/usr/share/octave/packages/optim-1.3.0/rosenbrock.m is in octave-optim 1.3.0-1.
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1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 | ## Copyright (C) 2004 Michael Creel <michael.creel@uab.es>
##
## This program is free software; you can redistribute it and/or modify it under
## the terms of the GNU General Public License as published by the Free Software
## Foundation; either version 3 of the License, or (at your option) any later
## version.
##
## This program is distributed in the hope that it will be useful, but WITHOUT
## ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
## FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more
## details.
##
## You should have received a copy of the GNU General Public License along with
## this program; if not, see <http://www.gnu.org/licenses/>.
## Rosenbrock function - used to create example obj. fns.
##
## Function value and gradient vector of the rosenbrock function
## The minimizer is at the vector (1,1,..,1),
## and the minimized value is 0.
function [obj_value, gradient] = rosenbrock(x);
dimension = length(x);
obj_value = sum(100*(x(2:dimension)-x(1:dimension-1).^2).^2 + (1-x(1:dimension-1)).^2);
if nargout > 1
gradient = zeros(dimension, 1);
gradient(1:dimension-1) = - 400*x(1:dimension-1).*(x(2:dimension)-x(1:dimension-1).^2) - 2*(1-x(1:dimension-1));
gradient(2:dimension) = gradient(2:dimension) + 200*(x(2:dimension)-x(1:dimension-1).^2);
endif
endfunction
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