From: Michael Orlitzky <michael@orlitzky.com>
Date: Tue, 1 Nov 2016 00:10:51 +0000 (-0400)
Subject: Add a fudge factor of two when checking "unknown" conelp results.
X-Git-Tag: 0.1.0~104
X-Git-Url: http://gitweb.michael.orlitzky.com/?p=dunshire.git;a=commitdiff_plain;h=465df68194eff71cadf77281a3a612111d6b0785

Add a fudge factor of two when checking "unknown" conelp results.
---

diff --git a/dunshire/games.py b/dunshire/games.py
index c841caa..4451606 100644
--- a/dunshire/games.py
+++ b/dunshire/games.py
@@ -505,7 +505,13 @@ class SymmetricLinearGame:
             # objectives match (within a tolerance) and that the
             # primal/dual optimal solutions are within the cone (to a
             # tolerance as well).
-            if abs(p1_value - p2_value) > options.ABS_TOL:
+            #
+            # The fudge factor of two is basically unjustified, but
+            # makes intuitive sense when you imagine that the primal
+            # 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:
                 raise GameUnsolvableException(self, soln_dict)
             if (p1_optimal not in self._K) or (p2_optimal not in self._K):
                 raise GameUnsolvableException(self, soln_dict)