local_min_rc, a C++ 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 GNU LGPL 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 C++ code which minimizes a scalar function of several variables using the Nelder-Mead algorithm.
BACKTRACK_BINARY_RC, a C++ code which carries out a backtrack search for a set of binary decisions, using reverse communication (RC).
BISECTION_RC, a C++ 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 C++ 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 C++ code which implements the conjugate gradient (CG) method for solving a positive definite sparse linear system A*x=b, using reverse communication (RC).
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.
PRAXIS, a C++ code which minimizes a scalar function of several variables.
ROOT_RC, a C++ code which seeks a solution of a scalar nonlinear equation f(x) = 0, using reverse communication (RC), by Gaston Gonnet.
ROOTS_RC, a C++ code which seeks a solution of a system of nonlinear equations f(x) = 0, using reverse communication (RC), by Gaston Gonnet.
SORT_RC, a C++ code which can sort a list of any kind of objects, using reverse communication (RC).
TEST_MIN, a C++ code which implements test problems for minimization of a scalar function of a scalar variable.
TOMS178, a C++ code which optimizes a scalar functional of multiple variables using the Hooke-Jeeves method.
ZERO_RC, a C++ code which seeks solutions of a scalar nonlinear equation f(x) = 0, using reverse communication (RC), by Richard Brent.
Original FORTRAN77 version by Richard Brent; C++ version by John Burkardt.