Add a fudge factor of two when checking "unknown" conelp results.

[dunshire.git] / dunshire / games.py

diff --git a/dunshire/games.py b/dunshire/games.py
index c841caae752b9075ee28030d2a15df5d42354308..4451606c42c27d4e02d4cdfc30c469a1756d99e5 100644 (file)
--- a/dunshire/games.py
+++ b/dunshire/games.py
@@ -505,7 +505,13 @@ class SymmetricLinearGame:
             # objectives match (within a tolerance) and that the
             # primal/dual optimal solutions are within the cone (to a
             # tolerance as well).
-            if abs(p1_value - p2_value) > options.ABS_TOL:
+            #
+            # The fudge factor of two is basically unjustified, but
+            # makes intuitive sense when you imagine that the primal
+            # value could be under the true optimal by ``ABS_TOL``
+            # and the dual value could be over by the same amount.
+            #
+            if abs(p1_value - p2_value) > 2*options.ABS_TOL:
                 raise GameUnsolvableException(self, soln_dict)
             if (p1_optimal not in self._K) or (p2_optimal not in self._K):
                 raise GameUnsolvableException(self, soln_dict)