/*++ 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" #include "math/lp/numeric_pair.h" namespace nla { monomial_bounds::monomial_bounds(core* c): common(c), dep(c->m_intervals.get_dep_intervals()) { std::function fixed_eh = [c, this](lpvar v) { c->trail().push(push_back_vector(m_fixed_var_trail)); m_fixed_var_trail.push_back(v); }; // uncomment to enable: // c->lra.m_fixed_var_eh = fixed_eh; } void monomial_bounds::propagate() { for (lpvar v : c().m_to_refine) { propagate(c().emon(v)); if (add_lemma()) break; } propagate_fixed_vars(); } void monomial_bounds::propagate_fixed_vars() { if (m_fixed_var_qhead == m_fixed_var_trail.size()) return; c().trail().push(value_trail(m_fixed_var_qhead)); while (m_fixed_var_qhead < m_fixed_var_trail.size()) propagate_fixed_var(m_fixed_var_trail[m_fixed_var_qhead++]); } void monomial_bounds::propagate_fixed_var(lpvar v) { SASSERT(c().var_is_fixed(v)); TRACE("nla_solver", tout << "propagate fixed var: " << c().var_str(v) << "\n";); for (auto const& m : c().emons().get_use_list(v)) propagate_fixed_var(m, v); } void monomial_bounds::propagate_fixed_var(monic const& m, lpvar v) { unsigned num_free = 0; lpvar free_var = null_lpvar; for (auto w : m) if (!c().var_is_fixed(w)) ++num_free, free_var = w; if (num_free != 1) return; u_dependency* d = nullptr; auto& lra = c().lra; lp::mpq coeff(1); for (auto w : m) { if (c().var_is_fixed(w)) { d = lra.join_deps(d, lra.get_bound_constraint_witnesses_for_column(w)); coeff *= lra.get_lower_bound(w).x; } } vector> coeffs; coeffs.push_back({coeff, free_var}); coeffs.push_back({mpq(-1), m.var()}); lpvar j = lra.add_term(coeffs, UINT_MAX); lra.update_column_type_and_bound(j, llc::EQ, mpq(0), d); } 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) { bool propagated = false; if (should_propagate_upper(range, v, 1)) { auto const& upper = dep.upper(range); auto cmp = dep.upper_is_open(range) ? llc::LT : llc::LE; ++c().lra.settings().stats().m_nla_propagate_bounds; lp::explanation ex; dep.get_upper_dep(range, ex); if (is_too_big(upper)) return false; 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 << c().val(v) << " > ", range) << "\n" << lemma << "\n";); propagated = true; } if (should_propagate_lower(range, v, 1)) { auto const& lower = dep.lower(range); auto cmp = dep.lower_is_open(range) ? llc::GT : llc::GE; ++c().lra.settings().stats().m_nla_propagate_bounds; lp::explanation ex; dep.get_lower_dep(range, ex); if (is_too_big(lower)) return false; 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 << c().val(v) << " < ", range) << "\n" << lemma << "\n";); propagated = true; } return propagated; } bool monomial_bounds::should_propagate_lower(dep_interval const& range, lpvar v, unsigned p) { if (dep.lower_is_inf(range)) return false; auto bound = c().val(v); auto const& lower = dep.lower(range); if (p > 1) bound = power(bound, p); return bound < lower; } bool monomial_bounds::should_propagate_upper(dep_interval const& range, lpvar v, unsigned p) { if (dep.upper_is_inf(range)) return false; auto bound = c().val(v); auto const& upper = dep.upper(range); if (p > 1) bound = power(bound, p); return bound > upper; } /** * Ensure that bounds are integral when the variable is integer. */ void monomial_bounds::propagate_bound(lpvar v, lp::lconstraint_kind cmp, rational const& q, u_dependency* d) { SASSERT(cmp != llc::EQ && cmp != llc::NE); if (!c().var_is_int(v)) c().lra.update_column_type_and_bound(v, cmp, q, d); else if (q.is_int()) { if (cmp == llc::GT) c().lra.update_column_type_and_bound(v, llc::GE, q + 1, d); else if(cmp == llc::LT) c().lra.update_column_type_and_bound(v, llc::LE, q - 1, d); else c().lra.update_column_type_and_bound(v, cmp, q, d); } else if (cmp == llc::GE || cmp == llc::GT) c().lra.update_column_type_and_bound(v, llc::GE, ceil(q), d); else c().lra.update_column_type_and_bound(v, llc::LE, floor(q), d); } /** * 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); rational r; if (should_propagate_upper(range, v, p)) { // v.upper^p > range.upper lp::explanation ex; dep.get_upper_dep(range, ex); // p even, range.upper < 0, v^p >= 0 -> infeasible if (p % 2 == 0 && rational(dep.upper(range)).is_neg()) { ++c().lra.settings().stats().m_nla_propagate_bounds; new_lemma lemma(c(), "range requires a non-negative upper bound"); lemma &= ex; return true; } 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) || c().val(v).is_pos()) { ++c().lra.settings().stats().m_nla_propagate_bounds; 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 && c().val(v).is_neg()) { ++c().lra.settings().stats().m_nla_propagate_bounds; 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; } } } if (should_propagate_lower(range, v, p)) { // v.lower^p < range.lower // // range.lower < 0 -> v.lower >= root(p, range.lower) // range.lower >= 0, p odd -> v.lower >= root(p, range.lower) // range.lower >= 0, p even, v.lower >= 0 -> v.lower >= root(p, range.lower) // default: // v.lower >= root(p, range.lower) || (p even & v.upper <= -root(p, range.lower)) // // pre-condition: p even -> range.lower >= 0 // if (rational(dep.lower(range)).root(p, r)) { ++c().lra.settings().stats().m_nla_propagate_bounds; auto ge = dep.lower_is_open(range) ? llc::GT : llc::GE; auto le = dep.lower_is_open(range) ? llc::LT : llc::LE; lp::explanation ex; dep.get_lower_dep(range, ex); 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; } } 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) { if (!c().is_monic_var(v)) continue; monic& m = c().emon(v); unit_propagate(m); if (add_lemma()) break; if (c().m_conflicts > 0) break; } } bool monomial_bounds::add_lemma() { if (c().lra.get_status() != lp::lp_status::INFEASIBLE) return false; lp::explanation exp; c().lra.get_infeasibility_explanation(exp); new_lemma lemma(c(), "propagate fixed - infeasible lra"); lemma &= exp; return true; } void monomial_bounds::unit_propagate(monic & m) { if (m.is_propagated()) return; lpvar w, fixed_to_zero; if (!is_linear(m, w, fixed_to_zero)) return; c().emons().set_propagated(m); if (fixed_to_zero != null_lpvar) { propagate_fixed_to_zero(m, fixed_to_zero); } else { rational k = fixed_var_product(m, w); if (w == null_lpvar) propagate_fixed(m, k); else propagate_nonfixed(m, k, w); } ++c().lra.settings().stats().m_nla_propagate_eq; } lp::explanation monomial_bounds::get_explanation(u_dependency* dep) { lp::explanation exp; svector cs; c().lra.dep_manager().linearize(dep, cs); for (auto d : cs) exp.add_pair(d, mpq(1)); return exp; } void monomial_bounds::propagate_fixed_to_zero(monic const& m, lpvar fixed_to_zero) { auto* dep = c().lra.get_bound_constraint_witnesses_for_column(fixed_to_zero); TRACE("nla_solver", tout << "propagate fixed " << m << " = 0, fixed_to_zero = " << fixed_to_zero << "\n";); c().lra.update_column_type_and_bound(m.var(), lp::lconstraint_kind::EQ, rational(0), dep); // propagate fixed equality auto exp = get_explanation(dep); c().add_fixed_equality(m.var(), rational(0), exp); } void monomial_bounds::propagate_fixed(monic const& m, rational const& k) { auto* dep = explain_fixed(m, k); TRACE("nla_solver", tout << "propagate fixed " << m << " = " << k << "\n";); c().lra.update_column_type_and_bound(m.var(), lp::lconstraint_kind::EQ, k, dep); // propagate fixed equality auto exp = get_explanation(dep); c().add_fixed_equality(m.var(), k, exp); } void monomial_bounds::propagate_nonfixed(monic const& m, rational const& k, lpvar w) { vector> coeffs; coeffs.push_back({-k, w}); coeffs.push_back({rational::one(), m.var()}); lp::lpvar j = c().lra.add_term(coeffs, UINT_MAX); auto* dep = explain_fixed(m, k); TRACE("nla_solver", tout << "propagate nonfixed " << m << " = " << k << " " << w << "\n";); c().lra.update_column_type_and_bound(j, lp::lconstraint_kind::EQ, mpq(0), dep); if (k == 1) { lp::explanation exp = get_explanation(dep); c().add_equality(m.var(), w, exp); } } u_dependency* monomial_bounds::explain_fixed(monic const& m, rational const& k) { u_dependency* dep = nullptr; auto update_dep = [&](unsigned j) { dep = c().lra.dep_manager().mk_join(dep, c().lra.get_column_lower_bound_witness(j)); dep = c().lra.dep_manager().mk_join(dep, c().lra.get_column_upper_bound_witness(j)); return dep; }; if (k == 0) { for (auto j : m.vars()) if (c().var_is_fixed_to_zero(j)) return update_dep(j); } else { for (auto j : m.vars()) if (c().var_is_fixed(j)) update_dep(j); } return dep; } bool monomial_bounds::is_linear(monic const& m, lpvar& w, lpvar & fixed_to_zero) { w = fixed_to_zero = null_lpvar; for (lpvar v : m) { if (!c().var_is_fixed(v)) { if (w != null_lpvar) return false; w = v; } else if (c().get_lower_bound(v).is_zero()) { fixed_to_zero = v; return true; } } return true; } rational monomial_bounds::fixed_var_product(monic const& m, lpvar w) { rational r(1); for (lpvar v : m) { // we have to use the column bounds here, because the column value may be outside the bounds if (v != w ){ SASSERT(c().var_is_fixed(v)); r *= c().lra.get_lower_bound(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; } }