Optimization of the Rosenbrock Banana Function

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
  • After work by: Jean-Christophe Culioli

THINGS TO TRY

SNAPSHOTS

  • [Snapshot]
  • [Snapshot]
  • [Snapshot]

DETAILS

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.
    • Share:

Embed Interactive Demonstration New!

Just copy and paste this snippet of JavaScript code into your website or blog to put the live Demonstration on your site. More details »

Files require Wolfram CDF Player or Mathematica.