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version 0.99-0
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Christophe Dutang authored and gaborcsardi committed Aug 31, 2014
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10 changes: 5 additions & 5 deletions DESCRIPTION
@@ -1,16 +1,16 @@
Package: GNE
Type: Package
Title: Computation of generalized Nash equilibria
Version: 0.98
Date: 2014-05-27
Version: 0.99-0
Date: 2014-08-31
Author: Christophe Dutang
Maintainer: Christophe Dutang <christophe.dutang@ensimag.fr>
Description: Provide function to compute standard and generalized Nash Equilibrium.
Description: Provide functions to compute standard and generalized Nash Equilibria. The following optimization methods are available nonsmooth reformulation, fixed-point formulation, minimization problem and constrained-equation reformulation.
Depends: R (>= 2.6.0), alabama, nleqslv, BB, SQUAREM
Suggests: sensitivity
License: GPL (>= 2)
URL: http://optimizer.r-forge.r-project.org/
Packaged: 2014-06-10 08:03:38 UTC; dutangc
Packaged: 2014-07-31 07:34:43 UTC; dutangc
NeedsCompilation: yes
Repository: CRAN
Date/Publication: 2014-06-11 08:20:53
Date/Publication: 2014-07-31 10:09:29
27 changes: 13 additions & 14 deletions MD5
@@ -1,10 +1,10 @@
32076104648a5f1a801e76446c270032 *DESCRIPTION
109a34a4b8101430385589ec19bed052 *DESCRIPTION
da6d7262e52960891ff83a697e0ae0dc *NAMESPACE
0718953e2520d1cb64f331dd4530c8b4 *R/solv-GNE-bench.R
c6a5b6b60ce8bc5051ec7bd56318e10c *R/solv-GNE.R
6848819c72f0876312e941b5b6a07704 *R/solv-SE.R
6c4ff5ea19986502bb17356ed3fabf0d *R/solv-ceq.R
98903bb309d4b7eadc9512ffd60cb98d *R/solv-eq.R
bf16d5a7d9d9c004ffa756927f31a528 *R/solv-eq.R
e2a136e7ce0e3748d174ec617bbcf78b *R/solv-fpeq.R
bb3e972f9ccfd05ae89c7ef91e73c77d *R/solv-minpb.R
3e9e124030da00737ee120a954a0b13b *R/solv-nseq.R
Expand All @@ -27,20 +27,19 @@ abd121dba3706ee285e7a11128c1aef4 *R/util-projection.R
b54d2387e7975e20ccd4ffd35d6b4e81 *R/util-rejectalgo.R
4782f49ab664f69b868fab3be14be834 *R/util-stepfunctions.R
fe4d41b29909c0d1fd075a04e3c954a6 *R/util-trustregion.R
54661d9ecb9e73ed8226b29d443ea24a *build/vignette.rds
3c2976103165d0bd147c489685ad5669 *build/vignette.rds
f0b3c0d68ecdfcc5af13328a5f875f85 *inst/CITATION
f8c5d8b1989288959384fb47dfa04c3f *inst/NEWS
c509983e93451f421729462016572c5f *inst/NEWS
169833def678382ab223552f3eff6b66 *inst/TODOlist.txt
8565d001422b903314bdd755842c5492 *inst/doc/GNE-howto.R
f1ee8cd868d2680dec14a3f74f2fe171 *inst/doc/GNE-howto.Rnw
84de0fea488c3ac54c0ec2a2dd5ec4f7 *inst/doc/GNE-howto.pdf
67100804dbb71e7acb5b8f15f6a9b2c1 *man/GNE.Rd
a6210623694dddab7a5cca39f9d37cb4 *inst/doc/GNE-howto.Rnw
81dfa589d80f88baf3d919ed810ae207 *inst/doc/GNE-howto.pdf
8a38ef3b0897b7e824ea1d98fc72d3fa *man/GNE.Rd
b645e72bbe6a9c7416bef5600bf3976e *man/GNE.bench.Rd
06f241e11bd32bdfb9eb630c378fd3dc *man/GNE.ceq.Rd
834be4eac322201eacf01120bc844d91 *man/GNE.fpeq.Rd
36266cb5bff329939c9b0e3ff99917a2 *man/GNE.minpb.Rd
d769537fec38de2ee55d26885af11f9f *man/GNE.nseq.Rd
1bfee2e81aff64864b6d9a1208d849ab *man/eqsolve.Rd
de34404400350a994e3ffd14dfab3cbd *man/GNE.ceq.Rd
0d8118bf433bb002766fca1592579cc4 *man/GNE.fpeq.Rd
61011dace95b9c079dada82a2a976ebf *man/GNE.minpb.Rd
5990c8574e0ed6587c65b0ee37849015 *man/GNE.nseq.Rd
b37f3106045ad1a0963275e13671341c *man/util-CER.Rd
baaad3aac76299d75acf9a1024757b10 *man/util-NIR.Rd
fe22e313b84326a8fe7be3bcb8d664e0 *man/util-SSR.Rd
Expand All @@ -50,7 +49,7 @@ f1a6ab6c8d7c7602e62923d2af161444 *man/util-complementarity.Rd
56453e78ef5286f35a865c15f123d151 *man/util-projection.Rd
53239484659eb861036e39f60fb053b7 *man/util-rejectalgo.Rd
41ba4c6cb71e8df5be1d582d7d7ca4cd *man/util-stepfunc.Rd
ea9b31573f9dd84657f26a3006cd49a0 *src/SSR.c
928194d16d5c08d281cb988cfa389860 *src/SSR.c
25934877033d7f186b5cbebf83309c03 *src/SSR.h
5e7fbc8fea0ed99b4382544579f9a4fd *src/init.c
fd9a775088b8f96fdd0c6adee0df23dd *src/locale.h
Expand All @@ -73,7 +72,7 @@ b7d8d2772aa8fa7a80230a133c015051 *tests/complfunc-funcFB.R
c7fd231f1dffa77fa55e95a5595c5236 *tests/sensi-analysis-genduopoly.R
ed4ba7c9354cc615d51817e05f8fcc90 *tests/sensi-analysis-riverbasinpollution.R
b47c40073c7091a80c0de7ceb47f768e *tests/util-testfunc.R
f1ee8cd868d2680dec14a3f74f2fe171 *vignettes/GNE-howto.Rnw
a6210623694dddab7a5cca39f9d37cb4 *vignettes/GNE-howto.Rnw
68e245bafa8d0e6a1f1b528ea4cc8450 *vignettes/GNE-howto.bib
2f0662702d2888cc66793010f52d8af4 *vignettes/img/4GNEPlots.pdf
41e91feab96925bbbd724608aa3b8d24 *vignettes/img/4GNEinitialPoints.pdf
7 changes: 4 additions & 3 deletions R/solv-eq.R
Expand Up @@ -22,11 +22,12 @@
### R functions
###

