Rosenbrock Example

This is an example of the solution of unconstrained optimization using Alglib.js

The Rosenbrock function is a famous minimization function of the form: \[f(x,y)=(a-x)^{2}+b(y-x^{2})^{2}\] It has a global minimum at \((x,y)=(a,a^{2})\), where \(f(x,y)=0\). Usually these parameters are set such that \(a=1\) and \(b=100\).