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I am trying to implement an algorithm in C# that has some math function inside like :

Minimize a ||xu( i ) - ∑j aj( i ) bj ||2 + β || a( i ) ||1

but I'm not sure if there is any direct method in C# for optimizing and I couldn't find any thing in forums , or maybe you can offer any suggestion to solve this optimization problem in C# !?
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Have you looked at Open Source Math.Net
http://www.mathdotnet.com/[^]
 
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