Fortran Numerical Minimization of many-variable function in Fortran

AI Thread Summary
To minimize a function with 20 variables using FORTRAN, it's essential to utilize numerical methods that can effectively navigate the complexity of multi-dimensional optimization. The discussion highlights the importance of having both the first and second derivatives of the function, which can aid in optimization. Suggested approaches include genetic algorithms and simulated annealing, which are known for their ability to avoid local minima and seek global solutions. A specific FORTRAN implementation of simulated annealing is referenced, along with a resource for additional optimization software. The choice of method largely depends on the characteristics of the function being minimized.
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I would like to find a FORTRAN subroutine or a good way to minimize function numerically.So basically my function has 20 variables and I am able to provide analytic form of the first and the second derivative of the function. Basically what I want is: have the form of the function of 20 variables, I assign values to e.g. 14 variables and to find the set of values for the rest variables in order to have the minimized value of the function. Any tips how to do this or where to search for subroutine (trying to avoid local minima)?
 
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