eduOptim ver 0.9
The program illustrates a few numerical optimization methods. Individual steps of finding the minimum with selected algorithm are shown both in numerical and graphical form.
Minimized functions can include theoretically any number of variables and can use most mathematical functions included in standard C library.
The following optimization methods are implemented:
Descent methods (first three) use one of two line-search algorithms:
- quadratic approximation1.
Adding new methods shouldn't pose any problems (except methods like simplex that would require redesigning of the plotting module).
The interface is Polish only (but see the README and english.png files).