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fixing model-based-opt

Signed-off-by: Nikolaj Bjorner <nbjorner@microsoft.com>
This commit is contained in:
Nikolaj Bjorner 2016-05-01 17:15:20 -07:00
parent 22507281cf
commit 67e49b4adc
3 changed files with 130 additions and 16 deletions

View file

@ -1,20 +1,121 @@
#include "model_based_opt.h"
#include "util.h"
#include "uint_set.h"
typedef opt::model_based_opt::var var;
static void add_ineq(opt::model_based_opt& mbo, unsigned x, int a, unsigned y, int b, int k, opt::ineq_type rel) {
static void add_ineq(opt::model_based_opt& mbo, unsigned x, int a, int k, opt::ineq_type rel) {
vector<var> vars;
vars.push_back(var(x, rational(a)));
mbo.add_constraint(vars, rational(k), rel);
}
static void add_ineq(opt::model_based_opt& mbo,
unsigned x, int a,
unsigned y, int b, int k,
opt::ineq_type rel) {
vector<var> vars;
vars.push_back(var(x, rational(a)));
vars.push_back(var(y, rational(b)));
mbo.add_constraint(vars, rational(k), rel);
}
static void add_ineq(opt::model_based_opt& mbo, unsigned x, int a, int k, opt::ineq_type rel) {
static void add_ineq(opt::model_based_opt& mbo,
unsigned x, int a,
unsigned y, int b,
unsigned z, int c, int k,
opt::ineq_type rel) {
vector<var> vars;
vars.push_back(var(x, rational(a)));
vars.push_back(var(y, rational(b)));
vars.push_back(var(z, rational(c)));
mbo.add_constraint(vars, rational(k), rel);
}
static void add_random_ineq(opt::model_based_opt& mbo,
random_gen& r,
svector<int> const& values,
unsigned max_vars,
unsigned max_coeff) {
unsigned num_vars = values.size();
uint_set used_vars;
vector<var> vars;
int value = 0;
for (unsigned i = 0; i < max_vars; ++i) {
unsigned x = r(num_vars);
if (used_vars.contains(x)) {
continue;
}
used_vars.insert(x);
int coeff = r(max_coeff + 1);
if (coeff == 0) {
continue;
}
unsigned sign = r(2);
coeff = sign == 0 ? coeff : -coeff;
vars.push_back(var(x, rational(coeff)));
value += coeff*values[x];
}
unsigned abs_value = value < 0 ? - value : value;
// value + k <= 0
// k <= - value
// range for k is 2*|value|
// k <= - value - range
opt::ineq_type rel = opt::t_le;
int coeff = 0;
if (r(4) == 0) {
rel = opt::t_eq;
coeff = -value;
}
else {
if (abs_value > 0) {
coeff = -value - r(2*abs_value);
}
else {
coeff = 0;
}
if (coeff != -value && r(3) == 0) {
rel = opt::t_lt;
}
}
mbo.add_constraint(vars, rational(coeff), rel);
}
static void check_random_ineqs(random_gen& r, unsigned num_vars, unsigned max_value, unsigned num_ineqs, unsigned max_vars, unsigned max_coeff) {
opt::model_based_opt mbo;
svector<int> values;
for (unsigned i = 0; i < num_vars; ++i) {
values.push_back(r(max_value + 1));
mbo.add_var(rational(values.back()));
}
for (unsigned i = 0; i < num_ineqs; ++i) {
add_random_ineq(mbo, r, values, max_vars, max_coeff);
}
vector<var> vars;
vars.reset();
vars.push_back(var(0, rational(2)));
vars.push_back(var(1, rational(-2)));
mbo.set_objective(vars, rational(0));
mbo.display(std::cout);
opt::inf_eps value = mbo.maximize();
std::cout << "optimal: " << value << "\n";
mbo.display(std::cout);
for (unsigned i = 0; i < values.size(); ++i) {
std::cout << i << ": " << values[i] << " -> " << mbo.get_value(i) << "\n";
}
}
static void check_random_ineqs() {
random_gen r(1);
for (unsigned i = 0; i < 1009; ++i) {
check_random_ineqs(r, 4, 5, 5, 3, 6);
}
}
// test with upper bounds
static void test1() {
opt::model_based_opt mbo;
@ -118,6 +219,7 @@ static void test4() {
// test with mix of upper and lower bounds
void tst_model_based_opt() {
check_random_ineqs();
test1();
test2();
test3();