How To Install libstopt5 on Debian 12
Introduction
In this tutorial we learn how to install libstopt5 on Debian 12.
What is libstopt5
libstopt5 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 shared libraries: one which allows for multithreading (libstopt-mpi) and one which does not (libstopt).
There are three methods to install libstopt5 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 libstopt5 Using apt-get
Update apt database with apt-get using the following command.
sudo apt-get update
After updating apt database, We can install libstopt5 using apt-get by running the following command:
sudo apt-get -y install libstopt5
Install libstopt5 Using apt
Update apt database with apt using the following command.
sudo apt update
After updating apt database, We can install libstopt5 using apt by running the following command:
sudo apt -y install libstopt5
Install libstopt5 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 libstopt5 using aptitude by running the following command:
sudo aptitude -y install libstopt5
How To Uninstall libstopt5 on Debian 12
To uninstall only the libstopt5 package we can use the following command:
sudo apt-get remove libstopt5
Uninstall libstopt5 And Its Dependencies
To uninstall libstopt5 and its dependencies that are no longer needed by Debian 12, we can use the command below:
sudo apt-get -y autoremove libstopt5
Remove libstopt5 Configurations and Data
To remove libstopt5 configuration and data from Debian 12 we can use the following command:
sudo apt-get -y purge libstopt5
Remove libstopt5 configuration, data, and all of its dependencies
We can use the following command to remove libstopt5 configurations, data and all of its dependencies, we can use the following command:
sudo apt-get -y autoremove --purge libstopt5
Dependencies
libstopt5 have the following dependencies:
References
Summary
In this tutorial we learn how to install libstopt5 package on Debian 12 using different package management tools: apt, apt-get and aptitude.
