Quadratic Programming in C# / .NET

Does anyone know of a free package that will solve quadratic programming problems in C#?

I've googled and found a few. But it's hard to tell which is the be开发者_StackOverflow中文版st and fastest. Does anyone have a favorite?

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ALGLIB is a great library with both free (GPL) and commercial licenses available. It has good documentation and offers a number of optimization algorithms.

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Perhaps the MS Solver Foundations?

http://msdn.microsoft.com/en-us/devlabs/hh145003

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I have found: Accord.NET (LGPL).

It is documented and with an example app.

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CenterSpace Software has very fast C# quadratic programming classes in their commercial NMath libraries.

Here is some example code: http://www.centerspace.net/examples/nmath/csharp/analysis/quadratic-programming-example.php

Best,

Paul

CenterSpace Software