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z3/src/util/lp/gomory.cpp
Lev Nachmanson 066b5334ad refactor some parameters into fields in Gomory cuts
Signed-off-by: Lev Nachmanson <levnach@hotmail.com>
2018-09-22 20:57:59 -07:00

342 lines
12 KiB
C++

/*++
Copyright (c) 2017 Microsoft Corporation
Module Name:
<name>
Abstract:
<abstract>
Author:
Nikolaj Bjorner (nbjorner)
Lev Nachmanson (levnach)
Revision History:
--*/
#include "util/lp/gomory.h"
#include "util/lp/int_solver.h"
#include "util/lp/lar_solver.h"
#include "util/lp/lp_utils.h"
namespace lp {
class gomory::imp {
lar_term & m_t; // the term to return in the cut
mpq & m_k; // the right side of the cut
explanation& m_ex; // the conflict explanation
unsigned m_inf_col; // a basis column which has to be an integer but has a non integral value
const row_strip<mpq>& m_row;
const int_solver& m_int_solver;
mpq m_lcm_den;
mpq m_f;
mpq m_one_minus_f;
mpq m_fj;
mpq m_one_minus_fj;
const impq & get_value(unsigned j) const { return m_int_solver.get_value(j); }
bool is_real(unsigned j) const { return m_int_solver.is_real(j); }
bool at_lower(unsigned j) const { return m_int_solver.at_lower(j); }
bool at_upper(unsigned j) const { return m_int_solver.at_upper(j); }
const impq & lower_bound(unsigned j) const { return m_int_solver.lower_bound(j); }
const impq & upper_bound(unsigned j) const { return m_int_solver.upper_bound(j); }
constraint_index column_lower_bound_constraint(unsigned j) const { return m_int_solver.column_lower_bound_constraint(j); }
constraint_index column_upper_bound_constraint(unsigned j) const { return m_int_solver.column_upper_bound_constraint(j); }
bool column_is_fixed(unsigned j) const { return m_int_solver.m_lar_solver->column_is_fixed(j); }
void int_case_in_gomory_cut(unsigned j) {
lp_assert(is_int(j) && m_fj.is_pos());
TRACE("gomory_cut_detail",
tout << " k = " << m_k;
tout << ", fj: " << m_fj << ", ";
tout << (at_lower(j)?"at_lower":"at_upper")<< std::endl;
);
mpq new_a;
if (at_lower(j)) {
new_a = m_fj <= m_one_minus_f ? m_fj / m_one_minus_f : ((1 - m_fj) / m_f);
lp_assert(new_a.is_pos());
m_k.addmul(new_a, lower_bound(j).x);
m_ex.push_justification(column_lower_bound_constraint(j));
}
else {
lp_assert(at_upper(j));
// the upper terms are inverted: therefore we have the minus
new_a = - (m_fj <= m_f ? m_fj / m_f : ((1 - m_fj) / m_one_minus_f));
lp_assert(new_a.is_neg());
m_k.addmul(new_a, upper_bound(j).x);
m_ex.push_justification(column_upper_bound_constraint(j));
}
m_t.add_monomial(new_a, j);
m_lcm_den = lcm(m_lcm_den, denominator(new_a));
TRACE("gomory_cut_detail", tout << "v" << j << " new_a = " << new_a << ", k = " << m_k << ", m_lcm_den = " << m_lcm_den << "\n";);
}
void real_case_in_gomory_cut(const mpq & a, unsigned j) {
TRACE("gomory_cut_detail_real", tout << "real\n";);
mpq new_a;
if (at_lower(j)) {
if (a.is_pos()) {
new_a = a / m_one_minus_f;
}
else {
new_a = - a / m_f;
}
m_k.addmul(new_a, lower_bound(j).x); // is it a faster operation than
// k += lower_bound(j).x * new_a;
m_ex.push_justification(column_lower_bound_constraint(j));
}
else {
lp_assert(at_upper(j));
if (a.is_pos()) {
new_a = - a / m_f;
}
else {
new_a = a / m_one_minus_f;
}
m_k.addmul(new_a, upper_bound(j).x); // k += upper_bound(j).x * new_a;
m_ex.push_justification(column_upper_bound_constraint(j));
