lib for solving nonlinear optimization tasks in .net

I trying to implement SVM implementation. During this problem I need to solve nonlinear optimization problem. Could anyone advice me a lib for that for .NET platform thanks a lot.

If someone could advice something which he used for SVM it will be brilliant.

Upvotes: 3

Answers (4)

Ph0en1x

Reputation: 10067

I try to use Accord.net for that purpose mainly because it's free.

Upvotes: 1

Anders Gustafsson

Reputation: 15971

I have no experience with SVM (Support Vector Machines?), but for gradient-based large-scale nonlinear optimization with potentially non-linear constraints there is a .NET "adapter" to the IPOPT optimizer here.

If you require a derivative-free method for fewer variables, you can find a C# port of Michael Powell's derivative-free COBYLA2 optimizer here.

Upvotes: 1

vharavy

Reputation: 4981

I assume that acronym SVM in your question means Support Vector Machine. In this case you need solver for linear or quadratic programming (depends on the formulation). I can name several libraries for .NET platform that contains linear or quadratic programming solvers:

All of them are commercial software (but most of provide special academic license for non-commercial use for small amount of money). Also, most of the professional libraries for numerical optimization like MOSEK, CPLEX, Gurobi etc. contain wrappers for .NET platform.

Upvotes: 4

FFox

Reputation: 1588

I don't know what SVM stands for. But I know that ALGLIB offers some good optimization algorithms in .net. Further, you could consider to wrap NLOpt which offers a lot of different algorithms.

Upvotes: 2

lib for solving nonlinear optimization tasks in .net

Answers (4)

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