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

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


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