stopt 7.0+dfsg-1
Package Information
| Description | 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). |
|---|---|
| Maintainer | Debian Math Team <team+math@tracker.debian.org> |
| Changed By | Pierre Gruet <pgt@debian.org> |
| Sponsor | pgt@debian.org |
| Distribution | experimental |
| Architecture | any all |
| VCS | git: https://salsa.debian.org/math-team/stopt.git (browse) |
| Popcon Installs | 42 |
| Binary NEW | Yes (binary-only upload) |
| Tracker | https://tracker.debian.org/pkg/stopt |
| Uploaded | 3 hours ago |
New Package Report
.changes
| Distribution | experimental |
|---|---|
| Date | Thu, 06 Aug 2026 16:54:21 +0200 |
| Source | stopt |
| Version | 7.0+dfsg-1 |
| Changed-By | Pierre Gruet |
| Architecture | source amd64 all |
Changelog
stopt (7.0+dfsg-1) experimental; urgency=medium
.
* New upstream version 7.0+dfsg
* Refreshing patches
* Raising Standards version to 4.7.4 (no change)
* Bumping SOVERSION to 7
* B-D on debhelper-compat 14 instead of 13:
- Omitting CMAKE_BUILD_RPATH_USE_ORIGIN option to CMake, which is now
defaults with new compat level
- Removing sblibs:Depends and misc:Depends substvars from d/control
* Updating the list of files to install in the Python package
* Testing the automatic differentiation capabilities with adept and stan-math
* Updating d/copyright.dsc
| Section | libdevel |
|---|---|
| Priority | optional |
| Component | main |
| Package-List | libstopt-dev deb libdevel optional arch=any libstopt7 deb libs optional arch=any python3-stopt deb python optional arch=any stopt-doc deb doc optional arch=all stopt-examples deb math optional arch=all |
debian/copyright
Format: https://www.debian.org/doc/packaging-manuals/copyright-format/1.0/
Upstream-Name: StOpt library
Source: https://gitlab.com/stochastic-control/StOpt
Files-Excluded: geners-*
utils/bzip2-master.zip
utils/zlib-master.zip
.gitignore
Files-Excluded-texdoc: *.aux
*.dvi
*.log
*.out
*.pdf
*.toc
Comment: removing embedded zip sources, geners which has its own package,
and latex outputs.
Files: *
Copyright: 2014-2026 EDF
License: LGPL-3+
Files: CMakeModules/FindEigen3.cmake
Copyright: 2009 Benoit Jacob <jacob.benoit.1@gmail.com>
2008-2009 Gael Guennebaud, <g.gael@free.fr>
2006-2007 Montel Laurent, <montel@kde.org>
License: BSD-2-clause
Files: CMakeModules/FindNumPy.cmake
Copyright: 2012 Continuum Analytics, Inc.
License: Expat
Files: CMakeModules/FindPythonLibsNew.cmake
Copyright: 2012 Continuum Analytics, Inc.
2001-2009 Kitware, Inc.
License: BSD-3-clause
Files: R/StOptRegression/DESCRIPTION
Copyright: 2017 EDF
License: GPL-2
Files: R/StOptRegression/src/rcpp_module.cpp
Copyright: 2017 EDF
License: LGPL-3+
Files: StOpt/regression/LaplacianGridKernelRegression.cpp
StOpt/regression/LaplacianGridKernelRegression.h
StOpt/regression/fastLaplacianKDE.cpp
StOpt/regression/fastLaplacianKDE.h
test/python/unit/regression/testLaplacianGridKernelRegression.py
Copyright: 2020 EDF
2020 CSIRO Data61
License: LGPL-3+
Files: StOpt/regression/MultiVariateBasis.cpp
StOpt/regression/MultiVariateBasis.h
Copyright: 2016 Jerome Lelong <jerome.lelong@imag.fr>
License: LGPL-3+
Files: test/c++/functional/testAmericanOptionForSparse.cpp
test/c++/functional/testAmericanOptionForSparseProf.cpp
test/c++/functional/testAmericanOptionProf.cpp
test/c++/functional/testDemandSDDP.cpp
test/c++/functional/testGasStorageGlobal.cpp
test/c++/functional/testGasStorageGlobalMpi.cpp
test/c++/functional/testGasStorageMpi.cpp
test/c++/functional/testGasStorageSDDP.cpp
test/c++/functional/testGasStorageSDDPTree.cpp
test/c++/functional/testGasStorageSwitchCostMpi.cpp
test/c++/functional/testGasStorageTreeMpi.cpp
test/c++/functional/testGasStorageVaryingCavity.cpp
test/c++/functional/testGasStorageVaryingCavityMpi.cpp
test/c++/functional/testLake.cpp
test/c++/functional/testLakeIid.cpp
test/c++/functional/testLakeMpi.cpp
test/c++/functional/testReservoirWithInflowsSDDP.cpp
test/c++/functional/testSemiLagragian1.cpp
test/c++/functional/testSemiLagragian1Mpi.cpp
test/c++/functional/testSemiLagragian2.cpp
test/c++/functional/testSemiLagragian2Mpi.cpp
test/c++/functional/testSemiLagragian3.cpp
test/c++/functional/testSemiLagragian3Mpi.cpp
test/c++/functional/testStorageAutoDiff.cpp
test/c++/functional/testStorageWithInflowsSDDP.cpp
