Rosenbrock methods

Rosenbrock methods refers to either of two distinct ideas in numerical computation, both named for Howard H. Rosenbrock.

Rosenbrock methods for stiff differential equations are a family of single-step methods for solving ordinary differential equations.

[4] Rosenbrock search is a numerical optimization algorithm applicable to optimization problems in which the objective function is inexpensive to compute and the derivative either does not exist or cannot be computed efficiently.

[5] The idea of Rosenbrock search is also used to initialize some root-finding routines, such as fzero (based on Brent's method) in Matlab.

[6] The method often identifies such a ridge which, in many applications, leads to a solution.