MINUIT
MINUIT, now MINUIT2, is a numerical minimization computer program originally written in the FORTRAN programming language by CERN staff physicist Fred James in the 1970s. The program searches for a minimum in a user-defined function with respect to one or more parameters using several different methods as specified by the user. In addition to that it can compute confidence intervals for the parameters by scanning the function around the minimum.
The original FORTRAN code was later ported to C++ by the ROOT project; both the FORTRAN and C++ versions are in use. The program is very widely used in particle physics, and thousands of published papers cite use of MINUIT. In the early 2000s, Fred James started a project to implement MINUIT in C++ using object-oriented programming. The new MINUIT is an optional package in the ROOT release. the latest version is 5.34.14, released on 24 January 2014. There is also a Java port as well as a Python frontend to the C++ code.
MINUIT is not a program that can be distributed as an executable binary to be run by a relatively unskilled user: the user must write and compile a subroutine defining the function to be optimized, and oversee the optimization process.
