Add the errors module, in a non-working state.

[dunshire.git] / symmetric_linear_game.py

diff --git a/symmetric_linear_game.py b/symmetric_linear_game.py
index 09b63aaf1da6e2057fbb30e613955bd4ee47907c..29f64ad3339e4b7fe16f49b328fc2b0ed2969925 100644 (file)
--- a/symmetric_linear_game.py
+++ b/symmetric_linear_game.py
@@ -1,7 +1,10 @@
 from cvxopt import matrix, printing, solvers
 
-from cones import CartesianProduct, NonnegativeOrthant
-from matrices import append_cols, append_row, identity
+from cones import CartesianProduct
+from matrices import append_col, append_row, identity
+
+printing.options['dformat'] = '%.7f'
+solvers.options['show_progress'] = False
 
 class SymmetricLinearGame:
     """
@@ -38,65 +41,42 @@ class SymmetricLinearGame:
                       as a column vector.
 
         """
-        self._K  = K
-        self._C = CartesianProduct(NonnegativeOrthant(2), K, K)
-        n = self._K.dimension()
-        self._L  = matrix(L,  (n,n))
-        self._e1 = matrix(e1, (n,1)) # TODO: check that e1 and e2
-        self._e2 = matrix(e2, (n,1)) # are in the interior of K...
-        self._h  = matrix(0,  (self._C.dimension(),1), 'd')
-        self._b = matrix(1,   (1,1), 'd')
-        self._c = matrix([-1,1] + ([0]*n), (n+2,1), 'd')
-        self._G = append_row(-identity(n+2),
-                             append_cols([self._e1, -self._e1, -self._L]))
-        self._A = matrix([0,0] + e1, (1, n+2), 'd')
-
-    def e1(self):
-        return self._e1
-
-    def e2(self):
-        return self._e2
-
-    def L(self):
-        return self._L
-
-    def h(self):
-        return self._h
-
-    def b(self):
-        return self._b
-
-    def c(self):
-        return self._c
-
-    def G(self):
-        return self._G
-
-    def A(self):
-        return self._A
-
-    def C(self):
-        return self._C
+        self._K = K
+        self._C = CartesianProduct(K, K)
+        self._e1 = matrix(e1, (K.dimension(), 1))
+        self._e2 = matrix(e2, (K.dimension(), 1))
+
+        if not K.contains_strict(self._e1):
+            raise ValueError('the point e1 must lie in the interior of K')
+        if not K.contains_strict(self._e2):
+            raise ValueError('the point e2 must lie in the interior of K')
+
+        self._L = matrix(L, (K.dimension(), K.dimension()))
+        self._b = matrix([1], tc='d')
+        # A column of zeros that fits K.
+        zero = matrix(0, (K.dimension(), 1), tc='d')
+        self._h = matrix([zero, zero])
+        self._c = matrix([-1, zero])
+        self._G = append_row(append_col(zero, -identity(K.dimension())),
+                             append_col(self._e1, -self._L))
+        self._A = matrix([0, self._e1], (1, K.dimension() + 1), 'd')
+
+    def solution(self):
+        soln = solvers.conelp(self._c,
+                              self._G,
+                              self._h,
+                              self._C.cvxopt_dims(),
+                              self._A,
+                              self._b)
+        return soln
 
     def solve(self):
-        solvers.options['show_progress'] = False
-        soln = solvers.conelp(self.c(),
-                              self.G(),
-                              self.h(),
-                              self.C().cvxopt_dims(),
-                              self.A(),
-                              self.b())
-
-        printing.options['dformat'] = '%.7f'
-        value = soln['x'][0] - soln['x'][1]
-        print('Value of the game: {:f}'.format(value))
-
-        opt1 = soln['x'][2:]
-        print('Optimal strategy (player one):')
-        print(opt1)
+        soln = self.solution()
 
-        #opt2 = soln['y'][2:]
-        #print('Optimal strategy (player two):')
-        #print(opt2)
+        print('Value of the game (player one): {:f}'.format(soln['x'][0]))
+        print('Optimal strategy (player one):')
+        print(soln['x'][1:])
 
-        return soln
+        print('Value of the game (player two): {:f}'.format(soln['y'][0]))
+        print('Optimal strategy (player two):')
+        print(soln['z'][self._K.dimension():])