Tableau merge cols

src/configuration/GlobalConfiguration.cpp

@@ -22,6 +22,7 @@ const double GlobalConfiguration::PIVOT_CHANGE_COLUMN_TOLERANCE = 0.000000001;
 const unsigned GlobalConfiguration::DEGRADATION_CHECKING_FREQUENCY = 10;
 const double GlobalConfiguration::DEGRADATION_THRESHOLD = 0.1;
 const double GlobalConfiguration::ACCEPTABLE_SIMPLEX_PIVOT_THRESHOLD = 0.0001;
+const bool GlobalConfiguration::USE_COLUMN_MERGING_EQUATIONS = false;
 const double GlobalConfiguration::GAUSSIAN_ELIMINATION_PIVOT_SCALE_THRESHOLD = 0.1;
 const unsigned GlobalConfiguration::MAX_SIMPLEX_PIVOT_SEARCH_ITERATIONS = 5;
 const unsigned GlobalConfiguration::CONSTRAINT_VIOLATION_THRESHOLD = 20;
@@ -64,6 +65,7 @@ void GlobalConfiguration::print()
     printf( "  DEGRADATION_CHECKING_FREQUENCY: %u\n", DEGRADATION_CHECKING_FREQUENCY );
     printf( "  DEGRADATION_THRESHOLD: %.15lf\n", DEGRADATION_THRESHOLD );
     printf( "  ACCEPTABLE_SIMPLEX_PIVOT_THRESHOLD: %.15lf\n", ACCEPTABLE_SIMPLEX_PIVOT_THRESHOLD );
+    printf( "  USE_COLUMN_MERGING_EQUATIONS: %s\n", USE_COLUMN_MERGING_EQUATIONS ? "Yes" : "No" );
     printf( "  GAUSSIAN_ELIMINATION_PIVOT_SCALE_THRESHOLD: %.15lf\n", GAUSSIAN_ELIMINATION_PIVOT_SCALE_THRESHOLD );
     printf( "  MAX_SIMPLEX_PIVOT_SEARCH_ITERATIONS: %u\n", MAX_SIMPLEX_PIVOT_SEARCH_ITERATIONS );
     printf( "  CONSTRAINT_VIOLATION_THRESHOLD: %u\n", CONSTRAINT_VIOLATION_THRESHOLD );

src/configuration/GlobalConfiguration.h

@@ -55,6 +55,10 @@ class GlobalConfiguration
     // to pick another element.
     static const double ACCEPTABLE_SIMPLEX_PIVOT_THRESHOLD;
 
+    // If true, column-merging equations are given special treatment and cause columns in the tableau
+    // to be merged (instead of a new row added).
+    static const bool USE_COLUMN_MERGING_EQUATIONS;
+
     // If a pivot element in a Gaussian elimination iteration is smaller than this threshold times
     // the largest element in the column, the elimination engine will attempt to pick another pivot.
     static const double GAUSSIAN_ELIMINATION_PIVOT_SCALE_THRESHOLD;

src/engine/Engine.cpp

@@ -743,27 +743,130 @@ void Engine::applySplit( const PiecewiseLinearCaseSplit &split )
     List<Equation> equations = split.getEquations();
     for ( auto &equation : equations )
     {
-        unsigned auxVariable = _tableau->addEquation( equation );
-        _activeEntryStrategy->resizeHook( _tableau );
-
-        switch ( equation._type )
+        /*
+          In the general case, we just add the new equation to the tableau.
+          However, we also support a very common case: equations of the form
+          x1 = x2, which are common, e.g., with ReLUs. For these equations we
+          may be able to merge two columns of the tableau.
+        */
+        unsigned x1, x2;
+        bool canMergeColumns =
+            // Only if the flag is on
+            GlobalConfiguration::USE_COLUMN_MERGING_EQUATIONS &&
+            // Only if the equation has the correct form
+            equation.isVariableMergingEquation( x1, x2 ) &&
+            // And only if the variables are not out of bounds
+            ( !_tableau->isBasic( x1 ) ||
+              !_tableau->basicOutOfBounds( _tableau->variableToIndex( x1 ) ) )
+            &&
+            ( !_tableau->isBasic( x2 ) ||
+              !_tableau->basicOutOfBounds( _tableau->variableToIndex( x2 ) ) );
+
+        if ( canMergeColumns )
         {
-        case Equation::GE:
-            bounds.append( Tightening( auxVariable, 0.0, Tightening::UB ) );
-            break;
+            /*
+              Special case: x1 and x2 need to be merged.
+              First, we need to ensure they are both non-basic.
+            */
+            unsigned n = _tableau->getN();
+            unsigned m = _tableau->getM();
+
+            if ( _tableau->isBasic( x1 ) )
+            {
+                TableauRow x1Row( n - m );
+                _tableau->getTableauRow( _tableau->variableToIndex( x1 ), &x1Row );
 
