Linear programming library for .NET / C# -


i need solve under-determined linear system of equations , constraints, find particular solution minimises cost function. needs done in purely portable managed code run in .net , mono. freely available libraries there can use implement this?

all of optimisation algorithms provided free libraries have found support interval constraints on single variables, e.g. 0 < x < 1, not constraints x + 2y < 4. have found linear equations solvers support linear systems 1 solution.

the closest have found far dotnumerics, includes singular value decomposition solving under-determined linear systems, optimisation algorithms support single-variable constraints (as far can tell).

there several other questions asking linear programming, key requirements multi-variable constraints , solving under-determined systems. have yet find free library supports multi-variable constraints.

alglib usual go-to library things linear solvers. give before despairing.


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