/*
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 .
*/
// SPDX-License-Identifier: GPL-3.0
#include
#include
#include
#include
#include
#include
#include
#include
#include
#include
#include
#include
#include
#include
#include
#include
#include
#include
#include
using namespace std;
using namespace solidity;
using namespace solidity::util;
using rational = boost::rational;
namespace
{
/// Disjunctively combined two vectors of bools.
inline std::vector& operator|=(std::vector& _x, std::vector const& _y)
{
solAssert(_x.size() == _y.size(), "");
for (size_t i = 0; i < _x.size(); ++i)
if (_y[i])
_x[i] = true;
return _x;
}
/**
* Simplex tableau.
*/
struct Tableau
{
/// The factors of the objective function (first row of the tableau)
LinearExpression objective;
/// The tableau matrix (equational form).
std::vector data;
};
/// Adds slack variables to remove non-equality costraints from a set of constraints
/// and returns the data part of the tableau / constraints.
/// The second return variable is true if a non-equality constraint was
/// found and thus new variables have been added.
pair, bool> toEquationalForm(vector _constraints)
{
size_t varsNeeded = static_cast(ranges::count_if(_constraints, [](Constraint const& _c) { return !_c.equality; }));
if (varsNeeded > 0)
{
size_t columns = _constraints.at(0).data.size();
size_t varsAdded = 0;
for (Constraint& constraint: _constraints)
{
solAssert(constraint.data.size() == columns, "");
constraint.data.resize(columns + varsNeeded);
if (!constraint.equality)
{
constraint.equality = true;
constraint.data[columns + varsAdded] = bigint(1);
varsAdded++;
}
}
solAssert(varsAdded == varsNeeded);
}
vector data;
for (Constraint& c: _constraints)
data.emplace_back(move(c.data));
return make_pair(move(data), varsNeeded > 0);
}
/// Finds the simplex pivot column: The column with the largest positive objective factor.
/// If all objective factors are zero or negative, the optimum has been found and nullopt is returned.
optional findPivotColumn(Tableau const& _tableau)
{
auto&& [maxColumn, maxValue] = ranges::max(
_tableau.objective | ranges::views::enumerate | ranges::views::tail,
{},
[](std::pair const& _x) { return _x.second; }
);
if (maxValue <= rational{0})
return nullopt; // found optimum
else
return maxColumn;
}
/// Finds the simplex pivot row, given the column:
/// If there is no positive factor in the column, the problem is unbounded, nullopt is returned.
/// Otherwise, returns the row i such that c[i] / x[i] is minimal and x[i] is positive, where
/// c[i] is the constant factor (not the objective factor!) in row i.
optional 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 const& _entry) {
return _entry.second.numerator() > 0;
});
if (positiveColumnEntries.empty())
return nullopt; // unbounded
return ranges::min(
positiveColumnEntries,
{},
[&](std::pair 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 (including the objective row) 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 subtractMultipleOfPivotRow = [&](LinearExpression& _row) {
if (_row[_pivotColumn] == rational{1})
_row -= _pivotRowData;
else if (_row[_pivotColumn])
_row -= _row[_pivotColumn] * _pivotRowData;
};
subtractMultipleOfPivotRow(_tableau.objective);
for (size_t i = 0; i < _tableau.data.size(); ++i)
if (i != _pivotRow)
subtractMultipleOfPivotRow(_tableau.data[i]);
}
/// Transforms the tableau such that the last vectors are basis vectors
/// and their objective coefficients are zero.
/// Makes various assumptions and should only be used after adding
/// a certain number of slack variables.
void selectLastVectorsAsBasis(Tableau& _tableau)
{
// We might skip the operation for a column if it is already the correct
// unit vector and its objective 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 basisIndex(Tableau const& _tableau, size_t _column)
{
optional 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 solutionVector(Tableau const& _tableau)
{
vector result;
vector rowsSeen(_tableau.data.size(), false);
for (size_t j = 1; j < _tableau.objective.size(); j++)
{
optional row = basisIndex(_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.
/// Tries for a number of iterations and then gives up.
pair simplexEq(Tableau _tableau)
{
size_t const iterations = min(60, 50 + _tableau.objective.size() * 2);
for (size_t step = 0; step <= iterations; ++step)
{
optional pivotColumn = findPivotColumn(_tableau);
if (!pivotColumn)
return make_pair(LPResult::Feasible, move(_tableau));
optional 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 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].resize(columns + rows);
_tableau.data[i][columns + i] = 1;
}
_tableau.objective = {};
_tableau.objective.resize(columns);
_tableau.objective.resize(columns + 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 optimum = solutionVector(_tableau);
// If the solution needs a nonzero factor for a slack variable,
// the original system is infeasible.
for (size_t i = columns - 1; i < optimum.size(); ++i)
if (optimum[i] != 0)
return make_pair(LPResult::Infeasible, Tableau{});
// Restore original objective and remove slack variables.
