/* Copyright (c) 2017 Microsoft Corporation Author: Lev Nachmanson */ #include "math/lp/int_solver.h" #include "math/lp/lar_solver.h" #include "math/lp/lp_utils.h" #include "math/lp/monic.h" #include "math/lp/gomory.h" #include "math/lp/int_branch.h" #include "math/lp/int_cube.h" namespace lp { int_solver::patcher::patcher(int_solver& lia): lia(lia), lra(lia.lra), lrac(lia.lrac) {} void int_solver::patcher::remove_fixed_vars_from_base() { unsigned num = lra.A_r().column_count(); for (unsigned v = 0; v < num; v++) { if (!lia.is_base(v) || !lia.is_fixed(v)) continue; auto const & r = lra.basic2row(v); for (auto const& c : r) { if (c.var() != v && !lia.is_fixed(c.var())) { lra.pivot(c.var(), v); break; } } } } unsigned int_solver::patcher::count_non_int() { unsigned non_int = 0; for (auto j : lra.r_basis()) if (lra.column_is_int(j) && !lra.column_value_is_int(j)) ++non_int; return non_int; } lia_move int_solver::patcher::patch_basic_columns() { remove_fixed_vars_from_base(); lia.settings().stats().m_patches++; lp_assert(lia.is_feasible()); // unsigned non_int_before, non_int_after; // non_int_before = count_non_int(); // unsigned num = lra.A_r().column_count(); for (unsigned j : lra.r_basis()) if (!lra.get_value(j).is_int()) patch_basic_column(j); // non_int_after = count_non_int(); // verbose_stream() << non_int_before << " -> " << non_int_after << "\n"; if (!lia.has_inf_int()) { lia.settings().stats().m_patches_success++; return lia_move::sat; } return lia_move::undef; } // clang-format on /** * \brief find integral and minimal, in the absolute values, deltas such that x - alpha*delta is integral too. */ bool get_patching_deltas(const rational& x, const rational& alpha, rational& delta_plus, rational& delta_minus) { auto a1 = numerator(alpha); auto a2 = denominator(alpha); auto x1 = numerator(x); auto x2 = denominator(x); if (!divides(x2, a2)) return false; // delta has to be integral. // We need to find delta such that x1/x2 + (a1/a2)*delta is integral (we are going to flip the delta sign later). // Then a2*x1/x2 + a1*delta is integral, but x2 and x1 are coprime: // that means that t = a2/x2 is // integral. We established that a2 = x2*t Then x1 + a1*delta*(x2/a2) = x1 // + a1*(delta/t) is integral. Taking into account that t and a1 are // coprime we have delta = t*k, where k is an integer. rational t = a2 / x2; // std::cout << "t = " << t << std::endl; // Now we have x1/x2 + (a1/x2)*k is integral, or (x1 + a1*k)/x2 is integral. // It is equivalent to x1 + a1*k = x2*m, where m is an integer // We know that a2 and a1 are coprime, and x2 divides a2, so x2 and a1 are // coprime. We can find u and v such that u*a1 + v*x2 = 1. rational u, v; gcd(a1, x2, u, v); lp_assert(gcd(a1, x2, u, v).is_one()); // std::cout << "u = " << u << ", v = " << v << std::endl; // std::cout << "x= " << (x1 / x2) << std::endl; // std::cout << "x + (a1 / a2) * (-u * t) * x1 = " // << x + (a1 / a2) * (-u * t) * x1 << std::endl; lp_assert((x + (a1 / a2) * (-u * t) * x1).is_int()); // 1 = (u- l*x2 ) * a1 + (v + l*a1)*x2, for every integer l. rational d = u * t * x1; // We can prove that x+alpha*d is integral, // and any other delta, satisfying x+alpha*delta, is equal to d modulo a2. delta_plus = mod(d, a2); lp_assert(delta_plus > 0); delta_minus = delta_plus - a2; lp_assert(delta_minus < 0); return true; } /** * \brief try to patch the basic column v */ bool int_solver::patcher::patch_basic_column_on_row_cell(unsigned v, row_cell const& c) { if (v == c.var()) return false; if (!lra.column_is_int(c.var())) // could use real to patch integer return