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algorithmcomputer-sciencemathematical-optimizationnumerical-methods

lib for solving nonlinear optimization tasks in .net


I trying to implement SVM implementation. During this problem I need to solve nonlinear optimization problem. Could anyone advice me a lib for that for .NET platform thanks a lot.

If someone could advice something which he used for SVM it will be brilliant.


Solution

  • I assume that acronym SVM in your question means Support Vector Machine. In this case you need solver for linear or quadratic programming (depends on the formulation). I can name several libraries for .NET platform that contains linear or quadratic programming solvers:

    All of them are commercial software (but most of provide special academic license for non-commercial use for small amount of money). Also, most of the professional libraries for numerical optimization like MOSEK, CPLEX, Gurobi etc. contain wrappers for .NET platform.