A Matlab project for optimization of Rosenbrock function (3 variables) using Nelder Mead method with visualization
f(x_1,x_2,x_3 )= (1 - x_1 )^2 + (2 -x_2 )^2+ 65*((x_2-(x_1)^2))^2+ 65*((x_3-(x_2)^2))^2
〖(∑_(i=1)^(n+1)▒(f_i-f_c )^2/(n+1))〗^(1/2)≤ε
stop algorithm when ε=1e-6
Number of Iterations reflection 152 contraction 29 shrinkage 0 expansion 35 Total 216
Optimum
X F
[1.365, 1.866, 3.484] 0.1516