X-Git-Url: http://gitweb.michael.orlitzky.com/?a=blobdiff_plain;f=dunshire%2Fgames.py;h=ae1426a2c611f7e315f94fc5fea0e98f1da0905b;hb=cd77ba5250ed98ece623730c26af845366847487;hp=0a473915716de7f4be4ce7d99cbc64d87c960795;hpb=8371d92c42c7faded26d8ef327129ad6d8c72d73;p=dunshire.git diff --git a/dunshire/games.py b/dunshire/games.py index 0a47391..ae1426a 100644 --- a/dunshire/games.py +++ b/dunshire/games.py @@ -4,10 +4,8 @@ Symmetric linear games and their solutions. This module contains the main :class:`SymmetricLinearGame` class that knows how to solve a linear game. """ -from math import sqrt - from cvxopt import matrix, printing, solvers -from .cones import CartesianProduct, IceCream, NonnegativeOrthant +from .cones import CartesianProduct from .errors import GameUnsolvableException, PoorScalingException from .matrices import (append_col, append_row, condition_number, identity, inner_product, norm, specnorm) @@ -324,6 +322,8 @@ class SymmetricLinearGame: if not self._e2 in K: raise ValueError('the point e2 must lie in the interior of K') + # Initial value of cached method. + self._L_specnorm_value = None def __str__(self): @@ -822,25 +822,9 @@ class SymmetricLinearGame: :meth:`L` is satisfied. """ p = self.e2() / (norm(self.e2()) ** 2) - - # Compute the distance from p to the outside of K. - if isinstance(self.K(), NonnegativeOrthant): - # How far is it to a wall? - dist = min(list(self.e1())) - elif isinstance(self.K(), IceCream): - # How far is it to the boundary of the ball that defines - # the ice-cream cone at a given height? Now draw a - # 45-45-90 triangle and the shortest distance to the - # outside of the cone should be 1/sqrt(2) of that. - # It works in R^2, so it works everywhere, right? - height = self.e1()[0] - radius = norm(self.e1()[1:]) - dist = (height - radius) / sqrt(2) - else: - raise NotImplementedError - - nu = - specnorm(self.L())/(dist*norm(self.e2())) - x = matrix([nu,p], (self.dimension() + 1, 1)) + 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 return {'x': x, 's': s} @@ -851,32 +835,33 @@ class SymmetricLinearGame: Return a feasible starting point for player two. """ q = self.e1() / (norm(self.e1()) ** 2) - - # Compute the distance from p to the outside of K. - if isinstance(self.K(), NonnegativeOrthant): - # How far is it to a wall? - dist = min(list(self.e2())) - elif isinstance(self.K(), IceCream): - # How far is it to the boundary of the ball that defines - # the ice-cream cone at a given height? Now draw a - # 45-45-90 triangle and the shortest distance to the - # outside of the cone should be 1/sqrt(2) of that. - # It works in R^2, so it works everywhere, right? - height = self.e2()[0] - radius = norm(self.e2()[1:]) - dist = (height - radius) / sqrt(2) - else: - raise NotImplementedError - - omega = specnorm(self.L())/(dist*norm(self.e1())) + dist = self.K().ball_radius(self.e2()) + omega = self._L_specnorm()/(dist*norm(self.e1())) y = matrix([omega]) z2 = q z1 = y*self.e2() - self.L().trans()*z2 - z = matrix([z1,z2], (self.dimension()*2, 1)) + z = matrix([z1, z2], (self.dimension()*2, 1)) return {'y': y, 'z': z} + def _L_specnorm(self): + """ + Compute the spectral norm of ``L`` and cache it. + """ + if self._L_specnorm_value is None: + self._L_specnorm_value = specnorm(self.L()) + return self._L_specnorm_value + + def epsilon_scale(self, solution): + # Don't return anything smaller than 1... we can't go below + # out "minimum tolerance." + norm_p1_opt = norm(solution.player1_optimal()) + norm_p2_opt = norm(solution.player2_optimal()) + scale = self._L_specnorm()*(norm_p1_opt + norm_p2_opt) + return max(1, scale) + + def solution(self): """ Solve this linear game and return a :class:`Solution`.