LP Solver.

This commit is contained in:
chriseth 2021-01-04 17:04:04 +01:00
parent 430ecb6e16
commit 751f50b6c3
6 changed files with 1377 additions and 0 deletions

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@ -23,9 +23,12 @@ set(sources
Keccak256.h Keccak256.h
LazyInit.h LazyInit.h
LEB128.h LEB128.h
LP.cpp
LP.h
Numeric.cpp Numeric.cpp
Numeric.h Numeric.h
picosha2.h picosha2.h
LinearExpression.h
Result.h Result.h
SetOnce.h SetOnce.h
StringUtils.cpp StringUtils.cpp

778
libsolutil/LP.cpp Normal file
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/*
This file is part of solidity.
solidity is free software: you can redistribute it and/or modify
it under the terms of the GNU General Public License as published by
the Free Software Foundation, either version 3 of the License, or
(at your option) any later version.
solidity is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
GNU General Public License for more details.
You should have received a copy of the GNU General Public License
along with solidity. If not, see <http://www.gnu.org/licenses/>.
*/
// SPDX-License-Identifier: GPL-3.0
#include <libsolutil/LP.h>
#include <libsolutil/CommonData.h>
#include <libsolutil/CommonIO.h>
#include <libsolutil/StringUtils.h>
#include <libsolutil/LinearExpression.h>
#include <liblangutil/Exceptions.h>
#include <range/v3/view/enumerate.hpp>
#include <range/v3/view/transform.hpp>
#include <range/v3/view/filter.hpp>
#include <range/v3/view/tail.hpp>
#include <range/v3/view/iota.hpp>
#include <range/v3/algorithm/all_of.hpp>
#include <range/v3/algorithm/any_of.hpp>
#include <range/v3/algorithm/max.hpp>
#include <range/v3/algorithm/count_if.hpp>
#include <range/v3/iterator/operations.hpp>
#include <boost/range/algorithm_ext/erase.hpp>
#include <optional>
#include <stack>
using namespace std;
using namespace solidity;
using namespace solidity::util;
using rational = boost::rational<bigint>;
namespace
{
/**
* Simplex tableau.
*/
struct Tableau
{
/// The factors of the objective function (first row of the tableau)
LinearExpression objective;
/// The tableau matrix (equational forrm).
std::vector<LinearExpression> data;
};
/// Adds slack variables to remove non-equality costraints from a set of constraints.
/// The second return variable is true if new variables have been added.
pair<vector<Constraint>, bool> toEquationalForm(vector<Constraint> _constraints)
{
size_t varsNeeded = static_cast<size_t>(ranges::count_if(_constraints, [](Constraint const& _c) { return !_c.equality; }));
if (varsNeeded > 0)
{
size_t columns = _constraints.at(0).data.size();
size_t currentVariable = 0;
for (Constraint& constraint: _constraints)
{
solAssert(constraint.data.size() == columns, "");
constraint.data.factors += vector<rational>(varsNeeded, rational{});
if (!constraint.equality)
{
constraint.equality = true;
constraint.data[columns + currentVariable] = bigint(1);
currentVariable++;
}
}
}
return make_pair(move(_constraints), varsNeeded > 0);
}
optional<size_t> findPivotColumn(Tableau const& _tableau)
{
auto&& [maxColumn, maxValue] = ranges::max(
_tableau.objective | ranges::views::enumerate | ranges::views::tail,
{},
[](std::pair<size_t, rational> const& _x) { return _x.second; }
);
if (maxValue <= rational{0})
return nullopt; // found optimum
else
return maxColumn;
}
optional<size_t> findPivotRow(Tableau const& _tableau, size_t _pivotColumn)
{
auto positiveColumnEntries =
ranges::views::iota(size_t(0), _tableau.data.size()) |
ranges::views::transform([&](size_t i) {
return make_pair(i, _tableau.data[i][_pivotColumn]);
}) |
ranges::views::filter([](pair<size_t, rational> const& _entry) {
return _entry.second > 0;
});
if (positiveColumnEntries.empty())
return nullopt; // unbounded
return ranges::min(
positiveColumnEntries,
{},
[&](std::pair<size_t, rational> const& _entry) {
return _tableau.data[_entry.first][0] / _entry.second;
}
).first;
}
/// Performs equivalence transform on @a _tableau, so that
/// the column @a _pivotColumn is all zeros except for @a _pivotRow,
/// where it is 1.
void performPivot(Tableau& _tableau, size_t _pivotRow, size_t _pivotColumn)
{
rational pivot = _tableau.data[_pivotRow][_pivotColumn];
solAssert(pivot != 0, "");
if (pivot != 1)
_tableau.data[_pivotRow] /= pivot;
solAssert(_tableau.data[_pivotRow][_pivotColumn] == rational(1), "");
LinearExpression const& _pivotRowData = _tableau.data[_pivotRow];
auto subtractPivotRow = [&](LinearExpression& _row) {
if (_row[_pivotColumn] == rational{1})
_row -= _pivotRowData;
else if (_row[_pivotColumn] != rational{})
_row -= _row[_pivotColumn] * _pivotRowData;
};
subtractPivotRow(_tableau.objective);
for (size_t i = 0; i < _tableau.data.size(); ++i)
if (i != _pivotRow)
subtractPivotRow(_tableau.data[i]);
}
void selectLastVectorsAsBasis(Tableau& _tableau)
{
// We might skip the operation for a column if it is already the correct
// unit vector and its cost coefficient is zero.
