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CSE solutions

ConstrainedStrategicEquilibrium.SymmetricCSESolution — Type
mutable struct SymmetricCSESolution <: ConstrainedStrategicEquilibrium.CSESolution

Contains the solution to the CSE problem.

  • cse::DataFrames.DataFrame: A DataFrame containing the CSE and BNE evaluated at the given points. Columns names are x, CSE(x) and BNE(x).

  • mse::Float64: Mean squared error of the CSE compared to the BNE

  • resid::Float64: Norm of the derivatives

  • knot::DataFrames.DataFrame

  • alph_bet::DataFrames.DataFrame

  • x_f::DataFrames.DataFrame

  • success::Bool: Whether the calculation was successful or not

  • c_1::Float64: Stop criteria C_1 (comparison of the CSE at the current value of n with the CSE at the previous value of n)

  • c_2::Float64: Stop criteria C_2 (norm of the residual)

  • problem::ConstrainedStrategicEquilibrium.SymmetricCSEProblem: The problem that this solution was generated for

  • n::Int64: The value of n used in this solution

  • u::Array{Float64}: The data used in generating the solution

  • solver_solution::Union{Nothing, SciMLBase.NonlinearSolution}: The solution object returned by the solver

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ConstrainedStrategicEquilibrium.AsymmetricCSESolution — Type
mutable struct AsymmetricCSESolution <: ConstrainedStrategicEquilibrium.CSESolution

Contains the solution to the asymmetric CSE problem.

  • cse::DataFrames.DataFrame: A DataFrame containing the CSE and BNE evaluated at the given points

  • resid::Float64: Norm of the derivatives

  • knot::Dict{Symbol, DataFrames.DataFrame}: The knots for both bidders

  • alph_bet::Dict{Symbol, DataFrames.DataFrame}: Alpha and beta values for the piecewise linear functions for both bidders

  • x_f::Dict{Symbol, DataFrames.DataFrame}: x values and derivatives at the final point

  • norm_derivatives::Dict{Symbol, Float64}: Norm of the derivatives for each player

  • success::Bool: Whether the calculation was successful or not

  • nfeval::Int64: Number of function evaluations

  • njacs::Int64: Number of Jacobians created during the solve

  • nfactors::Int64: Number of factorisations of the Jacobian required for the solve

  • nsolve::Int64: Number of linear solves required for the solve

  • nsteps::Int64: Total number of iterations for the nonlinear solver

  • c_1::Dict{Symbol, Float64}: Stop criteria C_1 (comparison of CSE with previous n value) for each player

  • c_2::Float64: Stop criteria C_2 (norm of the residual)

  • problem::ConstrainedStrategicEquilibrium.AsymmetricCSEProblem: The problem that this solution was generated for

  • n::Int64: The value of n used in this solution

  • u::Array{Float64}: The data used in generating the solution

  • solver_solution::Union{Nothing, SciMLBase.NonlinearSolution}: The solution object returned by the solver

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