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visits member for 2 years, 8 months
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Mar
3
comment Free and tested optimization, statistical and visualization packages for C#
Ah - sorry, looks like I was wrong about Nelder-Mead in Accord.NET.
Mar
3
comment Free and tested optimization, statistical and visualization packages for C#
Accord.NET has a Nelder-Mead solver, as does Microsoft Solver Foundation. The COBYLA solver in Accord might also be a good fit for unconstrained problems. Not sure about the maturity of Accord.NET, but it is actively being worked on so any problems you report are likely to be fixed quickly. But the quality of any numerics code, on any language or platform, is a huge problem. The moment you move beyond something like MKL, you have to take responsibility for whatever code you use. Open-source helps a bit, and the alternative is an expensive contract with a supplier you trust. Math is hard.
Mar
3
revised Free and tested optimization, statistical and visualization packages for C#
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2
revised Free and tested optimization, statistical and visualization packages for C#
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2
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2
answered Free and tested optimization, statistical and visualization packages for C#
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