Unconstrained Optimization Packages

HOOKE Author Mark G. Johnson
Language C
Algorithm Hooke and Jeeves searching algorithm
Input Format  
Modeling Languages link  
Commercial Status free
Platform Any machine with a reasonable amount of memory and a Fortran compiler
Remarks The program finds the local minimum of a function using the Hooke and Jeeves searching algorithm. The objective function is not required to be continuous, or differentiable.
References R. Hooke and T. A. Jeeves, Direct Search Solution of Numerical and Statistical Problems, Journal of the ACM, Vol. 8, April 1961, pp. 212-229
Arthur F. Kaupe Jr., Algorithm 178: Direct Search, Communications of the ACM, Vol 6. p.313 (June 1963).
Margaret H. Wright, Direct Search Methods: Once Scorned, Now Respectable, AT&T Bell Laboratories, Murray Hill, New Jersey 07974.