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algo_stcr.py
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algo_stcr.py
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import numpy as np
import math
import itertools
from scipy.optimize import minimize
import scipy
from itertools import combinations
import warnings
warnings.filterwarnings("ignore")
def query(offer, A, b, responding_items):
"""
Query an agent with utility function x^TAx + 2bx to determine if they will accept an offer.
Args:
offer (np.array): n-dimensional vector representing an offer from the receiving agent's perspective.
A (np.array): nxn matrix.
b (list): n-dimensional vector.
responding_items (list): Current State of responding agent.
Returns:
flag_n_items (bool): Response value which states if the responding agent has enough items to complete the trade
flag_utility_improvement (bool): Response value which states if the responding agent's utility improves with the offer
min_index (int): Item index corresponding to the smallest number of items in the responding agent's possession
min_items (int/float): Minimum number of items that the responding agent possess for any give category.
"""
# Generate the post-trade state
next_step = offer + responding_items
# Determine if the trade leads to an increase in responding agent's utility
flag_dot_product = utility_improvement(offer, A, b, responding_items)
# Determine if the responding agent has enough of each item to complete the trade
min_index = -1
min_items = 0
if all(i >= 0 for i in next_step):
flag_n_items = True
else:
flag_n_items = False
min_index = np.argmin(next_step)
min_items = responding_items[min_index]
return flag_n_items, flag_dot_product, min_index, min_items
def utility_improvement(offer, A, b, items, reduction_idx=[]):
"""
Determine if an offer leads to a utility improvement for an agent with utility function x^TAx +x^Tb
Args:
offer (np.array): n-dimensional vector representing an offer from the agent's perspective.
A (np.array): nxn matrix.
b (np.array): n-dimensional vector.
items (list): Current State of agent.
Returns:
(bool): Response value which states if the agent's utility improves with the offer
"""
if utility_value(offer, A, b, items, reduction_idx=reduction_idx) > 0:
return True
else:
return False
def utility_value(offer, A, b, items, reduction_idx=[]):
"""
Return the value of an offer given a utility function of the form x^TAx + bx, an offer, and the current set of items.
Args:
offer (np.array): n-dimensional vector representing an offer from the agent's perspective.
A (np.array): nxn matrix.
b (np.array): n-dimensional vector.
items (list): Current State of agent.
reduction_idx (list, optional): set of item indices that need to be removed from consideration.
Returns:
(float): Utility value associated with the offer
"""
idx_counter = 0
true_offer = np.zeros(len(b))
true_items = items
for element in range(0, len(b)):
if element not in reduction_idx:
true_offer[element] = offer[idx_counter]
idx_counter += 1
next_step = true_items + true_offer
prev_state_value = true_items.transpose() @ A @ true_items + b @ true_items
next_state_value = next_step.transpose() @ A @ next_step + b @ next_step
return next_state_value - prev_state_value
def branch_and_bound(offer, center_of_cone, offering_grad):
"""
Given an offer, return an integer offer that is within 90 degrees of the cone's center and closest to the offering_gradient
Args:
offer (np.array): n-dimensional vector representing an offer from the agent's perspective.
center_of_cone (np.array): n-dimensional vector corresponding to the center of the gradient cone.
offering_grad (np.array): n-dimensional vector corresponding to the offering agent's gradient.
Returns:
output_offer (np.array): Rounded Offer
"""
# Generate a set of rounded offers
rounded_list = generate_int_vectors(offer)
theta_list = []
# This for loop ensures that the rounded offers are aligned with the center of the cone
for int_vector in rounded_list:
# Represent the offer from the perspective of the responding
int_list = list(int_vector)
neg_list = [-1 * x for x in int_list]
neg_list_norm = neg_list / np.linalg.norm(neg_list)
center_of_cone_norm = center_of_cone / np.linalg.norm(center_of_cone)
dot_product = np.dot(neg_list_norm, center_of_cone_norm)
# If the offer and the center of the cone are not algined, then the responding agent will not accept the offer
# In this case, we remove the offer from consideration
if dot_product < 0:
theta_list.append(-1 * np.inf)
else:
theta_list.append(np.dot(int_list/np.linalg.norm(int_list), offering_grad))
# Select the rounded offer that is most closely aligned with the offering gradient direction
output_offer = list(rounded_list[np.argmax(theta_list)])
# If the offer is not aligned with the offering gradient, negate it's direction.
if np.dot(output_offer, offering_grad) < 0:
output_offer = -1 * np.array(output_offer)
return output_offer
def generate_int_vectors(float_vector):
"""
Given a vector of floats, return a set of vectors that represents the integer rounding of the set of floats
Args:
float_vector (np.array): n-dimensional float
Returns:
integer_combinations (list of np.array): Set of all possible roundings of the float vector
"""
float_vector = [float(num) for num in float_vector]
combinations = set(itertools.product(*[range(math.floor(val), math.ceil(val) + 1) for val in float_vector]))
integer_combinations = [tuple(round(val) if not isinstance(val, int) else val for val in combo) for combo in combinations]
icc = integer_combinations.copy()
for combination in icc:
if all(element == 0 for element in combination):
integer_combinations.remove(combination)
return integer_combinations
def find_init_offer_greedy(offering_grad, center_of_cone):
"""
Determine an offer that is orthogonal and is in the direction of the offering agent's gradient
Args:
offering_grad (np.array): n-dimensional vector corresponding to the offering agent's gradient.
center_of_cone (np.array): n-dimensional vector corresponding to the center of the gradient cone.
