brent


local_min, a MATLAB 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 MIT license

Languages:

local_min 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.

Related Data and Programs:

local_min_test

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Author:

Original FORTRAN77 version by Richard Brent; MATLAB 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 10 June 2021.