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Bug#1001099: marked as done (ITP: stopt -- library for stochastic optimization problems)

Your message dated Sat, 12 Feb 2022 19:00:16 +0000
with message-id <E1nIxd2-000GSo-Oz@fasolo.debian.org>
and subject line Bug#1001099: fixed in stopt 4.2+dfsg1-1
has caused the Debian Bug report #1001099,
regarding ITP: stopt -- library for stochastic optimization problems
to be marked as done.

This means that you claim that the problem has been dealt with.
If this is not the case it is now your responsibility to reopen the
Bug report if necessary, and/or fix the problem forthwith.

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-- 
1001099: https://bugs.debian.org/cgi-bin/bugreport.cgi?bug=1001099
Debian Bug Tracking System
Contact owner@bugs.debian.org with problems
--- Begin Message --- 
Package: wnpp
Severity: wishlist
Owner: Pierre Gruet <pgt@debian.org>
X-Debbugs-Cc: debian-devel@lists.debian.org

* Package name    : stopt
  Version         : 4.2
  Upstream Author : Xavier Warin <xavier.warin@gmail.com>
* URL             : https://gitlab.com/stochastic-control/StOpt/
* License         : LGPL-3
  Programming Lang: C++
  Description     : library for stochastic optimization problems

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.

The package will be team-maintained in the Debian-math team. The upstream
developer is part of the packaging effort.

--- End Message ---
--- Begin Message --- 
Source: stopt
Source-Version: 4.2+dfsg1-1
Done: Pierre Gruet <pgt@debian.org>

We believe that the bug you reported is fixed in the latest version of
stopt, which is due to be installed in the Debian FTP archive.

A summary of the changes between this version and the previous one is
attached.

Thank you for reporting the bug, which will now be closed.  If you
have further comments please address them to 1001099@bugs.debian.org,
and the maintainer will reopen the bug report if appropriate.

Debian distribution maintenance software
pp.
Pierre Gruet <pgt@debian.org> (supplier of updated stopt package)

(This message was generated automatically at their request; if you
believe that there is a problem with it please contact the archive
administrators by mailing ftpmaster@ftp-master.debian.org)


-----BEGIN PGP SIGNED MESSAGE-----
Hash: SHA512

Format: 1.8
Date: Tue, 07 Dec 2021 14:49:08 +0100
Source: stopt
Binary: libstopt-dev libstopt4 libstopt4-dbgsym python3-stopt python3-stopt-dbgsym stopt-doc stopt-examples
Architecture: source amd64 all
Version: 4.2+dfsg1-1
Distribution: unstable
Urgency: medium
Maintainer: Debian Math Team <team+math@tracker.debian.org>
Changed-By: Pierre Gruet <pgt@debian.org>
Description:
 libstopt-dev - library for stochastic optimization problems (development package
 libstopt4  - library for stochastic optimization problems (shared library)
 python3-stopt - library for stochastic optimization problems (Python 3 bindings)
 stopt-doc  - library for stochastic optimization problems (documentation)
 stopt-examples - library for stochastic optimization problems (programs examples)
Closes: 1001099
Changes:
 stopt (4.2+dfsg1-1) unstable; urgency=medium
 .
   * Initial release (Closes: #1001099)
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--- End Message ---
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