next up previous
Next: 5: Generalized Rastrigin function Up: Basic functions Previous: 3: Rotated ellipsoidal function

4: Generalized Rosenbrock's function (The 2nd De Jong's function) [1]

Minimize:

$\displaystyle f_{4}(\vec x)=\sum_{i=1}^{D-1} \left( 100({x_i}^2-x_{i+1})^2 + (1-x_i)^2 \right)
$

With constraints:

$\displaystyle Unconstrained
$

Global optimum:

$\displaystyle f_{4}(\vec x^*)=0
$

$\displaystyle {x_i}^*=1, \quad i=1,\ldots,D
$

Features:
Multimomodal with $ D>3$ [2] otherwise Unimodal, Non-separable
Figure 4: Rosenbrock's function
\includegraphics{graphics/rosenbrock.eps}



2007-05-09