Example using TPyMultiGenFunction

TPyMultiGenFunction.py

import ROOT as r


class Rosenbrock( r.TPyMultiGenFunction ):
    def __init__( self ):
        print "CREATED"
        r.TPyMultiGenFunction.__init__( self, self )

    def NDim( self ):
        print 'PYTHON NDim called'
        return 1

    def DoEval( self, args ):
        x = args[0]
        y = args[1];
        tmp1 = y-x*x;
        tmp2 = 1-x;
        return 100*tmp1*tmp1+tmp2*tmp2;



if __name__ == "__main__":
    min = r.Math.Factory.CreateMinimizer("GSLMultiMin", "BFGS")
    min.SetMaxFunctionCalls(1000000)
    min.SetMaxIterations(100000)
    min.SetTolerance(0.001)
    min.SetPrintLevel(1)
    rose = Rosenbrock()

    step = [0.01,0.01]
    variable = [-1.0,1.2]

    min.SetFunction(rose)

    # Set the free variables to be minimized!
    min.SetVariable(0,"x",variable[0], step[0])
    min.SetVariable(1,"y",variable[1], step[1])

    min.Minimize()