praxis, a FORTRAN90 code which minimizes a scalar function of a vector argument, without needing derivative information, by Richard Brent.
The code seeks an M-dimensional point X which minimizes a given scalar function F(X). The code is a refinement of Powell's method of conjugate search directions. The user does not need to supply the partial derivatives of the function F(X). In fact, the function F(X) need not be smoothly differentiable.
The computer code and data files described and made available on this web page are distributed under the MIT license
praxis is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version and a Python version.
brent, a FORTRAN90 code which contains Richard Brent's routines for finding the zero, local minimizer, or global minimizer of a scalar function of a scalar argument, without the use of derivative information.
BVLS, a FORTRAN90 code which applies least squares methods to solve a linear system for which lower and upper constraints may have been placed on every variable.
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.
TEST_OPT, a FORTRAN90 code which defines test problems requiring the minimization of a scalar function of several variables.
TEST_OPT_CON, a FORTRAN90 code which defines test problems for the minimization of a scalar function of several variables, with the search constrained to lie within a specified hyper-rectangle.
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.
TOMS611, a FORTRAN90 code which seeks the minimizer of a scalar functional of multiple variables.
Original FORTRAN77 version by Richard Brent. FORTRAN90 translation by John Burkardt.