module ToySolver.LPSolver
(
Solver
, emptySolver
, LP
, getTableau
, putTableau
, newVar
, addConstraint
, addConstraintWithArtificialVariable
, tableau
, define
, phaseI
, simplex
, dualSimplex
, OptResult (..)
, twoPhaseSimplex
, primalDualSimplex
, getModel
, collectNonnegVars
) where
import Control.Exception (assert)
import Control.Monad
import Control.Monad.State
import qualified Data.IntMap as IM
import qualified Data.IntSet as IS
import Data.OptDir
import Data.VectorSpace
import qualified Data.Interval as Interval
import ToySolver.Data.ArithRel
import qualified ToySolver.Data.LA as LA
import ToySolver.Data.Var
import qualified ToySolver.Simplex as Simplex
import qualified ToySolver.BoundsInference as BI
type Solver r = (Var, Simplex.Tableau r, VarSet, VarMap (LA.Expr r))
emptySolver :: VarSet -> Solver r
emptySolver vs = (1 + maximum ((1) : IS.toList vs), Simplex.emptyTableau, IS.empty, IM.empty)
type LP r = State (Solver r)
newVar :: LP r Var
newVar = do
(x,tbl,avs,defs) <- get
put (x+1,tbl,avs,defs)
return x
getTableau :: LP r (Simplex.Tableau r)
getTableau = do
(_,tbl,_,_) <- get
return tbl
putTableau :: Simplex.Tableau r -> LP r ()
putTableau tbl = do
(x,_,avs,defs) <- get
put (x,tbl,avs,defs)
addArtificialVariable :: Var -> LP r ()
addArtificialVariable v = do
(x,tbl,avs,defs) <- get
put (x, tbl, IS.insert v avs, defs)
getArtificialVariables :: LP r VarSet
getArtificialVariables = do
(_,_,avs,_) <- get
return avs
clearArtificialVariables :: LP r ()
clearArtificialVariables = do
(x,tbl,_,defs) <- get
put (x, tbl, IS.empty, defs)
define :: Var -> LA.Expr r -> LP r ()
define v e = do
(x,tbl,avs,defs) <- get
put (x,tbl,avs, IM.insert v e defs)
getDefs :: LP r (VarMap (LA.Expr r))
getDefs = do
(_,_,_,defs) <- get
return defs
addConstraintWithArtificialVariable :: Real r => LA.Atom r -> LP r ()
addConstraintWithArtificialVariable c = do
c2 <- expandDefs' c
let (e, rop, b) = normalizeConstraint c2
assert (b >= 0) $ return ()
tbl <- getTableau
case rop of
Ge | b==0 && isSingleVar e -> return ()
Le | b==0 && isSingleNegatedVar e -> return ()
Le -> do
v <- newVar
putTableau $ Simplex.addRow tbl v (LA.coeffMap e, b)
Ge -> do
v1 <- newVar
v2 <- newVar
putTableau $ Simplex.addRow tbl v2 (LA.coeffMap (e ^-^ LA.var v1), b)
addArtificialVariable v2
Eql -> do
v <- newVar
putTableau $ Simplex.addRow tbl v (LA.coeffMap e, b)
addArtificialVariable v
_ -> error $ "ToySolver.LPSolver.addConstraintWithArtificialVariable does not support " ++ show rop
addConstraint :: Real r => LA.Atom r -> LP r ()
addConstraint c = do
Rel lhs rop rhs <- expandDefs' c
let
(b', e) = LA.extract LA.unitVar (lhs ^-^ rhs)
b = b'
case rop of
Le -> f e b
Ge -> f (negateV e) (negate b)
Eql -> do
f e b
f (negateV e) (negate b)
_ -> error $ "ToySolver.LPSolver.addConstraint does not support " ++ show rop
where
f e b | isSingleNegatedVar e && 0 <= b = return ()
f e b = do
tbl <- getTableau
v <- newVar
putTableau $ Simplex.addRow tbl v (LA.coeffMap e, b)
isSingleVar :: Real r => LA.Expr r -> Bool
isSingleVar e =
case LA.terms e of
[(1,_)] -> True
_ -> False
isSingleNegatedVar :: Real r => LA.Expr r -> Bool
isSingleNegatedVar e =
case LA.terms e of
[(1,_)] -> True
_ -> False
expandDefs :: (Num r, Eq r) => LA.Expr r -> LP r (LA.Expr r)
expandDefs e = do
defs <- getDefs
return $ LA.applySubst defs e
expandDefs' :: (Num r, Eq r) => LA.Atom r -> LP r (LA.Atom r)
expandDefs' (Rel lhs op rhs) = do
lhs' <- expandDefs lhs
rhs' <- expandDefs rhs
return $ Rel lhs' op rhs'
tableau :: (RealFrac r) => [LA.Atom r] -> LP r ()
tableau cs = do
let (nonnegVars, cs') = collectNonnegVars cs IS.empty
fvs = vars cs `IS.difference` nonnegVars
forM_ (IS.toList fvs) $ \v -> do