Returns:
offer (np.array): Projection of the offering agent's gradient on the null space of the cone center.
"""
projection = np.dot(offering_grad, center_of_cone) / np.dot(center_of_cone, center_of_cone) * center_of_cone
offer = offering_grad - projection
return offer
def find_init_offer_random(offering_grad, center_of_cone):
"""
Determine a random initial offer that is orthogonal and that is aligned with the offering agent's gradient
Args:
offering_grad (np.array): n-dimensional vector corresponding to the offering agent's gradient.
center_of_cone (np.array): n-dimensional vector corresponding to the center of the gradient cone.
Returns:
offer (np.array): Random vector in the null space of the cone center
"""
# Check if the vector is not a zero vector
if np.linalg.norm(center_of_cone) == 0:
raise ValueError("Input vector should not be a zero vector")
# Create a random vector
random_vector = np.random.randn(len(center_of_cone))
# Use the Gram-Schmidt process to get an orthogonal vector
orthogonal_vector = random_vector - (np.dot(random_vector, center_of_cone) / np.dot(center_of_cone, center_of_cone)) * center_of_cone
# Normalize the orthogonal vector
orthogonal_vector /= np.linalg.norm(orthogonal_vector)
if np.dot(orthogonal_vector, offering_grad) < 0:
orthogonal_vector *= -1
return orthogonal_vector
def find_orth_vector(vectors, offering_gradient):
"""
Given a set of n-dimensional vectors, find a set of vectors that are orthogonal to the given set
Args:
vectors (list of np.array): set of vectors
offering_gradient (np.array): n-dimensional vector corresponding to the offering agent's gradient.
Returns:
orthogonal_vectors (list of np.array): Set of vectors orthogonal to all the vectors in the input vector set and the center of the cone.
"""
# Calculate the null space of the given set of vectors
null_space = scipy.linalg.null_space(vectors)
orthogonal_vectors = []
# Iterate over the basis of the null space to find orthogonal vectors
for i in range(null_space.shape[1]):
potential_vector = null_space[:, i]
is_orthogonal = True
# Check that the null space vectors are orthogonal to all the vectors in the given set.
for vector in orthogonal_vectors:
if abs(np.dot(potential_vector, vector)) > 1e-10: # Checking if dot product is close to zero
is_orthogonal = False
break
# If the offer is orthogonal, then add it to the set of orthogonal vectors
if is_orthogonal:
# Ensure the direction is beneficial for the offering
if np.dot(potential_vector, offering_gradient) < 0:
potential_vector = -1 * potential_vector
orthogonal_vectors.append(potential_vector)
return orthogonal_vectors
def sort_orth_vectors(A, b, items, vectors, reduction_idx = []):
"""
Sort the set of orthogonal vectors in terms of utility for a function x^TAx + b^Tx.
Args:
A (np.array): nxn matrix.
b (np.array): n-dimensional vector.
items (list): Current State of agent.
vectors (list of np.array): vectors to be sorted
reduction_idx (list, optional): set of item indices that need to be removed from consideration.
Returns:
sorted_offers (list of np.array): Set vectors sorted in decreasing order of utility value.
"""
# This ensures that the most beneifical trades for the offering will be offered first.
sorted_offers = sorted(vectors, key=lambda vector: utility_value(vector, A, b, items, reduction_idx=reduction_idx))
return sorted_offers
def angle_between(v1, v2):
"""
Return the angle between two vectors.
Args:
v1 (np.array): n-dimensional vector.
v2 (np.array): n-dimensional vector.
Returns:
angle (float): Angle between the two vectors in radians
"""
dot_product = np.dot(v1, v2)
m1 = np.linalg.norm(v1)
m2 = np.linalg.norm(v2)
cos_theta = dot_product / (m1 * m2)
angle = np.arccos(cos_theta)
return angle
def find_scaling_offering(vector, offering_A, offering_b, offering_items, offering_items_original, max_trade_value, need_improvement = True, reduction_idx = [], int_constrained=True):
"""
Find a scaled vector for the offering agent that is feasible
Args:
vector (np.array): n-dimensional vector representing the current offer.
offering_A (np.array): nxn matrix used for the offering agent's utility function.
offering_b (np.array): n-dimensional vector constants for the offering agent's utility function.
offering_items (np.array): Number of items that the offering agent has in its possession from categories that are being comsidered currently.
offering_items_original (np.array): Number of items that the offering agent has in its possession from all categories.
max_trade_value (int): Maximum number of items that can be traded from any item category
need_improvement (bool, optional): Whether the offering agent needs to improve its utility with this offer Defaults to True.
int_constrained (bool, optional): Whether the trade should be restricted to integer values. Defaults to True.
reduction_idx (list, optional): set of item indices that need to be removed from consideration.
