EHN: Add 'interior-point' option to is_dominated

QuantEcon#327 (comment)

Author: oyamad

quantecon/game_theory/normal_form_game.py

@@ -395,8 +395,9 @@ def is_dominated(self, action, tol=None, method=None):
         method : str, optional(default=None)
             If None, `lemke_howson` from `quantecon.game_theory` is used
             to solve for a Nash equilibrium of an auxiliary zero-sum
-            game. If `method='simplex'`, `scipy.optimize.linprog` is
-            used with `method='simplex'`.
+            game. If `method` is set to `'simplex'` or
+            `'interior-point'`, `scipy.optimize.linprog` is used with
+            the method as specified by `method`.
 
         Returns
         -------
@@ -425,7 +426,7 @@ def is_dominated(self, action, tol=None, method=None):
             g_zero_sum = NormalFormGame([Player(D), Player(-D.T)])
             NE = lemke_howson(g_zero_sum)
             return NE[0] @ D @ NE[1] > tol
-        elif method in ['simplex']:
+        elif method in ['simplex', 'interior-point']:
             from scipy.optimize import linprog
             m, n = D.shape
             A = np.empty((n+2, m+1))

quantecon/game_theory/tests/test_normal_form_game.py

@@ -15,6 +15,9 @@
 
 # Player #
 
+LP_METHODS = [None, 'simplex', 'interior-point']
+
+
 class TestPlayer_1opponent:
     """Test the methods of Player with one opponent player"""
 
@@ -69,7 +72,7 @@ def test_is_best_response_against_mixed(self):
 
     def test_is_dominated(self):
         for action in range(self.player.num_actions):
-            for method in [None, 'simplex']:
+            for method in LP_METHODS:
                 eq_(self.player.is_dominated(action, method=method), False)
 
 
@@ -106,7 +109,7 @@ def test_best_response_list_when_tie(self):
 
     def test_is_dominated(self):
         for action in range(self.player.num_actions):
-            for method in [None, 'simplex']:
+            for method in LP_METHODS:
                 eq_(self.player.is_dominated(action, method=method), False)
 
 
@@ -126,15 +129,15 @@ def test_player_corner_cases():
     player = Player(np.zeros((n, m)))
     for action in range(n):
         eq_(player.is_best_response(action, [1/m]*m), True)
-        for method in [None, 'simplex']:
+        for method in LP_METHODS:
             eq_(player.is_dominated(action, method=method), False)
 
     e = 1e-8
     player = Player([[-e, -e], [1, -1], [-1, 1]])
     action = 0
     eq_(player.is_best_response(action, [1/2, 1/2], tol=e), True)
     eq_(player.is_best_response(action, [1/2, 1/2], tol=e/2), False)
-    for method in [None, 'simplex']:
+    for method in LP_METHODS:
         eq_(player.is_dominated(action, tol=e, method=method), False)
         eq_(player.is_dominated(action, tol=e/2, method=method), True)
 

setup.py

@@ -115,7 +115,7 @@ def write_version_py(filename=None):
       install_requires=[
           'numba>=0.36.2',
           'numpy',
-          'scipy',
+          'scipy>=1.0.0',
           'sympy',
           ]
       )