Description

A Classical Unconstrained Test Problem.

Small Model of Type : NLP

Category : GAMS Model library

Main file : rbrock.gms

$title Rosenbrock Test Function (RBROCK,SEQ=83)

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A Classical Unconstrained Test Problem.


Rosenbrock, H H, An Automatic Method for finding the Greatest or
least value of a function. Computer Journal 3 (1960), 175-184.

Keywords: nonlinear programming, Rosenbrock function, mathematics
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Variable f, x1, x2;

Equation func;

func.. f =e= 100*sqr(x2 - sqr(x1)) + sqr(1 - x1);

x1.lo = -10; x1.up =  5; x1.l = -1.2;
x2.lo = -10; x2.up = 10; x2.l =  1.0;

Model rosenbr / all /;

solve rosenbr minimizing f using nlp;