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z3/src/math/simplex/model_based_opt.h
Nikolaj Bjorner 11066486d7 #7559
2025-02-18 20:48:13 -08:00

318 lines
11 KiB
C++

/*++
Copyright (c) 2016 Microsoft Corporation
Module Name:
model_based_opt.h
Abstract:
Model-based optimization for linear real arithmetic.
Author:
Nikolaj Bjorner (nbjorner) 2016-27-4
Revision History:
--*/
#pragma once
#include "util/util.h"
#include "util/rational.h"
#include "util/inf_eps_rational.h"
#include <variant>
namespace opt {
enum ineq_type {
t_eq,
t_lt,
t_le,
t_divides,
t_mod,
t_div
};
typedef inf_eps_rational<inf_rational> inf_eps;
class model_based_opt {
public:
struct var {
unsigned m_id { 0 };
rational m_coeff;
var() = default;
var(unsigned id, rational const& c): m_id(id), m_coeff(c) {}
struct compare {
bool operator()(var x, var y) {
return x.m_id < y.m_id;
}
};
bool operator==(var const& other) const {
return m_id == other.m_id && m_coeff == other.m_coeff;
}
bool operator!=(var const& other) const {
return !(*this == other);
}
var operator*(rational const& c) const { return var(m_id, m_coeff * c); }
};
struct row {
vector<var> m_vars; // variables with coefficients
rational m_coeff = rational::zero(); // constant in inequality
rational m_mod = rational::zero(); // value the term divide
ineq_type m_type = t_le; // inequality type
rational m_value = rational::zero(); // value of m_vars + m_coeff under interpretation of m_var2value.
bool m_alive = false; // rows can be marked dead if they have been processed.
unsigned m_id = UINT_MAX; // variable defined by row (used for mod_t and div_t)
void reset() { m_vars.reset(); m_coeff.reset(); m_value.reset(); }
row& normalize();
void neg() { for (var & v : m_vars) v.m_coeff.neg(); m_coeff.neg(); m_value.neg(); }
rational get_coefficient(unsigned x) const;
};
// A definition is a linear term of the form (vars + coeff) / div
struct add_def;
struct mul_def;
struct div_def;
struct const_def;
struct var_def;
enum def_t { add_t, mul_t, div_t, const_t, var_t};
struct def {
def() = default;
static def* from_row(row const& r, unsigned x);
def_t m_type;
unsigned m_ref_count = 0;
bool is_add() const { return m_type == add_t; }
bool is_mul() const { return m_type == mul_t; }
bool is_div() const { return m_type == div_t; }
bool is_const() const { return m_type == const_t; }
bool is_var() const { return m_type == var_t; }
void inc_ref() { ++m_ref_count; }
void dec_ref();
add_def& to_add();
mul_def& to_mul();
div_def& to_div();
const_def& to_const();
var_def& to_var();
add_def const& to_add() const;
mul_def const& to_mul() const;
div_def const& to_div() const;
const_def const& to_const() const;
var_def const& to_var() const;
def* operator+(def& other);
def* operator*(def& other);
def* operator/(unsigned n) { return *this / rational(n); }
def* operator/(rational const& n);
def* operator*(rational const& n);
def* operator+(rational const& n);
def* substitute(unsigned v, def& other);
};
class def_ref {
def* m_def = nullptr;
public:
def_ref(def* d) {
if (d) d->inc_ref();
m_def = d;
}
def_ref& operator=(def* d) {
if (d) d->inc_ref();
if (m_def) m_def->dec_ref();
m_def = d;
return *this;
}
def_ref& operator=(def_ref const& d) {
if (&d == this)
return *this;
if (d.m_def) d.m_def->inc_ref();
if (m_def) m_def->dec_ref();
m_def = d.m_def;
return *this;
}
def& operator*() { return *m_def; }
def* operator->() { return m_def; }
def const& operator*() const { return *m_def; }
operator bool() const { return !!m_def; }
~def_ref() { if (m_def) m_def->dec_ref(); };
};
struct add_def : public def {
def* x, *y;
add_def(def* x, def* y) : x(x), y(y) { m_type = add_t; x->inc_ref(); y->inc_ref(); }
};
struct mul_def : public def {
def* x, *y;
mul_def(def* x, def* y) : x(x), y(y) { m_type = mul_t; x->inc_ref(); y->inc_ref(); }
};
struct div_def : public def {
def* x;
rational m_div{ 1 };
div_def(def* x, rational const& d) : x(x), m_div(d) { m_type = div_t; x->inc_ref(); }
};
struct var_def : public def {
var v;
var_def(var const& v) : v(v) { m_type = var_t; }
};
struct const_def : public def {
rational c;
const_def(rational const& c) : c(c) { m_type = const_t; }
};
private:
vector<row> m_rows;
static const unsigned m_objective_id = 0;
vector<unsigned_vector> m_var2row_ids;
vector<rational> m_var2value;
bool_vector m_var2is_int;
vector<var> m_new_vars;
unsigned_vector m_lub, m_glb, m_divides, m_mod, m_div;
unsigned_vector m_above, m_below;
unsigned_vector m_retired_rows;
vector<model_based_opt::def_ref> m_result;
