//===- Simplex.cpp - MLIR Simplex Class -----------------------------------===// // // Part of the LLVM Project, under the Apache License v2.0 with LLVM Exceptions. // See https://llvm.org/LICENSE.txt for license information. // SPDX-License-Identifier: Apache-2.0 WITH LLVM-exception // //===----------------------------------------------------------------------===// #include "mlir/Analysis/Presburger/Simplex.h" #include "mlir/Analysis/Presburger/Matrix.h" #include "mlir/Support/MathExtras.h" namespace mlir { using Direction = Simplex::Direction; const int nullIndex = std::numeric_limits::max(); /// Construct a Simplex object with `nVar` variables. Simplex::Simplex(unsigned nVar) : nRow(0), nCol(2), nRedundant(0), tableau(0, 2 + nVar), empty(false) { colUnknown.push_back(nullIndex); colUnknown.push_back(nullIndex); for (unsigned i = 0; i < nVar; ++i) { var.emplace_back(Orientation::Column, /*restricted=*/false, /*pos=*/nCol); colUnknown.push_back(i); nCol++; } } Simplex::Simplex(const FlatAffineConstraints &constraints) : Simplex(constraints.getNumIds()) { for (unsigned i = 0, numIneqs = constraints.getNumInequalities(); i < numIneqs; ++i) addInequality(constraints.getInequality(i)); for (unsigned i = 0, numEqs = constraints.getNumEqualities(); i < numEqs; ++i) addEquality(constraints.getEquality(i)); } const Simplex::Unknown &Simplex::unknownFromIndex(int index) const { assert(index != nullIndex && "nullIndex passed to unknownFromIndex"); return index >= 0 ? var[index] : con[~index]; } const Simplex::Unknown &Simplex::unknownFromColumn(unsigned col) const { assert(col < nCol && "Invalid column"); return unknownFromIndex(colUnknown[col]); } const Simplex::Unknown &Simplex::unknownFromRow(unsigned row) const { assert(row < nRow && "Invalid row"); return unknownFromIndex(rowUnknown[row]); } Simplex::Unknown &Simplex::unknownFromIndex(int index) { assert(index != nullIndex && "nullIndex passed to unknownFromIndex"); return index >= 0 ? var[index] : con[~index]; } Simplex::Unknown &Simplex::unknownFromColumn(unsigned col) { assert(col < nCol && "Invalid column"); return unknownFromIndex(colUnknown[col]); } Simplex::Unknown &Simplex::unknownFromRow(unsigned row) { assert(row < nRow && "Invalid row"); return unknownFromIndex(rowUnknown[row]); } /// Add a new row to the tableau corresponding to the given constant term and /// list of coefficients. The coefficients are specified as a vector of /// (variable index, coefficient) pairs. unsigned Simplex::addRow(ArrayRef coeffs) { assert(coeffs.size() == 1 + var.size() && "Incorrect number of coefficients!"); ++nRow; // If the tableau is not big enough to accomodate the extra row, we extend it. if (nRow >= tableau.getNumRows()) tableau.resizeVertically(nRow); rowUnknown.push_back(~con.size()); con.emplace_back(Orientation::Row, false, nRow - 1); tableau(nRow - 1, 0) = 1; tableau(nRow - 1, 1) = coeffs.back(); for (unsigned col = 2; col < nCol; ++col) tableau(nRow - 1, col) = 0; // Process each given variable coefficient. for (unsigned i = 0; i < var.size(); ++i) { unsigned pos = var[i].pos; if (coeffs[i] == 0) continue; if (var[i].orientation == Orientation::Column) { // If a variable is in column position at column col, then we just add the // coefficient for that variable (scaled by the common row denominator) to // the corresponding entry in the new row. tableau(nRow - 1, pos) += coeffs[i] * tableau(nRow - 1, 0); continue; } // If the variable is in row position, we need to add that row to the new // row, scaled by the coefficient for the variable, accounting for the two // rows potentially having different denominators. The new denominator is // the lcm of the two. int64_t lcm = mlir::lcm(tableau(nRow - 1, 0), tableau(pos, 0)); int64_t nRowCoeff = lcm / tableau(nRow - 1, 0); int64_t idxRowCoeff = coeffs[i] * (lcm / tableau(pos, 0)); tableau(nRow - 1, 0) = lcm; for (unsigned col = 1; col < nCol; ++col) tableau(nRow - 1, col) = nRowCoeff * tableau(nRow - 1, col) + idxRowCoeff * tableau(pos, col); } normalizeRow(nRow - 1); // Push to undo log along with the index of the new constraint. undoLog.push_back(UndoLogEntry::RemoveLastConstraint); return con.size() - 1; } /// Normalize the row by removing factors that are common between the /// denominator and all the numerator coefficients. void Simplex::normalizeRow(unsigned row) { int64_t gcd = 0; for (unsigned col = 0; col < nCol; ++col) { if (gcd == 1) break; gcd = llvm::greatestCommonDivisor(gcd, std::abs(tableau(row, col))); } for (unsigned col = 0; col < nCol; ++col) tableau(row, col) /= gcd; } namespace { bool signMatchesDirection(int64_t elem, Direction direction) { assert(elem != 0 && "elem should not be 0"); return direction == Direction::Up ? elem > 0 : elem < 0; } Direction flippedDirection(Direction direction) { return direction == Direction::Up ? Direction::Down : Simplex::Direction::Up; } } // anonymous namespace /// Find a pivot to change the sample value of the row in the specified /// direction. The returned pivot row will involve `row` if and only if the /// unknown is unbounded in the specified