Optimization of the Rosenbrock Banana Function

Requires a Wolfram Notebook System

Interact on desktop, mobile and cloud with the free Wolfram CDF Player or other Wolfram Language products.

Requires a Wolfram Notebook System

Edit on desktop, mobile and cloud with any Wolfram Language product.

Three different methods are used to find the minimum of the banana Rosenbrock function: the fixed step steepest descent algorithm, the optimal step steepest descent algorithm, and the conjugate gradient method. Drag the locator to set the initial point where the iterative search technique starts. The red dot is the minimum .

Contributed by: Housam Binous (March 2011)
After work by: Jean-Christophe Culioli
Open content licensed under CC BY-NC-SA



If the method fails to converge, you can increase the maximum number of iterations (labeled in the program as itermax).

J-C. Culioli, Introduction à l'Optimisation, Paris: Ellipse, 1994.

Feedback (field required)
Email (field required) Name
Occupation Organization
Note: Your message & contact information may be shared with the author of any specific Demonstration for which you give feedback.