Hi Guillaume
No, not yet. There is finally some work for non-linear optimization in the pipeline, but not yet for any convex optimization (like LP).
You may want to give the MS solver foundation a trial: http://archive.msdn.microsoft.com/solverfoundation
Of course in case you come up with something yourself or find some existing .Net code, we'd be interested to hear about it!
Thanks,
Christoph
No, not yet. There is finally some work for non-linear optimization in the pipeline, but not yet for any convex optimization (like LP).
You may want to give the MS solver foundation a trial: http://archive.msdn.microsoft.com/solverfoundation
Of course in case you come up with something yourself or find some existing .Net code, we'd be interested to hear about it!
Thanks,
Christoph