[ 1],
e2 = [ 1]
[ 2]
- [ 3],
- Condition((L, K, e1, e2)) = 31.834...
+ [ 3]
Lists can (and probably should) be used for every argument::
e1 = [ 1]
[ 1],
e2 = [ 1]
- [ 1],
- Condition((L, K, e1, e2)) = 1.707...
+ [ 1]
The points ``e1`` and ``e2`` can also be passed as some other
enumerable type (of the correct length) without much harm, since
e1 = [ 1]
[ 1],
e2 = [ 1]
- [ 1],
- Condition((L, K, e1, e2)) = 1.707...
+ [ 1]
However, ``L`` will always be intepreted as a list of rows, even
if it is passed as a :class:`cvxopt.base.matrix` which is
e1 = [ 1]
[ 1],
e2 = [ 1]
- [ 1],
- Condition((L, K, e1, e2)) = 6.073...
+ [ 1]
>>> L = cvxopt.matrix(L)
>>> print(L)
[ 1 3]
e1 = [ 1]
[ 1],
e2 = [ 1]
- [ 1],
- Condition((L, K, e1, e2)) = 6.073...
+ [ 1]
"""
def __init__(self, L, K, e1, e2):
' L = {:s},\n' \
' K = {!s},\n' \
' e1 = {:s},\n' \
- ' e2 = {:s},\n' \
- ' Condition((L, K, e1, e2)) = {:f}.'
+ ' e2 = {:s}'
indented_L = '\n '.join(str(self.L()).splitlines())
indented_e1 = '\n '.join(str(self.e1()).splitlines())
indented_e2 = '\n '.join(str(self.e2()).splitlines())
return tpl.format(indented_L,
str(self.K()),
indented_e1,
- indented_e2,
- self.condition())
+ indented_e2)
def L(self):
- def _G(self):
+ def G(self):
r"""
Return the matrix ``G`` used in our CVXOPT construction.
>>> 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]
append_col(self.e1(), -self.L()))
- def _c(self):
+ def c(self):
"""
Return the vector ``c`` used in our CVXOPT construction.
>>> 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]
"""
return CartesianProduct(self._K, self._K)
- def _h(self):
- """
+ def h(self):
+ r"""
Return the ``h`` vector used in our CVXOPT construction.
The ``h`` vector appears on the right-hand side of :math:`Gx + s
>>> 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]
@staticmethod
def b():
- """
+ r"""
Return the ``b`` vector used in our CVXOPT construction.
The vector ``b`` appears on the right-hand side of :math:`Ax =
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}
def _L_specnorm(self):
"""
- Compute the spectral norm of ``L`` and cache it.
+ Compute the spectral norm of :meth:`L` and cache it.
+
+ The spectral norm of the matrix :meth:`L` is used in a few
+ places. Since it can be expensive to compute, we want to cache
+ its value. That is not possible in :func:`specnorm`, which lies
+ outside of a class, so this is the place to do it.
+
+ Returns
+ -------
+
+ float
+ A nonnegative real number; the largest singular value of
+ the matrix :meth:`L`.
+
"""
if self._L_specnorm_value is None:
self._L_specnorm_value = specnorm(self.L())
return self._L_specnorm_value
+
def tolerance_scale(self, solution):
- # Don't return anything smaller than 1... we can't go below
- # out "minimum tolerance."
+ r"""
+ Return a scaling factor that should be applied to ``ABS_TOL``
+ for this game.
+
+ When performing certain comparisons, the default tolernace
+ ``ABS_TOL`` may not be appropriate. For example, if we expect
+ ``x`` and ``y`` to be within ``ABS_TOL`` of each other, than the
+ inner product of ``L*x`` and ``y`` can be as far apart as the
+ spectral norm of ``L`` times the sum of the norms of ``x`` and
+ ``y``. Such a comparison is made in :meth:`solution`, and in
+ many of our unit tests.
+
+ The returned scaling factor found from the inner product mentioned
+ above is
+
+ .. math::
+
+ \left\lVert L \right\rVert_{2}
+ \left( \left\lVert \bar{x} \right\rVert
+ + \left\lVert \bar{y} \right\rVert
+ \right),
+
+ where :math:`\bar{x}` and :math:`\bar{y}` are optimal solutions
+ for players one and two respectively. This scaling factor is not
+ formally justified, but attempting anything smaller leads to
+ test failures.
+
+ .. warning::
+
+ Optimal solutions are not unique, so the scaling factor
+ obtained from ``solution`` may not work when comparing other
+ solutions.
+
+ Parameters
+ ----------
+
+ solution : Solution
+ A solution of this game, used to obtain the norms of the
+ optimal strategies.
+
+ Returns
+ -------
+
+ float
+ A scaling factor to be multiplied by ``ABS_TOL`` when
+ making comparisons involving solutions of this game.
+
+ """
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/2.0)
+
+ # Don't return anything smaller than 1... we can't go below
+ # out "minimum tolerance."
+ return max(1, scale)
def solution(self):
"""
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(),
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):
[ 3],
e2 = [ 1]
[ 1]
- [ 1],
- Condition((L, K, e1, e2)) = 44.476...
+ [ 1]
"""
# We pass ``self.L()`` right back into the constructor, because
projects / dunshire.git / blobdiff