The Rosenbrock function
A nonlinear example of the classical Rosenbrock function.
using JuMP
import Ipopt
import Test
function example_rosenbrock()
model = Model(Ipopt.Optimizer)
set_silent(model)
@variable(model, x)
@variable(model, y)
@NLobjective(model, Min, (1 - x)^2 + 100 * (y - x^2)^2)
optimize!(model)
Test.@test termination_status(model) == LOCALLY_SOLVED
Test.@test primal_status(model) == FEASIBLE_POINT
Test.@test objective_value(model) ≈ 0.0 atol = 1e-10
Test.@test value(x) ≈ 1.0
Test.@test value(y) ≈ 1.0
return
end
example_rosenbrock()
This tutorial was generated using Literate.jl. View the source .jl
file on GitHub.