false; if (c.coeff().is_int()) return false; mpq a = fractional_part(c.coeff()); mpq r = fractional_part(lra.get_value(v)); lp_assert(0 < r && r < 1); lp_assert(0 < a && a < 1); mpq delta_plus, delta_minus; if (!get_patching_deltas(r, a, delta_plus, delta_minus)) return false; if (lia.random() % 2) { return try_patch_column(v, c.var(), delta_plus) || try_patch_column(v, c.var(), delta_minus); } else { return try_patch_column(v, c.var(), delta_minus) || try_patch_column(v, c.var(), delta_plus); } } bool int_solver::patcher::try_patch_column(unsigned v, unsigned j, mpq const& delta) { const auto & A = lra.A_r(); if (delta < 0) { if (lia.has_lower(j) && lia.get_value(j) + impq(delta) < lra.get_lower_bound(j)) return false; } else { if (lia.has_upper(j) && lia.get_value(j) + impq(delta) > lra.get_upper_bound(j)) return false; } for (auto const& c : A.column(j)) { unsigned row_index = c.var(); unsigned bj = lrac.m_r_basis[row_index]; auto old_val = lia.get_value(bj); auto new_val = old_val - impq(c.coeff()*delta); if (lia.has_lower(bj) && new_val < lra.get_lower_bound(bj)) return false; if (lia.has_upper(bj) && new_val > lra.get_upper_bound(bj)) return false; if (old_val.is_int() && !new_val.is_int()){ return false; // do not waste resources on this case } // if bj == v, then, because we are patching the lra.get_value(v), // we just need to assert that the lra.get_value(v) would be integral. lp_assert(bj != v || lra.from_model_in_impq_to_mpq(new_val).is_int()); } lra.set_value_for_nbasic_column(j, lia.get_value(j) + impq(delta)); return true; } void int_solver::patcher::patch_basic_column(unsigned v) { SASSERT(!lia.is_fixed(v)); for (auto const& c : lra.basic2row(v)) if (patch_basic_column_on_row_cell(v, c)) return; } int_solver::int_solver(lar_solver& lar_slv) : lra(lar_slv), lrac(lra.m_mpq_lar_core_solver), m_gcd(*this), m_patcher(*this), m_number_of_calls(0), m_hnf_cutter(*this), m_hnf_cut_period(settings().hnf_cut_period()) { lra.set_int_solver(this); } // this will allow to enable and disable tracking of the pivot rows struct check_return_helper { lar_solver& lra; bool m_track_touched_rows; check_return_helper(lar_solver& ls) : lra(ls), m_track_touched_rows(lra.touched_rows_are_tracked()) { lra.track_touched_rows(false); } ~check_return_helper() { lra.track_touched_rows(m_track_touched_rows); } }; lia_move int_solver::check(lp::explanation * e) { SASSERT(lra.ax_is_correct()); if (!has_inf_int()) return lia_move::sat; m_t.clear(); m_k.reset(); m_ex = e; m_ex->clear(); m_upper = false; lia_move r = lia_move::undef; if (m_gcd.should_apply()) r = m_gcd(); check_return_helper pc(lra); if (settings().get_cancel_flag()) return lia_move::undef; ++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 && should_hnf_cut()) r = hnf_cut(); if (r == lia_move::undef && should_gomory_cut()) r = gomory(*this)(); if (r == lia_move::undef) r = int_branch(*this)(); return r; } std::ostream& int_solver::display_inf_rows(std::ostream& out) const { unsigned num = lra.A_r().column_count(); for (unsigned v = 0; v < num; v++) { if (column_is_int(v) && !get_value(v).is_int()) { display_column(out, v); } } num = 0; for (unsigned i = 0; i < lra.A_r().row_count(); i++) { unsigned j = lrac.m_r_basis[i]; if (column_is_int_inf(j)) { num++; lra.print_row(lra.A_r().m_rows[i], out); out << "\n"; } } out << "num of int infeasible: " << num << "\n"; return out; } bool int_solver::cut_indices_are_columns() const { for (lar_term::ival p : m_t) { if (p.column().index() >= lra.A_r().column_count()) return false; } return true; } bool