/usr/share/octave/packages/3.2/optim-1.0.17/rosenbrock.m is in octave-optim 1.0.17-1.
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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 2 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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