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Rosenbrock

于 2011-08-03 发布 文件大小:1KB
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  The Rosenbrock function is a non-convex function used as a performance test problem for optimization algorithms introduced by Rosenbrock (1960). It is also known as Rosenbrock s valley or Rosenbrock s banana function. The global minimum is inside a long, narrow, parabolic shaped flat valley. To find the valley is trivial. To converge to the global minimum, however, is difficult.

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