ASA047, a C++ library which seeks to minimize a scalar function of several variables using the Nelder-Mead algorithm, by R ONeill.
ASA047 is Applied Statistics Algorithm 47.
The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.
ASA047 is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version and a Python version.
COMPASS_SEARCH, a C++ library which seeks the minimizer of a scalar function of several variables using compass search, a direct search algorithm that does not use derivatives.
PRAXIS, a C++ routine which minimizes a scalar function of several variables.
TOMS178, a C++ library which optimizes a scalar functional of multiple variables using the Hooke-Jeeves method.
Original FORTRAN77 version by R ONeill; C++ version by John Burkardt.