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rosenbrock.m

# Copyright (C) 2004   Michael Creel   <michael.creel@uab.es>
#
# This program is free software; you can redistribute it and/or modify
# it under the terms of the GNU General Public License as published by
# the Free Software Foundation; either version 2 of the License, or
# (at your option) any later version.
#
# This program is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
# GNU General Public License for more details.
#
# You should have received a copy of the GNU General Public License
# along with this program; If not, see <http://www.gnu.org/licenses/>.

# Rosenbrock function - used to create example obj. fns.
#
# Function value and gradient vector of the rosenbrock function
# The minimizer is at the vector (1,1,..,1),
# and the minimized value is 0.
#
function [obj_value, gradient] = rosenbrock(x);
      dimension = length(x);
      obj_value = sum(100*(x(2:dimension)-x(1:dimension-1).^2).^2 + (1-x(1:dimension-1)).^2);
      if nargout > 1
            gradient = zeros(dimension, 1);
            gradient(1:dimension-1) = - 400*x(1:dimension-1).*(x(2:dimension)-x(1:dimension-1).^2) - 2*(1-x(1:dimension-1));
            gradient(2:dimension) = gradient(2:dimension) + 200*(x(2:dimension)-x(1:dimension-1).^2);
      endif
endfunction

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