X-Git-Url: http://gitweb.michael.orlitzky.com/?a=blobdiff_plain;f=dunshire%2Fgames.py;h=6ab420d1b0c26cc6de561caf85629bae28f0462a;hb=8831e4cea810a6597770c0b1eabef52dad74928b;hp=951c7f4bc16088e4b82cc91cb90eb41c9e90db5f;hpb=37d44f04834d61eb3c089b52e4ca7cdd75253520;p=dunshire.git diff --git a/dunshire/games.py b/dunshire/games.py index 951c7f4..6ab420d 100644 --- a/dunshire/games.py +++ b/dunshire/games.py @@ -613,7 +613,7 @@ class SymmetricLinearGame: - def _G(self): + def G(self): r""" Return the matrix ``G`` used in our CVXOPT construction. @@ -640,7 +640,7 @@ class SymmetricLinearGame: >>> e1 = [1,2,3] >>> e2 = [1,1,1] >>> SLG = SymmetricLinearGame(L, K, e1, e2) - >>> print(SLG._G()) + >>> print(SLG.G()) [ 0.0000000 -1.0000000 0.0000000 0.0000000] [ 0.0000000 0.0000000 -1.0000000 0.0000000] [ 0.0000000 0.0000000 0.0000000 -1.0000000] @@ -655,7 +655,7 @@ class SymmetricLinearGame: append_col(self.e1(), -self.L())) - def _c(self): + def c(self): """ Return the vector ``c`` used in our CVXOPT construction. @@ -682,7 +682,7 @@ class SymmetricLinearGame: >>> e1 = [1,2,3] >>> e2 = [1,1,1] >>> SLG = SymmetricLinearGame(L, K, e1, e2) - >>> print(SLG._c()) + >>> print(SLG.c()) [-1.0000000] [ 0.0000000] [ 0.0000000] @@ -723,7 +723,7 @@ class SymmetricLinearGame: """ return CartesianProduct(self._K, self._K) - def _h(self): + def h(self): r""" Return the ``h`` vector used in our CVXOPT construction. @@ -750,7 +750,7 @@ class SymmetricLinearGame: >>> e1 = [1,2,3] >>> e2 = [1,1,1] >>> SLG = SymmetricLinearGame(L, K, e1, e2) - >>> print(SLG._h()) + >>> print(SLG.h()) [0.0000000] [0.0000000] [0.0000000] @@ -809,17 +809,32 @@ class SymmetricLinearGame: Return a feasible starting point for player one. This starting point is for the CVXOPT formulation and not for - the original game. The basic premise is that if you normalize - :meth:`e2`, then you get a point in :meth:`K` that makes a unit - inner product with :meth:`e2`. We then get to choose the primal - objective function value such that the constraint involving - :meth:`L` is satisfied. + the original game. The basic premise is that if you scale + :meth:`e2` by the reciprocal of its squared norm, then you get a + point in :meth:`K` that makes a unit inner product with + :meth:`e2`. We then get to choose the primal objective function + value such that the constraint involving :meth:`L` is satisfied. + + Returns + ------- + + dict + A dictionary with two keys, 'x' and 's', which contain the + vectors of the same name in the CVXOPT primal problem + formulation. + + The vector ``x`` consists of the primal objective function + value concatenated with the strategy (for player one) that + achieves it. The vector ``s`` is essentially a dummy + variable, and is computed from the equality constraing in + the CVXOPT primal problem. + """ p = self.e2() / (norm(self.e2()) ** 2) dist = self.K().ball_radius(self.e1()) nu = - self._L_specnorm()/(dist*norm(self.e2())) x = matrix([nu, p], (self.dimension() + 1, 1)) - s = - self._G()*x + s = - self.G()*x return {'x': x, 's': s} @@ -827,6 +842,29 @@ class SymmetricLinearGame: def player2_start(self): """ Return a feasible starting point for player two. + + This starting point is for the CVXOPT formulation and not for + the original game. The basic premise is that if you scale + :meth:`e1` by the reciprocal of its squared norm, then you get a + point in :meth:`K` that makes a unit inner product with + :meth:`e1`. We then get to choose the dual objective function + value such that the constraint involving :meth:`L` is satisfied. + + Returns + ------- + + dict + A dictionary with two keys, 'y' and 'z', which contain the + vectors of the same name in the CVXOPT dual problem + formulation. + + The ``1``-by-``1`` vector ``y`` consists of the dual + objective function value. The last :meth:`dimension` entries + of the vector ``z`` contain the strategy (for player two) + that achieves it. The remaining entries of ``z`` are + essentially dummy variables, computed from the equality + constraint in the CVXOPT dual problem. + """ q = self.e1() / (norm(self.e1()) ** 2) dist = self.K().ball_radius(self.e2()) @@ -1074,9 +1112,9 @@ class SymmetricLinearGame: """ try: opts = {'show_progress': False} - soln_dict = solvers.conelp(self._c(), - self._G(), - self._h(), + soln_dict = solvers.conelp(self.c(), + self.G(), + self.h(), self.C().cvxopt_dims(), self.A(), self.b(), @@ -1186,7 +1224,7 @@ class SymmetricLinearGame: 1.809... """ - return (condition_number(self._G()) + condition_number(self.A()))/2 + return (condition_number(self.G()) + condition_number(self.A()))/2 def dual(self):