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testing simplex

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Signed-off-by: Nikolaj Bjorner <nbjorner@microsoft.com>
This commit is contained in:
Nikolaj Bjorner 2014-02-02 13:48:02 +01:00
parent 363af825c0
commit 9ba4b532f6
5 changed files with 199 additions and 51 deletions
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8
src/math/simplex/simplex.h
View file

@ -111,7 +111,7 @@ namespace simplex {
typedef typename matrix::col_iterator col_iterator;
void ensure_var(var_t v);
row add_row(unsigned num_vars, var_t base, var_t const* vars, numeral const* coeffs);
row add_row(var_t base, unsigned num_vars, var_t const* vars, numeral const* coeffs);
void del_row(row const& r);
void set_lower(var_t var, eps_numeral const& b);
void set_upper(var_t var, eps_numeral const& b);
@ -125,6 +125,9 @@ namespace simplex {
eps_numeral const& get_value(var_t v);
void display(std::ostream& out) const;
unsigned get_num_vars() const { return m_vars.size(); }
private:
var_t select_var_to_fix();
@ -159,10 +162,11 @@ namespace simplex {
bool outside_bounds(var_t v) const { return below_lower(v) || above_upper(v); }
bool is_free(var_t v) const { return !m_vars[v].m_lower_valid && !m_vars[v].m_upper_valid; }
bool is_non_free(var_t v) const { return !is_free(v); }
unsigned get_num_vars() const { return m_vars.size(); }
bool is_base(var_t x) const { return m_vars[x].m_is_base; }
void add_patch(var_t v);
bool well_formed() const;
bool well_formed_row(row const& r) const;
bool is_feasible() const;
};

