Optimization of the Rosenbrock Banana Function

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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


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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.



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