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Top / Computers / Programming / Languages / Fortran / Source_Code / Optimization /

Constrained and Unconstrained Testing Environment, revisted (CUTEr)
Testing environment for optimization and linear algebra solvers. The package includes a collection of test problems, along with Fortran 77, Fortran 90/95 and Matlab tools intended to help developers design, compare and improve new and existing solvers.
http://cuter.rl.ac.uk/cuter-www/
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Differential Evolution
Fortran 90 code implementing the Differential Evolution method, a simple but powerful population-based, stochastic function minimizer.
http://www.icsi.berkeley.edu/~storn/DE_FORTRAN90.f90
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Pikaiai
General-purpose optimization subroutine based on a genetic algorithm, in Fortran 90.
http://users.bigpond.net.au/amiller/pikaia.zip
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MINPACK-2
Optimization algorithms and software for high-performance computers. The software includes subroutines for the solution of systems of nonlinear equations, nonlinear least squares problems, and minimization problems. Code can be downloaded from ftp://info
http://www-fp.mcs.anl.gov/otc/minpack/summary.html
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Nonsmooth optimization subgradient method with variable metric and stepsize control
Fortran 77 code by S. P. Uryasev. A similar code is at http://www.ise.ufl.edu/uryasev/varg.txt .
http://www.ise.ufl.edu/uryasev/varf.txt
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Discrete Linear Optimization
Fortran 90 code by Richard J. Hanson to solve knapsack problems with bounds.
http://www.vni.com/corner/garage/hanson/knapsack.html
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SUBPLEX
Subspace-searching simplex method for the unconstrained optimization of general multivariate functions, generalizing the Nelder-Mead simplex method.
http://www.netlib.org/opt/subplex.tgz
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TANGO Project
Fortran 77 routines for Optimization developed at the Department of Applied Mathematics of the State University of Campinas and at the Department of Computer Science of the University of São Paulo, under the coordination of Professor J. M. Martínez. Only
http://www.ime.usp.br/~egbirgin/tango/index.php
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Generalized Simulated Annealing
Site discusses algorithm and has link to zip file with Fortran 77 code.
http://www.unb.br/iq/kleber/GSA/artigo2/node2.html
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