I'm working with C# and I start being bored writing optimization algorithm.
Do you know any free library containing this sort of algorithms?
In particular I'm currently working with Semidefit program.
I'm working with C# and I start being bored writing optimization algorithm.
Do you know any free library containing this sort of algorithms?
In particular I'm currently working with Semidefit program.
I haven't had the time to try them personally, but if I were you I'd try The Solver Foundation or maybe you can find something useful within these libraries.
What I did was to compile a MATLAB algorithm and used the produced DLL.
UPDATE: I read yesterday in the Wilmott Magazine that the NAG Library is also available for .Net now. Again, I haven't used it and I don't know if you're looking for something open-source, but apparently this one is good.
You can use https://projects.coin-or.org/Clp
Other options:
http://sourceforge.net/projects/lpsolve/
and in R
http://cran.r-project.org/web/packages/lpSolve/index.html
They all solve pure linear, integer and mixed problems
You can also have a look at ALGLIB or DotNumerics.
It would help though if you clarified what kind of optimization problem you have or what kind of algorithm you look for. And if by free you mean GPL or something more like MIT?
The GNU Scientific Library or GSL contains a few different varieties of optimizer. They work pretty well and have a relatively good interface. Their derivative-aware routines are a bit lacking in bounded optimization features compared to NAG, though.