local_min_rc


local_min_rc, a MATLAB 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.

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_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.

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local_min_rc_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 29 May 2021.