libstopt5
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.
libkf5akonadicalendar-bin
akonadi-calendar - runtime binaries
This library offers helper functions to integrate the use of Akonadi calendar
items in applications.
libopenturns0.19
dynamic libraries for OpenTURNS
OpenTURNS is a powerful and generic tool to treat and quantify
uncertainties in numerical simulations in design, optimization and
control. It allows both sensitivity and reliability analysis studies:
* define the outputs of interest and decision criteria;
* quantify and model the source of uncertainties;
* propagate uncertainties and/or analyse sensitivity
* rank the sources of uncertainty
python3-uart-devices
Python library for managing UART devices on Linux
uart-devices is a comprehensive Python library designed to interact with
UART (Universal Asynchronous Receiver/Transmitter) devices on Linux platforms.
This library simplifies the process of detecting, configuring, and managing
UART devices directly from Python scripts, providing a robust toolkit for
developers working with serial communication hardware.
libhypre-2.28.0
High Performance Matrix Preconditioners - Shared Library
Hypre is a set of matrix preconditioning libraries to aid in the
solution of large systems of linear equations.
r-bioc-dir.expiry
Bioconductor managing expiration for cache directories
Implements an expiration system for access to versioned directories.
Directories that have not been accessed by a registered function within
a certain time frame are deleted. This aims to reduce disk usage by
eliminating obsolete caches generated by old versions of packages.