Returns:
tuple:
- scaled_vector (np.array): Scaled version of the original vector
- scaling_factor (float): Scaling factor used to increase the magnitude of the unit vector
- improvement (bool): Whether the offering agent is improving its utility with this offer
"""
# Find a scaling factor that scales a given vector to a given number of items
# If the offer is not aligned with the offering's gradient, reverse its direction
offering_gradient = n_dim_quad_grad(offering_A, offering_b, offering_items_original)
full_vector = np.zeros(len(offering_b))
idx_counter = 0
for element in range(0, len(offering_b)):
if element not in reduction_idx:
full_vector[element] = vector[idx_counter]
idx_counter += 1
if np.dot(full_vector, offering_gradient) < 0:
vector = -1 * np.array(vector)
# If we are looking for a trade that benefits the offering, we may need to scale down the offer to ensure we don't overshoot any optimal points.
if need_improvement:
improvement = False
while not improvement:
# Scale the offer based on the maximum amount of a given item the offering can trade (max_trade_value)
scaled_vector = vector.copy()
max_scaling_factor = find_scaling_factor(vector, max_trade_value, offering_items)
scaled_vector = [scaled_vector[i] * max_scaling_factor for i in range(len(scaled_vector))]
max_index, max_value = max(enumerate(scaled_vector), key=lambda x: abs(x[1]))
if int_constrained:
scaled_vector[max_index] = round(scaled_vector[max_index])
# Check if the offer improves the offering's utility
improvement = utility_improvement(scaled_vector, offering_A, offering_b, offering_items_original, reduction_idx=reduction_idx)
# If the maximum trade value is one, we cannot scale the offer down an further
if max_trade_value == 1:
break
# If the offering does not benefit from the offer, but it is aligned with its gradent, then the trade mangiute is too large
max_trade_value = math.ceil(max_trade_value/2)
return scaled_vector, max_scaling_factor, improvement
else:
# If improvement is not required, then scale the offer to the max_trade_value
scaled_vector = vector.copy()
max_scaling_factor = find_scaling_factor(vector, max_trade_value, offering_items)
scaled_vector = [scaled_vector[i] * max_scaling_factor for i in range(len(scaled_vector))]
improvement = utility_improvement(scaled_vector, offering_A, offering_b, offering_items_original, reduction_idx=reduction_idx)
return scaled_vector, max_scaling_factor, improvement
def find_scaling_factor(vector, max_trade_value, offering_items):
"""
Given a trade vector and a maximum amount of a given item that can be traded, find a scaling factor for the trade
Args:
vector (np.array): n-dimensional vector representing the current offer.
offering_items (np.array): Number of items that the offering agent has in its possession from categories that are being comsidered currently.
max_trade_value (int): Maximum number of items that can be traded from any item category.
Returns:
max_scaling_factor (float): Scaling factor for the offer to trade the maximum item amount.
"""
abs_vector = np.abs(vector)
# Determine the maximum scaling factor given the maximum trade value
max_scaling_factor = max_trade_value / max(abs_vector)
for i in range(len(vector)):
# Account for cases that lead to negative item values
if offering_items[i] > 0 and vector[i] != 0:
scaling_factor = max(0, -1 * offering_items[i] / vector[i])
if scaling_factor != 0:
max_scaling_factor = min(max_scaling_factor, scaling_factor)
return max_scaling_factor
def find_scaling_responding(vector, item_val, item_index):
"""
Find a scaling factor that scales a given vector to a given number of items
Args:
vector (np.array): n-dimensional vector representing the current offer.
item_val (float): Target number of items to trade
item_index (int): Item category we want to scale up to item_val.
Returns:
vector_mod (np.array): Vector scaled such that it is trading item_val from item_index
"""
vector_mod = vector.copy()
scaling_factor = item_val / vector[item_index]
vector_mod = [num*scaling_factor for num in vector_mod]
return vector_mod
def n_dim_quad_grad(A, b, x):
"""
Find the gradient vector of an n-dimensional quadratic function of the form x^TAx + x^Tb
Args:
A (np.array): nxn matrix.
b (np.array): n-dimensional vector.
x (list): Current State.
Returns:
gradient (np.array): n-dimensional vector representing the gradient of the function at state x.
"""
gradient = 2 * np.dot(A, x) + b
return gradient
def intersection_between_hyperplanes(hyperplanes):
"""
Given a set of hyperplanes, find the intersection point beteween the hyperplanes.
