generate_rosenbrock_function: Rosenbrock test function generator.
Description
The definition used is
Usage
generate_rosenbrock_function(dimensions)
Arguments
dimensions
[integer(1)] Size of parameter space. Must be greater than 1.
Details
$$f(x) = \displaystyle\sum_{i=1}^{n-1} \left(100\left(x_{i+1} - x_i^2\right)^2 + \left(x_i - 1\right)^2\right)$$
References
H. H. Rosenbrock. An Automatic Method for Finding the
Greatest or Least Value of a Function.
The Computer Journal, 3(3):175-184, 1960.