Portable numerical algorithms in C#
Copyright (c) 2012-1014 Anders Gustafsson, Cureos AB. Licensed under the General Public License version 3.
CSNumerics is a Portable Class Library (PCL) of various numerical algorithms written in C#.
It currently consists of C# implementations of Michael J.D. Powell's optimization algorithms:
- BOBYQA for minimizing a nonlinear objective function subject to variable bounds.
- LINCOA for minimizing a nonlinear objective function subject to linear constraints.
- COBYLA for minimizing a nonlinear objective function subject to nonlinear constraints.
The CSNumerics assembly is immediately applicable with the following targets:
- .NET Framework 4 and later
- Windows Store apps (Windows 8 and later)
- Windows Phone Silverlight 8 and 8.1
- Windows Phone 8.1
- Silverlight 5
Use NuGet to include CSNumerics in your application.
Notes on commercial use
The CSNumerics class library is published under the General Public License, version 3. For those interested in using CSNumerics without having to adhere to GPL, please contact the copyright holder at
for commercial licensing alternatives.