Handling biffurcations in the tracer - #955
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tturocy merged 4 commits intoSep 9, 2026
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tturocy
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June 25, 2026 12:42
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We'll likely accept this soon - I am doing a bit of work on documenting and checking the team matching pennies example from the issue first for completeness. |
AndresFerCervell
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Sep 9, 2026
| // If lambda was positive in the previous iteration, and we are now in the region of negative | ||
| // lambda, we are likely heading towards the wrong direction, so we reject this step and reduce | ||
| // the stepsize. | ||
| if (u.back() < min_lambda && x.back() >= 0.0) { |
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This is fixed by the orientation logic we added for HP.
Furthermore, it would only be useful for logit, contrary to the idea of making the tracer as abstract as possible.
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tturocy
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Sep 9, 2026
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@AndresFerCervell Thanks for circling back to this - somewhat ironic where we started was one of the last things to get merged, but that's the way it goes sometimes! |
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Issues closed by this PR
Related to Fix #492: Optimization and Stability Enhancements in Logit´s path follower #876
Description of the changes in this PR
This PR introduces several mathematical and structural improvements to the QRE (Quantal Response Equilibrium) tracing algorithm to increase convergence stability and prevent crashes, particularly in edge-case games.
It also adds an entry in
Changelog.How to review this PR
-Review the symmetry-breaking logic.
-Run gambit-logit on team_mp.txt to confirm it now reaches the Nash Equilibrium successfully without getting stuck in the bifurcation.
The mathematical explanation can be found here: https://github.com/AndresFerCervell/GSoC-2026-Gambit-Portfolio/blob/main/Gambit_Logit_Algorithm.pdf