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factor out model-based-opt code

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Signed-off-by: Nikolaj Bjorner <nbjorner@microsoft.com>
This commit is contained in:
Nikolaj Bjorner 2016-04-27 15:08:10 -07:00
parent 68c7d64d00
commit 6aa6102891
5 changed files with 125 additions and 22 deletions
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1
contrib/cmake/src/test/CMakeLists.txt
View file

@ -61,6 +61,7 @@ add_executable(test-z3
"${CMAKE_CURRENT_BINARY_DIR}/mem_initializer.cpp"
memory.cpp
model2expr.cpp
model_based_opt.cpp
model_evaluator.cpp
model_retrieval.cpp
mpbq.cpp

81
src/math/simplex/model_based_opt.cpp
View file

@ -22,6 +22,13 @@ Revision History:
namespace opt {
model_based_opt::model_based_opt():
m_objective_id(0)
{
m_rows.push_back(row());
}
bool model_based_opt::invariant() {
// variables in each row are sorted.
@ -30,12 +37,13 @@ namespace opt {
return false;
}
}
return invariant(m_objective);
return true;
}
bool model_based_opt::invariant(row const& r) {
rational val = r.m_coeff;
vector<var> const& vars = r.m_vars;
SASSERT(!vars.empty());
for (unsigned i = 0; i < vars.size(); ++i) {
var const& v = vars[i];
SASSERT(i + 1 == vars.size() || v.m_id < vars[i+1].m_id);
@ -72,40 +80,40 @@ namespace opt {
// then replace a3*x + t3 by t3/a3 - t2/a2 <= 0
//
bound_type model_based_opt::maximize(rational& value) {
// tbd
SASSERT(invariant());
vector<var> & vars = m_objective.m_vars;
unsigned_vector other;
while (!vars.empty()) {
var const& v = vars.back();
while (!objective().m_vars.empty()) {
var const& v = objective().m_vars.back();
unsigned x = v.m_id;
rational const& coeff = v.m_coeff;
rational const& x_val = m_var2value[x];
unsigned_vector const& row_ids = m_var2row_ids[x];
unsigned bound_index;
other.reset();
if (find_bound(x, bound_index, other, coeff.is_pos())) {
if (find_bound(x, bound_index, other, coeff.is_pos())) {
rational bound_coeff = m_rows[bound_index].m_coeff;
for (unsigned i = 0; i < other.size(); ++i) {
resolve(other[i], bound_coeff, bound_index, x);
}
// coeff*x + objective -> coeff*(bound) + objective
// tbd:
multiply(coeff/bound_coeff, bound_index);
//add(m_objective_id, bound_index);
SASSERT(invariant(m_rows[bound_index]));
objective().m_vars.back().m_coeff.reset();
add(m_objective_id, bound_index);
SASSERT(invariant(objective()));
m_rows[bound_index].m_alive = false;
}
else {
return unbounded;
}
}
value = m_objective.m_coeff;
switch (m_objective.m_type) {
case t_lt: return strict;
case t_le: return non_strict;
case t_eq: return non_strict;
value = objective().m_coeff;
if (objective().m_type == t_lt) {
return strict;
}
else {
return non_strict;
}
return non_strict;
}
bool model_based_opt::find_bound(unsigned x, unsigned& bound_index, unsigned_vector& other, bool is_pos) {
@ -143,6 +151,7 @@ namespace opt {
rational model_based_opt::get_coefficient(unsigned row_id, unsigned var_id) {
row const& r = m_rows[row_id];
SASSERT(!r.m_vars.empty());
unsigned lo = 0, hi = r.m_vars.size();
while (lo < hi) {
unsigned mid = lo + (hi - lo)/2;
@ -228,7 +237,9 @@ namespace opt {
else if (i == r1.m_vars.size()) {
for (; j < r2.m_vars.size(); ++j) {
m_new_vars.push_back(r2.m_vars[j]);
m_var2row_ids[r2.m_vars[j].m_id].push_back(row_id1);
if (row_id1 != m_objective_id) {
m_var2row_ids[r2.m_vars[j].m_id].push_back(row_id1);
}
}
}
else {
@ -249,7 +260,9 @@ namespace opt {
}
else {
m_new_vars.push_back(r2.m_vars[j]);
m_var2row_ids[r2.m_vars[j].m_id].push_back(row_id1);
if (row_id1 != m_objective_id) {
m_var2row_ids[r2.m_vars[j].m_id].push_back(row_id1);
}
++j;
}
}
@ -260,6 +273,7 @@ namespace opt {
if (r2.m_type == t_lt) {
r1.m_type = t_lt;
}
SASSERT(invariant(r1));
}
void model_based_opt::display(std::ostream& out) const {
@ -291,16 +305,41 @@ namespace opt {
}
unsigned model_based_opt::add_var(rational const& value) {
NOT_IMPLEMENTED_YET();
return 0;
unsigned v = m_var2value.size();
m_var2value.push_back(value);
m_var2row_ids.push_back(unsigned_vector());
return v;
}
void model_based_opt::add_constraint(vector<var> const& coeffs, rational const& c, ineq_type r) {
NOT_IMPLEMENTED_YET();
void model_based_opt::set_row(row& r, vector<var> const& coeffs, rational const& c, ineq_type rel) {
rational val(c);
SASSERT(r.m_vars.empty());
r.m_vars.append(coeffs.size(), coeffs.c_ptr());
std::sort(r.m_vars.begin(), r.m_vars.end(), var::compare());
for (unsigned i = 0; i < coeffs.size(); ++i) {
val += m_var2value[coeffs[i].m_id] * coeffs[i].m_coeff;
}
r.m_alive = true;
r.m_coeff = c;
r.m_value = val;
r.m_type = rel;
SASSERT(invariant(r));
}
void model_based_opt::add_constraint(vector<var> const& coeffs, rational const& c, ineq_type rel) {
rational val(c);
row r0;
unsigned row_id = m_rows.size();
m_rows.push_back(r0);
row& r = m_rows.back();
set_row(r, coeffs, c, rel);
for (unsigned i = 0; i < coeffs.size(); ++i) {
m_var2row_ids[coeffs[i].m_id].push_back(row_id);
}
}
void model_based_opt::set_objective(vector<var> const& coeffs, rational const& c) {
NOT_IMPLEMENTED_YET();
set_row(objective(), coeffs, c, t_le);
}
}

