From: Michael Orlitzky <michael@orlitzky.com>
Date: Thu, 6 Oct 2016 17:39:06 +0000 (-0400)
Subject: Add the game dual() method and document symmetric_linear_game.py.
X-Git-Tag: 0.1.0~203
X-Git-Url: https://gitweb.michael.orlitzky.com/?a=commitdiff_plain;h=6332794f1ecd2af0afdf5eab527bebcaaa9f58a2;p=dunshire.git

Add the game dual() method and document symmetric_linear_game.py.
---

diff --git a/src/dunshire/symmetric_linear_game.py b/src/dunshire/symmetric_linear_game.py
index e92e820..07385d7 100644
--- a/src/dunshire/symmetric_linear_game.py
+++ b/src/dunshire/symmetric_linear_game.py
@@ -21,6 +21,10 @@ class Solution:
     the value of the game, and both players' strategies.
     """
     def __init__(self, game_value, p1_optimal, p2_optimal):
+        """
+        Create a new Solution object from a game value and two optimal
+        strategies for the players.
+        """
         self._game_value = game_value
         self._player1_optimal = p1_optimal
         self._player2_optimal = p2_optimal
@@ -50,14 +54,23 @@ class Solution:
 
 
     def game_value(self):
+        """
+        Return the game value for this solution.
+        """
         return self._game_value
 
 
     def player1_optimal(self):
+        """
+        Return player one's optimal strategy in this solution.
+        """
         return self._player1_optimal
 
 
     def player2_optimal(self):
+        """
+        Return player two's optimal strategy in this solution.
+        """
         return self._player2_optimal
 
 
@@ -79,7 +92,6 @@ class SymmetricLinearGame:
 
     The ambient space is assumed to be the span of ``K``.
     """
-
     def __init__(self, L, K, e1, e2):
         """
         INPUT:
@@ -107,19 +119,63 @@ class SymmetricLinearGame:
         if not K.contains_strict(self._e2):
             raise ValueError('the point e2 must lie in the interior of K')
 
+    def __str__(self):
+        """
+        Return a string representatoin of this game.
+        """
+        return "a game"
+
     def solution(self):
+        """
+        Solve this linear game and return a Solution object.
+
+        OUTPUT:
+
+        If the cone program associated with this game could be
+        successfully solved, then a Solution object containing the
+        game's value and optimal strategies is returned. If the game
+        could *not* be solved -- which should never happen -- then a
+        GameUnsolvableException is raised. It can be printed to get the
+        raw output from CVXOPT.
+        """
+        # The cone "C" that appears in the statement of the CVXOPT
+        # conelp program.
         C = CartesianProduct(self._K, self._K)
+
+        # The column vector "b" that appears on the right-hand side of
+        # Ax = b in the statement of the CVXOPT conelp program.
         b = matrix([1], tc='d')
+
         # A column of zeros that fits K.
         zero = matrix(0, (self._K.dimension(), 1), tc='d')
+
+        # The column vector "h" that appears on the right-hand side of
+        # Gx + s = h in the statement of the CVXOPT conelp program.
         h = matrix([zero, zero])
+
+        # The column vector "c" that appears in the objective function
+        # value <c,x> in the statement of the CVXOPT conelp program.
         c = matrix([-1, zero])
+
+        # The matrix "G" that appears on the left-hand side of Gx + s = h
+        # in the statement of the CVXOPT conelp program.
         G = append_row(append_col(zero, -identity(self._K.dimension())),
                        append_col(self._e1, -self._L))
+
+        # The matrix "A" that appears on the right-hand side of Ax = b
+        # in the statement of the CVXOPT conelp program.
         A = matrix([0, self._e1], (1, self._K.dimension() + 1), 'd')
 
+        # Actually solve the thing and obtain a dictionary describing
+        # what happened.
         soln_dict = solvers.conelp(c, G, h, C.cvxopt_dims(), A, b)
 
+        # The "status" field contains "optimal" if everything went
+        # according to plan. Other possible values are "primal
+        # infeasible", "dual infeasible", "unknown", all of which
+        # mean we didn't get a solution. That should never happen,
+        # because by construction our game has a solution, and thus
+        # the cone program should too.
         if soln_dict['status'] != 'optimal':
             raise GameUnsolvableException(soln_dict)
 
@@ -128,3 +184,12 @@ class SymmetricLinearGame:
         p2_optimal = soln_dict['z'][self._K.dimension():]
 
         return Solution(p1_value, p1_optimal, p2_optimal)
+
+    def dual(self):
+        """
+        Return the dual game to this game.
+        """
+        return SymmetricLinearGame(self._L.trans(),
+                                   self._K, # Since "K" is symmetric.
+                                   self._e2,
+                                   self._e1)