Brent's Method

  A particularly simple and robust method to find a minimum of a function f(x) dependent on a single variable x. The minimum must initially be bracketed between two values x=a and x=b. The method uses parabolic interpolation as long as the process is convergent and does not leave the boundaries (a,b), and interval subdividing methods otherwise. The algorithm requires keeping track of six function points at all times, which are iteratively updated, reducing the minimum-enclosing interval continually. An algorithm is given in [Press95].