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 knowledgeable please clarify this point for me?
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