Ubuntu
stopt package

stopt 4.2+dfsg1-3 source package in Ubuntu

Changelog

stopt (4.2+dfsg1-3) unstable; urgency=medium

  [ Pierre Gruet ]
  * Marking doc and examples packages as Multi-Arch: foreign
  * Handling some tests differently due to precision issues on i386 and ppc64el

  [ Nilesh Patra ]
  * Add d/salsa-ci.yml

 -- Pierre Gruet <email address hidden>  Tue, 15 Feb 2022 22:17:44 +0100

Upload details

Uploaded by:
Debian Math Team
Uploaded to:
Sid
Original maintainer:
Debian Math Team
Architectures:
any all
Section:
misc
Urgency:
Medium Urgency

See full publishing history Publishing

Series Pocket Published Component Section
Jammy release universe misc

Downloads

File Size SHA-256 Checksum
stopt_4.2+dfsg1-3.dsc 3.0 KiB 61c298ac493273b01c1b3f74f9c8bbcbfd274dcee74649448fd0eb984153c273
stopt_4.2+dfsg1.orig-texdoc.tar.xz 552.7 KiB 26b18b0399fd608ade5fc53ac0241a331d28eda62c663d7d71ef9ef08ec30cc7
stopt_4.2+dfsg1.orig.tar.xz 380.4 KiB 4574de178ac7b433479b0957a7fcb49bdd04ee9db5785689740eb3930f8e9527
stopt_4.2+dfsg1-3.debian.tar.xz 21.3 KiB 07f745cc45e97d77fe3167cfa372a5f1dc91b33982d203c1fea494dbbf181f68

Available diffs

No changes file available.

Binary packages built by this source

libstopt-dev: No summary available for libstopt-dev in ubuntu kinetic.

No description available for libstopt-dev in ubuntu kinetic.

libstopt4: library for stochastic optimization problems (shared library)

 The STochastic OPTimization library (StOpt) aims at providing tools in C++ for
 solving some stochastic optimization problems encountered in finance or in the
 industry. Different methods are available:
  - dynamic programming methods based on Monte Carlo with regressions (global,
  local, kernel and sparse regressors), for underlying states following some
  uncontrolled Stochastic Differential Equations;
  - dynamic programming with a representation of uncertainties with a tree:
  transition problems are here solved by some discretizations of the commands,
  resolution of LP with cut representation of the Bellman values;
  - Semi-Lagrangian methods for Hamilton Jacobi Bellman general equations for
  underlying states following some controlled Stochastic Differential
  Equations;
  - Stochastic Dual Dynamic Programming methods to deal with stochastic stock
  management problems in high dimension. Uncertainties can be given by Monte
  Carlo and can be represented by a state with a finite number of values
  (tree);
  - Some branching nesting methods to solve very high dimensional non linear
  PDEs and some appearing in HJB problems. Besides some methods are provided
  to solve by Monte Carlo some problems where the underlying stochastic state
  is controlled.
  For each method, a framework is provided to optimize the problem and then
  simulate it out of the sample using the optimal commands previously computed.
  Parallelization methods based on OpenMP and MPI are provided in this
  framework permitting to solve high dimensional problems on clusters.
 The library should be flexible enough to be used at different levels depending
 on the user's willingness.
 .
 This package contains the shared libraries: one which allows for
 multithreading (libstopt-mpi) and one which does not (libstopt).

libstopt4-dbgsym: debug symbols for libstopt4
python3-stopt: library for stochastic optimization problems (Python 3 bindings)

 The STochastic OPTimization library (StOpt) aims at providing tools in C++ for
 solving some stochastic optimization problems encountered in finance or in the
 industry. Python 3 bindings are provided by this package in order to allow one
 to use the C++ library in a Python code.

python3-stopt-dbgsym: No summary available for python3-stopt-dbgsym in ubuntu kinetic.

No description available for python3-stopt-dbgsym in ubuntu kinetic.

stopt-doc: library for stochastic optimization problems (documentation)

 The STochastic OPTimization library (StOpt) aims at providing tools in C++ for
 solving some stochastic optimization problems encountered in finance or in the
 industry. Python 3 bindings are also provided in order to allow one to use the
 C++ library in a Python code.
 .
 This package contains the documentation about the type of problems that can be
 solved, the mathematical framework, its implementation, and the examples.

stopt-examples: No summary available for stopt-examples in ubuntu kinetic.

No description available for stopt-examples in ubuntu kinetic.