From: Michael Orlitzky <michael@orlitzky.com>
Date: Mon, 10 Oct 2016 02:05:46 +0000 (-0400)
Subject: Add a first unit test to check that a solution is always obtained.
X-Git-Tag: 0.1.0~181
X-Git-Url: https://gitweb.michael.orlitzky.com/?a=commitdiff_plain;h=daf22c1bf9368faf42d9b045e8ad437183542362;p=dunshire.git

Add a first unit test to check that a solution is always obtained.
---

diff --git a/src/dunshire/symmetric_linear_game.py b/src/dunshire/symmetric_linear_game.py
index 857b064..b6489ba 100644
--- a/src/dunshire/symmetric_linear_game.py
+++ b/src/dunshire/symmetric_linear_game.py
@@ -6,13 +6,15 @@ to solve a linear game.
 """
 
 from cvxopt import matrix, printing, solvers
+from unittest import TestCase
 
 from cones import CartesianProduct
 from errors import GameUnsolvableException
-from matrices import append_col, append_row, identity
+from matrices import append_col, append_row, identity, inner_product
+import options
 
-printing.options['dformat'] = '%.7f'
-solvers.options['show_progress'] = False
+printing.options['dformat'] = options.FLOAT_FORMAT
+solvers.options['show_progress'] = options.VERBOSE
 
 
 class Solution:
@@ -383,3 +385,35 @@ class SymmetricLinearGame:
                                    self._K, # Since "K" is symmetric.
                                    self._e2,
                                    self._e1)
+
+
+class SymmetricLinearGameTest(TestCase):
+
+    def assertEqualWithinTol(self, first, second):
+        """
+        Test that ``first`` and ``second`` are equal within our default
+        tolerance.
+        """
+        self.assertTrue(abs(first - second) < options.ABS_TOL)
+
+
+    def test_solution_exists(self):
+        """
+        Every linear game has a solution, so we should be able to solve
+        every symmetric linear game. Pick some parameters randomly and
+        give it a shot.
+        """
+        from cones import NonnegativeOrthant
+        from random import randint, uniform
+        ambient_dim = randint(1,10)
+        K = NonnegativeOrthant(ambient_dim)
+        e1 = [uniform(0.1, 10) for idx in range(ambient_dim)]
+        e2 = [uniform(0.1, 10) for idx in range(ambient_dim)]
+        L = [[uniform(-10, 10) for i in range(ambient_dim)]
+              for j in range(ambient_dim)]
+        G = SymmetricLinearGame(L, K, e1, e2)
+        soln = G.solution()
+        L_matrix = matrix(L).trans()
+        expected = inner_product(L_matrix*soln.player1_optimal(),
+                                 soln.player2_optimal())
+        self.assertEqualWithinTol(soln.game_value(), expected)