88
src/math/simplex/simplex_def.h
View file

@ -30,13 +30,26 @@ namespace simplex {
SASSERT(found);
);
scoped_numeral base_coeff(m);
scoped_eps_numeral value(em), tmp(em);
row r = M.mk_row();
for (unsigned i = 0; i < num_vars; ++i) {
M.add(r, coeffs[i], vars[i]);
if (vars[i] == base) {
m.set(base_coeff, coeffs[i]);
if (!m.is_zero(coeffs[i])) {
var_t v = vars[i];
M.add_var(r, coeffs[i], v);
if (v == base) {
m.set(base_coeff, coeffs[i]);
}
else {
SASSERT(!is_base(v));
em.mul(m_vars[v].m_value, coeffs[i], tmp);
em.add(value, tmp, value);
}
}
}
em.neg(value);
em.div(value, base_coeff, value);
SASSERT(!m.is_zero(base_coeff));
SASSERT(!m_vars[base].m_is_base);
while (m_row2base.size() <= r.id()) {
m_row2base.push_back(null_var);
}
@ -44,9 +57,20 @@ namespace simplex {
m_vars[base].m_base2row = r.id();
m_vars[base].m_is_base = true;
m.set(m_vars[base].m_base_coeff, base_coeff);
em.set(m_vars[base].m_value, value);
add_patch(base);
SASSERT(well_formed_row(r));
return r;
}
template<typename Ext>
void simplex<Ext>::add_patch(var_t v) {
SASSERT(is_base(v));
if (outside_bounds(v)) {
m_to_patch.insert(v);
}
}
template<typename Ext>
void simplex<Ext>::del_row(row const& r) {
m_vars[m_row2base[r.id()]].m_is_base = false;
@ -114,8 +138,12 @@ namespace simplex {
if (vi.m_lower_valid) out << em.to_string(vi.m_lower); else out << "-oo";
out << ":";
if (vi.m_upper_valid) out << em.to_string(vi.m_upper); else out << "oo";
out << "]";
if (vi.m_is_base) out << " b:" << vi.m_base2row;
out << "] ";
if (vi.m_is_base) out << "b:" << vi.m_base2row << " ";
col_iterator it = M.col_begin(i), end = M.col_end(i);
for (; it != end; ++it) {
out << "r" << it.get_row().id() << " ";
}
out << "\n";
}
}
@ -134,6 +162,7 @@ namespace simplex {
unsigned num_iterations = 0;
unsigned num_repeated = 0;
var_t v = null_var;
SASSERT(well_formed());
while ((v = select_var_to_fix()) != null_var) {
if (m_cancel || num_iterations > m_max_iterations) {
return l_undef;
@ -143,8 +172,8 @@ namespace simplex {
return l_false;
}
++num_iterations;
SASSERT(well_formed());
}
SASSERT(well_formed());
return l_true;
}
@ -188,18 +217,18 @@ namespace simplex {
m.set(x_jI.m_base_coeff, a_ij);
x_jI.m_is_base = true;
x_iI.m_is_base = false;
if (outside_bounds(x_j)) {
m_to_patch.insert(x_j);
}
add_patch(x_j);
SASSERT(well_formed_row(row(r_i)));
col_iterator it = M.col_begin(x_j), end = M.col_end(x_j);
scoped_numeral a_kj(m), g(m);
for (; it != end; ++it) {
row r_k = it.get_row();
if (r_k != r_i) {
if (r_k.id() != r_i) {
a_kj = it.get_row_entry().m_coeff;
a_kj.neg();
M.mul(r_k, a_ij);
M.add(r_k, a_kj, r_i);
M.add(r_k, a_kj, row(r_i));
var_t s = m_row2base[r_k.id()];
numeral& coeff = m_vars[s].m_base_coeff;
m.mul(coeff, a_ij, coeff);
@ -207,6 +236,7 @@ namespace simplex {
if (!m.is_one(g)) {
m.div(coeff, g, coeff);
}
SASSERT(well_formed_row(row(r_k)));
}
}
}
@ -240,8 +270,8 @@ namespace simplex {
void simplex<Ext>::update_value_core(var_t v, eps_numeral const& delta) {
eps_numeral& val = m_vars[v].m_value;
em.add(val, delta, val);
if (is_base(v) && outside_bounds(v)) {
m_to_patch.insert(v);
if (is_base(v)) {
add_patch(v);
}
}
@ -705,18 +735,7 @@ namespace simplex {
var_t s = m_row2base[i];
if (s == null_var) continue;
SASSERT(i == m_vars[s].m_base2row);
//
// TBD: extract coefficient of base variable and compare
// with m_vars[s].m_base_coeff;
//
// check that sum of assignments add up to 0 for every row.
row_iterator it = M.row_begin(row(i)), end = M.row_end(row(i));
scoped_eps_numeral sum(em), tmp(em);
for (; it != end; ++it) {
em.mul(m_vars[it->m_var].m_value, it->m_coeff, tmp);
sum += tmp;
}
SASSERT(em.is_zero(sum));
SASSERT(well_formed_row(row(i)));
}
return true;
}
@ -729,6 +748,25 @@ namespace simplex {
return true;
}
template<typename Ext>
bool simplex<Ext>::well_formed_row(row const& r) const {
//
// TBD: extract coefficient of base variable and compare
// with m_vars[s].m_base_coeff;
//
// check that sum of assignments add up to 0 for every row.
row_iterator it = M.row_begin(r), end = M.row_end(r);
scoped_eps_numeral sum(em), tmp(em);
for (; it != end; ++it) {
em.mul(m_vars[it->m_var].m_value, it->m_coeff, tmp);
sum += tmp;
}
SASSERT(em.is_zero(sum));
return true;
}
};
#endif

