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Deadline for submission to BRUTE is 28.11.2023
Implement the Sequence Form Linear Program (the program is also extracted here ) to compute the value of any two-player zero-sum extensive form game.
You can use this template and examples to get started.
We recommend you use Gurobi to solve this task, you can find its documentation here. You can also follow the instruction from the Combinatorial Optimization course on how to setup Gurobi locally.
The libraries: numpy, scipy, pygambit, cvxopt, and the cgt_bandits package from the previous part will also be available on BRUTE.
numpy
scipy
pygambit
cgt_bandits
Your program must accept the game definition in an efg format from standard input, and must write its value to standard output, i.e. the expected usage is python main.py < game.efg > out.txt.
efg
python main.py < game.efg > out.txt
You must not open, read or write to any files, and your standard output must contain only the value of the game without any debugging information.