The Rosenbrock function

The Rosenbrock function is shown as follow:

Rosenbrock function

Description

Dimensions: d
The Rosenbrock function, also referred to as the Valley or Banana function, is a popular test problem for gradient-based optimization algorithms. It is shown in the preceding plot in its two-dimensional form.

The function is unimodal, and the global minimum lies in a narrow, parabolic valley. However, even though this valley is easy to find, convergence to the minimum is difficult (Picheny et al., 2012).

Input domain

The function is usually evaluated on...