I have a quadratic minimization problem (with linear constraints) that could be solved by Levenberg-Marquardt algorithm combined with the active-set method.

The objective function returns a scalar value. The hessian and the gradient are function of the current parameter values.

I have a quadratic minimization problem (with linear constraints) that could be solved by Levenberg-Marquardt algorithm combined with the active-set method.

The objective function returns a scalar value. The hessian and the gradient are function of the current parameter values.

Which library, in C#, solve it?