glomin, a MATLAB 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 GNU LGPL 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 MATLAB code which minimizes a scalar function of several variables using the Nelder-Mead algorithm.
compass_search, a MATLAB code which seeks the minimizer of a scalar function of several variables using compass search, a direct search algorithm that does not use derivatives.
local_min, a MATLAB code which finds a local minimum of a scalar function of a scalar variable, without the use of derivative information, by Richard Brent.
local_min_rc, a MATLAB code which finds a local minimum of a scalar function of a scalar variable, without the use of derivative information, using reverse communication (RC), by Richard Brent.
nelder_mead, a MATLAB code which minimizes a scalar function of several variables using the Nelder-Mead algorithm.
polynomials, a MATLAB code which defines multivariate polynomials over rectangular domains, for which certain information is to be determined, such as the maximum and minimum values.
praxis, a MATLAB code which minimizes a scalar function of several variables, without requiring derivative information, by Richard Brent.
test_min, a MATLAB code which implements test problems for minimization of a scalar function of a scalar variable.
test_opt, a MATLAB code which defines test problems requiring the minimization of a scalar function of several variables.
toms178, a MATLAB code which optimizes a scalar functional of multiple variables using the Hooke-Jeeves method.
Original FORTRAN77 version by Richard Brent; MATLAB version by John Burkardt.