]> gitweb.michael.orlitzky.com - dunshire.git/blobdiff - src/dunshire/games.py
Rename "xi" and "gamma" to "p" and "q" to avoid name clashes with CVXOPT.
[dunshire.git] / src / dunshire / games.py
index 92a3ffe7b6f684ea134ff88bdf08d745ae7a4944..43fa007c61077c90ef627e9738afbaa09dcde9c1 100644 (file)
@@ -427,6 +427,12 @@ class SymmetricLinearGame:
         # what happened.
         soln_dict = solvers.conelp(c, G, h, C.cvxopt_dims(), A, b)
 
+        # The optimal strategies are named ``p`` and ``q`` in the
+        # background documentation, and we need to extract them from
+        # the CVXOPT ``x`` and ``z`` variables. The objective values
+        # :math:`nu` and :math:`omega` can also be found in the CVXOPT
+        # ``x`` and ``y`` variables; however, they're stored
+        # conveniently as separate entries in the solution dictionary.
         p1_value = -soln_dict['primal objective']
         p2_value = -soln_dict['dual objective']
         p1_optimal = soln_dict['x'][1:]