lib for solving nonlinear optimization tasks in .net

Question

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.

Answer 1

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:

• NMath from CenterSpace
• FinMath from RTMath
• Extreme Optimization

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.

Answer 2

I don't know what SVM stands for. But I know that ALGLIB offers some good optimization algorithms in .net. Further, you could consider to wrap NLOpt which offers a lot of different algorithms.