def kojima_solve(lcp,**kwargs):
thresh = kwargs.get('thresh',1e-12)
max_iter = kwargs.get('max_iter',2)
reg = kwargs.get('reg',1e-7)
(N,) = lcp.q.shape
D = np.random.rand(N)
#lcp.M += reg * sps.diags(D)
x0 = kwargs.get('x0',np.ones(N))
y0 = kwargs.get('y0',np.ones(N))
iterator = KojimaIPIterator(lcp,x0=x0,y0=y0)
solver = IterativeSolver(iterator)
term_conds = [InnerProductTerminationCondition(thresh),
MaxIterTerminationCondition(max_iter),
SteplenTerminationCondition(1e-20)]
announce = [IterAnnounce(),
PotentialAnnounce(),
PotentialDiffAnnounce()]
solver.termination_conditions.extend(term_conds)
solver.notifications.extend(announce)
solver.solve()
(p,d) = (iterator.get_primal_vector(),iterator.get_dual_vector())
return (p,d,iterator.data)
def projective_solve(plcp,**kwargs):
thresh = kwargs.get('thresh',1e-15)
max_iter = kwargs.get('max_iter',1000)
reg = kwargs.get('reg',1e-7)
(N,K) = plcp.Phi.shape
x0 = kwargs.get('x0',np.ones(N))
y0 = kwargs.get('y0',np.ones(N))
w0 = kwargs.get('w0',plcp.Phi.T.dot(plcp.q))
iterator = ProjectiveIPIterator(plcp,x0=x0,y0=y0,w0=w0)
solver = IterativeSolver(iterator)
term_conds = [InnerProductTerminationCondition(thresh),
MaxIterTerminationCondition(max_iter),
SteplenTerminationCondition(1e-20)]
announce = [IterAnnounce(),
PotentialAnnounce(),
PotentialDiffAnnounce()]
solver.termination_conditions.extend(term_conds)
solver.notifications.extend(announce)
solver.solve()
(p,d) = (iterator.get_primal_vector(),iterator.get_dual_vector())
return (p,d,iterator.data)
