Class that implements a version of the max-min-max algorithm using Gurobi. More...

Collaboration diagram for SGSolver_MaxMinMax_GRB:

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Public Types
enum	SGRegimeStatus { SG_RECURSIVE, SG_FIXED }

enum	SGQuadrant { SG_NORTHEAST, SG_SOUTHEAST, SG_SOUTHWEST, SG_NORTHWEST }

enum	SGSolverMode { SG_FEASIBLE, SG_MAXMINMAX, SG_APS }

enum	SGICStatus { SG_NONE, SG_BINDING0, SG_BINDING1, SG_BINDING01 }

Public Member Functions
	SGSolver_MaxMinMax_GRB (const SGGame &_game)
	Constructor.

const SGGame &	getGame () const
	Returns the current game.

const list< vector< double > > &	getBounds () const
	Returns payoff bounds.

const list< SGPoint > &	getDirections () const
	Return directions.

int	getNumDirections () const
	Return numDirections.

void	solve ()
	Solve routine.

void	initialize ()
	Initializes the solver.

double	iterate (const SGSolverMode mode, int &steps)
	Runs one iteration.

void	addBoundingHyperplane (SGPoint &currDir, GRBConstr &xConstr, GRBConstr &yConstr, GRBVar *valueFn, int numStates, list< SGPoint > &newDirections, list< vector< double > > &newBounds, GRBModel &model, const bool addDirection)

void	printIteration (ofstream &ofs, int numIter)

Private Attributes
const SGGame &	game
	Const reference to the game being solved.

double	minRotation = -3.14159*1e-4
	Minimum rotation.

double	payoffBound = 0
	Payoff bound.

vector< vector< bool > >	eqActions
	Feasible actions.

vector< bool >	feasibleActions

int	numFeasibleActions

int	numActions_grandTotal

vector< int >	gaToS

vector< int >	gaToA

list< vector< double > >	bounds
	Payoff bounds.

list< SGPoint >	directions
	List of gradients in which to bound the correspondence.

SGTuple	threatTuple

int	numDirections
	Number of gradients.

const vector< vector< SGPoint > > &	payoffs
	Game elements.

const vector< vector< vector< double > > > &	prob

const vector< vector< int > > &	numActions

const vector< int > &	numActions_total

const int	numStates

const double	delta

const int	numPlayers

const double	regimeChangeTol = 1e-9

const double	pseudoConstrTol = 1e-3

const double	convTol = 1e-6

const int	maxIter = 1e3

Detailed Description

Class that implements a version of the max-min-max algorithm using Gurobi.

This file has no associated cpp file, so that libsg does not have to link to Gurobi.

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

Public Types