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"The de facto-standard library for linear algebra on the .NET platform is the Extreme Optimization Library."
  - Jon Harrop, author, F# for Scientists

"I have yet to see another package that offers the depth of statistical analysis that Extreme Optimization does, and I must say that I'm impressed with the level of service I've experienced."
  - Henry Oh, RBC Capital Markets

"I have made it my mission to institutionalize the value of good API design.  I strongly believe that this is key to making developers more productive and happy on our platform. It is clear that you value good API design in your work, and take to heart developer productivity and synergy with the .NET framework."
- Brad Abrams,
Lead Program Manager, Microsoft.

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Linear Programming (LP)

Whether you're using C#, Visual Basic (VB.NET), F#, IronPython, the Extreme Optimization Numerical Libraries for .NET make it easy to include linear programming functionality in your .NET applications. The Extreme Optimization Numerical Libraries for .NET are a complete math, vector/matrix and statistics package for the Microsoft .NET framework. Linear programming features include:

  • Linear Program Solver based on the Revised Simplex Method
  • Suitable for small to medium sized problems.
  • Optimized treatment of bounds on variables.
  • Optimized treatment of equality and range constraints.
  • Import programs in standard MPS format.

Linear programming classes

The classes that implement the linear programming functionality live in the Extreme.Mathematics.Optimization.LinearProgramming namespace. The principal classes are:

The Linear Programming section of the Mathematics Library User's Guide explains their use in detail.

Linear Programming QuickStart Sample

Our library comes with a large number of QuickStart samples that help you to get started in minutes. The following sample illustrates how to use the linear programming functionality:

Project Description View source
LinearProgramming Illustrates optimization with linear constraints using the LinearProgram and related classes. C# VB.NET

Trial version

If you would like to evaluate the Extreme Optimization Numerical Libraries for .NET, you can download a free, fully functional 60-day trial version. In addition to the code samples discussed here, it includes about 70 other samples as well as complete documentation for the entire library.