KingCobra Code-svn

CVXPY implementation for Eisenberg-Gale Convex Program
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(*) First commits for Convex Optimized Market Equilibrium Prices
(*) Imports CVXPY Convex Program solver
(*) Objective function is a logistic variant of Eisenberg-Gale Convex Program i.e uses money * log(1+e^utility) instead of
money * log(utility) because of curvature error (log is error flagged as concave and logistic is convex per:
http://www.cvxpy.org/en/latest/tutorial/functions/index.html#vector-matrix-functions)
(*) Formulates constraints and objective functions based on http://www.cs.cmu.edu/~sandholm/cs15-892F13/algorithmic-game-theory.pdf - Page 106 and Equation 5.1
(*) But, For all installed solvers ECOS, ECOS_BB, SCS, LS solved convex program prints value as None despite all constraints and objective functions
being convex. Also is_dcp() prints "not a disciplined convex program". Logs in testlogs/.
(*) Obviously it should have worked. Therefore this is only a partial implementation commit.
(*) This implementation uses numpy randomly initialized arrays for Money each buyer has and per-good utility(happiness) each buyer has.
(*) Replacing money with perceived merit values translates this Market Equilibrium - Intrinsic Value versus Market Price - to Merit
Equilibrium - Intrinsic Merit versus Perceived Merit. This has been already described in NeuronRain AsFer Design Documents:
- http://sourceforge.net/p/asfer/code/HEAD/tree/asfer-docs/AstroInferDesign.txt and
- https://github.com/shrinivaasanka/asfer-github-code/blob/master/asfer-docs/AstroInferDesign.txt