direction. /// /// To increase (resp. decrease) the value of a row, we need to find a live /// column with a non-zero coefficient. If the coefficient is positive, we need /// to increase (decrease) the value of the column, and if the coefficient is /// negative, we need to decrease (increase) the value of the column. Also, /// we cannot decrease the sample value of restricted columns. /// /// If multiple columns are valid, we break ties by considering a lexicographic /// ordering where we prefer unknowns with lower index. Optional Simplex::findPivot(int row, Direction direction) const { Optional col; for (unsigned j = 2; j < nCol; ++j) { int64_t elem = tableau(row, j); if (elem == 0) continue; if (unknownFromColumn(j).restricted && !signMatchesDirection(elem, direction)) continue; if (!col || colUnknown[j] < colUnknown[*col]) col = j; } if (!col) return {}; Direction newDirection = tableau(row, *col) < 0 ? flippedDirection(direction) : direction; Optional maybePivotRow = findPivotRow(row, newDirection, *col); return Pivot{maybePivotRow.getValueOr(row), *col}; } /// Swap the associated unknowns for the row and the column. /// /// First we swap the index associated with the row and column. Then we update /// the unknowns to reflect their new position and orientation. void Simplex::swapRowWithCol(unsigned row, unsigned col) { std::swap(rowUnknown[row], colUnknown[col]); Unknown &uCol = unknownFromColumn(col); Unknown &uRow = unknownFromRow(row); uCol.orientation = Orientation::Column; uRow.orientation = Orientation::Row; uCol.pos = col; uRow.pos = row; } void Simplex::pivot(Pivot pair) { pivot(pair.row, pair.column); } /// Pivot pivotRow and pivotCol. /// /// Let R be the pivot row unknown and let C be the pivot col unknown. /// Since initially R = a*C + sum b_i * X_i /// (where the sum is over the other column's unknowns, x_i) /// C = (R - (sum b_i * X_i))/a /// /// Let u be some other row unknown. /// u = c*C + sum d_i * X_i /// So u = c*(R - sum b_i * X_i)/a + sum d_i * X_i /// /// This results in the following transform: /// pivot col other col pivot col other col /// pivot row a b -> pivot row 1/a -b/a /// other row c d other row c/a d - bc/a /// /// Taking into account the common denominators p and q: /// /// pivot col other col pivot col other col /// pivot row a/p b/p -> pivot row p/a -b/a /// other row c/q d/q other row cp/aq (da - bc)/aq /// /// The pivot row transform is accomplished be swapping a with the pivot row's /// common denominator and negating the pivot row except for the pivot column /// element. void Simplex::pivot(unsigned pivotRow, unsigned pivotCol) { assert(pivotCol >= 2 && "Refusing to pivot invalid column"); swapRowWithCol(pivotRow, pivotCol); std::swap(tableau(pivotRow, 0), tableau(pivotRow, pivotCol)); // We need to negate the whole pivot row except for the pivot column. if (tableau(pivotRow, 0) < 0) { // If the denominator is negative, we negate the row by simply negating the // denominator. tableau(pivotRow, 0) = -tableau(pivotRow, 0); tableau(pivotRow, pivotCol) = -tableau(pivotRow, pivotCol); } else { for (unsigned col = 1; col < nCol; ++col) { if (col == pivotCol) continue; tableau(pivotRow, col) = -tableau(pivotRow, col); } } normalizeRow(pivotRow); for (unsigned row = nRedundant; row < nRow; ++row) { if (row == pivotRow) continue; if (tableau(row, pivotCol) == 0) // Nothing to do. continue; tableau(row, 0) *= tableau(pivotRow, 0); for (unsigned j = 1; j < nCol; ++j) { if (j == pivotCol) continue; // Add rather than subtract because the pivot row has been negated. tableau(row, j) = tableau(row, j) * tableau(pivotRow, 0) + tableau(row, pivotCol) * tableau(pivotRow, j); } tableau(row, pivotCol) *= tableau(pivotRow, pivotCol); normalizeRow(row); } } /// Perform pivots until the unknown has a non-negative sample value or until /// no more upward pivots can be performed. Return the sign of the final sample /// value. LogicalResult Simplex::restoreRow(Unknown &u) { assert(u.orientation == Orientation::Row && "unknown should be in row position"); while (tableau(u.pos, 1) < 0) { Optional maybePivot = findPivot(u.pos, Direction::Up); if (!maybePivot) break; pivot(*maybePivot); if (u.orientation == Orientation::Column) return LogicalResult::Success; // the unknown is unbounded above. } return success(tableau(u.pos, 1) >= 0); } /// Find a row that can be used to pivot the column in the specified direction. /// This returns an empty optional if and only if the column is unbounded in the /// specified direction (ignoring skipRow, if skipRow is set). /// /// If skipRow is set, this row is not considered, and (if it is restricted) its /// restriction may be violated by the returned pivot. Usually, skipRow is set /// because we don't want to move it to column position unless it is unbounded, /// and we are either trying to increase the value of skipRow or explicitly /// trying to make skipRow negative, so we are not concerned about this. /// /// If the direction is up (resp. down) and a restricted row has a negative /// (positive) coefficient for the column, then this row imposes a bound