rbrock.gms

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rbrock.gms : Rosenbrock Test Function

A Classical Unconstrained Test Problem

Reference:

Rosenbrock, H H, An Automatic Method for finding the Greatest or least value of a function. Computer Journal 3 (1960), 175-184.

Small Model of Type: NLP

$Title Rosenbrock Test Function (RBROCK,SEQ=83) $Ontext A Classical Unconstrained Test Problem Rosenbrock, H H, An Automatic Method for finding the Greatest or least value of a function. Computer Journal 3 (1960), 175-184. $Offtext Variables f, x1, x2; Equation func; func.. f =e= 100*sqr(x2 - sqr(x1)) + sqr(1 - x1); x1.lo = -10; x1.up = 5; x1.l = -1.2; x2.lo = -10; x2.up = 10; x2.l = 1.0; Model rosenbr / all /; Solve rosenbr minimizing f using nlp;