Solves a BCEAbstractGame using gurobi. More...

#include <bcesolver.hpp>

Collaboration diagram for BCESolver:

Public Types
enum	DoubleParameter { MinAngleIncrement }
	Double parameters. More...

enum	IntParameter { CurrentObjective , DisplayLevel , BoundaryObjective1 , BoundaryObjective2 }
	Integer parameters. More...

enum	BoolParameter
	Bool parameters. More...

Public Member Functions
void	setMinAngleIncr (double incr)
	Used to set the minimum angle increment. Called by bcesolverworker.hpp.

	BCESolver ()
	Default constructor. More...

	BCESolver (BCEAbstractGame &_game)
	Constructor. More...

	~BCESolver ()
	Destructor.

void	populate ()
	Main populate routine. More...

void	solve (vector< double > &objectiveWeights)
	Solve method. More...

void	mapBoundary (const char *fname)
	Maps the frontier. More...

void	mapBoundary ()
	Maps the frontier. More...

void	mapBoundary (const char *fname, const vector< vector< double > > &weights)
	Maps the frontier. More...

void	mapBoundary (const vector< vector< double > > &weights)
	Maps the frontier. More...

void	getSolution (BCESolution &output)
	Returns the data object. More...

void	bceToMap (map< int, double > &distribution)
	Copies the BCE to a map. More...

GRBModel &	getModel ()
	Returns the BCESolver::model object.

const GRBLinExpr &	getObjectiveFunction (int n) const
	Returns the th objective function.

GRBLinExpr &	getObjective ()
	Returns the objective for BCESolver::model.

void	clear ()
	Clears the BCESolver.

void	setParameter (BCESolver::DoubleParameter, double arg)
	Set double parameter.

void	setParameter (BCESolver::IntParameter, int arg)
	Set integer parameter.

void	setParameter (BCESolver::BoolParameter, bool arg)
	Set bool parameter.

void	setObfun (int n)
	Set objective function.

double	getParameter (BCESolver::DoubleParameter)
	Get double parameter.

int	getParameter (BCESolver::IntParameter)
	Get integer parameter.

bool	getParameter (BCESolver::BoolParameter)
	Get bool parameter.

Static Public Member Functions
static int	pow (int base, int exponent)
	returns $base^{exponent}$ .

Public Attributes
GRBModel	model
	The GUROBI model.

Protected Member Functions
void	countActionsTypes ()

void	indexToTypeActionDeviation (int index, int player, int &type, int &action, int &deviation)

Protected Attributes
BCEAbstractGame *	game
	Pointer to the BCEAbstractGame object that is being solved.

long int	numColumns
	Number of columns in the constraint matrix.

long int	numRows
	Number of rows in the constraint matrix.

long int	numNonBasicVariables
	Number of non-basic variables?

long int	numActions_total
	Total number of action profiles for the players.

long int	numTypes_total
	Total number of types for the players.

long int	numActionsTypesPerPlayer_total
	Total number of of actions and types for each player. Used?

long int	numActionsTypes_total
	Total number of actions and types.

vector< int >	numICConstraints
	The number of IC constraints for each player.

long int	numICConstraints_total
	The total number of IC constraints.

long int	numProbabilityVariables
	The number of probability variables.

long int	numProbabilityConstraints
	The total number of constraints on probabilities.

GRBEnv	env

GRBLinExpr	gurobiObjective
	The objective for BCESolver::model.

GRBVar *	variables
	The variables for BCESolver::model.

vector< GRBLinExpr >	constraints
	The constraints for BCESolver::model.

vector< GRBLinExpr >	objectiveFunctions
	Objectives. More...

bool	isPopulated
	Indicates if solver has been populated yet.

list< int >	nonZeroVariableLocations
	List of indices of non-zero variables. More...

vector< int >	probabilityConstraintLocations
	Locations of probability constraints. More...

map< int, int >	variableLocationsMap
	Map from variable indices to non-zero variable locations. More...

double	minAngleIncrement
	Minimum angle increment when mapping boundary. More...

int	currentObjective
	Index of the current objective. Not currently being used.

int	displayLevel
	The display level. More...

list< double >	boundaryXs
	X coordinates of frontier. More...

list< double >	boundaryYs
	Y coordinates of frontier. More...

BCESolution	soln
	BCESolution object for serializing output of the algorithm.

Detailed Description

Solves a BCEAbstractGame using gurobi.

This class contains routines for solving a BCEAbstractGame object using GUROBI. The main method is BCESolver::populate, which initializes a GUROBI model with the incentive constraints for the BCEAbstractGame, and also creates objectives corresponding to the number of objectives in the BCEAbstractGame object. The class also contains the method BCESolver::mapBoundary, which solves linear programs to trace out the frontier for the objectives in BCESolver::BoundaryObjective1 and BCESolver::BoundaryObjective2.

Examples: allpayauction.cpp, fpaknown.cpp, fpaunknown.cpp, hybridentryreserve.cpp, and postedprice.cpp.

Member Enumeration Documentation

◆ BoolParameter

enum BCESolver::BoolParameter

Bool parameters.

An enumeration type for parameters of type bool. Pass to BCESolver::setParam and BCESolver::getParam to set or retrieve a double parameter value. Will be replaced by new BCEAbstractGame architecture with a constraint checker.

◆ DoubleParameter

enum BCESolver::DoubleParameter

Double parameters.

An enumeration type for parameters of type double. Pass to BCESolver::setParam and BCESolver::getParam to set or retrieve a double parameter value.

Enumerator
MinAngleIncrement	When running the map boundary method, this is the minimum change in the direction on each iteration.

◆ IntParameter

enum BCESolver::IntParameter

Integer parameters.

An enumeration type for parameters of type int. Pass to BCESolver::setParam and BCESolver::getParam to set or retrieve a double parameter value.

