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cleanup cuts code

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This commit is contained in:
Laurent Perron
2019-06-21 15:12:14 +02:00
parent a66a929a4e
commit bd6c747ef9
3 changed files with 36 additions and 34 deletions
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10
ortools/sat/cp_model_solver.cc
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@@ -24,12 +24,6 @@
#include <utility>
#include <vector>
#include "absl/memory/memory.h"
#include "glog/vlog_is_on.h"
#include "ortools/sat/cuts.h"
#include "ortools/sat/sat_parameters.pb.h"
#include "ortools/util/saturated_arithmetic.h"
#if !defined(__PORTABLE_PLATFORM__)
#include "absl/synchronization/notification.h"
#include "google/protobuf/text_format.h"
@@ -37,10 +31,12 @@
#endif // __PORTABLE_PLATFORM__
#include "absl/container/flat_hash_set.h"
#include "absl/memory/memory.h"
#include "absl/strings/str_cat.h"
#include "absl/strings/str_format.h"
#include "absl/strings/str_join.h"
#include "absl/synchronization/mutex.h"
#include "glog/vlog_is_on.h"
#include "ortools/base/cleanup.h"
#include "ortools/base/commandlineflags.h"
#include "ortools/base/int_type.h"
@@ -63,6 +59,7 @@
#include "ortools/sat/cp_model_presolve.h"
#include "ortools/sat/cp_model_search.h"
#include "ortools/sat/cp_model_utils.h"
#include "ortools/sat/cuts.h"
#include "ortools/sat/drat_checker.h"
#include "ortools/sat/drat_proof_handler.h"
#include "ortools/sat/integer.h"
@@ -76,6 +73,7 @@
#include "ortools/sat/probing.h"
#include "ortools/sat/rins.h"
#include "ortools/sat/sat_base.h"
#include "ortools/sat/sat_parameters.pb.h"
#include "ortools/sat/sat_solver.h"
#include "ortools/sat/simplification.h"
#include "ortools/sat/synchronization.h"

