Optimization in C# by Rami O

Rami O

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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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Rami O

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Rami O

49 ,

Hey,

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

Thanks again.

Petter Hansson

9.8k ,

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

https://www.quantconnect.com/faq

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.

Rami O

49 ,

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.

Rami

Petter Hansson

9.8k ,

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

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

Rami O

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