Source code for nashpy.algorithms.lemke_howson

"""A class for the Lemke Howson algorithm"""
from nashpy.integer_pivoting import (make_tableau, non_basic_variables,

import warnings

import numpy as np
from itertools import cycle

[docs]def shift_tableau(tableau, shape): """ Shift a tableau to ensure labels of pairs of tableaux coincide Parameters ---------- tableau: a numpy array shape: a tuple Returns ------- tableau: a numpy array """ return np.append(np.roll(tableau[:,:-1], shape[0], axis=1), np.ones((shape[0], 1)), axis=1)
[docs]def tableau_to_strategy(tableau, basic_labels, strategy_labels): """ Return a strategy vector from a tableau Parameters ---------- tableau: a numpy array basic_labels: a set strategy_labels: a set Returns ------- strategy: a numpy array """ vertex = [] for column in strategy_labels: if column in basic_labels: for i, row in enumerate(tableau[:, column]): if row != 0: vertex.append(tableau[i, -1] / row) else: vertex.append(0) strategy = np.array(vertex) return strategy / sum(strategy)
[docs]def lemke_howson(A, B, initial_dropped_label=0): """ Obtain the Nash equilibria using the Lemke Howson algorithm implemented using integer pivoting. Algorithm implemented here is Algorithm 3.6 of [Nisan2007]_. 1. Start at the artificial equilibrium (which is fully labeled) 2. Choose an initial label to drop and move in the polytope for which the vertex has that label to the edge that does not share that label. (This is implemented using integer pivoting) 3. A label will now be duplicated in the other polytope, drop it in a similar way. 4. Repeat steps 2 and 3 until have Nash Equilibrium. Parameters ---------- initial_dropped_label: int Returns ------- equilibria: A tuple. """ if np.min(A) <= 0: A = A + abs(np.min(A)) + 1 if np.min(B) <= 0: B = B + abs(np.min(B)) + 1 # build tableaux col_tableau = make_tableau(A) col_tableau = shift_tableau(col_tableau, A.shape) row_tableau = make_tableau(B.transpose()) full_labels = set(range(sum(A.shape))) if initial_dropped_label in non_basic_variables(row_tableau): tableux = cycle((row_tableau, col_tableau)) else: tableux = cycle((col_tableau, row_tableau)) # First pivot (to drop a label) entering_label = pivot_tableau(next(tableux), initial_dropped_label) while non_basic_variables(row_tableau).union(non_basic_variables(col_tableau)) != full_labels: entering_label = pivot_tableau(next(tableux), next(iter(entering_label))) row_strategy = tableau_to_strategy(row_tableau, non_basic_variables(col_tableau), range(A.shape[0])) col_strategy = tableau_to_strategy(col_tableau, non_basic_variables(row_tableau), range(A.shape[0], sum(A.shape))) if row_strategy.shape != (A.shape[0],) and col_strategy.shape != (A.shape[0],): msg = """The Lemke Howson algorithm has returned probability vectors of incorrect shapes. This indicates an error. Your game could be degenerate.""" warnings.warn(msg, RuntimeWarning) return row_strategy, col_strategy