eqsolve <- function(xinit, f, jac, method=c("Newton", "Levenberg-Marquardt","Broyden"),
global=c("line search", "trust region", "none"), control=list())
eqsolve <- function(xinit, f, jac,
method=c("Newton", "Levenberg-Marquardt", "Broyden"),
global=c("line search", "none"), control=list())
{
method <- match.arg(method, c("Newton", "Levenberg-Marquardt","Broyden"))
global <- match.arg(global, c("line search", "trust region", "none"))
global <- match.arg(global, c("line search", "none"))


#default control parameters
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8 changes: 8 additions & 0 deletions inst/NEWS
@@ -1,5 +1,13 @@
=== GNE: computation of Nash Equilibria ===

Version 0.99-0
=============

- remove eqsolve manual.
- remove C-level warnings on mavericks.
- remove ampersands.


Version 0.98
=============

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4 changes: 2 additions & 2 deletions inst/doc/GNE-howto.Rnw
Expand Up @@ -7,7 +7,7 @@
%


\documentclass[11pt, a4paper]{article}
\documentclass[11pt]{article}

%\VignetteIndexEntry{User guide for the GNE package}
%\VignettePackage{GNE}
Expand All @@ -20,7 +20,7 @@
\usepackage{amsfonts,amssymb,amsmath}
%english typography
\usepackage[english]{babel}
\usepackage{a4wide,courier,newlfont}
\usepackage{courier,newlfont}

% 8 bit accents
%\usepackage[applemac]{inputenc} %MAC encoding
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8 changes: 6 additions & 2 deletions man/GNE.Rd
Expand Up @@ -78,18 +78,22 @@ A list with components:
}
\references{

F. Facchinei, A. Fischer & V. Piccialli (2009),
F. Facchinei, A. Fischer and V. Piccialli (2009),
\emph{Generalized Nash equilibrium problems and Newton methods},
Math. Program.

A. von Heusinger (2009),
\emph{Numerical Methods for the Solution of the Generalized Nash Equilibrium Problem},
Ph. D. Thesis.

A. von Heusinger & J. Kanzow (2009),
A. von Heusinger and C. Kanzow (2009),
\emph{Optimization reformulations of the generalized Nash equilibrium problem using Nikaido-Isoda-type functions},
Comput Optim Appl .

F. Facchinei and C. Kanzow (2009),
\emph{Generalized Nash Equilibrium problems.}
Preprint 290.

C. Dutang (2013),
\emph{A survey of GNE computation methods: theory and algorithms},
preprint on HAL, \url{http://hal.archives-ouvertes.fr/hal-00813531}.
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2 changes: 1 addition & 1 deletion man/GNE.ceq.Rd
Expand Up @@ -152,7 +152,7 @@ The \code{control} argument is a list that can supply any of the following compo
\emph{A Potential Reduction Newton Method for Constrained equations},
SIAM Journal on Optimization 9(3), 729-754.