Args:
hyperplanes (list of tuples): Set of hyperplanes of the form ax = b
Returns:
intersection (np.array): point representing the intersection of the hyperplanes
"""
num_hyperplanes = len(hyperplanes)
dim = len(hyperplanes[0][0])
# Initialize coefficient matrix and constant vector
A = np.zeros((num_hyperplanes, dim))
B = np.zeros(num_hyperplanes)
# Populate coefficient matrix and constant vector ax = b
for i, (normal, constant) in enumerate(hyperplanes):
A[i] = normal
B[i] = constant
intersection = scipy.linalg.solve(A, B)
return intersection
def is_in_intersection(point, halfspaces):
"""
Check if a point is in the intersection of the given set of halfspaces
Args:
point (np.array): point
halfspaces (list of tuples): Set of halfspaces of the form ax >= b
Returns:
(bool): Whether the point is in the intersection of the halfspaces
"""
tolerance = 1e-10
for a, b in halfspaces:
if not np.dot(a, point) - b > -1 * tolerance:
return False
return True
def cross_prod_check(vector1, vector2):
"""
Use the cross product to check if two vectors are parallel
Args:
vector1 (np.array): vector
vector2 (np.array): vector
Returns:
(bool): Whether the vectors are parallel
"""
if len(vector1) != len(vector2):
return False
if all(x == 0 for x in vector1) or all(x == 0 for x in vector2):
return True
ratio = None
for i in range(len(vector1)):
if vector1[i] != 0:
if ratio is None:
ratio = vector2[i] / vector1[i]
elif vector2[i] / vector1[i] != ratio:
return False
elif vector2[i] != 0:
return False
return True
def parallel_check(offer_set):
"""
Check if any two vectors in the given set are parallel
Args:
offer_set (list of np.array): set of vectors
Returns:
(bool): Any two of the vectors are parallel
"""
if not all(len(vector) == len(offer_set[0]) for vector in offer_set):
return False
for i, vector1 in enumerate(offer_set):
for vector2 in offer_set[i + 1:]:
if cross_prod_check(vector1, vector2):
return True
return False
def generate_corner_points(halfspaces, num_dimensions):
"""
Given a set of halfspaces, generate corner points of the polytope defined by the halfspaces
Args:
halfspaces (list of tuples): set of halfspaces of the form ax >= b
num_dimensions (int): dimensionality of the halfspaces
Returns:
point_set (list of np.array): Set of corner points for the polytope
"""
# Generate Corner Points for a set of halfspaces
point_set = []
# Iterate over combinations of n-1 halfspaces
for halfspace_combination in list(combinations(range(len(halfspaces)), num_dimensions)):
halfspace_set = [halfspaces[h] for h in halfspace_combination]
a_set = [h[0] for h in halfspace_set]
A = np.zeros((len(halfspace_set), len(halfspace_set[0][0])))
for i, (normal, constant) in enumerate(halfspace_set):
A[i] = normal
# Check if any two halfspaces in the set are parallel (In such cases, corner points do not exist)
if not parallel_check(a_set) and not np.isclose(np.linalg.det(A), 0):
# Calculate the intersection point
intersection_point = intersection_between_hyperplanes(halfspace_set)
# Check that the point is within the given set of halfspaces
if is_in_intersection(intersection_point, halfspaces):
intersection_tuple = tuple(intersection_point)
if intersection_tuple not in map(tuple, point_set):
point_set.append(intersection_point)
return point_set
def generate_hypercube(radius_val, basis_set):
"""
Given a radius of a circle centered at the origin and a basis set, create a hypercube that encloses the circle
Args:
radius_val (float): radius of the circle
basis_set (list of np.array): Set of basis vectors for the space
Returns:
hypercube_halfspace_set (list of tuples): Set of halfspaces of the form ax >= b that define the hypercube
"""
hypercube_halfspace_set = []
len_val = len(basis_set)
# Iterate over dimensions
for i in range(0, len_val):
output_vals = np.zeros(len_val)
output_vals[i] = 1
# Format of halfspace contrants is ax >= b
for sign in [-1, 1]:
a = sign * output_vals
b = -1 * radius_val
hypercube_halfspace_set.append((a, b))
return hypercube_halfspace_set
def qr_decomposition(normal_vector):
"""
Use QR decomposition to obtain a basis set of the orthogonal space of a given vector
Args:
normal_vector (np.array): normal vector to the basis set.
Returns:
basis_vectors (np.array): Set of basis vectors that map from n-dimensional space to the n-1 dimensional orthogonal space of the normal_vector.
"""
Q, _ = np.linalg.qr(np.column_stack([normal_vector] + [np.random.randn(len(normal_vector)) for _ in range(len(normal_vector) - 1)]))
basis_vectors = np.array(Q[:, 1:])
return basis_vectors.T
def vector_projection(v, basis_vectors):
"""
Project a vector into the space defined by a set of basis vectors
Args:
v (np.array): n-dimensional vector to be projected onto the n-1 dimensional space
basis_vectors (np.array): Set of basis vectors that map from n-dimensional space to the n-1 dimensional orthogonal space of the normal_vector.
Returns:
projection (np.array): n-1 dimensional projection of v onto the space defined by the basis vectors.
"""
projection = []
for basis in basis_vectors:
norm_b_squared = np.linalg.norm(basis) ** 2
proj_component = np.dot(v, basis) / norm_b_squared
projection.append(proj_component)
return projection
def generate_halfspaces(offer_set, basis, center_of_cone):
"""
Generate halfspaces given a set of offers
Args:
offer_set (list of np.array): set of n-dimensional offers
basis (np.array): Set of basis vectors that map from n-dimensional space to the n-1 dimensional orthogonal space of the normal_vector.
center_of_cone (np.array): n-dimensional vector corresponding to the center of the gradient cone.
Returns:
halfspace_set (list of tuples): Set of halfspaces corresponding to the set of offers.
"""
halfspace_set = []
for offer in offer_set:
halfspace_set.append(calc_projected_halfspace(offer, basis, center_of_cone))
return halfspace_set
def calc_projected_halfspace(offer, basis, center_of_cone):
"""
Given an n-dimensional offer, generate a corresponding halfspace constraint in the n-1 dimensional null space of the cone center defined by a set of basis vectors.
