This repository contains code for the paper:

Bryan Wilder. Equilibrium computation and robust optimization in zero sum games with submodular structure. AAAI Conference on Artificial Intelligence. 2018. https://arxiv.org/abs/1710.00996.

@inproceedings{wilder2018equilibrium,
 author = {Wilder, Bryan},
 title = {Equilibrium computation and robust optimization in zero sum games with submodular structure},
 booktitle = {Proceedings of the 32nd AAAI Conference on Artificial Intelligence},
 year = {2018}
}

Included is code for the core EQUATOR algorithm, domain-specific code for network security games and robust budget allocation, and code for the double oracle algorithm.

• Gurobi, for solving LPs in the budget allocation domain, LP for double oracle, and MILPs for oracles in NSG domain.
• Networkx, for general graph functions
• igraph, for fast shortest paths in the NSG domain
• Cython, for fast implementation of gradient computation in budget allocation domain
• Numpy

The only setup needed is to compile budget_cython_fast.pyx (for the budget allocation domain). Assuming that Cython is available, run

python setup_budget.py build_ext --inplace