on how /// much the sample value of the column can change. Such a row with constant /// term c and coefficient f for the column imposes a bound of c/|f| on the /// change in sample value (in the specified direction). (note that c is /// non-negative here since the row is restricted and the tableau is consistent) /// /// We iterate through the rows and pick the row which imposes the most /// stringent bound, since pivoting with a row changes the row's sample value to /// 0 and hence saturates the bound it imposes. We break ties between rows that /// impose the same bound by considering a lexicographic ordering where we /// prefer unknowns with lower index value. Optional Simplex::findPivotRow(Optional skipRow, Direction direction, unsigned col) const { Optional retRow; int64_t retElem, retConst; for (unsigned row = nRedundant; row < nRow; ++row) { if (skipRow && row == *skipRow) continue; int64_t elem = tableau(row, col); if (elem == 0) continue; if (!unknownFromRow(row).restricted) continue; if (signMatchesDirection(elem, direction)) continue; int64_t constTerm = tableau(row, 1); if (!retRow) { retRow = row; retElem = elem; retConst = constTerm; continue; } int64_t diff = retConst * elem - constTerm * retElem; if ((diff == 0 && rowUnknown[row] < rowUnknown[*retRow]) || (diff != 0 && !signMatchesDirection(diff, direction))) { retRow = row; retElem = elem; retConst = constTerm; } } return retRow; } bool Simplex::isEmpty() const { return empty; } void Simplex::swapRows(unsigned i, unsigned j) { if (i == j) return; tableau.swapRows(i, j); std::swap(rowUnknown[i], rowUnknown[j]); unknownFromRow(i).pos = i; unknownFromRow(j).pos = j; } /// Mark this tableau empty and push an entry to the undo stack. void Simplex::markEmpty() { undoLog.push_back(UndoLogEntry::UnmarkEmpty); empty = true; } /// Add an inequality to the tableau. If coeffs is c_0, c_1, ... c_n, where n /// is the current number of variables, then the corresponding inequality is /// c_n + c_0*x_0 + c_1*x_1 + ... + c_{n-1}*x_{n-1} >= 0. /// /// We add the inequality and mark it as restricted. We then try to make its /// sample value non-negative. If this is not possible, the tableau has become /// empty and we mark it as such. void Simplex::addInequality(ArrayRef coeffs) { unsigned conIndex = addRow(coeffs); Unknown &u = con[conIndex]; u.restricted = true; LogicalResult result = restoreRow(u); if (failed(result)) markEmpty(); } /// Add an equality to the tableau. If coeffs is c_0, c_1, ... c_n, where n /// is the current number of variables, then the corresponding equality is /// c_n + c_0*x_0 + c_1*x_1 + ... + c_{n-1}*x_{n-1} == 0. /// /// We simply add two opposing inequalities, which force the expression to /// be zero. void Simplex::addEquality(ArrayRef coeffs) { addInequality(coeffs); SmallVector negatedCoeffs; for (int64_t coeff : coeffs) negatedCoeffs.emplace_back(-coeff); addInequality(negatedCoeffs); } unsigned Simplex::numVariables() const { return var.size(); } unsigned Simplex::numConstraints() const { return con.size(); } /// Return a snapshot of the current state. This is just the current size of the /// undo log. unsigned Simplex::getSnapshot() const { return undoLog.size(); } void Simplex::undo(UndoLogEntry entry) { if (entry == UndoLogEntry::RemoveLastConstraint) { Unknown &constraint = con.back(); if (constraint.orientation == Orientation::Column) { unsigned column = constraint.pos; Optional row; // Try to find any pivot row for this column that preserves tableau // consistency (except possibly the column itself, which is going to be // deallocated anyway). // // If no pivot row is found in either direction, then the unknown is // unbounded in both directions and we are free to // perform any pivot at all. To do this, we just need to find any row with // a non-zero coefficient for the column. if (Optional maybeRow = findPivotRow({}, Direction::Up, column)) { row = *maybeRow; } else if (Optional maybeRow = findPivotRow({}, Direction::Down, column)) { row = *maybeRow; } else { // The loop doesn't find a pivot row only if the column has zero // coefficients for every row. But the unknown is a constraint, // so it was added initially as a row. Such a row could never have been // pivoted to a column. So a pivot row will always be found. for (unsigned i = nRedundant; i < nRow; ++i) { if (tableau(i, column) != 0) { row = i; break; } } } assert(row.hasValue() && "No pivot row found!"); pivot(*row, column); } // Move this unknown to the last row and remove the last row from the // tableau. swapRows(constraint.pos, nRow - 1); // It is not strictly necessary to shrink the tableau, but for now we // maintain the invariant that the tableau has exactly nRow rows. tableau.resizeVertically(nRow - 1); nRow--; rowUnknown.pop_back(); con.pop_back(); } else if (entry == UndoLogEntry::UnmarkEmpty) { empty = false; } else if (entry == UndoLogEntry::UnmarkLastRedundant) { nRedundant--; } } /// Rollback to the specified snapshot. /// /// We undo all the log entries until the log size when the snapshot was taken /// is reached. void Simplex::rollback(unsigned