LOCAL_MIN_RC
Reverse Communication Function for Local Minimum, by Richard Brent

LOCAL_MIN_RC is a C++ library 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 a Python version.

Related Data and Programs:

ASA047, a C++ library which minimizes a scalar function of several variables using the Nelder-Mead algorithm.

BACKTRACK_BINARY_RC, a C++ library which carries out a backtrack search for a set of binary decisions, using reverse communication (RC).

BISECTION_RC, a C++ library which demonstrates the simple bisection method for solving a scalar nonlinear equation in a change of sign interval, using reverse communication (RC).

BRENT, a C++ library which contains routines for finding zeroes or minima of a scalar function of a scalar variable, without the use of derivative information, including a reverse communication (RC) option, by Richard Brent.

CG_RC, a C++ library which implements the conjugate gradient (CG) method for solving a positive definite sparse linear system A*x=b, using reverse communication (RC).

COMPASS_SEARCH, a C++ library which seeks the minimizer of a scalar function of several variables using compass search, a direct search algorithm that does not use derivatives.

PRAXIS, a C++ library which minimizes a scalar function of several variables.

ROOT_RC, a C++ library which seeks a solution of a scalar nonlinear equation f(x) = 0, using reverse communication (RC), by Gaston Gonnet.

ROOTS_RC, a C++ library which seeks a solution of a system of nonlinear equations f(x) = 0, using reverse communication (RC), by Gaston Gonnet.

SORT_RC, a C++ library which can sort a list of any kind of objects, using reverse communication (RC).

TEST_MIN, a C++ library which implements test problems for minimization of a scalar function of a scalar variable.

TOMS178, a C++ library which optimizes a scalar functional of multiple variables using the Hooke-Jeeves method.

ZERO_RC, a C++ library which seeks solutions of a scalar nonlinear equation f(x) = 0, using reverse communication (RC), by Richard Brent.

Author:

Original FORTRAN77 version by Richard Brent; C++ 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:

• local_min_rc.cpp, the source code.
• local_min_rc.hpp, the include file.

Examples and Tests:

• local_min_rc_test.cpp, a sample calling program.
• local_min_rc_test.txt, the output file.

You can go up one level to the C++ source codes.