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Gomory cut / branch and bound improvements

Improve fairness of cut generation by switching to find_infeasible_int_var with cascading priorities, allow stronger cuts by inlining terms.
This commit is contained in:
Nikolaj Bjorner 2023-11-07 19:57:30 +01:00
parent 9f0b3cdc25
commit 3d99ed9dd4
5 changed files with 230 additions and 100 deletions

View file

@ -180,6 +180,8 @@ namespace lp {
m_ex = e;
m_ex->clear();
m_upper = false;
m_cut_vars.reset();
lia_move r = lia_move::undef;
if (m_gcd.should_apply())
@ -193,12 +195,15 @@ namespace lp {
++m_number_of_calls;
if (r == lia_move::undef && m_patcher.should_apply()) r = m_patcher();
if (r == lia_move::undef && should_find_cube()) r = int_cube(*this)();
if (r == lia_move::undef) lra.move_non_basic_columns_to_bounds();
if (r == lia_move::undef && should_hnf_cut()) r = hnf_cut();
#if 1
m_cut_vars.reset();
#if 0
if (r == lia_move::undef && should_gomory_cut()) r = gomory(*this)();
#else
if (r == lia_move::undef && should_gomory_cut()) r = local_gomory();
if (r == lia_move::undef && should_gomory_cut()) r = local_gomory(2);
#endif
m_cut_vars.reset();
if (r == lia_move::undef) r = int_branch(*this)();
return r;
}
@ -626,71 +631,85 @@ namespace lp {
}
int int_solver::select_int_infeasible_var() {
int result = -1;
int int_solver::select_int_infeasible_var(bool check_bounded) {
int r_small_box = -1;
int r_small_value = -1;
int r_any_value = -1;
unsigned n_small_box = 1;
unsigned n_small_value = 1;
unsigned n_any_value = 1;
mpq range;
mpq new_range;
mpq small_value(1024);
unsigned n = 0;
lar_core_solver & lcs = lra.m_mpq_lar_core_solver;
unsigned prev_usage = 0; // to quiet down the compile
unsigned prev_usage = 0;
enum state { small_box, is_small_value, any_value, not_found };
state st = not_found;
auto check_bounded_fn = [&](unsigned j) {
if (!check_bounded)
return true;
auto const& row = lra.get_row(row_of_basic_column(j));
for (const auto & p : row) {
unsigned j = p.var();
if (!is_base(j) && (!at_bound(j) || !is_zero(get_value(j).y)))
return false;
}
return true;
};
auto add_column = [&](bool improved, int& result, unsigned& n, unsigned j) {
if (result == -1)
result = j;
else if (improved && ((random() % (++n)) == 0))
result = j;
};
for (unsigned j : lra.r_basis()) {
if (!column_is_int_inf(j))
continue;
if (!check_bounded_fn(j))
continue;
if (m_cut_vars.contains(j))
continue;
SASSERT(!is_fixed(j));
unsigned usage = lra.usage_in_terms(j);
if (is_boxed(j) && (new_range = lcs.m_r_upper_bounds()[j].x - lcs.m_r_lower_bounds()[j].x - rational(2*usage)) <= small_value) {
SASSERT(!is_fixed(j));
if (st != small_box) {
n = 0;
st = small_box;
}
if (n == 0 || new_range < range) {
result = j;
bool improved = new_range <= range || r_small_box == -1;
if (improved)
range = new_range;
n = 1;
}
else if (new_range == range && (random() % (++n) == 0)) {
result = j;
}
add_column(improved, r_small_box, n_small_box, j);
continue;
}
if (st == small_box)
continue;
impq const& value = get_value(j);
if (abs(value.x) < small_value ||
(has_upper(j) && small_value > upper_bound(j).x - value.x) ||
(has_lower(j) && small_value > value.x - lower_bound(j).x)) {
if (st != is_small_value) {
n = 0;
st = is_small_value;
}
if (random() % (++n) == 0)
result = j;
}
if (st == is_small_value)
TRACE("gomory_cut", tout << "small j" << j << "\n");
add_column(true, r_small_value, n_small_value, j);
continue;
SASSERT(st == not_found || st == any_value);
st = any_value;