size_t columns = _tableau.objective.size();
size_t rows = _tableau.data.size();
for (size_t i = 0; i < rows; ++i)
performPivot(_tableau, i, columns - rows + i);
}
/// If column @a _column inside tableau is a basis vector
/// (i.e. one entry is 1, the others are 0), returns the index
/// of the 1, otherwise nullopt.
optional<size_t> basisVariable(Tableau const& _tableau, size_t _column)
{
optional<size_t> row;
for (size_t i = 0; i < _tableau.data.size(); ++i)
if (_tableau.data[i][_column] == bigint(1))
{
if (row)
return std::nullopt;
else
row = i;
}
else if (_tableau.data[i][_column] != 0)
return std::nullopt;
return row;
}
/// @returns a solution vector, assuming one exists.
/// The solution vector minimizes the objective function if the tableau
/// is the result of the simplex algorithm.
vector<rational> solutionVector(Tableau const& _tableau)
{
vector<rational> result;
vector<bool> rowsSeen(_tableau.data.size(), false);
for (size_t j = 1; j < _tableau.objective.size(); j++)
{
optional<size_t> row = basisVariable(_tableau, j);
if (row && rowsSeen[*row])
row = nullopt;
result.emplace_back(row ? _tableau.data[*row][0] : rational{});
if (row)
rowsSeen[*row] = true;
}
return result;
}
/// Solve the LP A x = b s.t. min c^T x
/// Here, c is _tableau.objective and the first column of _tableau.data
/// encodes b and the other columns encode A
/// Assumes the tableau has a trivial basic feasible solution.
pair<LPResult, Tableau> simplexEq(Tableau _tableau)
{
size_t const iterations = min<size_t>(60, 50 + _tableau.objective.size() * 2);
for (size_t step = 0; step <= iterations; ++step)
{
optional<size_t> pivotColumn = findPivotColumn(_tableau);
if (!pivotColumn)
return make_pair(LPResult::Feasible, move(_tableau));
optional<size_t> pivotRow = findPivotRow(_tableau, *pivotColumn);
if (!pivotRow)
return make_pair(LPResult::Unbounded, move(_tableau));
performPivot(_tableau, *pivotRow, *pivotColumn);
}
return make_pair(LPResult::Unknown, Tableau{});
}
/// We add slack variables to find a basic feasible solution.
/// In particular, there is a slack variable for each row
/// which is weighted negatively. Setting the new slack
/// variables to one and all other variables to zero yields
/// a basic feasible solution.
/// If the optimal solution has all slack variables set to zero,
/// this is a basic feasible solution. Otherwise, the original
/// problem is infeasible.
/// This function returns the modified tableau with the original
/// objective function and the slack variables removed.
pair<LPResult, Tableau> simplexPhaseI(Tableau _tableau)
{
LinearExpression originalObjective = _tableau.objective;
size_t rows = _tableau.data.size();
size_t columns = _tableau.objective.size();
for (size_t i = 0; i < rows; ++i)
{
if (_tableau.data[i][0] < 0)
_tableau.data[i] *= -1;
_tableau.data[i].factors += vector<bigint>(rows, bigint{});
_tableau.data[i][columns + i] = 1;
}
_tableau.objective.factors =
vector<rational>(columns, rational{}) +
vector<rational>(rows, rational{-1});
// This sets the objective factors of the slack variables
// to zero (and thus selects a basic feasible solution).
selectLastVectorsAsBasis(_tableau);
LPResult result;
tie(result, _tableau) = simplexEq(move(_tableau));
solAssert(result == LPResult::Feasible || result == LPResult::Unbounded, "");
vector<rational> optimum = solutionVector(_tableau);
for (size_t i = columns - 1; i < optimum.size(); ++i)
if (optimum[i] != 0)
return make_pair(LPResult::Infeasible, Tableau{});
_tableau.objective = originalObjective;
for (auto& row: _tableau.data)
row.resize(columns);
return make_pair(LPResult::Feasible, move(_tableau));
}
/// Returns true if the all-zero solution is not a solution for the tableau.
bool needsPhaseI(Tableau const& _tableau)
{
for (auto const& row: _tableau.data)
if (row[0] < 0)
return true;
return false;
}
/// Solve the LP Ax <= b s.t. min c^Tx
pair<LPResult, vector<rational>> simplex(vector<Constraint> _constraints, LinearExpression _objectives)
{
Tableau tableau;
tableau.objective = move(_objectives);
bool hasEquations = false;
// TODO change toEquationalForm to directly return the tableau
tie(_constraints, hasEquations) = toEquationalForm(_constraints);
for (Constraint& c: _constraints)
tableau.data.emplace_back(move(c.data));
tableau.objective.resize(tableau.data.at(0).size());
if (hasEquations || needsPhaseI(tableau))
{
LPResult result;
tie(result, tableau) = simplexPhaseI(move(tableau));
if (result == LPResult::Infeasible || result == LPResult::Unknown)
return make_pair(result, vector<rational>{});
solAssert(result == LPResult::Feasible, "");
}
// We know that the system is satisfiable and we know a solution,
// but it is not optimal.
