Linear Programming

Whether you’re using C#, Visual Basic (VB.NET) or F#, Numerics.NET makes it easy to include linear programming functionality in your .NET applications. Numerics.NET is a complete math, linear algebra, data analysis, and statistics package for the Microsoft .NET platform. 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 Numerics.NET.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 Extreme Numercs.NET, you can download a free, fully functional 30-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.