Args:
offer (np.array): n-dimensional offers
basis (np.array): Set of basis vectors that map from n-dimensional space to the n-1 dimensional orthogonal space of the normal_vector.
center_of_cone (np.array): n-dimensional vector corresponding to the center of the gradient cone.
Returns:
(projected_vector, b_val) (list of tuples): Halfspace corresponding to the offer in the form projected_vector x >= b_val.
"""
# Transform an offer into a halfspace contraint. ax >= b
# The offer's direction is the normal vector the halfspace
offer_norm = offer / np.linalg.norm(offer)
projected_vector = np.array(vector_projection(offer_norm, basis))
# Halfspace offset is determined by the angle offset of the offer and the orthogonal plane
angle_offset = angle_between(offer_norm, center_of_cone)
angle_minus_90 = angle_offset - (np.pi / 2)
b_val = np.tan(angle_minus_90) * np.linalg.norm(projected_vector)
return (projected_vector, b_val)
def rotate_vector(r_vector, d_vector, theta):
"""
Rotate a vector in a given direction by an angle theta
Args:
r_vector (np.array): Vector to be rotated.
d_vector (np.array): Rotation direction.
theta (float): Rotation angle in radians.
Returns:
(np.array): r_vector rotated in the direction of d_vector by an angle theta
"""
# Gram-Schmidt orthogonalization
n1 = r_vector / np.linalg.norm(r_vector)
v2 = d_vector - np.dot(n1,d_vector) * n1
n2 = v2 / np.linalg.norm(v2)
# rotation by pi/2
a = theta
I = np.identity(len(n2))
R = I + (np.outer(n2,n1) - np.outer(n1,n2)) * np.sin(a) + ( np.outer(n1,n1) + np.outer(n2,n2)) * (np.cos(a)-1)
# check result
return np.matmul(R,n1)
def is_separating(hyperplane, points):
"""
Determine if a hyperplane is separating two points
Args:
hyperplane (tuple): Hyperplane of the form ax = b
points (np.array, np.array): The two points to be separated.
Returns:
(bool): Whether the hyperplane is separating the two points
"""
tolerance = 1e-10
# Check if the two points are on different sides of the hyperplane
val_1 = np.dot(points[0], hyperplane[0]) - hyperplane[1]
val_2 = np.dot(points[1], hyperplane[0]) - hyperplane[1]
if np.abs(val_1) <= tolerance or np.abs(val_2) <= tolerance:
return False
if np.sign(val_1) != np.sign(val_2):
return True
else:
return False
def farthest_points(points):
"""
Given a set of points, return the two points that are farthest apart
Args:
points (list of np.array): Set of two points
Returns:
tuple:
- farthest_pair (tuple): The two farthest points
- max_distance (float): Distance between the two points
"""
# Given a set of points, return the two points that are farthest apart
max_distance = 0
farthest_pair = []
# Iterate through all pairs of points
for i, point1 in enumerate(points):
for j, point2 in enumerate(points):
if i != j: # Exclude comparing the same point
distance = np.linalg.norm(point1 - point2)
if distance > max_distance:
max_distance = distance
farthest_pair = (point1, point2)
return farthest_pair, max_distance
def calculate_new_cone_integer_contstrained(offer_set, hypercube, basis_set, center_of_cone):
"""
Given a set of integer offers and the hypercube enclosing the current cone, determine a new cone of potential gradients.
Args:
offer_set (list of np.array): Set of past integer offers
hypercube (list of tuples): Halfspace constraints corresponding to the hypercube that encloses the current cone
basis_set (np.array): Set of basis vectors that map from n-dimensional space to the n-1 dimensional orthogonal space of the normal_vector.
center_of_cone (np.array): n-dimensional vector corresponding to the center of the gradient cone.
Returns:
tuple:
- center_of_circle (np.array): n-1 dimensional center of the hypersphere that encloses the space of potential gradients
- potential_new_theta (float): Angle of the cone that encloses the hypersphere
- corner_points (list of np.array): Farthest corner points of the polytope of potential gradients
- (bool): Boolean that signals if the polytope of potential gradients is empty.
"""
num_dim = len(basis_set)
# Generate Corner Points of the Polyhedron
halfspace = generate_halfspaces(offer_set, basis_set, center_of_cone)
full_halfspace_set = halfspace + hypercube
point_set = generate_corner_points(full_halfspace_set, num_dim)
corner_points, point_dist = farthest_points(point_set)
# If the halfspace contraints do not allow for corner points, return an error case
if len(corner_points) == 0:
return None, None, None, True
# Calculate new circle parameters
center_of_circle = np.mean(corner_points, axis=0)
radius_of_circle = (point_dist)/2
radius_of_circle = np.sqrt(3) * radius_of_circle
center_norm = center_of_circle / np.linalg.norm(center_of_circle)
# Calculate new angle of opening (Theta)
point_a = center_of_circle - (radius_of_circle * center_norm)
point_b = center_of_circle + (radius_of_circle * center_norm)
d_a = np.sqrt(1 + (np.linalg.norm(point_a)**2))
d_b = np.sqrt(1 + (np.linalg.norm(point_b)**2))
diameter = point_dist
ratio = ((diameter**2) - (d_a**2) - (d_b**2))/(-2*d_a*d_b)
potential_new_theta = np.arccos(ratio) / 2
return center_of_circle, potential_new_theta, corner_points, False
def calculate_new_cone(offer_set, theta, center_of_cone, num_items):
"""
Given a set of fractional offers and the current cone, determine a new cone of potential gradients.