LPResult result;
tie(result, tableau) = simplexEq(move(tableau));
solAssert(result == LPResult::Feasible || result == LPResult::Unbounded, "");
return make_pair(result, solutionVector(tableau));
}
/// Turns all bounds into constraints.
/// @returns false if the bounds make the state infeasible.
bool boundsToConstraints(SolvingState& _state)
{
size_t columns = _state.variableNames.size();
// Turn bounds into constraints.
for (auto const& [index, bounds]: _state.bounds | ranges::views::enumerate | ranges::views::tail)
{
if (bounds[0] && bounds[1])
{
if (*bounds[0] > *bounds[1])
return false;
if (*bounds[0] == *bounds[1])
{
vector<rational> c(columns);
c[0] = *bounds[0];
c[index] = bigint(1);
_state.constraints.emplace_back(Constraint{move(c), true});
continue;
}
}
if (bounds[0] && *bounds[0] > 0)
{
vector<rational> c(columns);
c[0] = -*bounds[0];
c[index] = bigint(-1);
_state.constraints.emplace_back(Constraint{move(c), false});
}
if (bounds[1])
{
vector<rational> c(columns);
c[0] = *bounds[1];
c[index] = bigint(1);
_state.constraints.emplace_back(Constraint{move(c), false});
}
}
_state.bounds.clear();
return true;
}
template <class T>
void eraseIndices(T& _data, vector<bool> const& _indices)
{
T result;
for (size_t i = 0; i < _data.size(); i++)
if (!_indices[i])
result.emplace_back(move(_data[i]));
_data = move(result);
}
void removeColumns(SolvingState& _state, vector<bool> const& _columnsToRemove)
{
eraseIndices(_state.bounds, _columnsToRemove);
for (Constraint& constraint: _state.constraints)
eraseIndices(constraint.data, _columnsToRemove);
eraseIndices(_state.variableNames, _columnsToRemove);
}
bool extractDirectConstraints(SolvingState& _state, bool& _changed)
{
// Turn constraints of the form ax <= b into an upper bound on x.
vector<bool> constraintsToRemove(_state.constraints.size(), false);
bool needsRemoval = false;
for (auto const& [index, constraint]: _state.constraints | ranges::views::enumerate)
{
auto nonzero = constraint.data | ranges::views::enumerate | ranges::views::tail | ranges::views::filter(
[](std::pair<size_t, rational> const& _x) { return !!_x.second; }
);
// TODO we can exit early on in the loop above since we only care about zero, one or more than one nonzero entries.
// TODO could also use iterators and exit if we can advance it twice.
auto numNonzero = ranges::distance(nonzero);
if (numNonzero > 1)
continue;
constraintsToRemove[index] = true;
needsRemoval = true;
if (numNonzero == 0)
{
// 0 <= b or 0 = b
if (
constraint.data.factors.front() < 0 ||
(constraint.equality && constraint.data.factors.front() != 0)
)
return false; // Infeasible.
}
else
{
auto&& [varIndex, factor] = nonzero.front();
// a * x <= b
rational bound = constraint.data[0] / factor;
if (
(factor >= 0 || constraint.equality) &&
(!_state.bounds[varIndex][1] || bound < _state.bounds[varIndex][1])
)
_state.bounds[varIndex][1] = bound;
if (
(factor <= 0 || constraint.equality) &&
(!_state.bounds[varIndex][0] || bound > _state.bounds[varIndex][0])
)
// Lower bound must be at least zero.
_state.bounds[varIndex][0] = max(rational{}, bound);
}
}
if (needsRemoval)
{
_changed = true;
eraseIndices(_state.constraints, constraintsToRemove);
}
return true;
}
bool removeFixedVariables(SolvingState& _state, map<string, rational>& _model, bool& _changed)
{
// Remove variables that have equal lower and upper bound.
for (auto const& [index, bounds]: _state.bounds | ranges::views::enumerate)
{
if (!bounds[1] || (!bounds[0] && bounds[1]->numerator() > 0))
continue;
// Lower bound must be at least zero.
rational lower = max(rational{}, bounds[0] ? *bounds[0] : rational{});
rational upper = *bounds[1];
if (upper < lower)
return false; // Infeasible.
if (upper != lower)
continue;
_model[_state.variableNames.at(index)] = lower;
_state.bounds[index] = {};
_changed = true;
// substitute variable
for (Constraint& constraint: _state.constraints)
if (constraint.data.factors.at(index) != 0)
{
constraint.data[0] -= constraint.data[index] * lower;
constraint.data[index] = 0;
}
}
return true;
}
bool removeEmptyColumns(SolvingState& _state, map<string, rational>& _model, bool& _changed)
{
vector<bool> variablesSeen(_state.bounds.size(), false);
for (auto const& constraint: _state.constraints)
{
for (auto&& [index, factor]: constraint.data | ranges::views::enumerate | ranges::views::tail)
if (factor)
variablesSeen[index] = true;
}
// TODO we could assert that any variable we remove does not have conflicting bounds.
