c#如何解决非线性规划

Question

目前想要用c#做一个求解简单的非线性规划的程序
之前试过用matlab，但是似乎不能转换文件格式

Answer 1

您可以使用非线性规划库，例如 Math.NET Numerics 中的 NLopt 或者 Accord.NET 中的 Nelder-Mead 和 Simplex 方法来实现非线性规划。

using Accord.Math;
using Accord.Optimization;

namespace NonlinearProgrammingExample
{
    class Program
    {
        static void Main(string[] args)
        {
            // Define the objective function
            NonlinearObjectiveFunction function = new NonlinearObjectiveFunction(x =>
                x[0] * x[1] * (x[0] + x[1]),
                2 // number of variables
            );

            // Define the constraints
            NonlinearConstraint constraint1 = new NonlinearConstraint(x =>
                x[0] * x[0] + x[1] * x[1] - 1,
                0,
                LessThanOrEqualToZero
            );
            NonlinearConstraint constraint2 = new NonlinearConstraint(x =>
                x[1] - x[0],
                0,
                GreaterThanOrEqualToZero
            );

            // Create the solver
            NonlinearProgram solver = new NonlinearProgram(function, new[] { constraint1, constraint2 });

            // Solve the problem
            double[] result = solver.Solve();

            // Print the results
            Console.WriteLine("Result: x = [{0}], f(x) = {1}", string.Join(", ", result), function.Value(result));
        }
    }
}

```