snapshot) { while (undoLog.size() > snapshot) { undo(undoLog.back()); undoLog.pop_back(); } } /// Add all the constraints from the given FlatAffineConstraints. void Simplex::intersectFlatAffineConstraints(const FlatAffineConstraints &fac) { assert(fac.getNumIds() == numVariables() && "FlatAffineConstraints must have same dimensionality as simplex"); for (unsigned i = 0, e = fac.getNumInequalities(); i < e; ++i) addInequality(fac.getInequality(i)); for (unsigned i = 0, e = fac.getNumEqualities(); i < e; ++i) addEquality(fac.getEquality(i)); } Optional Simplex::computeRowOptimum(Direction direction, unsigned row) { // Keep trying to find a pivot for the row in the specified direction. while (Optional maybePivot = findPivot(row, direction)) { // If findPivot returns a pivot involving the row itself, then the optimum // is unbounded, so we return None. if (maybePivot->row == row) return {}; pivot(*maybePivot); } // The row has reached its optimal sample value, which we return. // The sample value is the entry in the constant column divided by the common // denominator for this row. return Fraction(tableau(row, 1), tableau(row, 0)); } /// Compute the optimum of the specified expression in the specified direction, /// or None if it is unbounded. Optional Simplex::computeOptimum(Direction direction, ArrayRef coeffs) { assert(!empty && "Tableau should not be empty"); unsigned snapshot = getSnapshot(); unsigned conIndex = addRow(coeffs); unsigned row = con[conIndex].pos; Optional optimum = computeRowOptimum(direction, row); rollback(snapshot); return optimum; } /// Redundant constraints are those that are in row orientation and lie in /// rows 0 to nRedundant - 1. bool Simplex::isMarkedRedundant(unsigned constraintIndex) const { const Unknown &u = con[constraintIndex]; return u.orientation == Orientation::Row && u.pos < nRedundant; } /// Mark the specified row redundant. /// /// This is done by moving the unknown to the end of the block of redundant /// rows (namely, to row nRedundant) and incrementing nRedundant to /// accomodate the new redundant row. void Simplex::markRowRedundant(Unknown &u) { assert(u.orientation == Orientation::Row && "Unknown should be in row position!"); swapRows(u.pos, nRedundant); ++nRedundant; undoLog.emplace_back(UndoLogEntry::UnmarkLastRedundant); } /// Find a subset of constraints that is redundant and mark them redundant. void Simplex::detectRedundant() { // It is not meaningful to talk about redundancy for empty sets. if (empty) return; // Iterate through the constraints and check for each one if it can attain // negative sample values. If it can, it's not redundant. Otherwise, it is. // We mark redundant constraints redundant. // // Constraints that get marked redundant in one iteration are not respected // when checking constraints in later iterations. This prevents, for example, // two identical constraints both being marked redundant since each is // redundant given the other one. In this example, only the first of the // constraints that is processed will get marked redundant, as it should be. for (Unknown &u : con) { if (u.orientation == Orientation::Column) { unsigned column = u.pos; Optional pivotRow = findPivotRow({}, Direction::Down, column); // If no downward pivot is returned, the constraint is unbounded below // and hence not redundant. if (!pivotRow) continue; pivot(*pivotRow, column); } unsigned row = u.pos; Optional minimum = computeRowOptimum(Direction::Down, row); if (!minimum || *minimum < Fraction(0, 1)) { // Constraint is unbounded below or can attain negative sample values and // hence is not redundant. restoreRow(u); continue; } markRowRedundant(u); } } bool Simplex::isUnbounded() { if (empty) return false; SmallVector dir(var.size() + 1); for (unsigned i = 0; i < var.size(); ++i) { dir[i] = 1; Optional maybeMax = computeOptimum(Direction::Up, dir); if (!maybeMax) return true; Optional maybeMin = computeOptimum(Direction::Down, dir); if (!maybeMin) return true; dir[i] = 0; } return false; } /// Make a tableau to represent a pair of points in the original tableau. /// /// The product constraints and variables are stored as: first A's, then B's. /// /// The product tableau has row layout: /// A's redundant rows, B's redundant rows, A's other rows, B's other rows. /// /// It has column layout: /// denominator, constant, A's columns, B's columns. Simplex Simplex::makeProduct(const Simplex &a, const Simplex &b) { unsigned numVar = a.numVariables() + b.numVariables(); unsigned numCon = a.numConstraints() + b.numConstraints(); Simplex result(numVar); result.tableau.resizeVertically(numCon); result.empty = a.empty || b.empty; auto concat = [](ArrayRef v, ArrayRef w) { SmallVector result; result.reserve(v.size() + w.size()); result.insert(result.end(), v.begin(), v.end()); result.insert(result.end(), w.begin(), w.end()); return result; }; result.con = concat(a.con, b.con); result.var = concat(a.var, b.var); auto indexFromBIndex = [&](int index) { return index >= 0 ? a.numVariables() + index : ~(a.numConstraints() + ~index); }; result.colUnknown.assign(2, nullIndex); for (unsigned i = 2; i < a.nCol; ++i) { result.colUnknown.push_back(a.colUnknown[i]); result.unknownFromIndex(result.colUnknown.back()).pos = result.colUnknown.size() - 1; } for (unsigned i = 2; i < b.nCol; ++i) { result.colUnknown.push_back(indexFromBIndex(b.colUnknown[i])); result.unknownFromIndex(result.colUnknown.back()).pos = result.colUnknown.size() - 1; } auto appendRowFromA = [&](unsigned row) { for (unsigned col = 0; col < a.nCol; ++col) result.tableau(result.nRow, col) = a.tableau(row, col); result.rowUnknown.push_back(a.rowUnknown[row]); result.unknownFromIndex(result.rowUnknown.back()).pos = result.rowUnknown.size() - 1; result.nRow++; }; // Also fixes the corresponding entry in rowUnknown and var/con (as the case // may be). auto appendRowFromB = [&](unsigned row) { result.tableau(result.nRow, 0) = b.tableau(row, 0); result.tableau(result.nRow, 1) = b.tableau(row, 1); unsigned offset = a.nCol - 2; for (unsigned col = 2; col < b.nCol; ++col) result.tableau(result.nRow, offset + col) = b.tableau(row, col); result.rowUnknown.push_back(indexFromBIndex(b.rowUnknown[row])); result.unknownFromIndex(result.rowUnknown.back()).pos = result.rowUnknown.size() - 1; result.nRow++; }; result.nRedundant = a.nRedundant + b.nRedundant; for (unsigned row = 0; row < a.nRedundant; ++row) appendRowFromA(row); for (unsigned row = 0; row < b.nRedundant; ++row) appendRowFromB(row); for (unsigned row = a.nRedundant; row < a.nRow; ++row) appendRowFromA(row); for (unsigned row = b.nRedundant; row < b.nRow; ++row) appendRowFromB(row); return result; } Optional> Simplex::getSamplePointIfIntegral() const { // The tableau is empty, so no sample point exists. if (empty) return {}; SmallVector sample; // Push the sample value for each variable into the vector. for (const Unknown &u : var) { if (u.orientation == Orientation::Column) { // If the variable is in column position, its sample value is zero. sample.push_back(0); } else { // If the variable is in row position, its sample value is the entry in // the constant column divided by the entry in the common denominator // column. If this is not an integer, then the sample point is not // integral so we return None. if (tableau(u.pos, 1) % tableau(u.pos, 0) != 0) return {}; sample.push_back(tableau(u.pos, 1) / tableau(u.pos, 0)); } } return sample; } /// Given a simplex for a polytope, construct a new simplex whose variables are /// identified with a pair of points (x, y) in the original polytope. Supports /// some operations needed for generalized basis reduction. In what follows, /// dotProduct(x, y) = x_1 * y_1 + x_2 * y_2 + ... x_n * y_n where n is the /// dimension of the original polytope. /// /// This supports adding equality constraints dotProduct(dir, x - y) == 0. It /// also supports rolling back this addition, by maintaining a snapshot stack /// that contains a snapshot of the Simplex's state for each equality, just /// before that equality was added. class GBRSimplex { using Orientation = Simplex::Orientation; public: GBRSimplex(const Simplex &originalSimplex) : simplex(Simplex::makeProduct(originalSimplex, originalSimplex)), simplexConstraintOffset(simplex.numConstraints()) {} /// Add an equality dotProduct(dir, x - y) == 0. /// First pushes a snapshot for the current simplex state to the stack so /// that this can be rolled back later. void addEqualityForDirection(ArrayRef dir) { assert( std::any_of(dir.begin(), dir.end(), [](int64_t x) { return x != 0; }) && "Direction passed is the zero vector!"); snapshotStack.push_back(simplex.getSnapshot()); simplex.addEquality(getCoeffsForDirection(dir)); } /// Compute max(dotProduct(dir, x - y)) and save the dual variables for only /// the direction equalities to `dual`. Fraction computeWidthAndDuals(ArrayRef dir, SmallVectorImpl &dual, int64_t &dualDenom) { unsigned snap = simplex.getSnapshot(); unsigned conIndex = simplex.addRow(getCoeffsForDirection(dir)); unsigned row = simplex.con[conIndex].pos; Optional maybeWidth = simplex.computeRowOptimum(Simplex::Direction::Up, row); assert(maybeWidth.hasValue() && "Width should not be unbounded!"); dualDenom = simplex.tableau(row, 0); dual.clear(); // The increment is i += 2 because equalities are added as two inequalities, // one positive and one negative. Each iteration processes one equality. for (unsigned i = simplexConstraintOffset; i < conIndex; i += 2) { // The dual variable is the negative of the coefficient of the new row // in the column of the constraint, if the constraint is in a column. // Note that the second inequality for the equality is negated. // // We want the dual for the original equality. If the positive inequality // is in column position, the negative of its row coefficient is the // desired dual. If the negative inequality is in column position, its row // coefficient is the desired dual. (its coefficients are already the // negated coefficients of the original equality, so we don't need to // negate it now.) // // If neither are in column position, we move the negated inequality to // column position. Since the inequality must have sample