// (We also remove the bounds).
vector<bool> variablesToRemove(variablesSeen.size(), false);
bool needsRemoval = false;
for (auto&& [i, seen]: variablesSeen | ranges::views::enumerate | ranges::views::tail)
if (!seen)
{
variablesToRemove[i] = true;
needsRemoval = true;
// TODO actually it is unbounded if _state.bounds.at(i)[1] is nullopt.
if (_state.bounds.at(i)[0] || _state.bounds.at(i)[1])
_model[_state.variableNames.at(i)] =
_state.bounds.at(i)[1] ?
*_state.bounds.at(i)[1] :
*_state.bounds.at(i)[0];
}
if (needsRemoval)
{
_changed = true;
removeColumns(_state, variablesToRemove);
}
return true;
}
auto nonZeroEntriesInColumn(SolvingState const& _state, size_t _column)
{
return
_state.constraints |
ranges::views::enumerate |
ranges::views::filter([=](auto const& _entry) { return _entry.second.data[_column] != 0; }) |
ranges::views::transform([](auto const& _entry) { return _entry.first; });
}
pair<vector<bool>, vector<bool>> connectedComponent(SolvingState const& _state, size_t _column)
{
solAssert(_state.variableNames.size() >= 2, "");
vector<bool> includedColumns(_state.variableNames.size(), false);
vector<bool> includedRows(_state.constraints.size(), false);
stack<size_t> columnsToProcess;
columnsToProcess.push(_column);
while (!columnsToProcess.empty())
{
size_t column = columnsToProcess.top();
columnsToProcess.pop();
if (includedColumns[column])
continue;
includedColumns[column] = true;
for (size_t row: nonZeroEntriesInColumn(_state, column))
{
if (includedRows[row])
continue;
includedRows[row] = true;
for (auto const& [index, entry]: _state.constraints[row].data | ranges::views::enumerate | ranges::views::tail)
if (entry && !includedColumns[index])
columnsToProcess.push(index);
}
}
return make_pair(move(includedColumns), move(includedRows));
}
struct ProblemSplitter
{
ProblemSplitter(SolvingState const& _state):
state(_state),
column(1),
seenColumns(vector<bool>(state.variableNames.size(), false))
{}
operator bool() const
{
return column < state.variableNames.size();
}
SolvingState next()
{
vector<bool> includedColumns;
vector<bool> includedRows;
tie(includedColumns, includedRows) = connectedComponent(state, column);
// Update state.
seenColumns |= includedColumns;
++column;
while (column < state.variableNames.size() && seenColumns[column])
++column;
// Happens in case of not removed empty column.
// Currently not happening because those are removed during the simplification stage.
// TODO If this is the case, we should actually also check the bounds.
if (includedRows.empty())
return next();
SolvingState splitOff;
splitOff.variableNames.emplace_back();
splitOff.bounds.emplace_back();
for (auto&& [i, included]: includedColumns | ranges::views::enumerate | ranges::views::tail)
{
if (!included)
continue;
splitOff.variableNames.emplace_back(move(state.variableNames[i]));
splitOff.bounds.emplace_back(move(state.bounds[i]));
}
for (auto&& [i, included]: includedRows | ranges::views::enumerate)
{
if (!included)
continue;
Constraint splitRow{{}, state.constraints[i].equality};
for (size_t j = 0; j < state.constraints[i].data.size(); j++)
if (j == 0 || includedColumns[j])
splitRow.data.factors.push_back(state.constraints[i].data[j]);
splitOff.constraints.push_back(move(splitRow));
}
return splitOff;
}
SolvingState const& state;
size_t column = 1;
vector<bool> seenColumns;
};
/// Simplifies the solving state according to some rules (remove rows without variables, etc).
/// @returns false if the state is determined to be infeasible during this process.
bool simplifySolvingState(SolvingState& _state, map<string, rational>& _model)
{
// - Constraints with exactly one nonzero coefficient represent "a x <= b"
// and thus are turned into bounds.
// - Constraints with zero nonzero coefficients are constant relations.
// If such a relation is false, answer "infeasible", otherwise remove the constraint.
// - Empty columns can be removed.
