08: Search

15.1


(a) Plot the Rosenbrock function \[f=(1-x)^2+100(y-x^2)^2\] (b) Pick a stopping criterion and use the downhill simplex method to search for its minimum starting from \(x=y=-1\), plotting the search path, and counting the number of algorithm iterations and function evaluations used.



(c) Now repeat the simplex search for D = 10 in the D-dimensional generalizations of the Rosenbrock function: \[f = \sum_{i=1}^{D-1}(1-x_{i-1})^2+100(x_i-x_{i-1}^2)^2\]