}
TRACE("gomory_cut_detail_real", tout << a << "*v" << j << " k: " << m_k << "\n";);
m_t.add_monomial(new_a, j);
}
lia_move report_conflict_from_gomory_cut() {
lp_assert(m_k.is_pos());
// conflict 0 >= k where k is positive
m_k.neg(); // returning 0 <= -k
return lia_move::conflict;
}
void adjust_term_and_k_for_some_ints_case_gomory() {
lp_assert(!m_t.is_empty());
// k = 1 + sum of m_t at bounds
auto pol = m_t.coeffs_as_vector();
m_t.clear();
if (pol.size() == 1) {
TRACE("gomory_cut_detail", tout << "pol.size() is 1" << std::endl;);
unsigned v = pol[0].second;
lp_assert(is_int(v));
const mpq& a = pol[0].first;
m_k /= a;
if (a.is_pos()) { // we have av >= k
if (!m_k.is_int())
m_k = ceil(m_k);
// switch size
m_t.add_monomial(- mpq(1), v);
m_k.neg();
} else {
if (!m_k.is_int())
m_k = floor(m_k);
m_t.add_monomial(mpq(1), v);
}
} else {
m_lcm_den = lcm(m_lcm_den, denominator(m_k));
lp_assert(m_lcm_den.is_pos());
TRACE("gomory_cut_detail", tout << "pol.size() > 1 den: " << m_lcm_den << std::endl;);
if (!m_lcm_den.is_one()) {
// normalize coefficients of integer parameters to be integers.
for (auto & pi: pol) {
pi.first *= m_lcm_den;
SASSERT(!is_int(pi.second) || pi.first.is_int());
}
m_k *= m_lcm_den;
}
// negate everything to return -pol <= -m_k
for (const auto & pi: pol) {
TRACE("gomory_cut", tout << pi.first << "* " << "v" << pi.second << "\n";);
m_t.add_monomial(-pi.first, pi.second);
}
m_k.neg();
}
TRACE("gomory_cut_detail", tout << "k = " << m_k << std::endl;);
lp_assert(m_k.is_int());
}
std::string var_name(unsigned j) const {
return std::string("x") + std::to_string(j);
}
std::ostream& dump_coeff_val(std::ostream & out, const mpq & a) const {
if (a.is_int()) {
out << a;
}
else if ( a >= zero_of_type<mpq>())
out << "(/ " << numerator(a) << " " << denominator(a) << ")";
else {
out << "(- ( / " << numerator(-a) << " " << denominator(-a) << "))";
}
return out;
}
template <typename T>
void dump_coeff(std::ostream & out, const T& c) const {
out << "( * ";
dump_coeff_val(out, c.coeff());
out << " " << var_name(c.var()) << ")";
}
std::ostream& dump_row_coefficients(std::ostream & out) const {
mpq lc(1);
for (const auto& p : m_row) {
lc = lcm(lc, denominator(p.coeff()));
}
for (const auto& p : m_row) {
dump_coeff_val(out << " (* ", p.coeff()*lc) << " " << var_name(p.var()) << ")";
}
return out;
}
void dump_the_row(std::ostream& out) const {
out << "; the row, excluding fixed vars\n";
out << "(assert ( = ( +";
dump_row_coefficients(out) << ") 0))\n";
}
void dump_declaration(std::ostream& out, unsigned v) const {
out << "(declare-const " << var_name(v) << (is_int(v) ? " Int" : " Real") << ")\n";
}
void dump_declarations(std::ostream& out) const {
// for a column j the var name is vj
for (const auto & p : m_row) {
dump_declaration(out, p.var());
}
for (const auto& p : m_t) {
unsigned v = p.var();
if (m_int_solver.m_lar_solver->is_term(v)) {
dump_declaration(out, v);
}
}
}
void dump_lower_bound_expl(std::ostream & out, unsigned j) const {
out << "(assert (>= " << var_name(j) << " " << lower_bound(j).x << "))\n";
}
void dump_upper_bound_expl(std::ostream & out, unsigned j) const {
out << "(assert (<= " << var_name(j) << " " << upper_bound(j).x << "))\n";
}
void dump_explanations(std::ostream& out) const {
for (const auto & p : m_row) {
