Question

Consider the Rosenbrock function, f(x) = 100(x2 - x12)2 + (1 -x1)2. Let x*=(1,1), the minimum...

Consider the Rosenbrock function, f(x) = 100(x2 - x12)2 + (1 -x1)2. Let x*=(1,1), the minimum of the function.

Let r(x) be the second order Taylor series for f(x) about the base point x*, r(x) will be a quadratic, and therefore can be written:

r(x) = A11(x1-x1*)2 + 2A12(x1-x1*)(x2-x2*) + A22(x2-x2*)2 + b1(x1-x1*) + b2(x2-x2*) + c

Find all the coefficients in the formula for r(x) - What is A11, A12, A22, b1, b2, and c?

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