value zero // (since it corresponds to an equality), we are free to pivot with // any column. Since both the unknowns have sample value before and after // pivoting, no other sample values will change and the tableau will // remain consistent. To pivot, we just need to find a column that has a // non-zero coefficient in this row. There must be one since otherwise the // equality would be 0 == 0, which should never be passed to // addEqualityForDirection. // // After finding a column, we pivot with the column, after which we can // get the dual from the inequality in column position as explained above. if (simplex.con[i].orientation == Orientation::Column) { dual.push_back(-simplex.tableau(row, simplex.con[i].pos)); } else { if (simplex.con[i + 1].orientation == Orientation::Row) { unsigned ineqRow = simplex.con[i + 1].pos; // Since it is an equality, the sample value must be zero. assert(simplex.tableau(ineqRow, 1) == 0 && "Equality's sample value must be zero."); for (unsigned col = 2; col < simplex.nCol; ++col) { if (simplex.tableau(ineqRow, col) != 0) { simplex.pivot(ineqRow, col); break; } } assert(simplex.con[i + 1].orientation == Orientation::Column && "No pivot found. Equality has all-zeros row in tableau!"); } dual.push_back(simplex.tableau(row, simplex.con[i + 1].pos)); } } simplex.rollback(snap); return *maybeWidth; } /// Remove the last equality that was added through addEqualityForDirection. /// /// We do this by rolling back to the snapshot at the top of the stack, which /// should be a snapshot taken just before the last equality was added. void removeLastEquality() { assert(!snapshotStack.empty() && "Snapshot stack is empty!"); simplex.rollback(snapshotStack.back()); snapshotStack.pop_back(); } private: /// Returns coefficients of the expression 'dot_product(dir, x - y)', /// i.e., dir_1 * x_1 + dir_2 * x_2 + ... + dir_n * x_n /// - dir_1 * y_1 - dir_2 * y_2 - ... - dir_n * y_n, /// where n is the dimension of the original polytope. SmallVector getCoeffsForDirection(ArrayRef dir) { assert(2 * dir.size() == simplex.numVariables() && "Direction vector has wrong dimensionality"); SmallVector coeffs(dir.begin(), dir.end()); coeffs.reserve(2 * dir.size()); for (int64_t coeff : dir) coeffs.push_back(-coeff); coeffs.push_back(0); // constant term return coeffs; } Simplex simplex; /// The first index of the equality constraints, the index immediately after /// the last constraint in the initial product simplex. unsigned simplexConstraintOffset; /// A stack of snapshots, used for rolling back. SmallVector snapshotStack; }; /// Reduce the basis to try and find a direction in which the polytope is /// "thin". This only works for bounded polytopes. /// /// This is an implementation of the algorithm described in the paper /// "An Implementation of Generalized Basis Reduction for Integer Programming" /// by W. Cook, T. Rutherford, H. E. Scarf, D. Shallcross. /// /// Let b_{level}, b_{level + 1}, ... b_n be the current basis. /// Let width_i(v) = max where x and y are points in the original /// polytope such that = 0 is satisfied for all level <= j < i. /// /// In every iteration, we first replace b_{i+1} with b_{i+1} + u*b_i, where u /// is the integer such that width_i(b_{i+1} + u*b_i) is minimized. Let dual_i /// be the dual variable associated with the constraint = 0 when /// computing width_{i+1}(b_{i+1}). It can be shown that dual_i is the /// minimizing value of u, if it were allowed to be fractional. Due to /// convexity, the minimizing integer value is either floor(dual_i) or /// ceil(dual_i), so we just need to check which of these gives a lower /// width_{i+1} value. If dual_i turned out to be an integer, then u = dual_i. /// /// Now if width_i(b_{i+1}) < 0.75 * width_i(b_i), we swap b_i and (the new) /// b_{i + 1} and decrement i (unless i = level, in which case we stay at the /// same i). Otherwise, we increment i. /// /// We keep f values and duals cached and invalidate them when necessary. /// Whenever possible, we use them instead of recomputing them. We implement the /// algorithm as follows. /// /// In an iteration at i we need to compute: /// a) width_i(b_{i + 1}) /// b) width_i(b_i) /// c) the integer u that minimizes width_i(b_{i + 1} + u*b_i) /// /// If width_i(b_i) is not already cached, we compute it. /// /// If the duals are not already cached, we compute width_{i+1}(b_{i+1}) and /// store the duals from this computation. /// /// We call updateBasisWithUAndGetFCandidate, which finds the minimizing value /// of u as explained before, caches the duals from this computation, sets /// b_{i+1} to b_{i+1} + u*b_i, and returns the new value of width_i(b_{i+1}). /// /// Now if width_i(b_{i+1}) < 0.75 * width_i(b_i), we swap b_i and b_{i+1} and /// decrement i, resulting in the basis /// ... b_{i - 1}, b_{i + 1} + u*b_i, b_i, b_{i+2}, ... /// with corresponding f values /// ... width_{i-1}(b_{i-1}), width_i(b_{i+1} + u*b_i), width_{i+1}(b_i), ... /// The values up to i - 1 remain unchanged. We have just gotten the middle /// value from updateBasisWithUAndGetFCandidate, so we can