pub fn rosenbrock(x: &[f64]) -> f64Expand description
Rosenbrock’s function, f(x) = Σ [100 (xᵢ² − xᵢ₊₁)² + (1 − xᵢ)²] for i = 0 … n − 2. Its
global minimum is 0 at x = 1. “For higher dimension, even function 8 f_Rosen has a local
minimum near y = (−1, 1, …, 1)ᵀ” (N. Hansen and A. Ostermeier, Evolutionary Computation 9(2), 159–195,
2001, https://doi.org/10.1162/106365601750190398, footnote 18), and CMA-ES sometimes misses
the global one: in 1 to 3 of 20 runs at 4 to 16 variables in S. Kern, N. Hansen and
P. Koumoutsakos, “Local meta-models for optimization using evolution strategies”, PPSN IX
(2006), Table 3.