local_min_rc, a FORTRAN90 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 an Octave version and a Python version.
ASA047, a FORTRAN90 code which minimizes a scalar function of several variables using the Nelder-Mead algorithm.
BACKTRACK_BINARY_RC, a FORTRAN90 code which carries out a backtrack search for a set of binary decisions, using reverse communication (RC).
BISECTION_RC, a FORTRAN90 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 FORTRAN90 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 FORTRAN90 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 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.
newton_rc, a FORTRAN90 code which solves a system of nonlinear equations by Newton's method, using reverse communication (RC).
nms, a FORTRAN90 code which includes versions of Brent's minimizer and zero finder.
praxis, a FORTRAN90 code which minimizes a scalar function of several variables.
ROOT_RC, a FORTRAN90 code which seeks a solution of a scalar nonlinear equation f(x) = 0, or a system of nonlinear equations, using reverse communication (RC), by Gaston Gonnet.
ROOTS_RC, a FORTRAN90 code which seeks a solution of a system of nonlinear equations f(x) = 0, using reverse communication (RC), by Gaston Gonnet.
SORT_RC, a FORTRAN90 code which can sort a list of any kind of objects, using reverse communication (RC).
TEST_MIN, a FORTRAN90 code which implements test problems for minimization of a scalar function of a scalar variable.
TOMS178, a FORTRAN90 code which optimizes a scalar functional of multiple variables using the Hooke-Jeeves method.
ZERO_RC, a FORTRAN90 code which seeks a solution of a scalar nonlinear equation f(x) = 0, using reverse communication (RC), by Richard Brent.
Original FORTRAN77 version by Richard Brent; FORTRAN90 version by John Burkardt.