KingCobra / Code-svn Commit Log

Commit	Date
[r167] by ka_shrinivaasan Updated KingCobraDesignNotes.txt	2017-12-06 10:07:11	Tree
[r166] by ka_shrinivaasan Updated KingCobra Design Document	2017-08-30 11:27:39	Tree
[r165] by ka_shrinivaasan ---------------------------------------------------------------------------------------------------------------------------------- Convex Optimization - Pricing Computation - 30 August 2017 ---------------------------------------------------------------------------------------------------------------------------------- () Prices of Goods/Services have been computed explicitly from Karush-Kuhn-Tucker Conditions (1,2,3 and especially 4) () References: - Pages 106-108 of http://www.cs.cmu.edu/~sandholm/cs15-892F13/algorithmic-game-theory.pdf) - KKT conditions and Conic Optimization- https://arxiv.org/pdf/1312.3039.pdf (*) logs committed to testlogs/	2017-08-30 11:20:49	Tree
[r164] by ka_shrinivaasan Updated KingCobra Design Document	2017-08-29 12:03:17	Tree
[r163] by ka_shrinivaasan --------------------------------------------------------------------------------------------------------------------------------------- Convex Optimization update - 29 August 2017 --------------------------------------------------------------------------------------------------------------------------------------- () Removed hardcoded variable values in objective and constraints () In the context of pricing, ECOS Error Metrics print the matrices of market clearing prices for goods (Reference - pages 3072 and 3073 of https://web.stanford.edu/~boyd/papers/pdf/ecos_ecc.pdf - KKT conditions in ECOS solver)	2017-08-29 11:59:27	Tree
[r162] by ka_shrinivaasan Updated KingCobra Design Notes	2017-08-22 12:09:37	Tree
[r161] by ka_shrinivaasan () Verbose set to True for printing Splitting Conic Solver progress information () logs committed to testlogs/	2017-08-22 12:05:00	Tree
[r160] by ka_shrinivaasan Updated KingCobra Design Notes	2017-08-21 12:15:54	Tree
[r159] by ka_shrinivaasan () import dccp has been added () DCCP is the recent advancement and generalization of DCP for convex-concave programs () method='dccp' has been added as parameter to solve() () Objective function has been changed to log() from logistic() - curvature is concave which is in conflict with definition of eisenberg-gale convex program in textbooks. Reason for this contradiction is unknown. () But DCCP overcomes the DCP limitation and solve() prints converged solutions for objective functions () logs have been committed to testlogs/	2017-08-21 12:10:50	Tree
[r158] by ka_shrinivaasan Updated KingCobra Design Notes	2017-08-18 10:04:06	Tree

[r167] by ka_shrinivaasan

Updated KingCobraDesignNotes.txt

2017-12-06 10:07:11

Tree

[r166] by ka_shrinivaasan

Updated KingCobra Design Document

2017-08-30 11:27:39

Tree

[r165] by ka_shrinivaasan

----------------------------------------------------------------------------------------------------------------------------------
Convex Optimization - Pricing Computation - 30 August 2017
----------------------------------------------------------------------------------------------------------------------------------
(*) Prices of Goods/Services have been computed explicitly from Karush-Kuhn-Tucker Conditions (1,2,3 and especially 4)
(*) References:
- Pages 106-108 of http://www.cs.cmu.edu/~sandholm/cs15-892F13/algorithmic-game-theory.pdf)
- KKT conditions and Conic Optimization- https://arxiv.org/pdf/1312.3039.pdf
(*) logs committed to testlogs/

2017-08-30 11:20:49

Tree

[r164] by ka_shrinivaasan

Updated KingCobra Design Document

2017-08-29 12:03:17

Tree

[r163] by ka_shrinivaasan

---------------------------------------------------------------------------------------------------------------------------------------
Convex Optimization update - 29 August 2017
---------------------------------------------------------------------------------------------------------------------------------------
(*) Removed hardcoded variable values in objective and constraints
(*) In the context of pricing, ECOS Error Metrics print the matrices of market clearing prices for goods
(Reference - pages 3072 and 3073 of https://web.stanford.edu/~boyd/papers/pdf/ecos_ecc.pdf - KKT conditions in ECOS solver)

2017-08-29 11:59:27

Tree

[r162] by ka_shrinivaasan

Updated KingCobra Design Notes

2017-08-22 12:09:37

Tree

[r161] by ka_shrinivaasan

(*) Verbose set to True for printing Splitting Conic Solver progress information
(*) logs committed to testlogs/

2017-08-22 12:05:00

Tree

[r160] by ka_shrinivaasan

Updated KingCobra Design Notes

2017-08-21 12:15:54

Tree

[r159] by ka_shrinivaasan

(*) import dccp has been added
(*) DCCP is the recent advancement and generalization of DCP for convex-concave programs
(*) method='dccp' has been added as parameter to solve()
(*) Objective function has been changed to log() from logistic() - curvature is concave which is in conflict with definition of
eisenberg-gale convex program in textbooks. Reason for this contradiction is unknown.
(*) But DCCP overcomes the DCP limitation and solve() prints converged solutions for objective functions
(*) logs have been committed to testlogs/

2017-08-21 12:10:50

Tree

[r158] by ka_shrinivaasan

Updated KingCobra Design Notes

2017-08-18 10:04:06

Tree

KingCobra Code-svn

Code-svn Commit Log