Args:
offer_set (list of np.array): Set of past fractional offers
theta (float): semi-vertical angle of the current cone
center_of_cone (np.array): n-dimensional vector corresponding to the center of the gradient cone.
num_items (int): Total number of item categories
Returns:
tuple:
- new_center_of_cone (np.array): Direction of the new cone of potential gradients
- potential_new_theta (float): Angle of the new cone of potential gradients
"""
# Return New Cone Given the current cuts (vector set)
w_list = [center_of_cone]
sum_value = np.zeros(num_items)
# Use cone update rule to determine the new cone of potential gradients
for i in range(0, num_items-1):
w_i = center_of_cone * np.cos(theta) + (offer_set[i]/np.linalg.norm(offer_set[i])) * np.sin(theta)
w_list.append(np.array(w_i))
sum_value += (w_i / num_items)
new_center_of_cone = (sum_value / np.linalg.norm(sum_value))
scaling_factor_theta = np.sqrt((2 * num_items - 1) / (2 * num_items))
potential_new_theta = np.arcsin(scaling_factor_theta * np.sin(theta))
return new_center_of_cone, potential_new_theta
def make_heuristic_offer(heuristic_offer, center_of_cone, offering_gradient, responding_items_original, offering_A, offering_b, responding_A, responding_b, offering_items, offering_items_original, reduction_idx, int_constrained, max_trade_value):
"""
Make a heuristic offer to the responding agent
Args:
heuristic_offer (np.array): Heuristic offer
center_of_cone (np.array): n-dimensional vector corresponding to the center of the gradient cone.
offering_gradient (np.array): n-dimensional vector corresponding to the offering agent's gradient.
responding_items_original (np.array): List of current items from all categories for the responding agent
offering_A (np.array): nxn matrix used for the offering agent's utility function.
offering_b (np.array): n-dimensional vector constants for the offering agent's utility function.
responding_A (np.array): nxn matrix used for the responding agent's utility function. This is only used for querying the simulated responding agent.
responding_b (np.array): n-dimensional vector used for the responding agent's utility function. This is only used for querying the simulated responding agent.
offering_items (np.array):List of current items with excluded categories for the offering agent
offering_items_original (np.array):List of current items from all categories for the offering agent
reduction_idx (np.array): List of item categories to be excluded from trading
int_constrained (bool): Whether the trade should be restricted to integer values. Defaults to True.
max_trade_value (int): Maximum number of items that can be traded from any item category
Returns:
tuple:
- bool: Whether the offer was accepted
- offer (np.array): The accepted offer
- num_queries (int): Total number of offers made to the receiving agent at this stage.
"""
num_queries = 0
# Scale and round the offer
offer, scaling_factor, improvement = find_scaling_offering(heuristic_offer, offering_A, offering_b, offering_items, offering_items_original, max_trade_value, reduction_idx=reduction_idx, int_constrained=int_constrained)
if int_constrained:
offer, improvement = round_offer(offer, center_of_cone, offering_gradient, offering_A, offering_b, offering_items, offering_items_original, reduction_idx, int_constrained, max_trade_value)
# If the iterate until responding agent rejects the offer
rejected_dot_product = False
while not rejected_dot_product and improvement == True:
# Make the offer to the responding agent
neg_offer = -1 * np.array(offer)
num_queries += 1
neg_offer_q = np.zeros(len(responding_items_original))
neg_offer_c = 0
for index_val in range(0, len(neg_offer_q)):
if index_val not in reduction_idx:
neg_offer_q[index_val] = neg_offer[neg_offer_c]
neg_offer_c += 1
response_n, response_product, min_index, min_items = query(neg_offer_q, responding_A, responding_b, responding_items_original)
# If the responding agent accepts the offer, return success
if response_product:
if response_n:
return True, offer, num_queries
else:
# If the responding agent does not have enough items to complete the trade, scale to meet responding agent's items
# We note that, since the receiving agent has access to the responding agent's state, this should not count toward the total offers
num_queries -= 1
for idx in range(0, min_index):
if idx in reduction_idx:
min_index -= 1
offer = find_scaling_responding(offer, min_items, min_index)
if int_constrained:
offer = branch_and_bound(offer, center_of_cone, offering_gradient)
improvement = utility_improvement(offer, offering_A, offering_b, offering_items_original, reduction_idx=reduction_idx)
continue
else:
# If the responding agent rejects the offer, return failure
rejected_dot_product = True
return False, offer, num_queries
def obain_full_offer(offer, reduction_idx, full_size):
"""
Given an offer that may be reduced by removing item categories with zero items, return the full offer
Args:
offer (np.array): Reduced offer.
reduction_idx (list): set of item indices that need to be removed from consideration.
full_size (int): Total number of item categories
Returns:
full_offer (np.array): Vector representing the full trade offer. Item categories that are not considered are filled in with 0 values.
