OptimC

OptimC is a C software package to minimize any unconstrained multivariable function. The algorithms implemented are Nelder-Mead,Newton Methods (Line Search and Trust Region methods), Conjugate Gradient and BFGS (regular and Limited Memory). Brent method is also available for single variable functions if the bounds are known.

Update 06/09/2014 - Nonlinear Squares Implementation [Levenberg-Marquardt Method] Added.

Documentation - http://code.google.com/p/optimc/