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 .
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.