X-Git-Url: http://gitweb.michael.orlitzky.com/?a=blobdiff_plain;f=test%2Fsymmetric_linear_game_test.py;h=b9c29fe68056f52da980443809e881ce6faa28ad;hb=0b6e486f52b6c42f78ba408543be0cc4b66fada7;hp=04b85455ac94cb7d76719a7ab8b6a3629a8bc6ef;hpb=797971a93a7e952a6ca92b7a618665a21d61e339;p=dunshire.git diff --git a/test/symmetric_linear_game_test.py b/test/symmetric_linear_game_test.py index 04b8545..b9c29fe 100644 --- a/test/symmetric_linear_game_test.py +++ b/test/symmetric_linear_game_test.py @@ -5,7 +5,7 @@ Unit tests for the :class:`SymmetricLinearGame` class. from unittest import TestCase from dunshire.games import SymmetricLinearGame -from dunshire.matrices import eigenvalues_re, inner_product +from dunshire.matrices import eigenvalues_re, inner_product, norm from dunshire import options from .randomgen import (random_icecream_game, random_ll_icecream_game, random_ll_orthant_game, random_nn_scaling, @@ -42,6 +42,79 @@ class SymmetricLinearGameTest(TestCase): # pylint: disable=R0904 self.assertTrue(abs(first - second) < options.ABS_TOL*modifier) + def test_solutions_dont_change_orthant(self): + G = random_orthant_game() + self.assert_solutions_dont_change(G) + + def test_solutions_dont_change_icecream(self): + G = random_icecream_game() + self.assert_solutions_dont_change(G) + + def assert_solutions_dont_change(self, G): + """ + If we solve the same problem twice, we should get + the same answer both times. + """ + soln1 = G.solution() + soln2 = G.solution() + p1_diff = norm(soln1.player1_optimal() - soln2.player1_optimal()) + p2_diff = norm(soln1.player2_optimal() - soln2.player2_optimal()) + gv_diff = abs(soln1.game_value() - soln2.game_value()) + + p1_close = p1_diff < options.ABS_TOL + p2_close = p2_diff < options.ABS_TOL + gv_close = gv_diff < options.ABS_TOL + + self.assertTrue(p1_close and p2_close and gv_close) + + + def assert_player1_start_valid(self, G): + x = G.player1_start()['x'] + s = G.player1_start()['s'] + s1 = s[0:G.dimension()] + s2 = s[G.dimension():] + self.assert_within_tol(norm(G.A()*x - G.b()), 0) + self.assertTrue((s1, s2) in G.C()) + + + def test_player1_start_valid_orthant(self): + """ + Ensure that player one's starting point is in the orthant. + """ + G = random_orthant_game() + self.assert_player1_start_valid(G) + + + def test_player1_start_valid_icecream(self): + """ + Ensure that player one's starting point is in the ice-cream cone. + """ + G = random_icecream_game() + self.assert_player1_start_valid(G) + + + def assert_player2_start_valid(self, G): + z = G.player2_start()['z'] + z1 = z[0:G.dimension()] + z2 = z[G.dimension():] + self.assertTrue((z1, z2) in G.C()) + + + def test_player2_start_valid_orthant(self): + """ + Ensure that player two's starting point is in the orthant. + """ + G = random_orthant_game() + self.assert_player2_start_valid(G) + + + def test_player2_start_valid_icecream(self): + """ + Ensure that player two's starting point is in the ice-cream cone. + """ + G = random_icecream_game() + self.assert_player2_start_valid(G) + def test_condition_lower_bound(self): """ @@ -64,9 +137,13 @@ class SymmetricLinearGameTest(TestCase): # pylint: disable=R0904 of the game by the same number. """ (alpha, H) = random_nn_scaling(G) - value1 = G.solution().game_value() - value2 = H.solution().game_value() - modifier = 4*max(abs(alpha), 1) + soln1 = G.solution() + soln2 = H.solution() + value1 = soln1.game_value() + value2 = soln2.game_value() + modifier1 = G.tolerance_scale(soln1) + modifier2 = H.tolerance_scale(soln2) + modifier = max(modifier1, modifier2) self.assert_within_tol(alpha*value1, value2, modifier) @@ -105,7 +182,7 @@ class SymmetricLinearGameTest(TestCase): # pylint: disable=R0904 (alpha, H) = random_translation(G) value2 = H.solution().game_value() - modifier = 4*max(abs(alpha), 1) + modifier = G.tolerance_scale(soln1) self.assert_within_tol(value1 + alpha, value2, modifier) # Make sure the same optimal pair works. @@ -148,14 +225,12 @@ class SymmetricLinearGameTest(TestCase): # pylint: disable=R0904 y_bar = soln1.player2_optimal() soln2 = H.solution() - # The modifier of 4 is because each could be off by 2*ABS_TOL, - # which is how far apart the primal/dual objectives have been - # observed being. - self.assert_within_tol(-soln1.game_value(), soln2.game_value(), 4) + mod = G.tolerance_scale(soln1) + self.assert_within_tol(-soln1.game_value(), soln2.game_value(), mod) # Make sure the switched optimal pair works. Since x_bar and # y_bar come from G, we use the same modifier. - self.assert_within_tol(soln2.game_value(), H.payoff(y_bar, x_bar), 4) + self.assert_within_tol(soln2.game_value(), H.payoff(y_bar, x_bar), mod) @@ -188,10 +263,11 @@ class SymmetricLinearGameTest(TestCase): # pylint: disable=R0904 value = soln.game_value() ip1 = inner_product(y_bar, G.L()*x_bar - value*G.e1()) - self.assert_within_tol(ip1, 0) - ip2 = inner_product(value*G.e2() - G.L().trans()*y_bar, x_bar) - self.assert_within_tol(ip2, 0) + + modifier = G.tolerance_scale(soln) + self.assert_within_tol(ip1, 0, modifier) + self.assert_within_tol(ip2, 0, modifier) def test_orthogonality_orthant(self): @@ -247,11 +323,9 @@ class SymmetricLinearGameTest(TestCase): # pylint: disable=R0904 negative_stable = all([eig < options.ABS_TOL for eig in eigs]) self.assertTrue(negative_stable) - # The dual game's value should always equal the primal's. - # The modifier of 4 is because even though the games are dual, - # CVXOPT doesn't know that, and each could be off by 2*ABS_TOL. dualsoln = G.dual().solution() - self.assert_within_tol(dualsoln.game_value(), soln.game_value(), 4) + mod = G.tolerance_scale(soln) + self.assert_within_tol(dualsoln.game_value(), soln.game_value(), mod) def test_lyapunov_orthant(self):