"""
idx_counter = 0
full_offer = np.zeros(full_size)
for i in range(0, full_size):
if i not in reduction_idx:
full_offer[i] = offer[idx_counter]
idx_counter += 1
return full_offer
def round_offer(offer, center_of_cone, offering_gradient, offering_A, offering_b, offering_items, offering_items_original, reduction_idx, int_constrained, max_trade_value):
"""
Given a fractional offer, return an integer offer that benefits the offering agent
Args:
offer (np.array): Fractional offer
center_of_cone (np.array): n-dimensional vector corresponding to the center of the gradient cone.
offering_gradient (np.array): n-dimensional vector corresponding to the offering agent's gradient.
offering_A (np.array): nxn matrix used for the offering agent's utility function.
offering_b (np.array): n-dimensional vector constants for the offering agent's utility function.
offering_items (np.array):List of current items with excluded categories for the offering agent
offering_items_original (np.array):List of current items from all categories for the offering agent
reduction_idx (np.array): List of item categories to be excluded from trading
int_constrained (bool): Whether the trade should be restricted to integer values. Defaults to True.
max_trade_value (int): Maximum number of items that can be traded from any item category
Returns:
tuple:
- offer (np.array): Rounded Offer
- improvement (boolean): Whether the offering agent benefits fromt he offer
"""
# Round the offer to contain only integer values
offer = branch_and_bound(offer, center_of_cone, offering_gradient)
full_offer = obain_full_offer(offer, reduction_idx, len(offering_items_original))
# Scale the offer in accordance with the offering's items
while any(element < 0 for element in offering_items_original + full_offer):
offer, scaling_factor, improvement = find_scaling_offering(offer, offering_A, offering_b, offering_items, offering_items_original, max_trade_value, reduction_idx=reduction_idx, int_constrained=int_constrained)
offer = branch_and_bound(offer, center_of_cone, offering_gradient)
full_offer = obain_full_offer(offer, reduction_idx, len(offering_items_original))
improvement = utility_improvement(offer, offering_A, offering_b, offering_items_original, reduction_idx=reduction_idx)
return offer, improvement
def obtain_responding_offer(offer, responding_items_original, reduction_idx):
"""
Given an offer that may not be for the responding agent, return a scaled down offer that is feasible
Args:
offer (np.array): Offer from the
responding_items_original (np.array):List of current items from all categories for the responding agent
reduction_idx (np.array): List of item categories to be excluded from trading
Returns:
tuple:
- neg_offer_q (np.array): Scaled down offer for the responding agent
"""
neg_offer = [-1 * x for x in offer]
neg_offer_q = np.zeros(len(responding_items_original))
neg_offer_c = 0
for index_val in range(0, len(neg_offer_q)):
if index_val not in reduction_idx:
neg_offer_q[index_val] = neg_offer[neg_offer_c]
neg_offer_c += 1
next_step = neg_offer_q + responding_items_original
# Scale down the offer to match the responding agent's items
if not all(i >= 0 for i in next_step):
flag_n_items = False
min_index = np.argmin(next_step)
min_items = responding_items_original[min_index]
neg_offer_q[min_index] = -1 * min_items
return neg_offer_q
def offer_search(offering_A, offering_b, responding_A, responding_b, offering_items_original, responding_items_original, num_items, center_of_cone, theta, max_trade_value, theta_closeness, int_constrained = True, prev_offer = [], prev_offer_flag=False, center_of_cone_flag=False, average_flag=False, offering_grad_flag = False, offer_budget = 1000):
"""
Use ST-CR to find a mutually beneficial offer
Args:
offering_A (np.array): nxn matrix used for the offering agent's utility function.
offering_b (np.array): n-dimensional vector constants for the offering agent's utility function.
responding_A (np.array): nxn matrix used for the responding agent's utility function. This is only used for querying the simulated responding agent.
responding_b (np.array): n-dimensional vector used for the responding agent's utility function. This is only used for querying the simulated responding agent.
offering_items_original (np.array): List of current items for the offering agent across all item categories.
responding_items_original (np.array): List of current items for the responding agent across all item categories.
center_of_cone (np.array): n-dimensional vector corresponding to the current center of the cone of potential gradients.
theta (float): Angle of the cone of potential gradients in radians.
num_items (int): Total number of item categories.
max_trade_value (int): Maximum number of items that can be traded from any item category
theta_closeness (float): Hyperparamter used by ST-CR to stop trading.
prev_offer (np.array): Previously accepted offer used for heuristic trading. Default: Empty
prev_offer_flag (bool, optional): Whether ST-CR will use the previously accepted trade heuristic
center_of_cone_flag (bool, optional): Whether ST-CR will use the center of the cone as heuristic offer
average_flag (bool, optional): Whether ST-CR will use the average between the offering agent's gradient and the center of the cone as a heuristic offer
offering_grad_flag (bool, optional): Whether ST-CR will use the offering agent's gradient as a heuristic offer.
int_constrained (bool, optional): Whether the trade should be restricted to integer values. Defaults to True.
offer_budget (int, optional): Maximum number of offers allowed to the receiving agent. Defaults to 1000.
