IPopt double-oracle.
Install the package directly from Github.
]add https://github.com/votroto/DoubleQuack.jl.gitfunction run_experiment_solve(p, ds, vs; iterations)
quack = DoubleQuack.quack_oracle(p, ds, vs)
pure, prob, _ = DoubleQuack.fixed_iters(quack, iterations)
pure, prob
end
@variables x[1:6]
payoff = sum(x[i] + x[3+i] for i in 1:3) - prod((x[i] - x[3+i]) for i in 1:3)
dom1 = (x[1]^2 ≲ 1, x[2]^2 ≲ 1, x[3]^2 ≲ 1)
dom2 = (x[4]^2 ≲ 1, x[5]^2 ≲ 1, x[6]^2 ≲ 1,)
domains = (dom1, dom2)
variables = ((x[1], x[2], x[3]), (x[4], x[5], x[6]))
pure, prob = run_experiment_solve(-payoff, domains, variables; iterations=15)Results in
Player 1 - Centered at (-0.333, -0.333, -0.333):
33.3% (1.0, -1.0, -1.0)
33.3% (-1.0, 1.0, -1.0)
33.3% (-1.0, -1.0, 1.0)
Player 2 - Centered at (1.0, 1.0, 1.0):
100.0% (1.0, 1.0, 1.0)
function run_experiment_exploit(p, ds, vs; iterations)
quack = DoubleQuack.quack_oracle(p, ds, vs)
exploit = Array{Float64}(undef, iterations)
iter = 1
for (_, _, _, best) in take(quack, iterations)
exploit[iter] = sum(best)
iter += 1
end
exploit
end
@variables x y
payoff = 5*x*y-2x^2-2*x*y^2-y
doms = ((x^2 ≲ 1,), (y^2 ≲ 1,))
vars = ((x,), (y,))
es = run_experiment_exploit(payoff, doms, vars; iterations=10)
Results in
1.000
1.125
1.615
0.070
0.018
0.004
0.001
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
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