Enumerator
CurrentObjective	The index of the current objective. Not currently used?
DisplayLevel	Control algorithm output. Controls the frequency and detail with which progress of the algorithm is reported. 0 corresponds to no output, 1 is some output. Is also passed to the BCESolver::model solver, so it controls the level of output of Gurobi.
BoundaryObjective1	The first objective used when mapping the boundary.
BoundaryObjective2	The second objective used when mapping the boundary.

Constructor & Destructor Documentation

◆ BCESolver() [1/2]

BCESolver::BCESolver ( )

Default constructor.

Creates a new BCESolver object.

◆ BCESolver() [2/2]

BCESolver::BCESolver ( BCEAbstractGame & _game )

Constructor.

Creates a new BCESolver object and initializes it with the given game.

Member Function Documentation

◆ bceToMap()

void BCESolver::bceToMap ( map< int, double > & distribution )

Copies the BCE to a map.

This method copies the BCE, which is a vector of doubles, to a map from standard indices to probabilities. Mainly for saving space in data files.

◆ countActionsTypes()

void BCESolver::countActionsTypes ( )

protected

Initializes the properties that count the number of actions and types.

◆ getSolution()

void BCESolver::getSolution ( BCESolution & output )

Returns the data object.

Copies the data object to output.

Examples: allpayauction.cpp, fpaunknown.cpp, hybridentryreserve.cpp, and postedprice.cpp.

◆ mapBoundary() [1/4]

void BCESolver::mapBoundary ( )

Maps the frontier.

Calls BCESolver::mapBoundary(const char*) with a default file name.

◆ mapBoundary() [2/4]

void BCESolver::mapBoundary ( const char * fname )

Maps the frontier.

Maps the frontier for the boundary objectives indicated in BCESolver::boundaryObjective1 and BCESolver::boundaryObjective2, and stores the calculated frontier in a file created at fname.

Examples: postedprice.cpp.

◆ mapBoundary() [3/4]

void BCESolver::mapBoundary	(	const char *	fname,
		const vector< vector< double > > &	weights
	)

Maps the frontier.

Maps the boundary for specified objectives, not necessarily the same as BCESolver::boundaryObjective1 and BCESOlver::boundaryObjective2

◆ mapBoundary() [4/4]

void BCESolver::mapBoundary ( const vector< vector< double > > & weights )

Maps the frontier.

Maps the boundary for specified objectives, not necessarily the same as BCESolver::boundaryObjective1 and BCESOlver::boundaryObjective2. Saves to a default file name.

◆ populate()

void BCESolver::populate ( )

Main populate routine.

Populates the Gurobi model with constraints and initializes the objectives.

Examples: allpayauction.cpp, fpaunknown.cpp, hybridentryreserve.cpp, and postedprice.cpp.

◆ solve()

void BCESolver::solve ( vector< double > & objectiveWeights )

Solve method.

Sets Gurobi solver parameters and calls Gurobi::optimize().

Examples: allpayauction.cpp, fpaunknown.cpp, hybridentryreserve.cpp, and postedprice.cpp.

Member Data Documentation

◆ boundaryXs

list<double> BCESolver::boundaryXs

protected

X coordinates of frontier.

List of x-coordinates of boundary points traced out by the BCESolver::mapBoundary routine.

◆ boundaryYs

list<double> BCESolver::boundaryYs

protected

Y coordinates of frontier.

List of y-coordinates of boundary points traced out by the BCESolver::mapBoundary routine.

◆ displayLevel

int BCESolver::displayLevel

protected

The display level.

0 is no output, 1 is some output. Also passed to Gurobi, so 2+ controls Gurobi output.

◆ minAngleIncrement

double BCESolver::minAngleIncrement

protected

Minimum angle increment when mapping boundary.

The minimum increment of the angle for BCESolver::mapBoundary.

◆ nonZeroVariableLocations

list<int> BCESolver::nonZeroVariableLocations

protected

List of indices of non-zero variables.

The solver only creates variables for events that could occur with positive probability under the prior in the BCEAbstractGame object. This property stores the locations of the non-zero probability outcomes.

◆ objectiveFunctions

vector<GRBLinExpr> BCESolver::objectiveFunctions

protected

Objectives.

An array of objective functions, corresponding to the objectives in the BCEAbstractGame object.

◆ probabilityConstraintLocations

vector<int> BCESolver::probabilityConstraintLocations

protected

Locations of probability constraints.

Stores locations of the probability constraints in the constraints array.

◆ variableLocationsMap

map<int,int> BCESolver::variableLocationsMap

protected

Map from variable indices to non-zero variable locations.

A map from standard indices to the corresponding non-zero variable location. (See BCECounter.)

The documentation for this class was generated from the following files:

src/hpp/bcesolver.hpp
src/cpp/bcesolver.cpp

Public Types

Public Member Functions

Static Public Member Functions

Public Attributes

Protected Member Functions

Protected Attributes

Detailed Description

Member Enumeration Documentation

◆ BoolParameter

◆ DoubleParameter

◆ IntParameter

Constructor & Destructor Documentation

◆ BCESolver() [1/2]

◆ BCESolver() [2/2]

Member Function Documentation

◆ bceToMap()

◆ countActionsTypes()

◆ getSolution()

◆ mapBoundary() [1/4]

◆ mapBoundary() [2/4]

◆ mapBoundary() [3/4]

◆ mapBoundary() [4/4]

◆ populate()

◆ solve()

Member Data Documentation

◆ boundaryXs

◆ boundaryYs

◆ displayLevel

◆ minAngleIncrement

◆ nonZeroVariableLocations

◆ objectiveFunctions

◆ probabilityConstraintLocations

◆ variableLocationsMap