Eduoptim is an application that illustrates the way various numerical optimization methods work. The user enters a function and, optionally, constraints, chooses one of the implemented algorithms and then is presented with a graphical visualization of the optimization process.
The primary goal of the program is to illustrate various optimization algorithms and to allow for simple analysis of their efficiency. Therefore it has the following features:
- implementations of the most widely known numerical optimization algorithms for both univariate and multivariate objective functions (list of methods),
- constrained optimization with penalty functions,
- linear programming,
- the possibility to tune all parameters of each method,
- wide range of objective functions can be entered (of any number of variables),
- detailed presentation of each step of the algorithms,
- the optimization process is presented both in a text form and on a plot,
- iteration and function evaluation counting.
Eduoptim has been created as part of a master's thesis at the Wroclaw University of Technology as an application to support laboratory classes in the Optimization Methods course.