Accepted answer

One optimization of your code is to use AsEnumerable() after the Where method. If not, every entity is returned from storage, and the entire table is examined using LINQ to Objects. With this simple modification of your code you let the where clause run on sql and retrieve less records from storage. The general rule is to place any query clauses that are implemented by the LINQ provider first.

using (DBContext context = new DBContext())
    myCollection = context.Items.Where(i => i.Type == 1)
       .AsEnumerable().OrderBy(k => k.Name).Select(w => new
            Alias = w.Name + string.Format("{0}", w.Id),
            Name = w.Name                        


EF can't convert String.Format into SQL, but it handles string concatenations without problem. Use SqlFunctions.StringConvert instead of String.Format to convert number into string on server side:

Select(w => new {
    Alias = w.Name + SqlFunctions.StringConvert((double)w.Id),
    Name = w.Name                        

It generates something like

[Extent1].[Name] + STR( CAST( [Extent1].[Id] AS float)) AS [C1], 
[Extent1].[Name] AS [Name]
FROM [dbo].[Items] AS [Extent1]

UPDATE: Thus you are using EF provider which does not support this conversion (SQL CE provider cannot cannot translate this query into SQL) you have only one option left - move calculations to client side, as you already have done.

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