glomin, a C code which finds a global minimizer of a scalar function of a scalar variable, by Richard Brent.
The original code used goto statements. This version of the code avoids the goto statements, at the expense of duplicating a number of statements.
The method does not require the use of derivatives, and does not assume that the function is differentiable.
The computer code and data files described and made available on this web page are distributed under the MIT license
glomin 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.
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.
glomin_nogoto, a C code which finds a global minimizer of a scalar function of a scalar variable, by Richard Brent. This version avoided the use of the goto statement.
toms178, a C code which optimizes a scalar functional of multiple variables using the Hooke-Jeeves method.
Original FORTRAN77 version by Richard Brent; C version by Hans Bieshaar.