void eliminate(unsigned v, def& d);
bool invariant();
bool invariant(unsigned index, row const& r);
row& objective() { return m_rows[0]; }
bool find_bound(unsigned x, unsigned& bound_index, rational& bound_coeff, bool is_pos);
rational get_coefficient(unsigned row_id, unsigned var_id) const;
rational eval(row const& r) const;
rational eval(unsigned x) const;
rational eval(def const& d) const;
rational eval(vector<var> const& coeffs) const;
void resolve(unsigned row_src, rational const& a1, unsigned row_dst, unsigned x);
void solve(unsigned row_src, rational const& a1, unsigned row_dst, unsigned x);
void mul_add(bool same_sign, unsigned row_id1, rational const& c, unsigned row_id2);
void mul_add(unsigned x, rational a1, unsigned row_src, rational a2, unsigned row_dst);
void mul(unsigned dst, rational const& c);
void add(unsigned dst, rational const& c);
void sub(unsigned dst, rational const& c);
void set_row(unsigned row_id, vector<var> const& coeffs, rational const& c, rational const& m, ineq_type rel);
void add_lower_bound(unsigned x, rational const& lo);
void add_upper_bound(unsigned x, rational const& hi);
unsigned add_constraint(vector<var> const& coeffs, rational const& c, rational const& m, ineq_type r, unsigned id);
void replace_var(unsigned row_id, unsigned x, rational const& A, unsigned y, rational const& B);
void replace_var(unsigned row_id, unsigned x, rational const& A, unsigned y, rational const& B, unsigned z);
void replace_var(unsigned row_id, unsigned x, rational const& C);
void normalize(unsigned row_id);
void mk_coeffs_without(vector<var>& dst, vector<var> const& src, unsigned x);
unsigned new_row();
unsigned copy_row(unsigned row_id, unsigned excl = UINT_MAX);
rational n_sign(rational const& b) const;
void update_values(unsigned_vector const& bound_vars, unsigned_vector const& bound_trail);
void update_value(unsigned x, rational const& val);
def_ref project(unsigned var, bool compute_def);
def_ref solve_for(unsigned row_id, unsigned x, bool compute_def);
def_ref solve_divides(unsigned x, unsigned_vector const& divide_rows, bool compute_def);
def_ref solve_mod_div(unsigned x, unsigned_vector const& mod_rows, unsigned_vector const& divide_rows, bool compute_def);
bool is_int(unsigned x) const { return m_var2is_int[x]; }
void retire_row(unsigned row_id);
public:
model_based_opt();
// add a fresh variable with value 'value'.
unsigned add_var(rational const& value, bool is_int = false);
// retrieve updated value of variable.
rational get_value(unsigned var_id);
// add a constraint. We assume that the constraint is
// satisfied under the values provided to the variables.
void add_constraint(vector<var> const& coeffs, rational const& c, ineq_type r);
// add a divisibility constraint. The row should divide m.
void add_divides(vector<var> const& coeffs, rational const& c, rational const& m);
// add sub-expression for modulus
// v = add_mod(coeffs, m) means
// v = coeffs mod m
unsigned add_mod(vector<var> const& coeffs, rational const& c, rational const& m);
// add sub-expression for div
// v = add_div(coeffs, m) means
// v = coeffs div m
unsigned add_div(vector<var> const& coeffs, rational const& c, rational const& m);
// Set the objective function (linear).
void set_objective(vector<var> const& coeffs, rational const& c);
//
// find a maximal value for the objective function over the current values.
// in other words, the returned maximal value may not be globally optimal,
// but the current evaluation of variables are used to select a local
// optimal.
//
inf_eps maximize();
//
// Project set of variables from inequalities.
//
vector<def_ref> project(unsigned num_vars, unsigned const* vars, bool compute_def);
//
// Extract current rows (after projection).
//
void get_live_rows(vector<row>& rows);
void display(std::ostream& out) const;
static std::ostream& display(std::ostream& out, row const& r);
static std::ostream& display(std::ostream& out, def const& r);
static void display(std::ostream& out, vector<var> const& vars, rational const& coeff);
};
}
std::ostream& operator<<(std::ostream& out, opt::ineq_type ie);
inline std::ostream& operator<<(std::ostream& out, opt::model_based_opt::def const& d) { return opt::model_based_opt::display(out, d); }
inline std::ostream& operator<<(std::ostream& out, opt::model_based_opt::row const& r) { return opt::model_based_opt::display(out, r); }
inline std::ostream& operator<<(std::ostream& out, opt::model_based_opt::var const v) { return out << "v" << v.m_id; }