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8 years agoReturn CVXOPT matrices from the random matrix functions.
Michael Orlitzky [Thu, 13 Oct 2016 16:33:31 +0000 (12:33 -0400)]
Return CVXOPT matrices from the random matrix functions.

8 years agoTest the dual game value of a Lyapunov game over the orthant.
Michael Orlitzky [Thu, 13 Oct 2016 16:21:56 +0000 (12:21 -0400)]
Test the dual game value of a Lyapunov game over the orthant.

8 years agoRemove unused import.
Michael Orlitzky [Thu, 13 Oct 2016 16:16:32 +0000 (12:16 -0400)]
Remove unused import.

8 years agoAdd another TODO for Lyapunov game tests.
Michael Orlitzky [Thu, 13 Oct 2016 12:44:57 +0000 (08:44 -0400)]
Add another TODO for Lyapunov game tests.

8 years agoAdd a test for Lyapunov games over the orthant.
Michael Orlitzky [Thu, 13 Oct 2016 12:44:03 +0000 (08:44 -0400)]
Add a test for Lyapunov games over the orthant.

8 years agoAdd eigenvalues_re() to compute real parts of eigenvalues of any matrix.
Michael Orlitzky [Thu, 13 Oct 2016 12:32:19 +0000 (08:32 -0400)]
Add eigenvalues_re() to compute real parts of eigenvalues of any matrix.

8 years agoRefactor the random matrix functions a bit.
Michael Orlitzky [Thu, 13 Oct 2016 00:30:32 +0000 (20:30 -0400)]
Refactor the random matrix functions a bit.

8 years agoUse syevr instead of syev for eigenvalues.
Michael Orlitzky [Thu, 13 Oct 2016 00:29:46 +0000 (20:29 -0400)]
Use syevr instead of syev for eigenvalues.

8 years agoAdd a test for the value of a positive operator on the nonnegative orthant.
Michael Orlitzky [Wed, 12 Oct 2016 19:51:39 +0000 (15:51 -0400)]
Add a test for the value of a positive operator on the nonnegative orthant.

8 years agoAdd tests for the orthogonality relationships of a game solution.
Michael Orlitzky [Wed, 12 Oct 2016 19:37:05 +0000 (15:37 -0400)]
Add tests for the orthogonality relationships of a game solution.

8 years agoFix (or cover up) a bunch of pylint warnings.
Michael Orlitzky [Wed, 12 Oct 2016 17:16:16 +0000 (13:16 -0400)]
Fix (or cover up) a bunch of pylint warnings.

8 years agoAdd tests for the "translated" and "negated" games (from a few corollaries).
Michael Orlitzky [Wed, 12 Oct 2016 16:18:53 +0000 (12:18 -0400)]
Add tests for the "translated" and "negated" games (from a few corollaries).

8 years agoRemove a completed TODO.
Michael Orlitzky [Tue, 11 Oct 2016 15:28:47 +0000 (11:28 -0400)]
Remove a completed TODO.

8 years agoAttempt to recover from "unknown" solutions.
Michael Orlitzky [Tue, 11 Oct 2016 15:24:30 +0000 (11:24 -0400)]
Attempt to recover from "unknown" solutions.

Sometimes CVXOPT was coming back with "unknown" solutions that looked
pretty close to real solutions. Now, instead of failing immediately,
we check to see if the primal/dual objectives are within ABS_TOL of
each other, and whether or not the optimal solutions lie in the
cone. If they all do, we take that as our solution and succeed rather
than raising an exception.

This required the loosening of what it means to be in the cone. Before
this commit, a point needed to be "far" inside the cone (past the
tolerance). Now it can lie outside of the cone (but still within the
tolerance). This weakens the checks that we perform on e1 and e2, but
gives us an easy way to check the optimal strategies.

8 years agoSet ABS_TOL to 1e-6 to fix solution comparisons in the test suite.
Michael Orlitzky [Tue, 11 Oct 2016 14:49:15 +0000 (10:49 -0400)]
Set ABS_TOL to 1e-6 to fix solution comparisons in the test suite.

8 years agoRemove a completed TODO.
Michael Orlitzky [Tue, 11 Oct 2016 14:35:44 +0000 (10:35 -0400)]
Remove a completed TODO.

8 years agoGet rid of the contains_strict() methods and compare against ABS_TOL.
Michael Orlitzky [Tue, 11 Oct 2016 14:33:56 +0000 (10:33 -0400)]
Get rid of the contains_strict() methods and compare against ABS_TOL.

Since we're comparing floating point numbers in the containment tests,
we should be doing it against a tolerance. But then, it becomes
pointless to distinguish between strict and non-strict containment.
So, this commit leaves only the __contains__() methods and checks
against options.ABS_TOL.

