How To Install libstopt-dev on Debian 12
Introduction
In this tutorial we learn how to install libstopt-dev
on Debian 12.
What is libstopt-dev
libstopt-dev is:
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 headers and the static libraries (libstopt-mpi which allows for multithreading, and libstopt which does not).
There are three methods to install libstopt-dev
on Debian 12. We can use apt-get
, apt
and aptitude
. In the following sections we will describe each method. You can choose one of them.
Install libstopt-dev Using apt-get
Update apt database with apt-get
using the following command.
sudo apt-get update
After updating apt database, We can install libstopt-dev
using apt-get
by running the following command:
sudo apt-get -y install libstopt-dev
Install libstopt-dev Using apt
Update apt database with apt
using the following command.
sudo apt update
After updating apt database, We can install libstopt-dev
using apt
by running the following command:
sudo apt -y install libstopt-dev
Install libstopt-dev Using aptitude
If you want to follow this method, you might need to install aptitude first since aptitude is usually not installed by default on Debian. Update apt database with aptitude
using the following command.
sudo aptitude update
After updating apt database, We can install libstopt-dev
using aptitude
by running the following command:
sudo aptitude -y install libstopt-dev
How To Uninstall libstopt-dev on Debian 12
To uninstall only the libstopt-dev
package we can use the following command:
sudo apt-get remove libstopt-dev
Uninstall libstopt-dev And Its Dependencies
To uninstall libstopt-dev
and its dependencies that are no longer needed by Debian 12, we can use the command below:
sudo apt-get -y autoremove libstopt-dev
Remove libstopt-dev Configurations and Data
To remove libstopt-dev
configuration and data from Debian 12 we can use the following command:
sudo apt-get -y purge libstopt-dev
Remove libstopt-dev configuration, data, and all of its dependencies
We can use the following command to remove libstopt-dev
configurations, data and all of its dependencies, we can use the following command:
sudo apt-get -y autoremove --purge libstopt-dev
Dependencies
libstopt-dev have the following dependencies:
- libstopt5
- coinor-libcoinutils-dev
- coinor-libosi-dev
- coinor-libclp-dev
- libboost-chrono-dev
- libboost-log-dev
- libboost-mpi-dev
- libboost-random-dev
- libboost-serialization-dev
- libboost-system-dev
- libboost-test-dev
- libboost-thread-dev
- libboost-timer-dev
- libeigen3-dev
- libgeners-dev
- libopenmpi-dev
References
Summary
In this tutorial we learn how to install libstopt-dev
package on Debian 12 using different package management tools: apt
, apt-get
and aptitude
.