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Antonio Coppola edited Examples.tex
over 9 years ago
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\section{Examples}
\subsection{Simple test functions}
We begin by using lbfgs to minimize a suite of simple test functions, and benchmarking the package against the L-BFGS-B optim method.
\begin{itemize}
\item \textbf{The Rosenbrock function:} We define the Rosenbrock function mapping $\mathbf{R}^2$ to $\mathbf{R}$ as $f(x,y) = 100 \cdot (y - x^2)^2 + (1 - x)^2$. The function has a global minimum at $(0,0)$ that lies within a a long, flat valley.
\end{itemize}
