I have an application in C #, I need to do some optimization calculations, for example, the Excel Solver add-in, one option is, of course, to write my own implementation of the solver, but I’m lagging behind a bit, m looking at libraries that already exist that can help me with this.
I'm trying to create a Microsoft Solver Foundation that looks pretty neat and cool, the problem is that it doesn't seem to work with the calculations I need to do.
At the end of this question, I add information about the calculations that I need to perform and optimize.
Basically, my question is whether any of you know any other library that I can use for this purpose, or any tutorial that can help make my own solver, or any idea that gives me the opportunity to solve this problem.
Thank.
Additional Information:
This is the data I need to calculate:
I have 7 variables, var1, var2, ..., var7 are called
Limitations for these variables:
- All of them must be equal 0 <= varn <= 0.5 (where n is the variable number)
- The sum of all variables must be equal to 1
The goal is to maximize the target formula, which in Excel looks like this:
(MMULT(TRANSPOSE(L26:L32),M14:M20)) / (SQRT(MMULT(MMULT(TRANSPOSE(L26:L32),M4:S10),L26:L32)))
The range that you see in this formula, L26: L32, is actually a range with variables at the top, var1, var2, ..., varn.
M14: M20 M4: S10 - , , .
, Microsoft Solver Foundation, , , , , , , - .
, , , .