diff --git a/src/Numerics.Tests/OptimizationTests/BrentMinimizerTests.cs b/src/Numerics.Tests/OptimizationTests/BrentMinimizerTests.cs
new file mode 100644
index 00000000..e9decfed
--- /dev/null
+++ b/src/Numerics.Tests/OptimizationTests/BrentMinimizerTests.cs
@@ -0,0 +1,60 @@
+//
+// Math.NET Numerics, part of the Math.NET Project
+// http://numerics.mathdotnet.com
+// http://github.com/mathnet/mathnet-numerics
+//
+// Copyright (c) 2009-2017 Math.NET
+//
+// Permission is hereby granted, free of charge, to any person
+// obtaining a copy of this software and associated documentation
+// files (the "Software"), to deal in the Software without
+// restriction, including without limitation the rights to use,
+// copy, modify, merge, publish, distribute, sublicense, and/or sell
+// copies of the Software, and to permit persons to whom the
+// Software is furnished to do so, subject to the following
+// conditions:
+//
+// The above copyright notice and this permission notice shall be
+// included in all copies or substantial portions of the Software.
+//
+// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
+// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
+// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
+// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
+// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
+// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
+// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
+// OTHER DEALINGS IN THE SOFTWARE.
+//
+
+using System;
+using MathNet.Numerics.Optimization;
+using NUnit.Framework;
+
+namespace MathNet.Numerics.UnitTests.OptimizationTests
+{
+ [TestFixture]
+ public class BrentMinimizerTests
+ {
+ [Test]
+ public void Test_Works()
+ {
+ var f1 = new Func(x => (x - 3) * (x - 3));
+ var obj = ObjectiveFunction.ScalarValue(f1);
+ var r1 = BrentMinimizer.Minimum(obj, -100, 100);
+
+ Assert.That(Math.Abs(r1.MinimizingPoint - 3.0), Is.LessThan(1e-4));
+ }
+
+ [Test]
+ public void Test_ExpansionWorks()
+ {
+ var algorithm = new BrentMinimizer(1e-5, 1000);
+ var f1 = new Func(x => (x - 3) * (x - 3));
+ var obj = ObjectiveFunction.ScalarValue(f1);
+ var r1 = algorithm.FindMinimum(obj, -5, 5);
+
+ Assert.That(Math.Abs(r1.MinimizingPoint - 3.0), Is.LessThan(1e-4));
+ }
+ }
+}
diff --git a/src/Numerics/Optimization/BrentMinimizer.cs b/src/Numerics/Optimization/BrentMinimizer.cs
new file mode 100644
index 00000000..5cf0d311
--- /dev/null
+++ b/src/Numerics/Optimization/BrentMinimizer.cs
@@ -0,0 +1,69 @@
+//
+// Math.NET Numerics, part of the Math.NET Project
+// http://numerics.mathdotnet.com
+// http://github.com/mathnet/mathnet-numerics
+//
+// Copyright (c) 2009-2017 Math.NET
+//
+// Permission is hereby granted, free of charge, to any person
+// obtaining a copy of this software and associated documentation
+// files (the "Software"), to deal in the Software without
+// restriction, including without limitation the rights to use,
+// copy, modify, merge, publish, distribute, sublicense, and/or sell
+// copies of the Software, and to permit persons to whom the
+// Software is furnished to do so, subject to the following
+// conditions:
+//
+// The above copyright notice and this permission notice shall be
+// included in all copies or substantial portions of the Software.
+//
+// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
+// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
+// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
+// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
+// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
+// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
+// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
+// OTHER DEALINGS IN THE SOFTWARE.
+//
+
+using System;
+
+namespace MathNet.Numerics.Optimization
+{
+ public class BrentMinimizer
+ {
+ public double XTolerance { get; set; }
+ public int MaximumIterations { get; set; }
+ public int MaximumExpansionSteps { get; set; }
+ public double LowerExpansionFactor { get; set; }
+ public double UpperExpansionFactor { get; set; }
+
+ public BrentMinimizer(double xTolerance = 1e-5, int maxIterations = 1000, int maxExpansionSteps = 10, double lowerExpansionFactor = 2.0, double upperExpansionFactor = 2.0)
+ {
+ XTolerance = xTolerance;
+ MaximumIterations = maxIterations;
+ MaximumExpansionSteps = maxExpansionSteps;
+ LowerExpansionFactor = lowerExpansionFactor;
+ UpperExpansionFactor = upperExpansionFactor;
+ }
+
+ public ScalarMinimizationResult FindMinimum(IScalarObjectiveFunction objective, double lowerBound, double upperBound)
+ {
+ return Minimum(objective, lowerBound, upperBound, XTolerance, MaximumIterations, MaximumExpansionSteps, LowerExpansionFactor, UpperExpansionFactor);
+ }
+
+ public static ScalarMinimizationResult Minimum(IScalarObjectiveFunction objective, double lowerBound, double upperBound, double xTolerance = 1e-5, int maxIterations = 1000, int maxExpansionSteps = 10, double lowerExpansionFactor = 2.0, double upperExpansionFactor = 2.0)
+ {
+ return null;
+ }
+
+ static void ValueChecker(double value, double point)
+ {
+ if (Double.IsNaN(value) || Double.IsInfinity(value))
+ {
+ throw new Exception("Objective function returned non-finite value.");
+ }
+ }
+ }
+}