Search for a minimum of Rosenbrock's function F(X1,X2) = (1 - X1)^2 + 100(X2 - X1^2)^2
from the starting point with coordinates X1=-5.2, X2=50.
The search is unconstrained.
The function has a minimum at X1=1, X2=1.
See details at http://www.chem-astu.ru/science/opt/eindex.shtml
# Code of the optimized function:
pow (1-{1}, 2) +
100 * pow ({2}-{1}*{1}, 2)
# Type of the optimization (1 - search for a maximum, -1 - search for a minimum):
-1
# Boundaries (on left and right) and starting point coordinates (middle) separated by comma. If a boundary is absent, a comma MUST BE PRESENT.
, -5.2 ,
, 50 ,
# Optional block: size of an initial complex(L) and a convergence limit (epsilon):
0.02
1.0e-9