/*++ Copyright (c) 2020 Microsoft Corporation Author: Nikolaj Bjorner (nbjorner) Lev Nachmanson (levnach) --*/ #include "math/lp/monomial_bounds.h" #include "math/lp/nla_core.h" #include "math/lp/nla_intervals.h" namespace nla { monomial_bounds::monomial_bounds(core* c): common(c), dep(c->m_intervals.get_dep_intervals()) {} void monomial_bounds::propagate() { for (lpvar v : c().m_to_refine) { monic const& m = c().emons()[v]; propagate(m); } } bool monomial_bounds::is_too_big(mpq const& q) const { return rational(q).bitsize() > 256; } /** * Accumulate product of variables in monomial starting at position 'start' */ void monomial_bounds::compute_product(unsigned start, monic const& m, scoped_dep_interval& product) { scoped_dep_interval vi(dep); unsigned power = 1; for (unsigned i = start; i < m.size(); ) { lpvar v = m.vars()[i]; var2interval(v, vi); ++i; for (power = 1; i < m.size() && m.vars()[i] == v; ++i, ++power); dep.power(vi, power, vi); dep.mul(product, vi, product); } } /** * Monomial definition implies that a variable v is within 'range' * If the current value of v is outside of the range, we add * a bounds axiom. */ bool monomial_bounds::propagate_value(dep_interval& range, lpvar v) { auto val = c().val(v); if (dep.is_below(range, val)) { lp::explanation ex; dep.get_upper_dep(range, ex); auto const& upper = dep.upper(range); if (is_too_big(upper)) return false; auto cmp = dep.upper_is_open(range) ? llc::LT : llc::LE; new_lemma lemma(c(), "propagate value - upper bound of range is below value"); lemma &= ex; lemma |= ineq(v, cmp, upper); TRACE("nla_solver", dep.display(tout << val << " > ", range) << "\n" << lemma << "\n";); return true; } else if (dep.is_above(range, val)) { lp::explanation ex; dep.get_lower_dep(range, ex); auto const& lower = dep.lower(range); if (is_too_big(lower)) return false; auto cmp = dep.lower_is_open(range) ? llc::GT : llc::GE; new_lemma lemma(c(), "propagate value - lower bound of range is above value"); lemma &= ex; lemma |= ineq(v, cmp, lower); TRACE("nla_solver", dep.display(tout << val << " < ", range) << "\n" << lemma << "\n";); return true; } else { return false; } } /** * val(v)^p should be in range. * if val(v)^p > upper(range) add * v <= root(p, upper(range)) and v >= -root(p, upper(range)) if p is even * v <= root(p, upper(range)) if p is odd * if val(v)^p < lower(range) add * v >= root(p, lower(range)) or v <= -root(p, lower(range)) if p is even * v >= root(p, lower(range)) if p is odd */ bool monomial_bounds::propagate_value(dep_interval& range, lpvar v, unsigned p) { SASSERT(p > 0); if (p == 1) return propagate_value(range, v); auto val_v = c().val(v); auto val = power(val_v, p); rational r; if (dep.is_below(range, val)) { lp::explanation ex; dep.get_upper_dep(range, ex); if (p % 2 == 0 && rational(dep.upper(range)).is_neg()) { new_lemma lemma(c(), "range requires a non-negative upper bound"); lemma &= ex; return true; } else if (rational(dep.upper(range)).root(p, r)) { // v = -2, [-4,-3]^3 < v^3 -> add bound v <= -3 // v = -2, [-1,+1]^2 < v^2 -> add bound v >= -1 if ((p % 2 == 1) || val_v.is_pos()) { auto le = dep.upper_is_open(range) ? llc::LT : llc::LE; new_lemma lemma(c(), "propagate value - root case - upper bound of range is below value"); lemma &= ex; lemma |= ineq(v, le, r); return true; } if (p % 2 == 0 && val_v.is_neg()) { SASSERT(!r.is_neg()); auto ge = dep.upper_is_open(range) ? llc::GT : llc::GE; new_lemma lemma(c(), "propagate value - root case - upper bound of range is below negative value"); lemma &= ex; lemma |= ineq(v, ge, -r); return true; } } // TBD: add bounds as long as difference to val is above some epsilon. } else if (dep.is_above(range, val)) { if (rational(dep.lower(range)).root(p, r)) { lp::explanation ex; dep.get_lower_dep(range, ex); auto ge = dep.lower_is_open(range) ? llc::GT : llc::GE; auto le = dep.lower_is_open(range) ? llc::LT : llc::LE; new_lemma lemma(c(), "propagate value - root case - lower bound of range is above value"); lemma &= ex; lemma |= ineq(v, ge, r); if (p % 2 == 0) { lemma |= ineq(v, le, -r); } return true; } // TBD: add bounds as long as difference to val is above some epsilon. } return false; } void monomial_bounds::var2interval(lpvar v, scoped_dep_interval& i) { u_dependency* d = nullptr; rational bound; bool is_strict; if (c().has_lower_bound(v, d, bound, is_strict)) { dep.set_lower_is_open(i, is_strict); dep.set_lower(i, bound); dep.set_lower_dep(i, d); dep.set_lower_is_inf(i, false); } else { dep.set_lower_is_inf(i, true); } if (c().has_upper_bound(v, d, bound, is_strict)) { dep.set_upper_is_open(i, is_strict); dep.set_upper(i, bound); dep.set_upper_dep(i, d); dep.set_upper_is_inf(i, false); } else { dep.set_upper_is_inf(i, true); } } /** * Propagate bounds for monomial 'm'. * For each variable v in m, compute the intervals of the remaining variables in m. * Compute also the interval for m.var() as mi * If the value of v is outside of mi / product_of_other, add a bounds lemma. * If the value of m.var() is outside of product_of_all_vars, add a bounds lemma. */ bool monomial_bounds::propagate(monic const& m) { unsigned num_free, power; lpvar free_var; analyze_monomial(m, num_free, free_var, power); bool do_propagate_up = num_free == 0; bool do_propagate_down = !is_free(m.var()) && num_free <= 1; if (!do_propagate_up && !do_propagate_down) return false; scoped_dep_interval product(dep); scoped_dep_interval vi(dep), mi(dep); scoped_dep_interval other_product(dep); var2interval(m.var(), mi); dep.set_value(product, rational::one()); for (unsigned i = 0; i < m.size(); ) { lpvar v = m.vars()[i]; ++i; for (power = 1; i < m.size() && v == m.vars()[i]; ++i, ++power); var2interval(v, vi); dep.power(vi, power, vi); if (do_propagate_down && (num_free == 0 || free_var == v)) { dep.set(other_product, product); compute_product(i, m, other_product); if (propagate_down(m, mi, v, power, other_product)) return true; } dep.mul(product, vi, product); } return do_propagate_up && propagate_value(product, m.var()); } bool monomial_bounds::propagate_down(monic const& m, dep_interval& mi, lpvar v, unsigned power, dep_interval& product) { if (!dep.separated_from_zero(product)) return false; scoped_dep_interval range(dep); dep.div(mi, product, range); return propagate_value(range, v, power); } bool monomial_bounds::is_free(lpvar v) const { return !c().has_lower_bound(v) && !c().has_upper_bound(v); } bool monomial_bounds::is_zero(lpvar v) const { return c().has_lower_bound(v) && c().has_upper_bound(v) && c().get_lower_bound(v).is_zero() && c().get_upper_bound(v).is_zero(); } /** * Count the number of unbound (free) variables. * Variables with no lower and no upper bound multiplied * to an odd degree have unbound ranges when it comes to * bounds propagation. */ void monomial_bounds::analyze_monomial(monic const& m, unsigned& num_free, lpvar& fv, unsigned& fv_power) const { unsigned power = 1; num_free = 0; fv = null_lpvar; fv_power = 0; for (unsigned i = 0; i < m.vars().size(); ) { lpvar v = m.vars()[i]; ++i; for (power = 1; i < m.vars().size() && m.vars()[i] == v; ++i, ++power); if (is_zero(v)) { num_free = 0; return; } if (power % 2 == 1 && is_free(v)) { ++num_free; fv_power = power; fv = v; } } } void monomial_bounds::unit_propagate() { for (lpvar v : c().m_monics_with_changed_bounds) unit_propagate(c().emons()[v]); } void monomial_bounds::unit_propagate(monic const& m) { m_propagated.reserve(m.var() + 1, false); if (m_propagated[m.var()]) return; if (!is_linear(m)) return; c().trail().push(set_bitvector_trail(m_propagated, m.var())); rational k = fixed_var_product(m); new_lemma lemma(c(), "fixed-values"); if (k == 0) { for (auto v : m) { if (c().var_is_fixed(v) && c().val(v).is_zero()) { lemma.explain_fixed(v); break; } } lemma += ineq(m.var(), lp::lconstraint_kind::EQ, 0); } else { for (auto v : m) if (c().var_is_fixed(v)) lemma.explain_fixed(v); lpvar w = non_fixed_var(m); if (w != null_lpvar) { lp::lar_term term; term.add_var(m.var()); term.add_monomial(-k, w); lemma += ineq(term, lp::lconstraint_kind::EQ, 0); } else { lemma += ineq(m.var(), lp::lconstraint_kind::EQ, k); } } } bool monomial_bounds::is_linear(monic const& m) { unsigned non_fixed = 0; for (lpvar v : m) { if (!c().var_is_fixed(v)) ++non_fixed; else if (c().val(v).is_zero()) return true; } return non_fixed <= 1; } rational monomial_bounds::fixed_var_product(monic const& m) { rational r(1); for (lpvar v : m) { if (c().var_is_fixed(v)) r *= c().lra.get_column_value(v).x; } return r; } lpvar monomial_bounds::non_fixed_var(monic const& m) { for (lpvar v : m) if (!c().var_is_fixed(v)) return v; return null_lpvar; } }