S. Bellavia, M. Macconi, B. Morini (2003),
S. Bellavia, M. Macconi and B. Morini (2003),
\emph{An affine scaling trust-region approach to bound-constrained nonlinear systems},
Applied Numerical Mathematics 44, 257-280

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6 changes: 3 additions & 3 deletions man/GNE.fpeq.Rd
Expand Up @@ -153,15 +153,15 @@ A list with components:
\emph{Numerical Methods for the Solution of the Generalized Nash Equilibrium Problem},
Ph. D. Thesis.

A. von Heusinger & J. Kanzow (2009),
A. von Heusinger and C. Kanzow (2009),
\emph{Optimization reformulations of the generalized Nash equilibrium problem using Nikaido-Isoda-type functions},
Comput Optim Appl .

S. Uryasev & R.Y. Rubinstein (1994),
S. Uryasev and R.Y. Rubinstein (1994),
\emph{On relaxation algorithms in computation of noncooperative equilibria},
IEEE Transactions on Automatic Control.

R. Varadhan & C. Roland (2004),
R. Varadhan and C. Roland (2004),
\emph{Squared Extrapolation Methods (SQUAREM): A New Class of Simple and Efficient Numerical
Schemes for Accelerating the Convergence of the EM Algorithm},
Johns Hopkins University, Dept. of Biostatistics Working Papers.
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4 changes: 2 additions & 2 deletions man/GNE.minpb.Rd
Expand Up @@ -130,11 +130,11 @@ A list with components:
\emph{Numerical Methods for the Solution of the Generalized Nash Equilibrium Problem},
Ph. D. Thesis.

A. von Heusinger & J. Kanzow (2009),
A. von Heusinger and C. Kanzow (2009),
\emph{Optimization reformulations of the generalized Nash equilibrium problem using Nikaido-Isoda-type functions},
Comput Optim Appl .

K. Kubota & M. Fukushima (2009),
K. Kubota and M. Fukushima (2009),
\emph{Gap function approach to the generalized Nash Equilibrium problem},
Journal of Optimization theory and applications.
}
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2 changes: 1 addition & 1 deletion man/GNE.nseq.Rd
Expand Up @@ -207,7 +207,7 @@ to \code{FALSE}.
\emph{nleqslv: Solve systems of non linear equations},
R package.

A. von Heusinger & J. Kanzow (2009),
A. von Heusinger and C. Kanzow (2009),
\emph{Optimization reformulations of the generalized Nash equilibrium problem
using Nikaido-Isoda-type functions},
Comput Optim Appl .
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65 changes: 0 additions & 65 deletions man/eqsolve.Rd

This file was deleted.

27 changes: 21 additions & 6 deletions src/SSR.c
Expand Up @@ -85,18 +85,24 @@ SEXP dofunSSR(SEXP mode, SEXP nplayer,
lambda = (double *) R_alloc(m, sizeof(double));
for(i = 0; i < m; i++)
lambda[i] = REAL(z)[n+i];
}
}else
{
lambda = NULL;
}
if (MODE == 2 || MODE == 3)
{
mu = (double *) R_alloc(dim_mu, sizeof(double));
for(i = 0; i < dim_mu; i++)
mu[i] = REAL(z)[n+m+i];
}
}else
{
mu = NULL;
}

idz = 0; //index in z
idlam = 0; //index in lambda
//for idz <= n, z[idz] = x[idz] and
//for m+n > idz > n, z[idz] = lambda[idz-n]
//for n >= idz, z[idz] = x[idz] and
//for m+n >= idz > n, z[idz] = lambda[idz-n]
//for idz > n+m, z[idz] = mu[idz-n-m]

if(length(z) != n && MODE == 0)
Expand Down Expand Up @@ -319,14 +325,23 @@ SEXP dojacSSR(SEXP mode, SEXP nplayer,
for(i = 0; i < m; i++)
lambda[i] = REAL(z)[n+i];
tempconstr = (double *) R_alloc(m, sizeof(double));
}
}else
{
lambda = NULL;
tempconstr = NULL;
}
if (MODE == 2 || MODE == 3)
{
mu = (double *) R_alloc(dim_mu, sizeof(double));
for(i = 0; i < dim_mu; i++)
mu[i] = REAL(z)[n+m+i];
tempjoint = (double *) R_alloc(dim_mu, sizeof(double));
}
}else
{
mu = NULL;
tempjoint = NULL;
}

R_CheckStack();

if(length(z) != n && MODE == 0)
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4 changes: 2 additions & 2 deletions vignettes/GNE-howto.Rnw
Expand Up @@ -7,7 +7,7 @@
%


\documentclass[11pt, a4paper]{article}
\documentclass[11pt]{article}

%\VignetteIndexEntry{User guide for the GNE package}
%\VignettePackage{GNE}
Expand All @@ -20,7 +20,7 @@
\usepackage{amsfonts,amssymb,amsmath}
%english typography
\usepackage[english]{babel}
\usepackage{a4wide,courier,newlfont}
\usepackage{courier,newlfont}

% 8 bit accents
%\usepackage[applemac]{inputenc} %MAC encoding
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