Multi-fidelity Adaptive Ensemble Stochastic Trust Region Optimization (MÆSTRO) - a plug n play derivate fee solver

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User Guide:

Quickstart
Code Documentation (API)
MC Task
Surrogate Models and Function Structures
Interfacing with MÆSTRO
Running the simulator as a function call
Running the simulator as a script run
Running the simulator on decaf - henson
License

Tutorials:

MÆSTRO with simpleapp
MÆSTRO with a Monte Carlo simulator

Multi-fidelity Adaptive Ensemble Stochastic Trust Region Optimization (MÆSTRO) - a plug n play derivate fee solver

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Running the simulator as a function call
Edit on GitHub

Running the simulator as a function call

See the tutorial on MÆSTRO with simpleapp for more details on how to run the MÆSTRO algorithm where the simulator is called using a function call

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© Copyright 2022, Mohan Krishnamoorthy, Sven Leyffer. Revision 7aae5653.

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