import numpy
from kona.user import UserSolver
[docs]class Rosenbrock(UserSolver):
[docs] def eval_obj(self, at_design, at_state):
x = at_design
return sum(100.0*(x[1:]-x[:-1]**2.0)**2.0 + (1-x[:-1])**2.0)
[docs] def eval_dFdX(self, at_design, at_state):
x = at_design
xm = x[1:-1]
xm_m1 = x[:-2]
xm_p1 = x[2:]
der = numpy.zeros_like(x)
der[1:-1] = 200*(xm-xm_m1**2) - 400*(xm_p1 - xm**2)*xm - 2*(1-xm)
der[0] = -400*x[0]*(x[1]-x[0]**2) - 2*(1-x[0])
der[-1] = 200*(x[-1]-x[-2]**2)
return der
[docs] def init_design(self):
return -numpy.ones(self.num_design)