glomin_nogoto


glomin_nogoto, a C code which finds a global minimizer of a scalar function of a scalar variable, by Richard Brent. This version avoids the use of the goto statement.

The original code used goto statements. A version of the code has been prepared which avoids the goto statements, at the expense of duplicating a number of statements. This version, instead, has been rewritten to avoid both goto's and duplication.

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

Licensing:

The computer code and data files described and made available on this web page are distributed under the MIT license

Languages:

glomin_nogoto is available in a C version.

Related Data and Programs:

glomin_nogoto_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.

glomin, a C code which finds a global minimum of a scalar function of a scalar argument, without the use of derivative information, by Richard Brent.

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

Author:

Original FORTRAN77 version by Richard Brent; C version by John Burkardt.

Reference:

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

Source Code:


Last revised on 13 July 2021.