CG_PLUS is a FORTRAN77 program which seeks the multidimensional minimizer x of a scalar function f(x) using the conjugate gradient method, assuming that the gradient vector g(x) can be computed.
To set up the code to minimize a particular function you need to specify the following variables in the main program:
CG_PLUS is available in a FORTRAN77 version.
ASA047, a FORTRAN77 library which minimizes a scalar function of several variables using the Nelder-Mead algorithm.
BRENT, a FORTRAN90 library which contains Richard Brent's routines for finding the zero, local minimizer, or global minimizer of a scalar function of a scalar argument, without the use of derivative information.
COORDINATE_SEARCH, a MATLAB program which minimizes a scalar function of several variables using the coordinate search algorithm.
DQED, a FORTRAN90 library which solves constrained least squares problems.
ENTRUST, a MATLAB program which minimizes a scalar function of several variables using trust region methods.
MINPACK, a FORTRAN90 library which carries out the least squares minimization of the residual of a set of linear or nonlinear equations.
NELDER_MEAD, a MATLAB program which minimizes a scalar function of several variables using the Nelder-Mead algorithm.
NL2SOL, a FORTRAN90 library which implements an adaptive nonlinear least-squares algorithm.
PRAXIS, a FORTRAN90 library which minimizes a scalar function of several variables.
TEST_OPT, a FORTRAN90 library which defines a number of problems for the minimization of scalar functions of multiple variables.
TOMS611, a FORTRAN90 library which minimizes a scalar functional of multiple variables.
You can go up one level to the FORTRAN77 source codes.