CODEWITHSUNDEEP
.netoptimizationf#convex-optimizationconvex
nicolas
nicolas

Reputation: 9805

what are the dotnet libraries for convex optimization?

Would you recommend any convex optim libraries ?

Ideally opensource. A priori for semidefinite programming and QCQP.

(I intend to use it with fsharp but any dotnet would do)

Upvotes: 0

Views: 1002

Answers (1)

pad
pad

Reputation: 41290

Solver Foundation, a .Net runtime for mathematical programming, modeling, and optimization from Microsoft, probably provides what you want.

They also have Optimization Modeling Language which allows to model optimization problems in a declarative way. This way of modeling is really attractive when combining with expressiveness of functional programming languages like F#.

To get a feeling of using Solver Foundation with F#, take a look at these interesting blog posts:

Upvotes: 5

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