-        case Equation::LE:
-            bounds.append( Tightening( auxVariable, 0.0, Tightening::LB ) );
-            break;
+                bool found = false;
+                unsigned nonBasic;
+                for ( unsigned i = 0; i < n - m; ++i )
+                {
+                    if ( !FloatUtils::isZero( x1Row._row[i]._coefficient ) && ( x1Row._row[i]._var != x2 ) )
+                    {
+                        found = true;
+                        nonBasic = x1Row._row[i]._var;
+                        break;
+                    }
+                }
 
-        case Equation::EQ:
-            bounds.append( Tightening( auxVariable, 0.0, Tightening::LB ) );
-            bounds.append( Tightening( auxVariable, 0.0, Tightening::UB ) );
-            break;
+                if ( !found )
+                    throw ReluplexError( ReluplexError::ENGINE_APPLY_SPLIT_FAILED,
+                                         "Could not find a variable to pivot with" );
 
-        default:
-            ASSERT( false );
-            break;
+                _tableau->setEnteringVariableIndex( _tableau->variableToIndex( nonBasic ) );
+                _tableau->setLeavingVariableIndex( _tableau->variableToIndex( x1 ) );
+
+                // Make sure the change column and pivot row are up-to-date - strategies
+                // such as projected steepest edge need these for their internal updates.
+                _tableau->computeChangeColumn();
+                _tableau->computePivotRow();
+
+                _activeEntryStrategy->prePivotHook( _tableau, false );
+                _tableau->performDegeneratePivot();
+                _activeEntryStrategy->prePivotHook( _tableau, false );
+            }
+
+            if ( _tableau->isBasic( x2 ) )
+            {
+                TableauRow x2Row( n - m );
+                _tableau->getTableauRow( _tableau->variableToIndex( x2 ), &x2Row );
+
+                bool found = false;
+                unsigned nonBasic;
+                for ( unsigned i = 0; i < n - m; ++i )
+                {
+                    if ( !FloatUtils::isZero( x2Row._row[i]._coefficient ) && ( x2Row._row[i]._var != x1 ) )
+                    {
+                        found = true;
+                        nonBasic = x2Row._row[i]._var;
+                        break;
+                    }
+                }
+
+                if ( !found )
+                    throw ReluplexError( ReluplexError::ENGINE_APPLY_SPLIT_FAILED,
+                                         "Could not find a variable to pivot with" );
+
+                _tableau->setEnteringVariableIndex( _tableau->variableToIndex( nonBasic ) );
+                _tableau->setLeavingVariableIndex( _tableau->variableToIndex( x2 ) );
+
+                // Make sure the change column and pivot row are up-to-date - strategies
+                // such as projected steepest edge need these for their internal updates.
+                _tableau->computeChangeColumn();
+                _tableau->computePivotRow();
+
+                _activeEntryStrategy->prePivotHook( _tableau, false );
+                _tableau->performDegeneratePivot();
+                _activeEntryStrategy->prePivotHook( _tableau, false );
+            }
+
+            // Both variables are now non-basic, so we can merge their columns
+            _tableau->mergeColumns( x1, x2 );
+        }
+        else
+        {
+            // General case: add a new equation to the tableau
+            unsigned auxVariable = _tableau->addEquation( equation );
+            _activeEntryStrategy->resizeHook( _tableau );
+
+            switch ( equation._type )
+            {
+            case Equation::GE:
+                bounds.append( Tightening( auxVariable, 0.0, Tightening::UB ) );
+                break;
+
+            case Equation::LE:
+                bounds.append( Tightening( auxVariable, 0.0, Tightening::LB ) );
+                break;
+
+            case Equation::EQ:
+                bounds.append( Tightening( auxVariable, 0.0, Tightening::LB ) );
+                bounds.append( Tightening( auxVariable, 0.0, Tightening::UB ) );
+                break;
+
+            default:
+                ASSERT( false );
+                break;
+            }
         }
     }
 

src/engine/Equation.cpp

@@ -114,6 +114,30 @@ void Equation::dump() const
     printf( "%.2lf\n", _scalar );
 }
 
