Add the Rosenbrock functions and their tests.

[octave.git] / optimization / test_functions / rosenbrock.m

diff --git a/optimization/test_functions/rosenbrock.m b/optimization/test_functions/rosenbrock.m
new file mode 100644 (file)
index 0000000..8073a0a
--- /dev/null
+++ b/optimization/test_functions/rosenbrock.m
@@ -0,0 +1,11 @@
+function f = rosenbrock(x1, x2)
+  ##
+  ## The Rosenbrock function. See Dennis & Schnabel, Appendix B, problem #1.
+  ## (The "regular" Rosenbrock function is simply the Extended Rosenbrock
+  ## with m=1).
+  ##
+  ## This function has a minimum at x=(1,1) with f(x) == 0. The
+  ## suggested starting point is x0=(-1.2, 1).
+  ##
+  f = 100*(x2 - x1^2)^2 + (1 - x1)^2;
+end