Rosenbrock.C File Reference

A simple 2D example using Rosenbrock's function based on NOX::Example. More...

#include "NOX.H"
#include "NOX_LAPACK_Group.H"

Classes

class Rosenbrock

An interface to the example described in Rosenbrock.C. More...

Functions

int main ()

Main subroutine of Rosenbrock.C.

Detailed Description

A simple 2D example using Rosenbrock's function based on NOX::Example.

This is an example of using NOX with the NOX::LAPACK::Group and NOX::LAPACK::Vector classes. These are very basic classes intended only to illustrate and test NOX. They are based on a combination of C++ STL and LAPACK.

This example is the "%Rosenbrock function" from Jorge J. More', Burton S. Garbow, and Kenneth E. Hillstrom, Testing Unconstrained Optimization Software, ACM TOMS, Vol. 7, No. 1, March 1981, pp. 14-41.

It comes originally from H. H. Rosenbrock, An Automatic Method for Finding the Greatest or Least Value of a Function, J. Comput. 3(1960):175-184.

The function is defined as

$F(x) = \left[ \begin{array}{c} 10 (x[2] - x[1]^2) \\ 1 - x[1] \end{array} \right]$

The initial guess is given by

$x_0 = \left[ \begin{array}{c} -1.2\\ 1 \end{array} \right]$

The solution is

$x_* = \left[ \begin{array}{c} 1\\ 1 \end{array} \right]$

Generated on Thu Sep 18 12:42:21 2008 for NOX by

1.3.9.1


Classes
class	Rosenbrock
	An interface to the example described in Rosenbrock.C. More...
Functions
int	main ()
	Main subroutine of Rosenbrock.C.