v1 <- newVar
v2 <- newVar
define v (LA.var v1 ^-^ LA.var v2)
mapM_ addConstraint cs'
getModel :: Fractional r => VarSet -> LP r (Model r)
getModel vs = do
tbl <- getTableau
defs <- getDefs
let vs' = (vs `IS.difference` IM.keysSet defs) `IS.union` IS.unions [vars e | e <- IM.elems defs]
m0 = IM.fromAscList [(v, Simplex.currentValue tbl v) | v <- IS.toAscList vs']
return $ IM.filterWithKey (\k _ -> k `IS.member` vs) $ IM.map (LA.evalExpr m0) defs `IM.union` m0
phaseI :: (Fractional r, Real r) => LP r Bool
phaseI = do
introduceArtificialVariables
tbl <- getTableau
avs <- getArtificialVariables
let (ret, tbl') = Simplex.phaseI tbl avs
putTableau tbl'
when ret clearArtificialVariables
return ret
introduceArtificialVariables :: (Real r) => LP r ()
introduceArtificialVariables = do
tbl <- getTableau
tbl' <- liftM IM.fromList $ forM (IM.toList tbl) $ \(v,(e,rhs)) -> do
if rhs >= 0 then do
return (v,(e,rhs))
else do
a <- newVar
addArtificialVariable a
return (a, (IM.insert v (1) (IM.map negate e), rhs))
putTableau tbl'
simplex :: (Fractional r, Real r) => OptDir -> LA.Expr r -> LP r Bool
simplex optdir obj = do
tbl <- getTableau
defs <- getDefs
let (ret, tbl') = Simplex.simplex optdir (Simplex.setObjFun tbl (LA.applySubst defs obj))
putTableau tbl'
return ret
dualSimplex :: (Fractional r, Real r) => OptDir -> LA.Expr r -> LP r Bool
dualSimplex optdir obj = do
tbl <- getTableau
defs <- getDefs
let (ret, tbl') = Simplex.dualSimplex optdir (Simplex.setObjFun tbl (LA.applySubst defs obj))
putTableau tbl'
return ret
data OptResult = Optimum | Unsat | Unbounded
deriving (Show, Eq, Ord)
twoPhaseSimplex :: (Fractional r, Real r) => OptDir -> LA.Expr r -> LP r OptResult
twoPhaseSimplex optdir obj = do
ret <- phaseI
if not ret then
return Unsat
else do
ret <- simplex optdir obj
if ret then
return Optimum
else
return Unbounded
primalDualSimplex :: (Fractional r, Real r) => OptDir -> LA.Expr r -> LP r OptResult
primalDualSimplex optdir obj = do
tbl <- getTableau
defs <- getDefs
let (ret, tbl') = Simplex.primalDualSimplex optdir (Simplex.setObjFun tbl (LA.applySubst defs obj))
putTableau tbl'
if ret then
return Optimum
else if not (Simplex.isFeasible tbl') then
return Unsat
else
return Unbounded
normalizeConstraint :: forall r. Real r => LA.Atom r -> (LA.Expr r, RelOp, r)
normalizeConstraint (Rel a op b)
| rhs < 0 = (negateV lhs, flipOp op, negate rhs)
| otherwise = (lhs, op, rhs)
where
(c, lhs) = LA.extract LA.unitVar (a ^-^ b)
rhs = c
collectNonnegVars :: forall r. (RealFrac r) => [LA.Atom r] -> VarSet -> (VarSet, [LA.Atom r])
collectNonnegVars cs ivs = (nonnegVars, cs)
where
vs = vars cs
bounds = BI.inferBounds initialBounds cs ivs 1000
where
initialBounds = IM.fromList [(v, Interval.whole) | v <- IS.toList vs]
nonnegVars = IS.filter f vs
where
f v = case Interval.lowerBound (bounds IM.! v) of
Interval.Finite lb | 0 <= lb -> True
_ -> False
isTriviallyTrue :: LA.Atom r -> Bool
isTriviallyTrue (Rel a op b) =
case op of
Le ->
case ub of
Interval.PosInf -> False
Interval.Finite val -> val <= 0
Interval.NegInf -> True
Ge ->
case lb of
Interval.NegInf -> False
Interval.Finite val -> val >= 0
Interval.PosInf -> True
Lt ->
case ub of
Interval.PosInf -> False
Interval.Finite val -> val < 0 || (not inUB && val <= 0)
Interval.NegInf -> True
Gt ->
case lb of
Interval.NegInf -> False
Interval.Finite val -> val > 0 || (not inLB && val >= 0)
Interval.PosInf -> True
Eql -> isTriviallyTrue (c .<=. zeroV) && isTriviallyTrue (c .>=. zeroV)
NEq -> isTriviallyTrue (c .<. zeroV) || isTriviallyTrue (c .>. zeroV)
where
c = a ^-^ b
i = LA.computeInterval bounds c
(lb, inLB) = Interval.lowerBound' i
(ub, inUB) = Interval.upperBound' i