8
src/math/simplex/sparse_matrix.h
View file

@ -92,8 +92,7 @@ namespace simplex {
void del_row_entry(unsigned idx);
void compress(manager& m, vector<column> & cols);
void compress_if_needed(manager& m, vector<column> & cols);
void save_var_pos(svector<int> & result_map) const;
void reset_var_pos(svector<int> & result_map) const;
void save_var_pos(svector<int> & result_map, unsigned_vector& idxs) const;
bool is_coeff_of(var_t v, numeral const & expected) const;
int get_idx_of(var_t v) const;
};
@ -125,6 +124,7 @@ namespace simplex {
svector<unsigned> m_dead_rows; // rows to recycle
vector<column> m_columns; // per var
svector<int> m_var_pos; // temporary map from variables to positions in row
unsigned_vector m_var_pos_idx; // indices in m_var_pos
bool well_formed_row(unsigned row_id) const;
bool well_formed_column(unsigned column_id) const;
@ -138,7 +138,7 @@ namespace simplex {
class row {
unsigned m_id;
public:
row(unsigned r):m_id(r) {}
explicit row(unsigned r):m_id(r) {}
row():m_id(UINT_MAX) {}
bool operator!=(row const& other) const {
return m_id != other.m_id;
@ -149,7 +149,7 @@ namespace simplex {
void ensure_var(var_t v);
row mk_row();
void add(row r, numeral const& n, var_t var);
void add_var(row r, numeral const& n, var_t var);
void add(row r, numeral const& n, row src);
void mul(row r, numeral const& n);
void neg(row r);

28
src/math/simplex/sparse_matrix_def.h
View file

@ -134,31 +134,18 @@ namespace simplex {
\brief Fill the map var -> pos/idx
*/
template<typename Ext>
inline void sparse_matrix<Ext>::_row::save_var_pos(svector<int> & result_map) const {
inline void sparse_matrix<Ext>::_row::save_var_pos(svector<int> & result_map, unsigned_vector& idxs) const {
typename vector<_row_entry>::const_iterator it = m_entries.begin();
typename vector<_row_entry>::const_iterator end = m_entries.end();
unsigned idx = 0;
for (; it != end; ++it, ++idx) {
if (!it->is_dead()) {
result_map[it->m_var] = idx;
idxs.push_back(it->m_var);
}
}
}
/**
\brief Reset the map var -> pos/idx. That is for all variables v in the row, set result[v] = -1
This method can be viewed as the "inverse" of save_var_pos.
*/
template<typename Ext>
inline void sparse_matrix<Ext>::_row::reset_var_pos(svector<int> & result_map) const {
typename vector<_row_entry>::const_iterator it = m_entries.begin();
typename vector<_row_entry>::const_iterator end = m_entries.end();
for (; it != end; ++it) {
if (!it->is_dead()) {
result_map[it->m_var] = -1;
}
}
}
template<typename Ext>
int sparse_matrix<Ext>::_row::get_idx_of(var_t v) const {
@ -316,7 +303,7 @@ namespace simplex {
}
template<typename Ext>
void sparse_matrix<Ext>::add(row dst, numeral const& n, var_t v) {
void sparse_matrix<Ext>::add_var(row dst, numeral const& n, var_t v) {
_row& r = m_rows[dst.id()];
column& c = m_columns[v];
unsigned r_idx;
@ -339,7 +326,7 @@ namespace simplex {
_row & r1 = m_rows[row1.id()];
_row & r2 = m_rows[row2.id()];
r1.save_var_pos(m_var_pos);
r1.save_var_pos(m_var_pos, m_var_pos_idx);
//
// loop over variables in row2,
@ -376,7 +363,6 @@ namespace simplex {
} \
} \
} \
((void) 0)
if (m.is_one(n)) {
@ -394,7 +380,11 @@ namespace simplex {
m.add(r_entry.m_coeff, tmp, r_entry.m_coeff));
}
r1.reset_var_pos(m_var_pos);
// reset m_var_pos:
for (unsigned i = 0; i < m_var_pos_idx.size(); ++i) {
m_var_pos[m_var_pos_idx[i]] = -1;
}
m_var_pos_idx.reset();
r1.compress_if_needed(m, m_columns);
}