Portable numerical algorithms in C#
Copyright (c) 2012-2022 Anders Gustafsson, Cureos AB. Licensed under the GNU Lesser General Public License version 3.
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.