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.
The computer code and data files described and made available on this web page are distributed under the MIT license
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.
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.
Original FORTRAN77 version by Richard local_min; C version by John Burkardt.