optimize_rosenbrock

A simple python code for minimize the Rosenbrock function.

The Rosenbrock's function of N variables,

$$ f(x) = \sum_{i=1}^{N-1}100*(x_i - x_{i-1}^2)^2 + (1- x_{i-1}^2) $$ Dependencies

The code is tested to work under Python 3.4.

The required dependencies to build the software are NumPy >= 1.6.2, SciPy >= 0.9 and a working C/C++ compiler.

Running

To run just use::

python ./src/optmize_rosenbrock.py