glomin, a FORTRAN90 code which finds a global 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
glomin 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 FORTRAN90 code which minimizes a scalar function of several variables using the Nelder-Mead algorithm.
compass_search, a FORTRAN90 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 FORTRAN90 code which minimizes a scalar function of several variables.
test_opt, a FORTRAN90 code which defines test problems requiring the minimization of a scalar function of several variables.
test_optimization, a FORTRAN90 code which defines test problems for the minimization of a scalar function of several variables, as described by Molga and Smutnicki.
toms178, a FORTRAN90 code which optimizes a scalar functional of multiple variables using the Hooke-Jeeves method.
Original FORTRAN77 version by Richard Brent; FORTRAN90 version by John Burkardt.