Writing Custom Optimization Problems

Minimize the Rosenbrock function with L-BFGS and plot the optimization path.

This script creates a RosenbrockRollout instance and uses it with an optimizer to find the minimum of the Rosenbrock function.

Output files are written to ~/.cache/curobo/examples/custom_optimization/ by default. Override with curobo.runtime.cache_dir.

Run this example

python -m curobo.examples.guides.custom_optimization