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
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));
}
}
}
```