Rosenbrock’s Banana Function
In mathematical optimization, Rosenbrock’s Banana Function is a non-convex function used as a test problem for optimization algorithms.
This function is often used to test performance of optimization algorithms. The global minimum is inside a long, narrow, parabolic shaped flat valley. To find the valley is trivial, however to converge to the global minimum is difficult.
It is defined by
f(x, y) = (1 – x)^2 + 100(y – x^2)^2
It has a global minimum at (x, y) = (1, 1) where f(x, y) = 0. A different coefficient of the second term is sometimes given, but this does not affect the position of the global minimum.
Rosenbrock 's Banana Function