local_min


local_min, a FORTRAN77 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.

Licensing:

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

Languages:

local_min is available in a C version and a C++ version and a FORTRAN77 version and a FORTRAN90 version and a MATLAB version.

Related Data and Programs:

local_min_test

asa047, a FORTRAN77 library which minimizes a scalar function of several variables using the Nelder-Mead algorithm.

nms, a FORTRAN77 library which includes a version of local_min().

praxis, a FORTRAN77 library which minimizes a scalar function of several variables.

toms178, a FORTRAN77 library which optimizes a scalar functional of multiple variables using the Hooke-Jeeves method.

Author:

Original FORTRAN77 version by Richard Brent; this FORTRAN77 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 12 June 2021.