Rosenbrock Function

A non-convex function used as a performance test problem for optimization algorithms introduced by Rosenbrock in 1960.

It is also known as Rosenbrock′s valley or Rosenbrock′s banana function.

Reference

Rosenbrock, H. H. (1960), "An automatic method for finding the greatest or least value of a function", The Computer Journal 3: 175-184


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Subjects: Computing Mathematics