8 years agoAdd two more tests for nonnegative scaling factors.
Michael Orlitzky [Tue, 11 Oct 2016 14:05:58 +0000 (10:05 -0400)]
Add two more tests for nonnegative scaling factors.

8 years agoAdd another TODO about failing tests.
Michael Orlitzky [Tue, 11 Oct 2016 14:05:37 +0000 (10:05 -0400)]
Add another TODO about failing tests.

8 years agoAdd a test for an example in the Gowda/Ravindran paper.
Michael Orlitzky [Tue, 11 Oct 2016 13:52:13 +0000 (09:52 -0400)]
Add a test for an example in the Gowda/Ravindran paper.

8 years agoReplace one TODO with something else, and add a new one.
Michael Orlitzky [Tue, 11 Oct 2016 13:38:41 +0000 (09:38 -0400)]
Replace one TODO with something else, and add a new one.

8 years agoRemove a completed TODO.
Michael Orlitzky [Tue, 11 Oct 2016 13:36:22 +0000 (09:36 -0400)]
Remove a completed TODO.

8 years agoFinish overhauling the docstrings to numpy format.
Michael Orlitzky [Mon, 10 Oct 2016 18:46:27 +0000 (14:46 -0400)]
Finish overhauling the docstrings to numpy format.

8 years agoSwitch the docs style of cones.py and update cartesian product containment.
Michael Orlitzky [Mon, 10 Oct 2016 17:44:29 +0000 (13:44 -0400)]
Switch the docs style of cones.py and update cartesian product containment.

The docs for cones.py have all been switched (roughly) to use the
numpy style. In the process, I noticed that cartesian product
containment was a lot weirder than it needs to be. The "point" that
the __contains__() and contains_strict() methods take is now a tuple
corresponding to the factors of the cartesian product.

8 years agoAnother shot at documenting the options module.
Michael Orlitzky [Mon, 10 Oct 2016 17:44:14 +0000 (13:44 -0400)]
Another shot at documenting the options module.

8 years agoMore "easy" docs work in matrices.py/options.py.
Michael Orlitzky [Mon, 10 Oct 2016 16:12:38 +0000 (12:12 -0400)]
More "easy" docs work in matrices.py/options.py.

8 years agoRename the "symmetric_linear_game" module to "games".
Michael Orlitzky [Mon, 10 Oct 2016 15:57:01 +0000 (11:57 -0400)]
Rename the "symmetric_linear_game" module to "games".

8 years agoBegin overhauling docs to numpy format.
Michael Orlitzky [Mon, 10 Oct 2016 15:54:29 +0000 (11:54 -0400)]
Begin overhauling docs to numpy format.

8 years agoOverwrite apidoc output by default for now.
Michael Orlitzky [Mon, 10 Oct 2016 15:54:09 +0000 (11:54 -0400)]
Overwrite apidoc output by default for now.

8 years agoEnable the napoleon Sphinx extension.
Michael Orlitzky [Mon, 10 Oct 2016 15:53:54 +0000 (11:53 -0400)]
Enable the napoleon Sphinx extension.

8 years agoMove the README into doc/, add it to the Sphinx index, and tweak that.
Michael Orlitzky [Mon, 10 Oct 2016 14:51:32 +0000 (10:51 -0400)]
Move the README into doc/, add it to the Sphinx index, and tweak that.

8 years agoBegin adding Sphinx crap for API doc generation.
Michael Orlitzky [Mon, 10 Oct 2016 13:07:06 +0000 (09:07 -0400)]
Begin adding Sphinx crap for API doc generation.

8 years agoAdd another TODO item.
Michael Orlitzky [Mon, 10 Oct 2016 12:58:16 +0000 (08:58 -0400)]
Add another TODO item.

8 years agoAdd a unit test for the ice cream cone solution.
Michael Orlitzky [Mon, 10 Oct 2016 02:35:14 +0000 (22:35 -0400)]
Add a unit test for the ice cream cone solution.

8 years agoAdd a first unit test to check that a solution is always obtained.
Michael Orlitzky [Mon, 10 Oct 2016 02:05:46 +0000 (22:05 -0400)]
Add a first unit test to check that a solution is always obtained.

8 years agoTranspose the input matrix "L" by default and document that fact.
Michael Orlitzky [Mon, 10 Oct 2016 02:05:07 +0000 (22:05 -0400)]
Transpose the input matrix "L" by default and document that fact.

8 years agoLoad unit tests from symmetric_linear_game in the test suite.
Michael Orlitzky [Mon, 10 Oct 2016 02:03:44 +0000 (22:03 -0400)]
Load unit tests from symmetric_linear_game in the test suite.