update that in the /// cache. The value at width_{i+1}(b_i) is unknown, so we evict this value from /// the cache. The iteration after decrementing needs exactly the duals from the /// computation of width_i(b_{i + 1} + u*b_i), so we keep these in the cache. /// /// When incrementing i, no cached f values get invalidated. However, the cached /// duals do get invalidated as the duals for the higher levels are different. void Simplex::reduceBasis(Matrix &basis, unsigned level) { const Fraction epsilon(3, 4); if (level == basis.getNumRows() - 1) return; GBRSimplex gbrSimplex(*this); SmallVector width; SmallVector dual; int64_t dualDenom; // Finds the value of u that minimizes width_i(b_{i+1} + u*b_i), caches the // duals from this computation, sets b_{i+1} to b_{i+1} + u*b_i, and returns // the new value of width_i(b_{i+1}). // // If dual_i is not an integer, the minimizing value must be either // floor(dual_i) or ceil(dual_i). We compute the expression for both and // choose the minimizing value. // // If dual_i is an integer, we don't need to perform these computations. We // know that in this case, // a) u = dual_i. // b) one can show that dual_j for j < i are the same duals we would have // gotten from computing width_i(b_{i + 1} + u*b_i), so the correct duals // are the ones already in the cache. // c) width_i(b_{i+1} + u*b_i) = min_{alpha} width_i(b_{i+1} + alpha * b_i), // which // one can show is equal to width_{i+1}(b_{i+1}). The latter value must // be in the cache, so we get it from there and return it. auto updateBasisWithUAndGetFCandidate = [&](unsigned i) -> Fraction { assert(i < level + dual.size() && "dual_i is not known!"); int64_t u = floorDiv(dual[i - level], dualDenom); basis.addToRow(i, i + 1, u); if (dual[i - level] % dualDenom != 0) { SmallVector candidateDual[2]; int64_t candidateDualDenom[2]; Fraction widthI[2]; // Initially u is floor(dual) and basis reflects this. widthI[0] = gbrSimplex.computeWidthAndDuals( basis.getRow(i + 1), candidateDual[0], candidateDualDenom[0]); // Now try ceil(dual), i.e. floor(dual) + 1. ++u; basis.addToRow(i, i + 1, 1); widthI[1] = gbrSimplex.computeWidthAndDuals( basis.getRow(i + 1), candidateDual[1], candidateDualDenom[1]); unsigned j = widthI[0] < widthI[1] ? 0 : 1; if (j == 0) // Subtract 1 to go from u = ceil(dual) back to floor(dual). basis.addToRow(i, i + 1, -1); dual = std::move(candidateDual[j]); dualDenom = candidateDualDenom[j]; return widthI[j]; } assert(i + 1 - level < width.size() && "width_{i+1} wasn't saved"); // When dual minimizes f_i(b_{i+1} + dual*b_i), this is equal to // width_{i+1}(b_{i+1}). return width[i + 1 - level]; }; // In the ith iteration of the loop, gbrSimplex has constraints for directions // from `level` to i - 1. unsigned i = level; while (i < basis.getNumRows() - 1) { if (i >= level + width.size()) { // We don't even know the value of f_i(b_i), so let's find that first. // We have to do this first since later we assume that width already // contains values up to and including i. assert((i == 0 || i - 1 < level + width.size()) && "We are at level i but we don't know the value of width_{i-1}"); // We don't actually use these duals at all, but it doesn't matter // because this case should only occur when i is level, and there are no // duals in that case anyway. assert(i == level && "This case should only occur when i == level"); width.push_back( gbrSimplex.computeWidthAndDuals(basis.getRow(i), dual, dualDenom)); } if (i >= level + dual.size()) { assert(i + 1 >= level + width.size() && "We don't know dual_i but we know width_{i+1}"); // We don't know dual for our level, so let's find it. gbrSimplex.addEqualityForDirection(basis.getRow(i)); width.push_back(gbrSimplex.computeWidthAndDuals(basis.getRow(i + 1), dual, dualDenom)); gbrSimplex.removeLastEquality(); } // This variable stores width_i(b_{i+1} + u*b_i). Fraction widthICandidate = updateBasisWithUAndGetFCandidate(i); if (widthICandidate < epsilon * width[i - level]) { basis.swapRows(i, i + 1); width[i - level] = widthICandidate; // The values of width_{i+1}(b_{i+1}) and higher may change after the // swap, so we remove the cached values here. width.resize(i - level + 1); if (i == level) { dual.clear(); continue; } gbrSimplex.removeLastEquality(); i--; continue; } // Invalidate duals since the higher level needs to recompute its own duals. dual.clear(); gbrSimplex.addEqualityForDirection(basis.getRow(i)); i++; } } /// Search for an integer sample point using a branch and bound algorithm. /// /// Each row in the basis matrix is a vector, and the set of basis vectors /// should span the space. Initially this is the identity matrix, /// i.e., the basis vectors are just the variables. /// /// In every level, a value is assigned to the level-th basis vector, as /// follows. Compute the minimum and maximum rational values of this direction. /// If only one integer point lies in this range, constrain the variable to /// have this value and recurse to the next variable. /// /// If the range has multiple values, perform generalized basis reduction via /// reduceBasis and