unsigned j = p.var();
if (j == m_inf_col || (!is_real(j) && p.coeff().is_int())) {
continue;
}
else if (at_lower(j)) {
dump_lower_bound_expl(out, j);
} else {
lp_assert(at_upper(j));
dump_upper_bound_expl(out, j);
}
}
}
std::ostream& dump_term_coefficients(std::ostream & out) const {
for (const auto& p : m_t) {
dump_coeff(out, p);
}
return out;
}
std::ostream& dump_term_sum(std::ostream & out) const {
return dump_term_coefficients(out << "(+ ") << ")";
}
std::ostream& dump_term_le_k(std::ostream & out) const {
return dump_term_sum(out << "(<= ") << " " << m_k << ")";
}
void dump_the_cut_assert(std::ostream & out) const {
dump_term_le_k(out << "(assert (not ") << "))\n";
}
void dump_cut_and_constraints_as_smt_lemma(std::ostream& out) const {
dump_declarations(out);
dump_the_row(out);
dump_explanations(out);
dump_the_cut_assert(out);
out << "(check-sat)\n";
}
public:
lia_move create_cut() {
TRACE("gomory_cut",
tout << "applying cut at:\n"; print_linear_combination_of_column_indices_only(m_row, tout); tout << std::endl;
for (auto & p : m_row) {
m_int_solver.m_lar_solver->m_mpq_lar_core_solver.m_r_solver.print_column_info(p.var(), tout);
}
tout << "inf_col = " << m_inf_col << std::endl;
);
// gomory will be t <= k and the current solution has a property t > k
m_k = 1;
m_t.clear();
mpq m_lcm_den(1);
bool some_int_columns = false;
mpq m_f = fractional_part(get_value(m_inf_col));
TRACE("gomory_cut_detail", tout << "m_f: " << m_f << ", ";
tout << "1 - m_f: " << 1 - m_f << ", get_value(m_inf_col).x - m_f = " << get_value(m_inf_col).x - m_f;);
lp_assert(m_f.is_pos() && (get_value(m_inf_col).x - m_f).is_int());
mpq one_min_m_f = 1 - m_f;
for (const auto & p : m_row) {
unsigned j = p.var();
if (j == m_inf_col) {
lp_assert(p.coeff() == one_of_type<mpq>());
TRACE("gomory_cut_detail", tout << "seeing basic var";);
continue;
}
// use -p.coeff() to make the format compatible with the format used in: Integrating Simplex with DPLL(T)
if (is_real(j)) {
real_case_in_gomory_cut(- p.coeff(), j);
} else {
if (p.coeff().is_int()) {
// m_fj will be zero and no monomial will be added
continue;
}
some_int_columns = true;
m_fj = fractional_part(-p.coeff());
m_one_minus_fj = 1 - m_fj;
int_case_in_gomory_cut(j);
}
}
if (m_t.is_empty())
return report_conflict_from_gomory_cut();
if (some_int_columns)
adjust_term_and_k_for_some_ints_case_gomory();
lp_assert(m_int_solver.current_solution_is_inf_on_cut());
TRACE("gomory_cut_detail", dump_cut_and_constraints_as_smt_lemma(tout););
m_int_solver.m_lar_solver->subs_term_columns(m_t);
TRACE("gomory_cut", print_linear_combination_of_column_indices_only(m_t, tout << "gomory cut:"); tout << " <= " << m_k << std::endl;);
return lia_move::cut;
}
imp(lar_term & t, mpq & k, explanation& ex, unsigned basic_inf_int_j, const row_strip<mpq>& row, const int_solver& int_slv ) :
m_t(t),
m_k(k),
m_ex(ex),
m_inf_col(basic_inf_int_j),
m_row(row),
m_int_solver(int_slv),
m_lcm_den(1),
m_f(fractional_part(get_value(basic_inf_int_j).x)),
m_one_minus_f(1 - m_f) {}
};
lia_move gomory::create_cut() {
return m_imp->create_cut();
}
gomory::gomory(lar_term & t, mpq & k, explanation& ex, unsigned basic_inf_int_j, const row_strip<mpq>& row, const int_solver& s) {
m_imp = alloc(imp, t, k, ex, basic_inf_int_j, row, s);
}
gomory::~gomory() { dealloc(m_imp); }
}