Rosenbrock Function¶
The Rosenbrock function is a non-convex function defined as below.
\[
f(\mathbf{x}) = \sum_{i=1}^{n-1} \left[ (1 - x_i)^2 + 100 (x_{i+1} - x_i^2)^2 \right]
\]
The function yields the global minimum \(f(x_1, \cdots, x_n) = f(1, \cdots, 1) = 0\), and the two-dimensional landscape in log scale is shown below.