Copyright: 2016-2026 Fime
License: LGPL-3+
Files: test/c++/unit/regression/testMultiVariateBasis.cpp
Copyright: 2016 Jerome Lelong <jerome.lelong@imag.fr>
License: LGPL-3+
Files: test/python/functional/microGrid/*
test/python/functional/microgridDEA/*
test/python/functional/testMicrogrid.py
test/python/functional/testMicrogridDEA.py
Copyright: 2018 The Regents of the University of California, Michael Ludkovski and Aditya Maheshwari
License: LGPL-3+
Files: test/python/functional/microGrid/checkControlMaps.py
Copyright: 2018 The Regents of the University of California
License: LGPL-3+
Files: test/python/functional/microgridDEA/sobol_lib.py
Copyright: 2011 Bennett Fox
2011 John Burkardt
2011 Corrado Chisari
License: Expat
Files: debian/*
Copyright: 2021-2026 Pierre Gruet <pgt@debian.org>
License: LGPL-3+
License: LGPL-3+
The StOpt library is a free software: you can redistribute it and/or modify
it under the terms of the GNU LESSER GENERAL PUBLIC LICENSE as published by
the Free Software Foundation, either version 3 of the License, or
(at your option) any later version.
.
This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.
See the GNU LESSER GENERAL PUBLIC LICENSE.
.
You should have received a copy of the GNU General Public License
along with this program. If not, see <http://www.gnu.org/licenses/>.
.
On Debian systems the full text of the LGPL-3 can be found in
/usr/share/common-licenses/LGPL-3
License: BSD-2-clause
Redistribution and use in source and binary forms, with or without
modification, are permitted provided that the following conditions are met:
.
1. Redistributions of source code must retain the above copyright notice,
this list of conditions and the following disclaimer.
2. Redistributions in binary form must reproduce the above copyright notice,
this list of conditions and the following disclaimer in the documentation
and/or other materials provided with the distribution.
.
THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE
LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
POSSIBILITY OF SUCH DAMAGE.
License: BSD-3-clause
Redistribution and use in source and binary forms, with or without
modification, are permitted provided that the following conditions are met:
.
1. Redistributions of source code must retain the above copyright notice,
this list of conditions and the following disclaimer.
2. Redistributions in binary form must reproduce the above copyright notice,
this list of conditions and the following disclaimer in the documentation
and/or other materials provided with the distribution.
3. Neither the name of the copyright holder nor the names of its
contributors may be used to endorse or promote products derived from
this software without specific prior written permission.
.
THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE
LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
POSSIBILITY OF SUCH DAMAGE.
License: GPL-2
This program is free software; you can redistribute it and/or modify
it under the terms of the GNU General Public License as published by
the Free Software Foundation; version 2 of the License.
.
This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
GNU General Public License for more details.
.
On Debian systems the full text of the GNU General Public License
version 2 can be found in /usr/share/common-licenses/GPL-2.
License: Expat
Permission is hereby granted, free of charge, to any person obtaining
a copy of this software and associated documentation files (the
"Software"), to deal in the Software without restriction, including
without limitation the rights to use, copy, modify, merge, publish,
distribute, sublicense, and/or sell copies of the Software, and to
permit persons to whom the Software is furnished to do so, subject
to the following conditions:
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The above copyright notice and this permission notice shall be
included in all copies or substantial portions of the Software.
.
THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
OTHER DEALINGS IN THE SOFTWARE.
.
Except as contained in this notice, the name(s) of the above copyright
holders shall not be used in advertising or otherwise to promote the
sale, use or other dealings in this Software without prior written
authorization.