Pass ABS_TOL to CVXOPT when solving games.

[dunshire.git] / dunshire / games.py

diff --git a/dunshire/games.py b/dunshire/games.py
index 4451606c42c27d4e02d4cdfc30c469a1756d99e5..c2ca68ea7faee4f751410a1dbf27c31517400d9f 100644 (file)
--- a/dunshire/games.py
+++ b/dunshire/games.py
@@ -12,8 +12,6 @@ from .matrices import append_col, append_row, condition_number, identity
 from . import options
 
 printing.options['dformat'] = options.FLOAT_FORMAT
-solvers.options['show_progress'] = options.VERBOSE
-
 
 class Solution:
     """
@@ -222,7 +220,7 @@ class SymmetricLinearGame:
           e2 = [ 1]
                [ 2]
                [ 3],
-          Condition((L, K, e1, e2)) = 31.834895.
+          Condition((L, K, e1, e2)) = 31.834...
 
     Lists can (and probably should) be used for every argument::
 
@@ -241,7 +239,7 @@ class SymmetricLinearGame:
                [ 1],
           e2 = [ 1]
                [ 1],
-          Condition((L, K, e1, e2)) = 1.707107.
+          Condition((L, K, e1, e2)) = 1.707...
 
     The points ``e1`` and ``e2`` can also be passed as some other
     enumerable type (of the correct length) without much harm, since
@@ -264,7 +262,7 @@ class SymmetricLinearGame:
                [ 1],
           e2 = [ 1]
                [ 1],
-          Condition((L, K, e1, e2)) = 1.707107.
+          Condition((L, K, e1, e2)) = 1.707...
 
     However, ``L`` will always be intepreted as a list of rows, even
     if it is passed as a :class:`cvxopt.base.matrix` which is
@@ -286,7 +284,7 @@ class SymmetricLinearGame:
                [ 1],
           e2 = [ 1]
                [ 1],
-          Condition((L, K, e1, e2)) = 6.073771.
+          Condition((L, K, e1, e2)) = 6.073...
         >>> L = cvxopt.matrix(L)
         >>> print(L)
         [ 1  3]
@@ -302,7 +300,7 @@ class SymmetricLinearGame:
                [ 1],
           e2 = [ 1]
                [ 1],
-          Condition((L, K, e1, e2)) = 6.073771.
+          Condition((L, K, e1, e2)) = 6.073...
 
     """
     def __init__(self, L, K, e1, e2):
@@ -346,7 +344,7 @@ class SymmetricLinearGame:
                           str(self._K),
                           indented_e1,
                           indented_e2,
-                          self._condition())
+                          self.condition())
 
 
     def _zero(self):
@@ -419,13 +417,13 @@ class SymmetricLinearGame:
             >>> print(SLG.solution())
             Game value: -6.1724138
             Player 1 optimal:
-              [ 0.5517241]
-              [-0.0000000]
-              [ 0.4482759]
+              [ 0.551...]
+              [-0.000...]
+              [ 0.448...]
             Player 2 optimal:
-              [0.4482759]
-              [0.0000000]
-              [0.5517241]
+              [0.448...]
+              [0.000...]
+              [0.551...]
 
         The value of the following game can be computed using the fact
         that the identity is invertible::
@@ -439,13 +437,13 @@ class SymmetricLinearGame:
             >>> print(SLG.solution())
             Game value: 0.0312500
             Player 1 optimal:
-              [0.0312500]
-              [0.0625000]
-              [0.0937500]
+              [0.031...]
+              [0.062...]
+              [0.093...]
             Player 2 optimal:
-              [0.1250000]
-              [0.1562500]
-              [0.1875000]
+              [0.125...]
+              [0.156...]
+              [0.187...]
 
         """
         # The cone "C" that appears in the statement of the CVXOPT
@@ -467,6 +465,8 @@ class SymmetricLinearGame:
         # Actually solve the thing and obtain a dictionary describing
         # what happened.
         try:
+            solvers.options['show_progress'] = options.VERBOSE
+            solvers.options['abs_tol'] = options.ABS_TOL
             soln_dict = solvers.conelp(c, self._G(), h,
                                        C.cvxopt_dims(), self._A(), b)
         except ValueError as e:
@@ -511,7 +511,7 @@ class SymmetricLinearGame:
             # value could be under the true optimal by ``ABS_TOL``
             # and the dual value could be over by the same amount.
             #
-            if abs(p1_value - p2_value) > 2*options.ABS_TOL:
+            if abs(p1_value - p2_value) > options.ABS_TOL:
                 raise GameUnsolvableException(self, soln_dict)
             if (p1_optimal not in self._K) or (p2_optimal not in self._K):
                 raise GameUnsolvableException(self, soln_dict)
@@ -519,7 +519,7 @@ class SymmetricLinearGame:
         return Solution(p1_value, p1_optimal, p2_optimal)
 
 
-    def _condition(self):
+    def condition(self):
         r"""
         Return the condition number of this game.
 
@@ -547,7 +547,7 @@ class SymmetricLinearGame:
         >>> e1 = [1]
         >>> e2 = e1
         >>> SLG = SymmetricLinearGame(L, K, e1, e2)
-        >>> actual = SLG._condition()
+        >>> actual = SLG.condition()
         >>> expected = 1.8090169943749477
         >>> abs(actual - expected) < options.ABS_TOL
         True
@@ -586,7 +586,7 @@ class SymmetricLinearGame:
               e2 = [ 1]
                    [ 1]
                    [ 1],
-              Condition((L, K, e1, e2)) = 44.476765.
+              Condition((L, K, e1, e2)) = 44.476...
 
         """
         # We pass ``self._L`` right back into the constructor, because