8 years agoAdd an options module to consolidate a few random "settings."
Michael Orlitzky [Mon, 10 Oct 2016 01:58:40 +0000 (21:58 -0400)]
Add an options module to consolidate a few random "settings."

8 years agoFix pylint warnings in matrices.py.
Michael Orlitzky [Mon, 10 Oct 2016 01:31:40 +0000 (21:31 -0400)]
Fix pylint warnings in matrices.py.

8 years agoAdd one more variable exception to the `make lint` target.
Michael Orlitzky [Mon, 10 Oct 2016 01:27:15 +0000 (21:27 -0400)]
Add one more variable exception to the `make lint` target.

8 years agoAdd an inner_product() for matrices.
Michael Orlitzky [Mon, 10 Oct 2016 01:26:56 +0000 (21:26 -0400)]
Add an inner_product() for matrices.

8 years agoAdd another TODO item (find feasible starting points).
Michael Orlitzky [Sun, 9 Oct 2016 18:22:50 +0000 (14:22 -0400)]
Add another TODO item (find feasible starting points).

8 years agoTest that vec() is a no-op on vectors.
Michael Orlitzky [Thu, 6 Oct 2016 22:10:10 +0000 (18:10 -0400)]
Test that vec() is a no-op on vectors.

8 years agoFix SymmetricPSD documentation and add the column-major vec() function.
Michael Orlitzky [Thu, 6 Oct 2016 22:02:54 +0000 (18:02 -0400)]
Fix SymmetricPSD documentation and add the column-major vec() function.

8 years agoRemove a completed TODO item.
Michael Orlitzky [Thu, 6 Oct 2016 21:16:49 +0000 (17:16 -0400)]
Remove a completed TODO item.

8 years agoAdd doctests for the solution of some easy games.
Michael Orlitzky [Thu, 6 Oct 2016 21:10:40 +0000 (17:10 -0400)]
Add doctests for the solution of some easy games.

8 years agoAdd some more doctests for SymmetricPSD containment.
Michael Orlitzky [Thu, 6 Oct 2016 20:13:53 +0000 (16:13 -0400)]
Add some more doctests for SymmetricPSD containment.

8 years agoFactor out srcdir in the makefile.
Michael Orlitzky [Thu, 6 Oct 2016 18:55:38 +0000 (14:55 -0400)]
Factor out srcdir in the makefile.

8 years agoRename a variable to make pylint happy.
Michael Orlitzky [Thu, 6 Oct 2016 18:54:30 +0000 (14:54 -0400)]
Rename a variable to make pylint happy.

8 years agoAdd rough eigenvalue-based containment testing for SymmetricPSD.
Michael Orlitzky [Thu, 6 Oct 2016 18:53:15 +0000 (14:53 -0400)]
Add rough eigenvalue-based containment testing for SymmetricPSD.

8 years agoAdd an eigenvalues() method to matrices.py.
Michael Orlitzky [Thu, 6 Oct 2016 18:40:42 +0000 (14:40 -0400)]
Add an eigenvalues() method to matrices.py.

8 years agoRemove three completed TODO items.
Michael Orlitzky [Thu, 6 Oct 2016 18:19:35 +0000 (14:19 -0400)]
Remove three completed TODO items.

8 years agoFix dict sorting in and add another big example to errors.py.
Michael Orlitzky [Thu, 6 Oct 2016 18:18:29 +0000 (14:18 -0400)]
Fix dict sorting in and add another big example to errors.py.

8 years agoAdd a few docs/examples to errors.py.
Michael Orlitzky [Thu, 6 Oct 2016 18:04:43 +0000 (14:04 -0400)]
Add a few docs/examples to errors.py.

8 years agoEnable doctests in errors.py.
Michael Orlitzky [Thu, 6 Oct 2016 17:56:46 +0000 (13:56 -0400)]
Enable doctests in errors.py.

8 years agoAdd a few SymmetricCone examples.
Michael Orlitzky [Thu, 6 Oct 2016 17:56:27 +0000 (13:56 -0400)]
Add a few SymmetricCone examples.

8 years agoAdd the game dual() method and document symmetric_linear_game.py.
Michael Orlitzky [Thu, 6 Oct 2016 17:39:06 +0000 (13:39 -0400)]
Add the game dual() method and document symmetric_linear_game.py.

8 years agoAdd variable name exceptions to the `make lint` target.
Michael Orlitzky [Thu, 6 Oct 2016 17:38:43 +0000 (13:38 -0400)]
Add variable name exceptions to the `make lint` target.