if (n == 0 || usage > prev_usage) {
result = j;
}
TRACE("gomory_cut", tout << "any j" << j << "\n");
add_column(usage >= prev_usage, r_any_value, n_any_value, j);
if (usage > prev_usage)
prev_usage = usage;
n = 1;
}
else if (usage > 0 && usage == prev_usage && (random() % (++n) == 0))
result = j;
}
return result;
if (r_small_box != -1 && (random() % 3 != 0))
return r_small_box;
if (r_small_value != -1 && (random() % 3) != 0)
return r_small_value;
if (r_any_value != -1)
return r_any_value;
if (r_small_box != -1)
return r_small_box;
return r_small_value;
}
void int_solver::simplify(std::function<bool(unsigned)>& is_root) {
return;
#if 1
// in-processing simplification can go here, such as bounds improvements.
@ -701,17 +720,13 @@ namespace lp {
}
#endif
#if 1
lp::explanation exp;
m_ex = &exp;
m_t.clear();
m_k.reset();
if (has_inf_int())
local_gomory();
#endif
local_gomory(5);
#if 0
stopwatch sw;
@ -933,35 +948,85 @@ namespace lp {
#endif
}
lia_move int_solver::local_gomory() {
for (unsigned i = 0; i < 2 && has_inf_int() && !settings().get_cancel_flag(); ++i) {
lia_move int_solver::local_gomory(unsigned num_cuts) {
struct ex { explanation m_ex; lar_term m_term; mpq m_k; bool m_is_upper; };
vector<ex> cuts;
for (unsigned i = 0; i < num_cuts && has_inf_int() && !settings().get_cancel_flag(); ++i) {
m_ex->clear();
m_t.clear();
m_k.reset();
auto r = gomory(*this)();
IF_VERBOSE(3, verbose_stream() << i << " " << r << "\n");
if (r != lia_move::cut)
return r;
u_dependency* dep = nullptr;
for (auto c : *m_ex)
dep = lra.join_deps(lra.dep_manager().mk_leaf(c.ci()), dep);
lp::lpvar term_index = lra.add_term(get_term().coeffs_as_vector(), UINT_MAX);
term_index = lra.map_term_index_to_column_index(term_index);
lra.update_column_type_and_bound(term_index, is_upper() ? lp::lconstraint_kind::LE : lp::lconstraint_kind::GE, get_offset(), dep);
lra.find_feasible_solution();
if (!lra.is_feasible()) {
lra.get_infeasibility_explanation(*m_ex);
return lia_move::conflict;
}
//r = m_patcher();
//if (r != lia_move::undef)
// return r;
if (r != lia_move::cut)
break;
cuts.push_back({ *m_ex, m_t, m_k, is_upper() });
}
m_cut_vars.reset();
auto is_small_cut = [&](ex const& cut) {
return all_of(cut.m_term, [&](auto ci) { return ci.coeff().is_small(); });
};
auto add_cut = [&](ex const& cut) {
u_dependency* dep = nullptr;
for (auto c : cut.m_ex)
dep = lra.join_deps(lra.dep_manager().mk_leaf(c.ci()), dep);
lp::lpvar term_index = lra.add_term(cut.m_term.coeffs_as_vector(), UINT_MAX);
term_index = lra.map_term_index_to_column_index(term_index);
lra.update_column_type_and_bound(term_index,
cut.m_is_upper ? lp::lconstraint_kind::LE : lp::lconstraint_kind::GE,
cut.m_k, dep);
};
auto _check_feasible = [&](void) {
auto st = lra.find_feasible_solution();
if (!lra.is_feasible()) {
lra.get_infeasibility_explanation(*m_ex);
return false;
}
return true;
};
bool has_small = false, has_large = false;
for (auto const& cut : cuts) {
if (!is_small_cut(cut)) {
has_large = true;
continue;
}
has_small = true;
add_cut(cut);
}
if (has_large) {
lra.push();
for (auto const& cut : cuts)
if (!is_small_cut(cut))
add_cut(cut);
bool feas = _check_feasible();
lra.pop(1);
if (!feas)
return lia_move::conflict;
}
if (!_check_feasible())
return lia_move::conflict;
m_ex->clear();
m_t.clear();
m_k.reset();
if (!has_inf_int())
return lia_move::sat;
if (has_small || has_large)
return lia_move::continue_with_check;
lra.move_non_basic_columns_to_bounds();
return lia_move::undef;
}