LOCAL_MIN_RC is a C++ library which seeks a local minimum of a scalar function of a scalar variable, without requiring derivatives, or assuming the function is differentiable, using reverse communication (RC), by Richard Brent.
The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.
LOCAL_MIN_RC is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version and a Python version.
ASA047, a C++ library which minimizes a scalar function of several variables using the Nelder-Mead algorithm.
BACKTRACK_BINARY_RC, a C++ library which carries out a backtrack search for a set of binary decisions, using reverse communication (RC).
BISECTION_RC, a C++ library which demonstrates the simple bisection method for solving a scalar nonlinear equation in a change of sign interval, using reverse communication (RC).
BRENT, a C++ library which contains routines for finding zeroes or minima of a scalar function of a scalar variable, without the use of derivative information, including a reverse communication (RC) option, by Richard Brent.
CG_RC, a C++ library which implements the conjugate gradient (CG) method for solving a positive definite sparse linear system A*x=b, using reverse communication (RC).
COMPASS_SEARCH, a C++ library which seeks the minimizer of a scalar function of several variables using compass search, a direct search algorithm that does not use derivatives.
PRAXIS, a C++ library which minimizes a scalar function of several variables.
ROOT_RC, a C++ library which seeks a solution of a scalar nonlinear equation f(x) = 0, using reverse communication (RC), by Gaston Gonnet.
ROOTS_RC, a C++ library which seeks a solution of a system of nonlinear equations f(x) = 0, using reverse communication (RC), by Gaston Gonnet.
SORT_RC, a C++ library which can sort a list of any kind of objects, using reverse communication (RC).
TOMS178, a C++ library which optimizes a scalar functional of multiple variables using the Hooke-Jeeves method.
ZERO_RC, a C++ library which seeks solutions of a scalar nonlinear equation f(x) = 0, using reverse communication (RC), by Richard Brent.
Original FORTRAN77 version by Richard Brent; C++ version by John Burkardt.
You can go up one level to the C++ source codes.