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    Hrothgar Parallel LM/MCMC Minimizer

    A versatile MCMC and downhill optimization engine

    Hrothgar is a parallel minimizer and Markov Chain Monte Carlo generator by Andisheh Mahdavi of San Francisco State University. It has been used to solve optimization problems in astrophysics (galaxy cluster mass profiles) as well as in experimental particle physics (hadronic tau decays). It is probably adaptable enough to be applied to your merit function if you can write it in C.
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    The Automated Parameter Estimation and Model Selection Toolkit is a fast, parallelized MCMC engine written in C for Bayesian inference (parameter estimation and model selection).
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