I am looking to use Math.NET to implement the excel GRG Non Linear solver in C#. This seems to fall under the non linear optimization topic in Math.NET and I was able to find a few examples of optimization in https://github.com/mathnet/mathnet-numerics/tree/master/src/Numerics.Tests/OptimizationTests
It wasn’t clear to me if I could use this Optimization package to implement a non-linear optimization algorithm where I can supply the function to be minimized and the constraint function as matrices, in addition to bound constraints on the variables.
Could someone please clarify this point for me? If it is possible to use this package to solve this type of problem, can I avoid having to supply the partial derivatives of the function to be minimized and the constraint function or should these also be supplied by me to the algorithm?