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Microsoft Solver Foundation: numerical optimization library

18 点作者 TriinT超过 15 年前

3 条评论

socratees超过 15 年前
This should certainly be interesting. Did anyone with a quant background here try the software yet? What are your thoughts? Do other similar software exist in market right now?
评论 #1014305 未加载
jhammerb超过 15 年前
Excel has incorporated software from Frontline Systems, rebranded as "Solver", for many years. Most heavy Excel users use it every day. I couldn't dig through the marketing speak entirely, but this product appears to be a port of Solver to C# and not open source. Of limited interest to HN readers, I'd expect.
评论 #1014321 未加载
ct超过 15 年前
Thanks for the link. Been looking for something to learn and try trading algorithms in. We use a CPLEX solver library from IBM at work but it's not used for trading but for optimizing a different set of constraints. Interesting to see MS has a solution as well.