L = [[1,-2],[-2,1]]
G = SymmetricLinearGame(L, K, e1, e2)
self.assertTrue(G.solution().game_value() < -options.ABS_TOL)
+
+
+ def test_nonnegative_scaling_orthant(self):
+ """
+ Test that scaling ``L`` by a nonnegative number scales the value
+ of the game by the same number. Use the nonnegative orthant as
+ our cone.
+ """
+ ambient_dim = randint(1, 10)
+ K = NonnegativeOrthant(ambient_dim)
+ e1 = [uniform(0.1, 10) for idx in range(K.dimension())]
+ e2 = [uniform(0.1, 10) for idx in range(K.dimension())]
+ L = matrix([[uniform(-10, 10) for i in range(K.dimension())]
+ for j in range(K.dimension())])
+ G1 = SymmetricLinearGame(L, K, e1, e2)
+ value1 = G1.solution().game_value()
+ alpha = uniform(0.1, 10)
+
+ G2 = SymmetricLinearGame(alpha*L, K, e1, e2)
+ value2 = G2.solution().game_value()
+ self.assert_within_tol(alpha*value1, value2)
+
+
+ def test_nonnegative_scaling_icecream(self):
+ """
+ The same test as :meth:`test_nonnegative_scaling_orthant`,
+ except over the ice cream cone.
+ """
+ # Use a minimum dimension of two to avoid divide-by-zero in
+ # the fudge factor we make up later.
+ ambient_dim = randint(2, 10)
+ K = IceCream(ambient_dim)
+ e1 = [1] # Set the "height" of e1 to one
+ e2 = [1] # And the same for e2
+
+ # If we choose the rest of the components of e1,e2 randomly
+ # between 0 and 1, then the largest the squared norm of the
+ # non-height part of e1,e2 could be is the 1*(dim(K) - 1). We
+ # need to make it less than one (the height of the cone) so
+ # that the whole thing is in the cone. The norm of the
+ # non-height part is sqrt(dim(K) - 1), and we can divide by
+ # twice that.
+ fudge_factor = 1.0 / (2.0*sqrt(K.dimension() - 1.0))
+ e1 += [fudge_factor*uniform(0, 1) for idx in range(K.dimension() - 1)]
+ e2 += [fudge_factor*uniform(0, 1) for idx in range(K.dimension() - 1)]
+ L = matrix([[uniform(-10, 10) for i in range(K.dimension())]
+ for j in range(K.dimension())])
+
+ G1 = SymmetricLinearGame(L, K, e1, e2)
+ value1 = G1.solution().game_value()
+ alpha = uniform(0.1, 10)
+
+ G2 = SymmetricLinearGame(alpha*L, K, e1, e2)
+ value2 = G2.solution().game_value()
+ self.assert_within_tol(alpha*value1, value2)
+