Returns:
tuple:
- found_trade (bool): Whether a mutually beneficial offer was found
- offer (np.array): The mutually beneficial offer (if found)
- offer_count (int): Number of offers made to the responding agent,
- iterations (int): Number of cone refinements
- center_of_cone (np.array): n-dimensional vector corresponding to the center of the cone of potential gradients after searching for a mutually beneficial offer.
- theta (float): Angle (in radians) of the cone of potential gradients after trading.
- edge_case_break (bool): Whether ST-CR stopped trading due to an edge case.
"""
# Initialize Gradient Values (The responding agent's gradient is only used with respect to the query function)
original_responding_gradient = list(n_dim_quad_grad(responding_A, responding_b, responding_items_original))
original_offering_gradient = list(n_dim_quad_grad(offering_A, offering_b, offering_items_original))
# Account for cases where the number of items for a given category are zero
new_grad_h = list(original_responding_gradient.copy())
new_grad_a = list(original_offering_gradient.copy())
responding_items_mod = list(responding_items_original)
offering_items_mod = list(offering_items_original)
reduction_idx = []
center_list = list(center_of_cone)
# Remove Item Categories that have zero items
for i in range(len(offering_items_original)):
if offering_items_original[i] == 0 or responding_items_original[i] == 0:
reduction_idx.append(i)
reduction_num = len(reduction_idx)
prev_offer = list(prev_offer)
for i in sorted(reduction_idx, reverse=True):
a = new_grad_a.pop(i)
h = new_grad_h.pop(i)
prev_trade = prev_offer.pop(i)
item_a = offering_items_mod.pop(i)
item_h = responding_items_mod.pop(i)
c = center_list.pop(i)
center_of_cone = np.array(center_list)
offering_items = np.array(offering_items_mod)
offering_gradient = new_grad_a / np.linalg.norm(new_grad_a)
# Initialize iteration variables
offer_count = 0
iterations = 0
edge_case_break = False
# If there is only one item left to trade, end the cone refinement.
if reduction_num >= num_items-1:
return False, [], offer_count, iterations, center_of_cone, theta, edge_case_break
# If the offering's gradient is zero, end the cone refinement
if all(grad_entry == 0 for grad_entry in new_grad_a):
return False, [], offer_count, iterations, center_of_cone, theta, edge_case_break
remaining_items = num_items - reduction_num
# Make Heuristic Offers Based on Previous Information
heuristic_offers = []
# Offer the Previously Accepted Offer
if prev_offer_flag:
if len(prev_offer) != 0:
if not all(item == 0 for item in prev_offer):
prev_info_offer = prev_offer / np.linalg.norm(prev_offer)
response, offer, num_queries = make_heuristic_offer(prev_info_offer, center_of_cone, offering_gradient, responding_items_original, offering_A, offering_b, responding_A, responding_b, offering_items, offering_items_original, reduction_idx, int_constrained, max_trade_value)
offer_count += num_queries
heuristic_offers.append(offer)
if response:
return True, offer, offer_count, iterations, center_of_cone, theta, edge_case_break
# Offer the Center of the Cone
if center_of_cone_flag and theta < np.pi:
center_of_cone_norm = -1 * (center_of_cone / np.linalg.norm(center_of_cone))
prev_info_offer = center_of_cone_norm
if not all(item == 0 for item in prev_info_offer):
if np.dot(-1 * center_of_cone_norm, offering_gradient) >= 0:
response, offer, num_queries = make_heuristic_offer(prev_info_offer, center_of_cone, offering_gradient, responding_items_original, offering_A, offering_b, responding_A, responding_b, offering_items, offering_items_original, reduction_idx, int_constrained, max_trade_value)
offer_count += num_queries
heuristic_offers.append(offer)
if response:
return True, offer, offer_count, iterations, center_of_cone, theta, edge_case_break
# Offer the Average of the Cone Center and the offering Gradient
if average_flag and theta < np.pi:
center_of_cone_norm = -1 * (center_of_cone / np.linalg.norm(center_of_cone))
prev_info_offer = (center_of_cone_norm + offering_gradient) / 2
if not all(item == 0 for item in prev_info_offer):
response, offer, num_queries = make_heuristic_offer(prev_info_offer, center_of_cone, offering_gradient, responding_items_original, offering_A, offering_b, responding_A, responding_b, offering_items, offering_items_original, reduction_idx, int_constrained, max_trade_value)
offer_count += num_queries
heuristic_offers.append(offer)
if response:
return True, offer, offer_count, iterations, center_of_cone, theta, edge_case_break
# Offer the offering Gradient Heuristic
if offering_grad_flag:
prev_info_offer = offering_gradient
if not all(item == 0 for item in prev_info_offer):
response, offer, num_queries = make_heuristic_offer(prev_info_offer, center_of_cone, offering_gradient, responding_items_original, offering_A, offering_b, responding_A, responding_b, offering_items, offering_items_original, reduction_idx, int_constrained, max_trade_value)
offer_count += num_queries
heuristic_offers.append(offer)
if response:
return True, offer, offer_count, iterations, center_of_cone, theta, edge_case_break
# Determine Initial Quadrant of the responding agent's gradient
if theta >= np.pi: