Numerical Recipes in C: The Art of Scientific Computing,
Second Edition by William H. Press, Saoul A. Teukolsky, William T. Vetterling
and Brian P. Flannery is a library of nearly 300 computer routines covering a wide
variety of mathematical and scientific algorithms. The book
can be viewed on-line.
The program Optim.exe makes use (under license) of several
routines from the Numerical Recipes:
amebsa (Section 10.9): This is the
main optimization algorithm used. Section 10.9 of the book has an excellent
discussion of simulated annealing algorithms. Section 10.0 provides a
general introduction to optimization
algorithms.
amoeba (Section 10.4) and powell (Section 10.5): Other optimization algorithms.
They turned out to be inadequate to the task of optimizing the laryngoscope
blade functions, but were instrumental in developing and debugging the program.
These routines call several other Numerical Recipes
routines, including the random number routine ran1 (Section 7.1).
Information is available on-line at the Numerical Recipes website.