glomin

glomin, an Octave 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.

Licensing:

The information on this web page is distributed under the MIT license.

Languages:

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.

Related Data and Programs:

glomin_test

local_min, an Octave 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, an Octave 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.

praxis, an Octave code which minimizes a scalar function of several variables, without requiring derivative information, by Richard Brent.

Author:

Original Fortran77 version by Richard Brent; Octave 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:

• glomin.m, seeks a global minimum of a function F(X) in an interval [A,B].