makeRosenbrockFunction function

Rosenbrock Function

Also known as the De Jong's function 2 or the (Rosenbrock) banana/valley function due to its shape. The global optimum is located within a large flat valley and thus it is hard for optimization algorithms to find it. The following formula underlies the implementation: [REMOVE_ME]$f(\mathbf{x}) = \sum_{i=1}^{n-1} 100 \cdot (\mathbf{x}_{i+1} - \mathbf{x}_i^2)^2 + (1 - \mathbf{x}_i)^2. [REMOVE_ME_2]$

The domain is given by the constraints $\mathbf{x}_i \in [-30, 30], i = 1, \ldots, n$.

makeRosenbrockFunction(dimensions)

Arguments

• dimensions: [integer(1)]

  Size of corresponding parameter space.

Returns

[smoof_single_objective_function]

Description

Also known as the De Jong's function 2 or the (Rosenbrock) banana/valley function due to its shape. The global optimum is located within a large flat valley and thus it is hard for optimization algorithms to find it. The following formula underlies the implementation:

The domain is given by the constraints $\mathbf{x}_i \in [-30, 30], i = 1, \ldots, n$.

References

H. H. Rosenbrock, An Automatic Method for Finding the Greatest or least Value of a Function, Computer Journal, vol. 3, no. 3, pp. 175-184, 1960.