CSNumerics

Portable numerical algorithms in C#

Copyright (c) 2012-2022 Anders Gustafsson, Cureos AB. Licensed under the GNU Lesser General Public License version 3.

Usage

CSNumerics is a .NET Standard 1.0 and 2.0 class library of various numerical algorithms written in C#.

It currently consists of C# implementations of Michael J.D. Powell's optimization algorithms:

• BOBYQA for minimizing a nonlinear objective function subject to variable bounds.
• LINCOA for minimizing a nonlinear objective function subject to linear constraints.
• COBYLA for minimizing a nonlinear objective function subject to nonlinear constraints.

Use NuGet to include CSNumerics in your application.