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

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