C# Linear Programming

C# Linear Programming

NMath from CenterSpace Software is a .NET class library that provides general vector and matrix classes, complex number classes, and numerical integration and differentiation methods.

In NMath, class LinearProgrammingProblem encapsulates an LP problem. MixedIntegerLinearProgrammingProblem encapsulates an LP problem which may contain integral or binary constraints.

Class PrimalSimplexSolver solves linear programming problems using the primal simplex method. DualSimplexSolver uses the dual simplex method. The simplex method solves LP problems by constructing an initial solution at a vertex of a simplex, then walking along edges of the simplex to vertices with successively higher values of the objective function until the optimum is reached. 

The NMath library is part of CenterSpace Software's NMath Suite of numerical libraries, which provides building blocks for mathematical, financial, engineering, and scientific applications on the .NET platform. Features include matrix and vector classes, linear algebra, random number generators, numerical integration methods, interpolation, statistics, biostatistics, multiple linear regression, analysis of variance (ANOVA), optimization, and object-oriented interfaces to public domain computing packages such as the BLAS (Basic Linear Algebra Subprograms) and LAPACK (Linear Algebra PACKage). All NMath routines are callable from any .NET language, including C#, Visual Basic, and F#.

Linear Programming Documentation

Complete documentation for all NMath libraries is available online. For more information on linear programming, see:

Linear Programming Code Examples

All NMath libraries include extensive code examples in both C# and Visual Basic. Studying these examples is one of the best ways to learn how to use NMath libraries. For more information on linear programming, see:

  • LinearProgrammingExample [C#]  [VB]
    Example showing how to solve a linear programming (LP) problem..
  • PrimalDualSimplexExample [C#]  [VB]
    Example showing how to solve the Klee Minty cube linear programming problem using both primal and dual simplex methods.
  • MixedIntLinearProgrammingExample [C#]  [VB]
    Example showing how to solve a linear programming (LP) problem where one of the variables is constrained to have an integer value.
  • BinaryLinearProgrammingExample [C#]  [VB]
    Example showing how to solve a linear programming (LP) problem where all the variables are binary.


Try a Free Evaluation

If you are interested in evaluating the  simplex solver class in NMath, we offer a free trial version, for a 30-day evaluation period. This trial version is a fully featured distribution of NMath with no limitations. In only a few minutes you can be enjoying the power of NMath.

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