Greg Borenstein's NoMM Page


14.1 a) Plot the Rosenbrock function [Rosenbrock, 1960]

Plotted in Processing. Code here: downhill_simplex.pde

b) Pick a stopping criterion and use the downhill simplex method to search for its minimum starting from x = y = -1, counting the number of function evaluations required, and plotting the search path.

Code here: downhill_simplex.pde

Video of the search in action:

Downhill Simplex Search in Processing from Greg Borenstein on Vimeo.

c) Repeat with the direction set method