Tuesday, September 30, 2008

Microsoft Solver Foundation

.NET based solvers:
  • Simplex solver (LP,MIP)
  • Interior Point solver (LP,QP)
  • Constraint solver (CSP)
  • Unconstrained non-linear solver (NLP)

Can be used as library via any .NET language, or input can be specified as MPS and a simple equation oriented format called OML. In addition, Excel bindings are available.

http://code.msdn.microsoft.com/solverfoundation

After downloading, documentation and samples are available in My Documents\Microsoft Solver Foundation.