sum<T> + Debug + FromPrimitive + Float,
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 usually are: a = 1
and b = 100
.
The global minimum is at f(x_1, x_2, ..., x_n) = f(1, 1, ..., 1) = 0
.