// - Variables with matching bounds can be removed from the problem by substitution.
bool changed = true;
while (changed)
{
changed = false;
if (!removeFixedVariables(_state, _model, changed))
return false;
if (!extractDirectConstraints(_state, changed))
return false;
if (!removeFixedVariables(_state, _model, changed))
return false;
if (!removeEmptyColumns(_state, _model, changed))
return false;
}
// TODO return the values selected for named variables in order to
// be used when returning the model.
return true;
}
void normalizeRowLengths(SolvingState& _state)
{
size_t vars = max(_state.variableNames.size(), _state.bounds.size());
for (Constraint const& c: _state.constraints)
vars = max(vars, c.data.size());
_state.variableNames.resize(vars);
_state.bounds.resize(vars);
for (Constraint& c: _state.constraints)
c.data.resize(vars);
}
}
bool Constraint::operator<(Constraint const& _other) const
{
if (equality != _other.equality)
return equality < _other.equality;
for (size_t i = 0; i < max(data.size(), _other.data.size()); ++i)
{
rational const& a = data.get(i);
rational const& b = _other.data.get(i);
if (a != b)
return a < b;
}
return false;
}
bool Constraint::operator==(Constraint const& _other) const
{
if (equality != _other.equality)
return false;
for (size_t i = 0; i < max(data.size(), _other.data.size()); ++i)
if (data.get(i) != _other.data.get(i))
return false;
return true;
}
bool SolvingState::operator<(SolvingState const& _other) const
{
if (variableNames == _other.variableNames)
{
if (bounds == _other.bounds)
return constraints < _other.constraints;
else
return bounds < _other.bounds;
}
else
return variableNames < _other.variableNames;
}
bool SolvingState::operator==(SolvingState const& _other) const
{
return
variableNames == _other.variableNames &&
bounds == _other.bounds &&
constraints == _other.constraints;
}
string SolvingState::toString() const
{
string result;
for (Constraint const& constraint: constraints)
{
vector<string> line;
for (auto&& [index, multiplier]: constraint.data | ranges::views::enumerate)
if (index > 0 && multiplier != 0)
{
string mult =
multiplier == -1 ?
"-" :
multiplier == 1 ?
"" :
::toString(multiplier) + " ";
line.emplace_back(mult + variableNames.at(index));
}
result +=
joinHumanReadable(line, " + ") +
(constraint.equality ? " = " : " <= ") +
::toString(constraint.data.factors.front()) +
"\n";
}
result += "Bounds:\n";
for (auto&& [index, bounds]: bounds | ranges::views::enumerate)
{
if (!bounds[0] && !bounds[1])
continue;
if (bounds[0])
result += ::toString(*bounds[0]) + " <= ";
result += variableNames.at(index);
if (bounds[1])
result += " <= " + ::toString(*bounds[1]);
result += "\n";
}
return result;
}
pair<LPResult, map<string, rational>> LPSolver::check(SolvingState _state)
{
normalizeRowLengths(_state);
map<string, rational> model;
if (!simplifySolvingState(_state, model))
return {LPResult::Infeasible, {}};
bool canOnlyBeUnknown = false;
ProblemSplitter splitter(_state);
while (splitter)
{
SolvingState split = splitter.next();
solAssert(!split.constraints.empty(), "");
solAssert(split.variableNames.size() >= 2, "");
LPResult lpResult;
vector<rational> solution;
auto it = m_cache.find(split);
if (it != m_cache.end())
tie(lpResult, solution) = it->second;
else
{
SolvingState orig = split;
if (!boundsToConstraints(split))
lpResult = LPResult::Infeasible;
else
{
LinearExpression objectives;
objectives.factors =
vector<rational>(1, rational(bigint(0))) +
vector<rational>(split.constraints.front().data.size() - 1, rational(bigint(1)));
tie(lpResult, solution) = simplex(split.constraints, move(objectives));
}
m_cache.emplace(move(orig), make_pair(lpResult, solution));
}
switch (lpResult)
{
case LPResult::Feasible:
case LPResult::Unbounded:
break;
case LPResult::Infeasible:
return {LPResult::Infeasible, {}};
case LPResult::Unknown:
// We do not stop here, because another independent query can still be infeasible.
canOnlyBeUnknown = true;
break;
}
for (auto&& [index, value]: solution | ranges::views::enumerate)
if (index + 1 < split.variableNames.size())
model[split.variableNames.at(index + 1)] = value;
}
if (canOnlyBeUnknown)
return {LPResult::Unknown, {}};
return {LPResult::Feasible, move(model)};
}

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/*
This file is part of solidity.
solidity is free software: you can redistribute it and/or modify
it under the terms of the GNU General Public License as published by
the Free Software Foundation, either version 3 of the License, or
(at your option) any later version.
solidity is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
GNU General Public License for more details.
You should have received a copy of the GNU General Public License
along with solidity. If not, see <http://www.gnu.org/licenses/>.
*/
// SPDX-License-Identifier: GPL-3.0
#pragma once
#include <libsolutil/Numeric.h>
#include <libsolutil/LinearExpression.h>
#include <boost/rational.hpp>
#include <vector>
#include <variant>
namespace solidity::util
{
/**
* Constraint of the form
* - data[1] * x_1 + data[2] * x_2 + ... <= data[0] (equality == false)
* - data[1] * x_1 + data[2] * x_2 + ... = data[0] (equality == true)
* The set and order of variables is implied.
*/
struct Constraint
{
LinearExpression data;
bool equality = false;
bool operator<(Constraint const& _other) const;
bool operator==(Constraint const& _other) const;
};
/**
* State used when solving an LP problem.
