Optimization in C#

Hi All,

I am trying to implement a minimization function in C# and I was just wondering if i am able to add the Funclib or ALGLIB libraries to Quantconnect, as I do not wish to program the optimization algorithms myself.

If there are also other ways please share.

Thank you for your help.

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Any clues as to how this can be done? Any help is appreciated.

Thanks again.


If you're working on the site, Alglib should be supported:

If you're running Lean locally you can add any library you like.

Sorry for my quite lazy answer, but this is not an issue I can help you in detail with as I have no experience with said libraries.


Hi Petter,

Thank you for your reply.


I am aware that Alglib is supported but whenever I try the following syntax, 

using AlgLib;

I get an error saying the type or namespace AlgLib could not be found.


Thank you for your help again.



Hi Rami, that does indeed not look good. Using statements should work for a supported lib.

Mail since the library is supposed to be supported but it looks like it isn't...


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