8 years agoUpdate the `make clean` target for the new source locations.
Michael Orlitzky [Thu, 6 Oct 2016 17:05:03 +0000 (13:05 -0400)]
Update the `make clean` target for the new source locations.

8 years agoReorganize the source under src/dunshire.
Michael Orlitzky [Thu, 6 Oct 2016 17:03:42 +0000 (13:03 -0400)]
Reorganize the source under src/dunshire.

8 years agoFix lint warnings and a few variable errors in symmetric_linear_game.py.
Michael Orlitzky [Thu, 6 Oct 2016 16:48:48 +0000 (12:48 -0400)]
Fix lint warnings and a few variable errors in symmetric_linear_game.py.

8 years agoMove the pretty_print_dict() method out of the class (make it a function).
Michael Orlitzky [Thu, 6 Oct 2016 16:48:15 +0000 (12:48 -0400)]
Move the pretty_print_dict() method out of the class (make it a function).

8 years agoPlay with the error/solution formatting some more.
Michael Orlitzky [Thu, 6 Oct 2016 13:11:49 +0000 (09:11 -0400)]
Play with the error/solution formatting some more.

8 years agoMore work-in-progress on solutions and their errors.
Michael Orlitzky [Thu, 6 Oct 2016 05:45:48 +0000 (01:45 -0400)]
More work-in-progress on solutions and their errors.

8 years agoRemove member vars from SymmetricLinearCone and work on the solution dict.
Michael Orlitzky [Wed, 5 Oct 2016 21:25:08 +0000 (17:25 -0400)]
Remove member vars from SymmetricLinearCone and work on the solution dict.

8 years agoAdd the errors module, in a non-working state.
Michael Orlitzky [Wed, 5 Oct 2016 21:24:41 +0000 (17:24 -0400)]
Add the errors module, in a non-working state.

8 years agoStart to clean up pylint warnings in symmetric_linear_game.py.
Michael Orlitzky [Wed, 5 Oct 2016 17:38:01 +0000 (13:38 -0400)]
Start to clean up pylint warnings in symmetric_linear_game.py.

8 years agoAdd a "make lint" target.
Michael Orlitzky [Wed, 5 Oct 2016 17:37:48 +0000 (13:37 -0400)]
Add a "make lint" target.

8 years agoAdd doctests for the matrices module and fix its pylint warnings.
Michael Orlitzky [Wed, 5 Oct 2016 16:27:07 +0000 (12:27 -0400)]
Add doctests for the matrices module and fix its pylint warnings.

8 years agoAdd documentation, tests, and containment functions to the cones module.
Michael Orlitzky [Wed, 5 Oct 2016 15:57:26 +0000 (11:57 -0400)]
Add documentation, tests, and containment functions to the cones module.

8 years agoAdd a norm function to the matrices module.
Michael Orlitzky [Wed, 5 Oct 2016 15:55:36 +0000 (11:55 -0400)]
Add a norm function to the matrices module.

8 years agoAdd another TODO to compare against a tolerance parameter.
Michael Orlitzky [Wed, 5 Oct 2016 15:55:17 +0000 (11:55 -0400)]
Add another TODO to compare against a tolerance parameter.

8 years agoAdd a most basic test suite runner (for doctests only, at the moment).
Michael Orlitzky [Wed, 5 Oct 2016 14:48:16 +0000 (10:48 -0400)]
Add a most basic test suite runner (for doctests only, at the moment).

8 years agoAdd another TODO to check the dimensions of the PSD cone.
Michael Orlitzky [Wed, 5 Oct 2016 14:47:44 +0000 (10:47 -0400)]
Add another TODO to check the dimensions of the PSD cone.

8 years agoAdd two more TODO items.
Michael Orlitzky [Wed, 5 Oct 2016 12:36:03 +0000 (08:36 -0400)]
Add two more TODO items.

8 years agoAdd a TODO with a bunch of things I need to do.
Michael Orlitzky [Wed, 5 Oct 2016 02:42:52 +0000 (22:42 -0400)]
Add a TODO with a bunch of things I need to do.

8 years agoAdd a word to the README.
Michael Orlitzky [Wed, 5 Oct 2016 02:14:07 +0000 (22:14 -0400)]
Add a word to the README.

8 years agoAdd a makefile.
Michael Orlitzky [Wed, 5 Oct 2016 02:12:25 +0000 (22:12 -0400)]
Add a makefile.

8 years agoSimplify the model a bit.
Michael Orlitzky [Wed, 5 Oct 2016 02:11:48 +0000 (22:11 -0400)]
Simplify the model a bit.

8 years agoInitial commit of something that returns an answer.
Michael Orlitzky [Wed, 5 Oct 2016 00:41:03 +0000 (20:41 -0400)]
Initial commit of something that returns an answer.