int_solver::current_solution_is_inf_on_cut() const { SASSERT(cut_indices_are_columns()); const auto & x = lrac.m_r_x; impq v = m_t.apply(x); mpq sign = m_upper ? one_of_type() : -one_of_type(); CTRACE("current_solution_is_inf_on_cut", v * sign <= impq(m_k) * sign, tout << "m_upper = " << m_upper << std::endl; tout << "v = " << v << ", k = " << m_k << std::endl; ); return v * sign > impq(m_k) * sign; } bool int_solver::has_inf_int() const { return lra.has_inf_int(); } constraint_index int_solver::column_upper_bound_constraint(unsigned j) const { return lra.get_column_upper_bound_witness(j); } constraint_index int_solver::column_lower_bound_constraint(unsigned j) const { return lra.get_column_lower_bound_witness(j); } unsigned int_solver::row_of_basic_column(unsigned j) const { return lra.row_of_basic_column(j); } lp_settings& int_solver::settings() { return lra.settings(); } const lp_settings& int_solver::settings() const { return lra.settings(); } bool int_solver::column_is_int(column_index const& j) const { return lra.column_is_int(j); } bool int_solver::is_real(unsigned j) const { return !column_is_int(j); } bool int_solver::value_is_int(unsigned j) const { return lra.column_value_is_int(j); } unsigned int_solver::random() { return settings().random_next(); } const impq& int_solver::upper_bound(unsigned j) const { return lra.column_upper_bound(j); } const impq& int_solver::lower_bound(unsigned j) const { return lra.column_lower_bound(j); } bool int_solver::is_term(unsigned j) const { return lra.column_corresponds_to_term(j); } unsigned int_solver::column_count() const { return lra.column_count(); } bool int_solver::should_find_cube() { return m_number_of_calls % settings().m_int_find_cube_period == 0; } bool int_solver::should_gomory_cut() { return m_number_of_calls % settings().m_int_gomory_cut_period == 0; } bool int_solver::should_hnf_cut() { return settings().enable_hnf() && m_number_of_calls % m_hnf_cut_period == 0; } lia_move int_solver::hnf_cut() { lia_move r = m_hnf_cutter.make_hnf_cut(); if (r == lia_move::undef) { m_hnf_cut_period *= 2; } else { m_hnf_cut_period = settings().hnf_cut_period(); } return r; } bool int_solver::has_lower(unsigned j) const { switch (lrac.m_column_types()[j]) { case column_type::fixed: case column_type::boxed: case column_type::lower_bound: return true; default: return false; } } bool int_solver::has_upper(unsigned j) const { switch (lrac.m_column_types()[j]) { case column_type::fixed: case column_type::boxed: case column_type::upper_bound: return true; default: return false; } } static void set_lower(impq & l, bool & inf_l, impq const & v ) { if (inf_l || v > l) { l = v; inf_l = false; } } static void set_upper(impq & u, bool & inf_u, impq const & v) { if (inf_u || v < u) { u = v; inf_u = false; } } // this function assumes that all basic columns dependend on j are feasible bool int_solver::get_freedom_interval_for_column(unsigned j, bool & inf_l, impq & l, bool & inf_u, impq & u, mpq & m) { if (lrac.m_r_heading[j] >= 0 || is_fixed(j)) // basic or fixed var return false; TRACE("random_update", display_column(tout, j) << ", is_int = " << column_is_int(j) << "\n";); impq const & xj = get_value(j); inf_l = true; inf_u = true; l = u = zero_of_type(); m = mpq(1); if (has_lower(j)) set_lower(l, inf_l, lower_bound(j) - xj); if (has_upper(j)) set_upper(u, inf_u, upper_bound(j) - xj); const auto & A = lra.A_r(); TRACE("random_update", tout << "m = " << m << "\n";); auto delta = [](mpq const& x, impq const& y, impq const& z) { if (x.is_one()) return y - z; if (x.is_minus_one()) return z - y; return (y - z) / x; }; for (auto c : A.column(j)) { unsigned row_index = c.var(); const mpq & a = c.coeff(); unsigned i = lrac.m_r_basis[row_index]; impq const & xi = get_value(i); lp_assert(lrac.m_r_solver.column_is_feasible(i)); if (column_is_int(i) && !a.is_int() && xi.is_int()) m = lcm(m, denominator(a)); if (!inf_l && !inf_u) { if (l == u) continue; } if (a.is_neg()) { if (has_lower(i)) set_lower(l, inf_l, delta(a, xi, lra.get_lower_bound(i))); if (has_upper(i)) set_upper(u, inf_u, delta(a, xi, lra.get_upper_bound(i))); } else { if (has_upper(i)) set_lower(l, inf_l, delta(a, xi, lra.get_upper_bound(i))); if (has_lower(i)) set_upper(u, inf_u, delta(a, xi, lra.get_lower_bound(i))); } } l += xj; u += xj; TRACE("freedom_interval", tout << "freedom variable for:\n"; tout << lra.get_variable_name(j); tout << "["; if (inf_l) tout << "-oo"; else tout << l; tout << "; "; if (inf_u) tout << "oo"; else tout << u; tout << "]\n"; tout << "val = " << get_value(j) << "\n"; tout << "return " << (inf_l || inf_u || l <= u); ); return (inf_l || inf_u || l <= u); } bool int_solver::is_feasible() const { lp_assert( lrac.m_r_solver.calc_current_x_is_feasible_include_non_basis() == lrac.m_r_solver.current_x_is_feasible()); return lrac.m_r_solver.current_x_is_feasible(); } const impq & int_solver::get_value(unsigned j) const { return lrac.m_r_x[j]; } std::ostream& int_solver::display_column(std::ostream & out, unsigned j) const { return lrac.m_r_solver.print_column_info(j, out); } bool int_solver::column_is_int_inf(unsigned j) const { return column_is_int(j) && (!value_is_int(j)); } bool int_solver::is_base(unsigned j) const { return lrac.m_r_heading[j] >= 0; } bool int_solver::is_boxed(unsigned j) const { return lrac.m_column_types[j] == column_type::boxed; } bool int_solver::is_fixed(unsigned j) const { return lrac.m_column_types[j] == column_type::fixed; } bool int_solver::is_free(unsigned j) const { return lrac.m_column_types[j] == column_type::free_column; } bool int_solver::at_bound(unsigned j) const { auto & mpq_solver = lrac.m_r_solver; switch (mpq_solver.m_column_types[j] ) { case column_type::fixed: case column_type::boxed: return mpq_solver.m_lower_bounds[j] == get_value(j) || mpq_solver.m_upper_bounds[j] == get_value(j); case column_type::lower_bound: return mpq_solver.m_lower_bounds[j] == get_value(j); case column_type::upper_bound: return mpq_solver.m_upper_bounds[j] == get_value(j); default: return false; } } bool int_solver::at_lower(unsigned j) const { auto & mpq_solver = lrac.m_r_solver; switch (mpq_solver.m_column_types[j] ) { case column_type::fixed: case column_type::boxed: case column_type::lower_bound: return mpq_solver.m_lower_bounds[j] == get_value(j); default: return false; } } bool int_solver::at_upper(unsigned j) const { auto & mpq_solver = lrac.m_r_solver; switch (mpq_solver.m_column_types[j] ) { case column_type::fixed: case column_type::boxed: case column_type::upper_bound: return mpq_solver.m_upper_bounds[j] == get_value(j); default: return false; } } std::ostream & int_solver::display_row(std::ostream & out, lp::row_strip const & row) const { bool first = true; auto & rslv = lrac.m_r_solver; for (const auto &c : row) { if (is_fixed(c.var())) { if (!get_value(c.var()).is_zero()) { impq val = get_value(c.var()) * c.coeff(); if (!first && val.is_pos()) out << "+"; if (val.y.is_zero()) out << val.x << " "; else out << val << " "; } first = false; continue; } if (c.coeff().is_one()) { if (!first) out << "+"; } else if (c.coeff().is_minus_one()) out << "-"; else { if (c.coeff().is_pos() && !first) out << "+"; if (c.coeff().is_big()) out << " b*"; else out << c.coeff(); } out << rslv.column_name(c.var()) << " "; first = false; } out << "\n"; for (const auto &c : row) { if (is_fixed(c.var())) continue; rslv.print_column_info(c.var(), out); if (is_base(c.var())) out << "j" << c.var() << " base\n"; } return out; } std::ostream& int_solver::display_row_info(std::ostream & out, unsigned row_index) const { auto & rslv = lrac.m_r_solver; auto const& row = rslv.m_A.m_rows[row_index]; return display_row(out, row); } bool int_solver::shift_var(unsigned j, unsigned range) { if (is_fixed(j) || is_base(j)) return false; if (settings().get_cancel_flag()) return false; bool inf_l = false, inf_u = false; impq l, u; mpq m; if (!get_freedom_interval_for_column(j, inf_l, l, inf_u, u, m)) return false; if (settings().get_cancel_flag()) return false; const impq & x = get_value(j); // x, the value of j column, might be shifted on a multiple of m if (inf_l && inf_u) { impq new_val = m * impq(random() % (range + 1)) + x; lra.set_value_for_nbasic_column(j, new_val); return true; } if (column_is_int(j)) { if (!inf_l) { l = impq(ceil(l)); } if (!inf_u) { u = impq(floor(u)); } } if (!inf_l && !inf_u && l >= u) return false; if (inf_u) { SASSERT(!inf_l); impq new_val = x + m * impq(random() % (range + 1)); lra.set_value_for_nbasic_column(j, new_val); return true; } if (inf_l) { SASSERT(!inf_u); impq new_val = x - m * impq(random() % (range + 1)); lra.set_value_for_nbasic_column(j, new_val); return true; } SASSERT(!inf_l && !inf_u); // The shift has to be a multiple of m: let us look for s, such that the shift is m*s. // We have new_val = x+m*s <= u, so m*s <= u-x and, finally, s <= floor((u- x)/m) = a // The symmetric reasoning gives us s >= ceil((l-x)/m) = b // We randomly pick s in the segment [b, a] mpq a = floor((u - x) / m); mpq b = ceil((l - x) / m); mpq r = a - b; if (!r.is_pos()) return false; TRACE("int_solver", tout << "a = " << a << ", b = " << b << ", r = " << r<< ", m = " << m << "\n";); if (r < mpq(range)) range = static_cast(r.get_uint64()); mpq s = b + mpq(random() % (range + 1)); impq new_val = x + m * impq(s); TRACE("int_solver", tout << "new_val = " << new_val << "\n";); SASSERT(l <= new_val && new_val <= u); lra.set_value_for_nbasic_column(j, new_val); return true; } // not used: bool int_solver::non_basic_columns_are_at_bounds() const { for (unsigned j : lrac.m_r_nbasis) { auto & val = lrac.m_r_x[j]; switch (lrac.m_column_types()[j]) { case column_type::boxed: if (val != lrac.m_r_lower_bounds()[j] && val != lrac.m_r_upper_bounds()[j]) return false; break; case column_type::lower_bound: if (val != lrac.m_r_lower_bounds()[j]) return false; break; case column_type::upper_bound: if (val != lrac.m_r_upper_bounds()[j]) return false; break; default: if (column_is_int(j) && !val.is_int()) { return false; } } } return true; } int int_solver::select_int_infeasible_var() { int result = -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 enum state { small_box, is_small_value, any_value, not_found }; state st = not_found; for (unsigned j : lra.r_basis()) { if (!column_is_int_inf(j)) continue; 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; range = new_range; n = 1; } else if (new_range == range && (random() % (++n) == 0)) { result = 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) continue; SASSERT(st == not_found || st == any_value); st = any_value; if (n == 0 || usage > prev_usage) { result = j; prev_usage = usage; n = 1; } else if (usage > 0 && usage == prev_usage && (random() % (++n) == 0)) result = j; } return result; } }