15
src/math/simplex/model_based_opt.h
View file

@ -44,23 +44,32 @@ namespace opt {
unsigned m_id;
rational m_coeff;
var(unsigned id, rational const& c): m_id(id), m_coeff(c) {}
struct compare {
bool operator()(var x, var y) {
return x.m_id < y.m_id;
}
};
};
private:
struct row {
row(): m_type(t_le), m_value(0), m_alive(false) {}
vector<var> m_vars; // variables with coefficients
rational m_coeff; // constant in inequality
ineq_type m_type; // inequality type
rational m_value; // value of m_vars + m_coeff under interpretation of m_var2value.
bool m_alive; // rows can be marked dead if they have been processed.
};
vector<row> m_rows;
unsigned m_objective_id;
vector<unsigned_vector> m_var2row_ids;
vector<rational> m_var2value;
row m_objective;
vector<var> m_new_vars;
bool invariant();
bool invariant(row const& r);
row& objective() { return m_rows[0]; }
bool find_bound(unsigned x, unsigned& bound_index, unsigned_vector& other, bool is_pos);
@ -73,8 +82,12 @@ namespace opt {
void add(unsigned row_id1, unsigned row_id2);
void set_row(row& r, vector<var> const& coeffs, rational const& c, ineq_type rel);
public:
model_based_opt();
// add a fresh variable with value 'value'.
unsigned add_var(rational const& value);

1
src/test/main.cpp
View file

@ -186,6 +186,7 @@ int main(int argc, char ** argv) {
TST(smt_context);
TST(theory_dl);
TST(model_retrieval);
TST(model_based_opt);
TST(factor_rewriter);
TST(smt2print_parse);
TST(substitution);

49
src/test/model_based_opt.cpp Normal file
View file

@ -0,0 +1,49 @@
#include "model_based_opt.h"
static void test1() {
opt::model_based_opt mbo;
typedef opt::model_based_opt::var var;
vector<var> vars;
unsigned x = mbo.add_var(rational(2));
unsigned y = mbo.add_var(rational(3));
unsigned z = mbo.add_var(rational(4));
unsigned u = mbo.add_var(rational(5));
vars.reset();
vars.push_back(var(x, rational(1)));
vars.push_back(var(y, rational(-1)));
mbo.add_constraint(vars, rational(0), opt::t_le);
vars.reset();
vars.push_back(var(x, rational(1)));
vars.push_back(var(z, rational(-1)));
mbo.add_constraint(vars, rational(0), opt::t_le);
vars.reset();
vars.push_back(var(y, rational(1)));
vars.push_back(var(u, rational(-1)));
mbo.add_constraint(vars, rational(0), opt::t_le);
vars.reset();
vars.push_back(var(z, rational(1)));
vars.push_back(var(u, rational(-1)));
mbo.add_constraint(vars, rational(-1), opt::t_le);
vars.reset();
vars.push_back(var(u, rational(1)));
mbo.add_constraint(vars, rational(4), opt::t_le);
vars.reset();
vars.push_back(var(x, rational(2)));
mbo.set_objective(vars, rational(0));
rational value;
opt::bound_type bound = mbo.maximize(value);
std::cout << bound << ": " << value << "\n";
}
void tst_model_based_opt() {
test1();
}