Does anyone know of a free package that solves quadratic programming problems in C #?
I searched googled and found a few. But itβs hard to say what is the best and fastest. Does anyone have a favorite?
ALGLIB is an excellent library with free (GPL) and affordable commercial licenses. It has good documentation and offers a number of optimization algorithms.
Perhaps MS Solver Foundations?
http://msdn.microsoft.com/en-us/devlabs/hh145003
: Accord.NET (LGPL).
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CenterSpace software has very fast C # quadratic programming classes in its commercial NMath libraries.
Here is a sample code: http://www.centerspace.net/examples/nmath/csharp/analysis/quadratic-programming-example.php
Best
Floor
CenterSpace Software