56
ortools/sat/cuts.cc
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@@ -809,23 +809,21 @@ CutGenerator CreatePositiveMultiplicationCutGenerator(IntegerVariable z,
return;
}
const double x_value = lp_values[x];
const double y_value = lp_values[y];
const double z_value = lp_values[z];
const double x_lp_value = lp_values[x];
const double y_lp_value = lp_values[y];
const double z_lp_value = lp_values[z];
// TODO: As the bounds change monotonically, these cuts dominate any
// previous one. try to keep a reference to the cut and replace it.
// Alternatively, add an API for a level-zero bound change callback.
// We implement the McCormick relaxation of bilinear constraints.
// TODO(user): As the bounds change monotonically, these cuts
// dominate any previous one. try to keep a reference to the cut and
// replace it. Alternatively, add an API for a level-zero bound change
// callback.
// Cut -z + x_coeff * x + y_coeff* y <= rhs
auto try_add_above_cut = [manager, z_value, x_value, y_value, x, y, z,
lp_values](int64 x_coeff, int64 y_coeff,
int64 rhs) {
if (-z_value + x_value * x_coeff + y_value * y_coeff >=
auto try_add_above_cut = [manager, z_lp_value, x_lp_value, y_lp_value,
x, y, z, lp_values](
int64 x_coeff, int64 y_coeff, int64 rhs) {
if (-z_lp_value + x_lp_value * x_coeff + y_lp_value * y_coeff >=
rhs + kMinCutViolation) {
// cut: -z + x * x_coeff + y * y_coeff <= rhs
LinearConstraint cut;
cut.vars.push_back(z);
cut.coeffs.push_back(IntegerValue(-1));
@@ -844,12 +842,11 @@ CutGenerator CreatePositiveMultiplicationCutGenerator(IntegerVariable z,
};
// Cut -z + x_coeff * x + y_coeff* y >= rhs
auto try_add_below_cut = [manager, z_value, x_value, y_value, x, y, z,
lp_values](int64 x_coeff, int64 y_coeff,
int64 rhs) {
if (-z_value + x_value * x_coeff + y_value * y_coeff <=
auto try_add_below_cut = [manager, z_lp_value, x_lp_value, y_lp_value,
x, y, z, lp_values](
int64 x_coeff, int64 y_coeff, int64 rhs) {
if (-z_lp_value + x_lp_value * x_coeff + y_lp_value * y_coeff <=
rhs - kMinCutViolation) {
// cut: -z + x * x_coeff + y * y_coeff >= rhs
LinearConstraint cut;
cut.vars.push_back(z);
cut.coeffs.push_back(IntegerValue(-1));
@@ -867,10 +864,15 @@ CutGenerator CreatePositiveMultiplicationCutGenerator(IntegerVariable z,
}
};
// McCormick cuts.
// McCormick relaxation of bilinear constraints. These 4 cuts are the
// exact facets of the x * y polyhedron for a bounded x and y.
//
// Each cut correspond to plane that contains two of the line
// (x=x_lb), (x=x_ub), (y=y_lb), (y=y_ub). The easiest to
// understand them is to draw the x*y curves and see the 4
// planes that correspond to the convex hull of the graph.
try_add_above_cut(y_lb, x_lb, x_lb * y_lb);
try_add_above_cut(y_ub, x_ub, x_ub * y_ub);
try_add_below_cut(y_ub, x_lb, x_lb * y_ub);
try_add_below_cut(y_lb, x_ub, x_ub * y_lb);
};
@@ -885,7 +887,7 @@ CutGenerator CreateSquareCutGenerator(IntegerVariable y, IntegerVariable x,
IntegerTrail* integer_trail = model->GetOrCreate<IntegerTrail>();
result.generate_cuts =
[y, x, model, integer_trail](
[y, x, integer_trail](
const gtl::ITIVector<IntegerVariable, double>& lp_values,
LinearConstraintManager* manager) {
const int64 x_ub = integer_trail->LevelZeroUpperBound(x).value();
@@ -894,14 +896,14 @@ CutGenerator CreateSquareCutGenerator(IntegerVariable y, IntegerVariable x,
if (x_lb == x_ub) return;
// Check for potential overflows.
if (x_ub > int64{1000000000}) return;
if (x_ub > (int64{1} << 31)) return;
DCHECK_GE(x_lb, 0);
const double y_value = lp_values[y];
const double x_value = lp_values[x];
// First cut: target should be below the line:
// (x_lb, val_lb ^ 2) to (x_ub, x_ub ^ 2).
// (x_lb, x_lb ^ 2) to (x_ub, x_ub ^ 2).
// The slope of that line is (ub^2 - lb^2) / (ub - lb) = ub + lb.
const int64 y_lb = x_lb * x_lb;
const int64 above_slope = x_ub + x_lb;
@@ -921,14 +923,16 @@ CutGenerator CreateSquareCutGenerator(IntegerVariable y, IntegerVariable x,
// Second cut: target should be above all the lines
// (value, value ^ 2) to (value + 1, (value + 1) ^ 2)
// The slope of that line is 2 * value + 1
//
// Note that we only add one of these cuts. The one for x_lp_value in
// [value, value + 1].
const int64 x_floor = static_cast<int64>(std::floor(x_value));
const int64 below_slope = 2 * x_floor + 1;
const double min_y =
below_slope * x_value - x_floor - x_floor * x_floor;
if (min_y >= y_value + kMinCutViolation) {
// cut: target >= below_slope * (x - x_floor) +
// x_floor * x_floor
// : target >= below_slope * x - x_floor ^ 2 - x_floor
// cut: y >= below_slope * (x - x_floor) + x_floor ^ 2
// : y >= below_slope * x - x_floor ^ 2 - x_floor
LinearConstraint below_cut;
below_cut.vars.push_back(y);
below_cut.coeffs.push_back(IntegerValue(1));

4
ortools/sat/cuts.h
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@@ -255,13 +255,13 @@ CutGenerator CreateKnapsackCoverCutGenerator(
const std::vector<LinearConstraint>& base_constraints,
const std::vector<IntegerVariable>& vars, Model* model);
// A cut generator for z = x * y (x and y >= 0)
// A cut generator for z = x * y (x and y >= 0).
CutGenerator CreatePositiveMultiplicationCutGenerator(IntegerVariable z,
IntegerVariable x,
IntegerVariable y,
Model* model);
// A cut generator for y = x ^ 2. (x >= 0).
// A cut generator for y = x ^ 2 (x >= 0).
// It will dynamically add a linear inequality to push y closer to the parabola.
CutGenerator CreateSquareCutGenerator(IntegerVariable y, IntegerVariable x,
Model* model);