constrained nonlinear optimization in Microsoft Solver foundation vs Matlab fmincon

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予麋鹿
予麋鹿 2021-02-03 10:32

can anyone show me examples or reviews for constrained nonlinear optimization in Microsoft Solver foundation 3.0? How\'s it compared to Matlab\'s fmincon? Or is there any better

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  •  北恋
    北恋 (楼主)
    2021-02-03 11:06

    I don't have much experience with Microsoft Solver Foundation myself, but there is a nice article that demonstrate how to use it from F#:

    • Support vector machines (SVMs) in F# using Microsoft Solver Foundation

    For F#, there is also an embedded modeling language - this allows you to just write your constraints as ordinary F# expressions (wrapped in quotations) and the interpreter for this language calls Microsoft Solver Foundation with appropriate constraints created (I think this is totally awesome!):

    • F# Optimization Modeling Language Utilizing Microsoft Solver Foundation

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