From e41ad668f4f16d8948181ae307cb98430b37ed1d Mon Sep 17 00:00:00 2001 From: Michael Orlitzky Date: Thu, 10 Nov 2016 21:29:42 -0500 Subject: [PATCH] Add the player1_start() method and two tests for it. --- dunshire/games.py | 40 ++++++++++++++++++++++++++++-- test/symmetric_linear_game_test.py | 25 +++++++++++++++++++ 2 files changed, 63 insertions(+), 2 deletions(-) diff --git a/dunshire/games.py b/dunshire/games.py index 672810d..3ed89bb 100644 --- a/dunshire/games.py +++ b/dunshire/games.py @@ -4,12 +4,13 @@ Symmetric linear games and their solutions. This module contains the main :class:`SymmetricLinearGame` class that knows how to solve a linear game. """ +from math import sqrt from cvxopt import matrix, printing, solvers -from .cones import CartesianProduct +from .cones import CartesianProduct, IceCream, NonnegativeOrthant from .errors import GameUnsolvableException, PoorScalingException from .matrices import (append_col, append_row, condition_number, identity, - inner_product) + inner_product, norm, specnorm) from . import options printing.options['dformat'] = options.FLOAT_FORMAT @@ -809,6 +810,41 @@ class SymmetricLinearGame: return matrix([1], tc='d') + def player1_start(self): + """ + Return a feasible starting point for player one. + + This starting point is for the CVXOPT formulation and not for + the original game. The basic premise is that if you normalize + :meth:`e2`, then you get a point in :meth:`K` that makes a unit + inner product with :meth:`e2`. We then get to choose the primal + objective function value such that the constraint involving + :meth:`L` is satisfied. + """ + p = self.e2() / (norm(self.e2()) ** 2) + + # Compute the distance from p to the outside of K. + if isinstance(self.K(), NonnegativeOrthant): + # How far is it to a wall? + dist = min(list(self.e1())) + elif isinstance(self.K(), IceCream): + # How far is it to the boundary of the ball that defines + # the ice-cream cone at a given height? Now draw a + # 45-45-90 triangle and the shortest distance to the + # outside of the cone should be 1/sqrt(2) of that. + # It works in R^2, so it works everywhere, right? + height = self.e1()[0] + radius = norm(self.e1()[1:]) + dist = (height - radius) / sqrt(2) + else: + raise NotImplementedError + + nu = - specnorm(self.L())/(dist*norm(self.e2())) + x = matrix([nu,p], (self.dimension() + 1, 1)) + s = - self._G()*x + + return {'x': x, 's': s} + def solution(self): """ diff --git a/test/symmetric_linear_game_test.py b/test/symmetric_linear_game_test.py index 1e7194b..b6bd9b8 100644 --- a/test/symmetric_linear_game_test.py +++ b/test/symmetric_linear_game_test.py @@ -68,6 +68,31 @@ class SymmetricLinearGameTest(TestCase): # pylint: disable=R0904 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 test_condition_lower_bound(self): """ Ensure that the condition number of a game is greater than or -- 2.43.2