local_min_rc, a FORTRAN77 code 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 MIT 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 FORTRAN77 code which minimizes a scalar function of several variables using the Nelder-Mead algorithm.
BACKTRACK_BINARY_RC, a FORTRAN77 code which carries out a backtrack search for a set of binary decisions, using reverse communication (RC).
BISECTION_RC, a FORTRAN77 code which demonstrates the simple bisection method for solving a scalar nonlinear equation in a change of sign interval, using reverse communication (RC).
BRENT, a FORTRAN77 code 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 FORTRAN77 code which implements the conjugate gradient (CG) method for solving a positive definite sparse linear system A*x=b, using reverse communication (RC).
newton_rc, a FORTRAN77 code which solves a system of nonlinear equations by Newton's method, using reverse communication (RC).
nms, a FORTRAN77 code which includes versions of Brent's minimizer and zero finder.
praxis, a FORTRAN77 code which minimizes a scalar function of several variables.
SORT_RC, a FORTRAN77 code which can sort a list of any kind of objects, using reverse communication (RC).
TEST_MIN, a FORTRAN77 code which implements test problems for minimization of a scalar function of a scalar variable.
TOMS178, a FORTRAN77 code which optimizes a scalar functional of multiple variables using the Hooke-Jeeves method.
ZERO_RC, a FORTRAN77 code which seeks a solution of a scalar nonlinear equation f(x) = 0, using reverse communication (RC), by Richard Brent.
Original FORTRAN77 version by Richard Brent; This version by John Burkardt.