DiceOptim (version 2.1.2)

rosenbrock4: 4D test function

Description

Rosenbrock 4-dimensional test function.

Usage

rosenbrock4(x)

Value

A real number equal to the rosenbrock4 function values at x

Arguments

x

a 4-dimensional vector specifying the location where the function is to be evaluated.

Author

Tobias Wagner

Victor Picheny

David Ginsbourger

Details

The rosenbrock4 (standardized version) function is defined over the domain [0,1]^4. It has 1 global minimizer : x* = c(0.4,0.4,0.4,0.4), with minimum f(x*) = -1.019701, and an additional local minimizer, x*,2 = c(0.26667,0.4,0.4,0.4), with minimum f(x*,2) = -1.019691.

Examples

 
design <- matrix(runif(400), 100, 4)
response <- apply(design, 1, rosenbrock4)