then compute the bounds again. Now we try constraining /// this direction in the first value in this range and "recurse" to the next /// level. If we fail to find a sample, we try assigning the direction the next /// value in this range, and so on. /// /// If no integer sample is found from any of the assignments, or if the range /// contains no integer value, then of course the polytope is empty for the /// current assignment of the values in previous levels, so we return to /// the previous level. /// /// If we reach the last level where all the variables have been assigned values /// already, then we simply return the current sample point if it is integral, /// and go back to the previous level otherwise. /// /// To avoid potentially arbitrarily large recursion depths leading to stack /// overflows, this algorithm is implemented iteratively. Optional> Simplex::findIntegerSample() { if (empty) return {}; unsigned nDims = var.size(); Matrix basis = Matrix::identity(nDims); unsigned level = 0; // The snapshot just before constraining a direction to a value at each level. SmallVector snapshotStack; // The maximum value in the range of the direction for each level. SmallVector upperBoundStack; // The next value to try constraining the basis vector to at each level. SmallVector nextValueStack; snapshotStack.reserve(basis.getNumRows()); upperBoundStack.reserve(basis.getNumRows()); nextValueStack.reserve(basis.getNumRows()); while (level != -1u) { if (level == basis.getNumRows()) { // We've assigned values to all variables. Return if we have a sample, // or go back up to the previous level otherwise. if (auto maybeSample = getSamplePointIfIntegral()) return maybeSample; level--; continue; } if (level >= upperBoundStack.size()) { // We haven't populated the stack values for this level yet, so we have // just come down a level ("recursed"). Find the lower and upper bounds. // If there is more than one integer point in the range, perform // generalized basis reduction. SmallVector basisCoeffs = llvm::to_vector<8>(basis.getRow(level)); basisCoeffs.push_back(0); int64_t minRoundedUp, maxRoundedDown; std::tie(minRoundedUp, maxRoundedDown) = computeIntegerBounds(basisCoeffs); // Heuristic: if the sample point is integral at this point, just return // it. if (auto maybeSample = getSamplePointIfIntegral()) return *maybeSample; if (minRoundedUp < maxRoundedDown) { reduceBasis(basis, level); basisCoeffs = llvm::to_vector<8>(basis.getRow(level)); basisCoeffs.push_back(0); std::tie(minRoundedUp, maxRoundedDown) = computeIntegerBounds(basisCoeffs); } snapshotStack.push_back(getSnapshot()); // The smallest value in the range is the next value to try. nextValueStack.push_back(minRoundedUp); upperBoundStack.push_back(maxRoundedDown); } assert((snapshotStack.size() - 1 == level && nextValueStack.size() - 1 == level && upperBoundStack.size() - 1 == level) && "Mismatched variable stack sizes!"); // Whether we "recursed" or "returned" from a lower level, we rollback // to the snapshot of the starting state at this level. (in the "recursed" // case this has no effect) rollback(snapshotStack.back()); int64_t nextValue = nextValueStack.back(); nextValueStack.back()++; if (nextValue > upperBoundStack.back()) { // We have exhausted the range and found no solution. Pop the stack and // return up a level. snapshotStack.pop_back(); nextValueStack.pop_back(); upperBoundStack.pop_back(); level--; continue; } // Try the next value in the range and "recurse" into the next level. SmallVector basisCoeffs(basis.getRow(level).begin(), basis.getRow(level).end()); basisCoeffs.push_back(-nextValue); addEquality(basisCoeffs); level++; } return {}; } /// Compute the minimum and maximum integer values the expression can take. We /// compute each separately. std::pair Simplex::computeIntegerBounds(ArrayRef coeffs) { int64_t minRoundedUp; if (Optional maybeMin = computeOptimum(Simplex::Direction::Down, coeffs)) minRoundedUp = ceil(*maybeMin); else llvm_unreachable("Tableau should not be unbounded"); int64_t maxRoundedDown; if (Optional maybeMax = computeOptimum(Simplex::Direction::Up, coeffs)) maxRoundedDown = floor(*maybeMax); else llvm_unreachable("Tableau should not be unbounded"); return {minRoundedUp, maxRoundedDown}; } void Simplex::print(raw_ostream &os) const { os << "rows = " << nRow << ", columns = " << nCol << "\n"; if (empty) os << "Simplex marked empty!\n"; os << "var: "; for (unsigned i = 0; i < var.size(); ++i) { if (i > 0) os << ", "; var[i].print(os); } os << "\ncon: "; for (unsigned i = 0; i < con.size(); ++i) { if (i > 0) os << ", "; con[i].print(os); } os << '\n'; for (unsigned row = 0; row < nRow; ++row) { if (row > 0) os << ", "; os << "r" << row << ": " << rowUnknown[row]; } os << '\n'; os << "c0: denom, c1: const"; for (unsigned col = 2; col < nCol; ++col) os << ", c" << col << ": " << colUnknown[col]; os << '\n'; for (unsigned row = 0; row < nRow; ++row) { for (unsigned col = 0; col < nCol; ++col) os << tableau(row, col) << '\t'; os << '\n'; } os << '\n'; } void Simplex::dump() const { print(llvm::errs()); } } // namespace mlir