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1. Implement a function minimization algorithm

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   prestine

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   started  ·  14 comments  ·  Math.NET Numerics  ·  Flag idea as inappropriate…Flag idea as inappropriate…  ·  Delete…  ·  Admin →
   Lionel du Peloux commented  ·  October 08, 2015  ·  Delete…

   Hello,

   There exists a good C# wraper for the IPOPT solver (C) : https://github.com/cureos/csipopt

   This wraper is also included in a nice math C# library (FuncLib) you may already know : https://funclib.codeplex.com/. FuncLib have also automatic diff and BFGS support.

   Maybe this could be a good point to start ? Ipopt is very powerful and is fully opensource.

   Cheers,
   Lionel