Microsoft Solver Foundation

Solver Foundation is an extensible framework that helps you model and solve complex problems by:

• Modeling and solving scenarios by using constraints, goals, and data.
• Programming in the Optimization Modeling Language (OML), in C# imperatively, in F# functionally, or in any .NET Framework language.
• Integrating third-party solvers, such as Gurobi, Mosek™, FICO™ Xpress, LINDO, CPLEX®, and lp_solve.
• Using familiar interfaces in Microsoft Office Excel and SharePoint to create and solve models.

 

Here’s the architecture’s picture:

As expected, it’s not free, but it comes with a free evaluation version. And an academic one.