I'm looking for a linear programming solver for C#. In the other words I'm looking for a library for C# that solves linear programming problems.
I need an easy to use library (so I can learn how to use it quickly), but it would be nice if it supported some features as automatic absolute values conversion (so I don't have to program the conversion myself). It is important that the library should be for free (not necessarily open source).
Good documentation is huge advantage for me. 10%-20% worse performance is not critical for my project.
Thanks for your answers
Math.NET
Read C# linear algebra library
EDIT: Check out http://en.wikipedia.org/wiki/Linear_programming#Solvers_and_scripting_.28programming.29_languages
This one might be what your looking for though. Says it works with .Net
http://lpsolve.sourceforge.net/5.5/
You can use WNLIB, but it's plain C so you have to wrap it in a DLL library and then use it with C#.