Rosenbrock function

w测试最优化算法性能可通过其。

https://en.wikipedia.org/wiki/Rosenbrock_function

https://zh.wikipedia.org/wiki/Rosenbrock函数

In mathematical optimization, the Rosenbrock function is a non-convex function used as a performance test problem for optimization algorithms introduced by Howard H. Rosenbrock in 1960.[1] It is also known as Rosenbrock's valley or Rosenbrock's banana function.

The global minimum is inside a long, narrow, parabolic shaped flat valley. To find the valley is trivial. To converge to the global minimum, however, is difficult.

posted @ 2017-01-14 19:53  papering  阅读(1645)  评论(0编辑  收藏  举报