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FIX: lcp_lemke: Fix bug in first iteration #769

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Merged
merged 1 commit into from
Jul 6, 2025
+11 −1
Merged

FIX: lcp_lemke: Fix bug in first iteration #769

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2 changes: 1 addition & 1 deletion quantecon/optimize/lcp_lemke.py
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Original file line number Diff line number Diff line change
Expand Up @@ -150,7 +150,7 @@ def lcp_lemke(M, q, d=None, max_iter=10**6, piv_options=PivOptions(),
ratio = q[i] / d[i]
if ratio <= ratio_min + piv_options.tol_ratio_diff:
pivrow = i
ratio = ratio_min
ratio_min = ratio

_pivoting(tableau, pivcol, pivrow)
basis[pivrow], pivcol = pivcol, pivrow + n
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10 changes: 10 additions & 0 deletions quantecon/optimize/tests/test_lcp_lemke.py
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Expand Up @@ -107,3 +107,13 @@ def test_bimatrix_game(self):

res = lcp_lemke(M, q)
_assert_success(res, M, q)

def test_bug_768(self):
n = 10
seed = 0
rng = np.random.RandomState(seed)
A = rng.standard_normal((n, n))
M = A.T @ A + np.eye(n)
q = rng.standard_normal(n)
res = lcp_lemke(M, q)
_assert_success(res, M, q)
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