asa047, a Fortran90 code which minimizes a scalar function of several variables using the Nelder-Mead algorithm, by R ONeill.
The code is a version of Applied Statistics Algorithm 47.
The information on this web page is distributed under the MIT license.
asa047 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.
compass_search, a Fortran90 code which seeks the minimizer of a scalar function of several variables using compass search, a direct search algorithm that does not use derivatives.
dqed, a Fortran90 code which solves constrained least squares problems.
minpack, a Fortran90 code which solves systems of nonlinear equations, or the least squares minimization of the residual of a set of linear or nonlinear equations.
nl2sol, a Fortran90 code which implements an adaptive nonlinear least-squares algorithm.
praxis, a Fortran90 routine which minimizes a scalar function of several variables.
test_opt, a Fortran90 code which defines test problems requiring the minimization of a scalar function of several variables.
test_opt_con, a Fortran90 code which defines test problems for the minimization of a scalar function of several variables, with the search constrained to lie within a specified hyper-rectangle.
test_optimization, a Fortran90 code which defines test problems for the minimization of a scalar function of several variables, as described by Molga and Smutnicki.
toms178, a Fortran90 library which optimizes a scalar functional of multiple variables using the Hooke-Jeeves method.
toms611, a Fortran90 library which solves problems in unconstrained minimization.
Original Fortran77 version by R ONeill; This version by John Burkardt.