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linear optimization solver

Feb 8, 2013 at 10:14 PM
Is there any linear optimization solver included in the Numerics library (like linprog in Matlab)?


Feb 8, 2013 at 11:05 PM
Edited Feb 8, 2013 at 11:18 PM
Hi Guillaume

No, not yet. There is finally some work for non-linear optimization in the pipeline, but not yet for any convex optimization (like LP).

You may want to give the MS solver foundation a trial:

Of course in case you come up with something yourself or find some existing .Net code, we'd be interested to hear about it!