_tableau.objective = move(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> simplex(vector _constraints, LinearExpression _objectives)
{
Tableau tableau;
tableau.objective = move(_objectives);
bool hasEquations = false;
tie(tableau.data, hasEquations) = toEquationalForm(_constraints);
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{});
solAssert(result == LPResult::Feasible, "");
}
// We know that the system is satisfiable and we know a solution,
// but it might not be 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();
// Bound zero should not exist because the variable zero does not exist.
for (auto const& [varIndex, bounds]: _state.bounds | ranges::views::enumerate | ranges::views::tail)
{
if (bounds.lower && bounds.upper)
{
if (*bounds.lower > *bounds.upper)
return false;
if (*bounds.lower == *bounds.upper)
{
LinearExpression c;
c.resize(columns);
c[0] = *bounds.lower;
c[varIndex] = bigint(1);
_state.constraints.emplace_back(Constraint{move(c), true});
continue;
}
}
if (bounds.lower && *bounds.lower > 0)
{
LinearExpression c;
c.resize(columns);
c[0] = -*bounds.lower;
c[varIndex] = bigint(-1);
_state.constraints.emplace_back(Constraint{move(c), false});
}
if (bounds.upper)
{
LinearExpression c;
c.resize(columns);
c[0] = *bounds.upper;
c[varIndex] = bigint(1);
_state.constraints.emplace_back(Constraint{move(c), false});
}
}
_state.bounds.clear();
return true;
}
/// Removes incides set to true from a vector-like data structure.
template
void eraseIndices(T& _data, vector const& _indicesToRemove)
{
T result;
for (size_t i = 0; i < _data.size(); i++)
if (!_indicesToRemove[i])
result.push_back(move(_data[i]));
_data = move(result);
}
void removeColumns(SolvingState& _state, vector const& _columnsToRemove)
{
eraseIndices(_state.bounds, _columnsToRemove);
for (Constraint& constraint: _state.constraints)
eraseIndices(constraint.data, _columnsToRemove);
eraseIndices(_state.variableNames, _columnsToRemove);
}
// TODO move this into a simplifier class
/// Turn constraints of the form ax <= b into an upper bound on x.
/// @returns false if the system is infeasible.
bool extractDirectConstraints(SolvingState& _state, bool& _changed)
{
vector constraintsToRemove(_state.constraints.size(), false);
bool needsRemoval = false;
for (auto const& [index, constraint]: _state.constraints | ranges::views::enumerate)
{
auto nonzeroCoefficients = constraint.data | ranges::views::enumerate | ranges::views::tail | ranges::views::filter(
[](std::pair 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(nonzeroCoefficients);
if (numNonzero > 1)
continue;
constraintsToRemove[index] = true;
needsRemoval = true;
if (numNonzero == 0)
{
// 0 <= b or 0 = b
if (
constraint.data.front().numerator() < 0 ||
(constraint.equality && constraint.data.front())
)
return false; // Infeasible.
}
else
{
auto&& [varIndex, factor] = nonzeroCoefficients.front();
// a * x <= b
rational bound = constraint.data[0] / factor;
if (
(factor >= 0 || constraint.equality) &&
(!_state.bounds[varIndex].upper || bound < _state.bounds[varIndex].upper)
)
_state.bounds[varIndex].upper = bound;
if (
(factor <= 0 || constraint.equality) &&
(!_state.bounds[varIndex].lower || bound > _state.bounds[varIndex].lower)
)
// Lower bound must be at least zero.
_state.bounds[varIndex].lower = max(rational{}, bound);
}
}
if (needsRemoval)
{
_changed = true;
eraseIndices(_state.constraints, constraintsToRemove);
}
return true;
}
/// Remove variables that have equal lower and upper bound.
/// @returns false if the system is infeasible.
bool removeFixedVariables(SolvingState& _state, map& _model, bool& _changed)
{
for (auto const& [index, bounds]: _state.bounds | ranges::views::enumerate)
{
if (!bounds.upper || (!bounds.lower && bounds.upper->numerator() > 0))
continue;
// Lower bound must be at least zero.
rational lower = max(rational{}, bounds.lower ? *bounds.lower : rational{});
rational upper = *bounds.upper;
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[index])
{
constraint.data[0] -= constraint.data[index] * lower;
constraint.data[index] = 0;
}
}
return true;
}
bool removeEmptyColumns(SolvingState& _state, map& _model, bool& _changed)
{
vector 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 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).upper is nullopt.
if (_state.bounds.at(i).lower || _state.bounds.at(i).upper)
_model[_state.variableNames.at(i)] =
_state.bounds.at(i).upper ?
*_state.bounds.at(i).upper :
*_state.bounds.at(i).lower;
}
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> connectedComponent(SolvingState const& _state, size_t _column)
{
solAssert(_state.variableNames.size() >= 2, "");
vector includedColumns(_state.variableNames.size(), false);
vector includedRows(_state.constraints.size(), false);
stack 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(state.variableNames.size(), false))
{}
operator bool() const
{
return column < state.variableNames.size();
}
SolvingState next()
{
vector includedColumns;
vector 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.push_back(state.constraints[i].data[j]);
splitOff.constraints.push_back(move(splitRow));
}
return splitOff;
}
SolvingState const& state;
size_t column = 1;
vector 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& _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 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.front()) +
"\n";
}
result += "Bounds:\n";
for (auto&& [index, bounds]: bounds | ranges::views::enumerate)
{
if (!bounds.lower && !bounds.upper)
continue;
if (bounds.lower)
result += ::toString(*bounds.lower) + " <= ";
result += variableNames.at(index);
if (bounds.upper)
result += " <= " + ::toString(*bounds.upper);
result += "\n";
}
return result;
}
pair> LPSolver::check(SolvingState _state)
{
normalizeRowLengths(_state);
map 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 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.resize(1);
objectives.resize(split.constraints.front().data.size(), 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)};
}