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Least Squares with bounds

Nov 25, 2013 at 5:33 PM

First of all, great project! I was able to get going with it fairly quickly; it's well organized and straight forward.

I'm attempting to convert some Matlab script to C# which uses the 'lsqlin' function and parameters to set the upper and lower bounds of the result (0 <= x <= 1). I haven't found anything to set bounds, am I missing that or is that functionality not available? If not, do you know of a C# library that might have what I'm looking for? Most of my searches redirect to this project.


Nov 27, 2013 at 5:15 PM
Hi Erik

Unfortunately we have no linear programming related algorithms in Math.NET Numerics yet. This is one of the areas we want to cover some point in the future, but it is unlikely we'll get there within the next half year.

Microsoft's Solver Foundation likely provides such functionality, although check out their licensing (not free to my understanding).

It is actually possible to call into MATLAB from .Net (especially with the F# TypeProvder), but I guess that's not what you're looking for.

Marked as answer by cdrnet on 12/30/2013 at 6:46 AM
Dec 2, 2013 at 3:58 PM
Thanks for the response and the tip; I will check it out.