*/
struct SolvingState
{
/// Names of variables, the index zero should be left empty.
/// TODO can we change that?
std::vector<std::string> variableNames;
/// Lower and upper bounds for variables (in the sense of >= / <=).
std::vector<std::array<std::optional<boost::rational<bigint>>, 2>> bounds;
std::vector<Constraint> constraints;
bool operator<(SolvingState const& _other) const;
bool operator==(SolvingState const& _other) const;
std::string toString() const;
};
enum class LPResult
{
Unknown,
Unbounded,
Feasible,
Infeasible
};
/**
* LP solver for rational problems.
*
* Does not solve integer problems!
*
* Tries to split a given problem into sub-problems and utilizes a cache to quickly solve
* similar problems.
*/
class LPSolver
{
public:
std::pair<LPResult, std::map<std::string, boost::rational<bigint>>> check(SolvingState _state);
private:
// TODO check if the model is requested in production. If not, we do not need to cache it.
std::map<SolvingState, std::pair<LPResult, std::vector<boost::rational<bigint>>>> m_cache;
};
}

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@ -0,0 +1,192 @@
/*
This file is part of solidity.
solidity is free software: you can redistribute it and/or modify
it under the terms of the GNU General Public License as published by
the Free Software Foundation, either version 3 of the License, or
(at your option) any later version.
solidity is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
GNU General Public License for more details.
You should have received a copy of the GNU General Public License
along with solidity. If not, see <http://www.gnu.org/licenses/>.
*/
// SPDX-License-Identifier: GPL-3.0
#pragma once
#include <libsolutil/LP.h>
#include <libsolutil/Common.h>
#include <libsolutil/CommonData.h>
#include <libsolutil/StringUtils.h>
#include <liblangutil/Exceptions.h>
#include <range/v3/view/tail.hpp>
#include <range/v3/algorithm/all_of.hpp>
#include <optional>
#include <stack>
namespace solidity::util
{
using rational = boost::rational<bigint>;
/**
* A linear expression of the form
* factors[0] + factors[1] * X1 + factors[2] * X2 + ...
*/
struct LinearExpression
{
/// Creates the expression "_factor * X_index"
static LinearExpression factorForVariable(size_t _index, rational _factor)
{
LinearExpression result;
result.resizeAndSet(_index, move(_factor));
return result;
}
rational const& get(size_t _index) const
{
static rational const zero;
return _index < factors.size() ? factors[_index] : zero;
}
rational const& operator[](size_t _index) const
{
return factors[_index];
}
rational& operator[](size_t _index)
{
return factors[_index];
}
auto begin() { return factors.begin(); }
auto end() { return factors.end(); }
auto begin() const { return factors.begin(); }
auto end() const { return factors.end(); }
void emplace_back(rational _value) { factors.emplace_back(move(_value)); }
void resize(size_t _size)
{
factors.resize(_size);
}
void resizeAndSet(size_t _index, rational _factor)
{
if (factors.size() <= _index)
factors.resize(_index + 1);
factors[_index] = move(_factor);
}
bool isConstant() const
{
return ranges::all_of(factors | ranges::views::tail, [](rational const& _v) { return _v.numerator() == 0; });
}
size_t size() const { return factors.size(); }
LinearExpression& operator/=(rational const& _divisor)
{
for (rational& x: factors)
if (x.numerator())
x /= _divisor;
return *this;
}
LinearExpression& operator*=(rational const& _factor)
{
for (rational& x: factors)
if (x.numerator())
x *= _factor;
return *this;
}
friend LinearExpression operator*(rational const& _factor, LinearExpression _expr)
{
for (rational& x: _expr.factors)
if (x.numerator())
x *= _factor;
return _expr;
}
LinearExpression& operator-=(LinearExpression const& _y)
{
if (size() < _y.size())
factors.resize(_y.size());
for (size_t i = 0; i < size(); ++i)
if (_y.factors[i].numerator())
factors[i] -= _y.factors[i];
return *this;
}
LinearExpression operator-(LinearExpression const& _y) const
{
LinearExpression result = *this;
result -= _y;
return result;
}
LinearExpression& operator+=(LinearExpression const& _y)
{
if (size() < _y.size())
factors.resize(_y.size());
for (size_t i = 0; i < size(); ++i)
if (_y.factors[i].numerator())
factors[i] += _y.factors[i];
return *this;
}
LinearExpression operator+(LinearExpression const& _y) const
{
LinearExpression result = *this;
result += _y;
return result;
}
/// Multiply two vectors where the first element of each vector is a constant factor.
/// Only works if at most one of the vector has a nonzero element after the first.
