How To Install libstopt4 on Ubuntu
Posted on April 1, 2023 (Last modified on May 20, 2023 )
3 minutes • 584 words
Introduction
In this tutorial we learn how to install libstopt4 on Ubuntu.
What is libstopt4
libstopt4 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 libstopt4 on Ubuntu. We can use apt-get, apt and aptitude. In the following sections we will describe each method. You can choose one of them.
Install libstopt4 Using apt-get
Update apt database with apt-get using the following command.
sudo apt-get update
After updating apt database, We can install libstopt4 using apt-get by running the following command:
sudo apt-get -y install libstopt4
Install libstopt4 Using apt
Update apt database with apt using the following command.
sudo apt update
After updating apt database, We can install libstopt4 using apt by running the following command:
sudo apt -y install libstopt4
Install libstopt4 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 Ubuntu. Update apt database with aptitude using the following command.
sudo aptitude update
After updating apt database, We can install libstopt4 using aptitude by running the following command:
sudo aptitude -y install libstopt4
How To Uninstall libstopt4 on Ubuntu
To uninstall only the libstopt4 package we can use the following command:
sudo apt-get remove libstopt4
Uninstall libstopt4 And Its Dependencies
To uninstall libstopt4 and its dependencies that are no longer needed by Ubuntu, we can use the command below:
sudo apt-get -y autoremove libstopt4
Remove libstopt4 Configurations and Data
To remove libstopt4 configuration and data from Ubuntu we can use the following command:
sudo apt-get -y purge libstopt4
Remove libstopt4 configuration, data, and all of its dependencies
We can use the following command to remove libstopt4 configurations, data and all of its dependencies, we can use the following command:
sudo apt-get -y autoremove --purge libstopt4
Dependencies
libstopt4 have the following dependencies:
References
Summary
In this tutorial we learn how to install libstopt4 package on Ubuntu using different package management tools: apt, apt-get and aptitude.