local_min

local_min, a C++ code which finds a local minimizer of a scalar function of a scalar variable, by Richard Brent.

The method does not require the use of derivatives, and does not assume that the function is differentiable.

Licensing:

The information on this web page is distributed under the MIT license.

Languages:

local_min is available in a C version and a C++ version and a Fortran90 version and a MATLAB version and an Octave version and a Python version and an R version.

Related Data and Programs:

local_min_test

asa047, a C++ code which minimizes a scalar function of several variables using the Nelder-Mead algorithm.

compass_search, a C++ code which seeks the minimizer of a scalar function of several variables using compass search, a direct search algorithm that does not use derivatives.

toms178, a C++ code which optimizes a scalar functional of multiple variables using the Hooke-Jeeves method.

Author:

Original Fortran77 version by Richard Brent; This version by John Burkardt; Modifications by John Denker.

Reference:

1. Richard Brent,
   Algorithms for Minimization without Derivatives,
   Dover, 2002,
   ISBN: 0-486-41998-3,
   LC: QA402.5.B74.

Source Code:

• local_min.cpp, the source code.
• local_min.hpp, the include file.
• local_min.sh, compiles the source code.