/// If this condition is violated, returns nullopt.
static std::optional<LinearExpression> vectorProduct(
std::optional<LinearExpression> _x,
std::optional<LinearExpression> _y
)
{
if (!_x || !_y)
return std::nullopt;
if (!_y->isConstant())
swap(_x, _y);
if (!_y->isConstant())
return std::nullopt;
rational const& factor = _y->get(0);
for (rational& element: _x->factors)
element *= factor;
return _x;
}
std::vector<rational> factors;
};
// TODO
inline std::vector<bool>& operator|=(std::vector<bool>& _x, std::vector<bool> const& _y)
{
solAssert(_x.size() == _y.size(), "");
for (size_t i = 0; i < _x.size(); ++i)
if (_y[i])
_x[i] = true;
return _x;
}
}

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@ -42,6 +42,7 @@ set(libsolutil_sources
libsolutil/Keccak256.cpp libsolutil/Keccak256.cpp
libsolutil/LazyInit.cpp libsolutil/LazyInit.cpp
libsolutil/LEB128.cpp libsolutil/LEB128.cpp
libsolutil/LP.cpp
libsolutil/StringUtils.cpp libsolutil/StringUtils.cpp
libsolutil/SwarmHash.cpp libsolutil/SwarmHash.cpp
libsolutil/UTF8.cpp libsolutil/UTF8.cpp

314
test/libsolutil/LP.cpp Normal file
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@ -0,0 +1,314 @@
/*
This file is part of solidity.
solidity is free software: you can redistribute it and/or modify
it under the terms of the GNU General Public License as published by
the Free Software Foundation, either version 3 of the License, or
(at your option) any later version.
solidity is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
GNU General Public License for more details.
You should have received a copy of the GNU General Public License
along with solidity. If not, see <http://www.gnu.org/licenses/>.
*/
// SPDX-License-Identifier: GPL-3.0
#include <libsolutil/LP.h>
#include <libsolutil/LinearExpression.h>
#include <libsolutil/CommonIO.h>
#include <libsmtutil/Sorts.h>
#include <libsolutil/StringUtils.h>
#include <test/Common.h>
#include <boost/test/unit_test.hpp>
using namespace std;
using namespace solidity::smtutil;
using namespace solidity::util;
namespace solidity::util::test
{
class LPTestFramework
{
public:
LPTestFramework()
{
m_solvingState.variableNames.emplace_back("");
}
LinearExpression constant(rational _value)
{
return LinearExpression::factorForVariable(0, _value);
}
LinearExpression variable(string const& _name)
{
return LinearExpression::factorForVariable(variableIndex(_name), 1);
}
/// Adds the constraint "_lhs <= _rhs".
void addLEConstraint(LinearExpression _lhs, LinearExpression _rhs)
{
_lhs -= _rhs;
_lhs[0] = -_lhs[0];
m_solvingState.constraints.push_back({move(_lhs), false});
}
void addLEConstraint(LinearExpression _lhs, rational _rhs)
{
addLEConstraint(move(_lhs), constant(_rhs));
}
/// Adds the constraint "_lhs = _rhs".
void addEQConstraint(LinearExpression _lhs, LinearExpression _rhs)
{
_lhs -= _rhs;
_lhs[0] = -_lhs[0];
m_solvingState.constraints.push_back({move(_lhs), true});
}
void addLowerBound(string _variable, rational _value)
{
size_t index = variableIndex(_variable);
if (index >= m_solvingState.bounds.size())
m_solvingState.bounds.resize(index + 1);
m_solvingState.bounds.at(index)[0] = _value;
}
void addUpperBound(string _variable, rational _value)
{
size_t index = variableIndex(_variable);
if (index >= m_solvingState.bounds.size())
m_solvingState.bounds.resize(index + 1);
m_solvingState.bounds.at(index)[1] = _value;
}
void feasible(vector<pair<string, rational>> const& _solution)
{
auto [result, model] = m_solver.check(m_solvingState);
BOOST_REQUIRE(result == LPResult::Feasible);
for (auto const& [var, value]: _solution)
BOOST_CHECK_MESSAGE(
value == model.at(var),
var + " = "s + ::toString(model.at(var)) + " (expected " + ::toString(value) + ")"
);
}
void infeasible()
{
auto [result, model] = m_solver.check(m_solvingState);
BOOST_CHECK(result == LPResult::Infeasible);
}
protected:
size_t variableIndex(string const& _name)
{
if (m_solvingState.variableNames.empty())
m_solvingState.variableNames.emplace_back("");
auto index = findOffset(m_solvingState.variableNames, _name);
if (!index)
{
index = m_solvingState.variableNames.size();
m_solvingState.variableNames.emplace_back(_name);
}
return *index;
}
LPSolver m_solver;
SolvingState m_solvingState;
};
BOOST_FIXTURE_TEST_SUITE(LP, LPTestFramework, *boost::unit_test::label("nooptions"))
BOOST_AUTO_TEST_CASE(basic)
{
auto x = variable("x");
addLEConstraint(2 * x, 10);
feasible({{"x", 5}});
}
BOOST_AUTO_TEST_CASE(not_linear_independent)
{
addLEConstraint(2 * variable("x"), 10);
addLEConstraint(4 * variable("x"), 20);
feasible({{"x", 5}});
}
BOOST_AUTO_TEST_CASE(two_vars)
{
addLEConstraint(variable("y"), 3);
addLEConstraint(variable("x"), 10);
addLEConstraint(variable("x") + variable("y"), 4);
feasible({{"x", 1}, {"y", 3}});
}
BOOST_AUTO_TEST_CASE(one_le_the_other)
{
addLEConstraint(variable("x") + constant(2), variable("y") - constant(1));
feasible({{"x", 0}, {"y", 3}});
}
BOOST_AUTO_TEST_CASE(factors)
{
auto x = variable("x");
auto y = variable("y");
addLEConstraint(2 * y, 3);
addLEConstraint(16 * x, 10);
addLEConstraint(x + y, 4);
feasible({{"x", rational(5) / 8}, {"y", rational(3) / 2}});
}
BOOST_AUTO_TEST_CASE(cache)
{
// This should use the cache already for the second part of the problem.
// We cannot really test that the cache has been used, but we can test
// that it results in the same value.
auto x = variable("x");
auto y = variable("y");
addLEConstraint(2 * y, 3);
addLEConstraint(2 * x, 3);
feasible({{"x", rational(3) / 2}, {"y", rational(3) / 2}});
feasible({{"x", rational(3) / 2}, {"y", rational(3) / 2}});
}
BOOST_AUTO_TEST_CASE(bounds)
{
addUpperBound("x", 200);
feasible({{"x", 200}});
addLEConstraint(variable("x"), 100);
feasible({{"x", 100}});
addLEConstraint(constant(5), variable("x"));
feasible({{"x", 100}});
addLowerBound("x", 20);
feasible({{"x", 100}});
addLowerBound("x", 25);
feasible({{"x", 100}});
addUpperBound("x", 20);
infeasible();
}
BOOST_AUTO_TEST_CASE(bounds2)
{
addLowerBound("x", 200);
addUpperBound("x", 250);
addLowerBound("y", 2);
addUpperBound("y", 3);
feasible({{"x", 250}, {"y", 3}});
addLEConstraint(variable("y"), variable("x"));
feasible({{"x", 250}, {"y", 3}});
addEQConstraint(variable("y") + constant(231), variable("x"));
feasible({{"x", 234}, {"y", 3}});
addEQConstraint(variable("y") + constant(10), variable("x") - variable("z"));
feasible({{"x", 234}, {"y", 3}});
addEQConstraint(variable("z") + variable("x"), constant(2));
infeasible();
}
BOOST_AUTO_TEST_CASE(lower_bound)
{
addLEConstraint(constant(1), variable("y"));
addLEConstraint(variable("x"), constant(10));
addLEConstraint(2 * variable("x") + variable("y"), 2);
feasible({{"x", 0}, {"y", 2}});
}
BOOST_AUTO_TEST_CASE(check_infeasible)
{
addLEConstraint(variable("x"), 3);
addLEConstraint(constant(5), variable("x"));
infeasible();
}
BOOST_AUTO_TEST_CASE(unbounded1)
{
addLEConstraint(constant(2), variable("x"));
feasible({{"x", 2}});
}
BOOST_AUTO_TEST_CASE(unbounded2)
{
auto x = variable("x");
auto y = variable("y");
addLEConstraint(constant(2), x + y);
addLEConstraint(x, 10);
feasible({{"x", 10}, {"y", 0}});
}
BOOST_AUTO_TEST_CASE(unbounded3)
{
addLEConstraint(constant(0) - variable("x") - variable("y"), constant(10));
feasible({{"x", 0}, {"y", 0}});
addLEConstraint(constant(0) - variable("x"), constant(10));
feasible({{"x", 0}, {"y", 0}});
addEQConstraint(variable("y") + constant(3), variable("x"));
feasible({{"x", 3}, {"y", 0}});
addLEConstraint(variable("y") + variable("x"), constant(2));
infeasible();
}
BOOST_AUTO_TEST_CASE(equal)
{
auto x = variable("x");
auto y = variable("y");
addEQConstraint(x, y + constant(10));
addLEConstraint(x, 20);
feasible({{"x", 20}, {"y", 10}});
}
BOOST_AUTO_TEST_CASE(equal_constant)
{
auto x = variable("x");
auto y = variable("y");
addLEConstraint(x, y);
addEQConstraint(y, constant(5));
feasible({{"x", 5}, {"y", 5}});
}
BOOST_AUTO_TEST_CASE(linear_dependent)
{
auto x = variable("x");
auto y = variable("y");
auto z = variable("z");
addLEConstraint(x, 5);
addLEConstraint(2 * y, 10);
addLEConstraint(3 * z, 15);
// Here, they should be split into three independent problems.
feasible({{"x", 5}, {"y", 5}, {"z", 5}});
addLEConstraint((x + y) + z, 100);
feasible({{"x", 5}, {"y", 5}, {"z", 5}});
addLEConstraint((x + y) + z, 2);
feasible({{"x", 2}, {"y", 0}, {"z", 0}});
addLEConstraint(constant(2), (x + y) + z);
feasible({{"x", 2}, {"y", 0}, {"z", 0}});
addEQConstraint(constant(2), (x + y) + z);
feasible({{"x", 2}, {"y", 0}, {"z", 0}});
}
BOOST_AUTO_TEST_SUITE_END()
}