+bool Equation::isVariableMergingEquation( unsigned &x1, unsigned &x2 ) const
+{
+    if ( _addends.size() != 2 )
+        return false;
+
+    if ( !FloatUtils::isZero( _scalar ) )
+        return false;
+
+    double coefficientOne = _addends.front()._coefficient;
+    double coefficientTwo = _addends.back()._coefficient;
+
+    if ( FloatUtils::isZero( coefficientOne ) || FloatUtils::isZero( coefficientTwo ) )
+        return false;
+
+    if ( FloatUtils::areEqual( coefficientOne, -coefficientTwo ) )
+    {
+        x1 = _addends.front()._variable;
+        x2 = _addends.back()._variable;
+        return true;
+    }
+
+    return false;
+}
+
 //
 // Local Variables:
 // compile-command: "make -C ../.. "

src/engine/Equation.h

@@ -52,6 +52,13 @@ class Equation
     */
     void updateVariableIndex( unsigned oldVar, unsigned newVar );
 
+    /*
+      Return true iff the variable is a "variable merging equation",
+      i.e. an equation of the form x = y. If true is returned, x1 and
+      x2 are the merged variables.
+    */
+    bool isVariableMergingEquation( unsigned &x1, unsigned &x2 ) const;
+
     List<Addend> _addends;
     double _scalar;
     EquationType _type;

src/engine/ITableau.h

@@ -168,6 +168,7 @@ class ITableau
     virtual Equation *getBasisEquation( unsigned row ) const = 0;
     virtual double *getInverseBasisMatrix() const = 0;
     virtual void refreshBasisFactorization() = 0;
+    virtual void mergeColumns( unsigned x1, unsigned x2 ) = 0;
 };
 
 #endif // __ITableau_h__

src/engine/ReluplexError.h

@@ -34,6 +34,7 @@ class ReluplexError : public Error
         CANNOT_RESTORE_TABLEAU = 12,
         FAILURE_TO_ADD_NEW_EQUATION = 13,
         RESTORATION_FAILED_TO_REFACTORIZE_BASIS = 14,
+        ENGINE_APPLY_SPLIT_FAILED = 15,
 
         DEBUGGING_ERROR = 999,
     };

src/engine/Tableau.cpp

@@ -402,10 +402,17 @@ const double *Tableau::getUpperBounds() const
 
 double Tableau::getValue( unsigned variable )
 {
+    /*
+      If this variable has been merged into another,
+      we need to be reading the other variable's value
+    */
+    if ( _mergedVariables.exists( variable ) )
+        variable = _mergedVariables[variable];
+
+    // The values of non-basics can be extracted even if the
+    // assignment is invalid
     if ( !_basicVariables.exists( variable ) )
     {
-        // The values of non-basics can be extracted even if the
-        // assignment is invalid
         unsigned index = _variableToIndex[variable];
         return _nonBasicAssignment[index];
     }
@@ -1112,6 +1119,9 @@ void Tableau::storeState( TableauState &state ) const
 
     // Store the _boundsValid indicator
     state._boundsValid = _boundsValid;
+
+    // Store the merged variables
+    state._mergedVariables = _mergedVariables;
 }
 
 void Tableau::restoreState( const TableauState &state )
@@ -1149,6 +1159,9 @@ void Tableau::restoreState( const TableauState &state )
     // Restore the _boundsValid indicator
     _boundsValid = state._boundsValid;
 
+    // Restore the merged varaibles
+    _mergedVariables = state._mergedVariables;
+
     computeAssignment();
     _costFunctionManager->initialize();
     computeCostFunction();
@@ -1911,6 +1924,8 @@ void Tableau::registerCostFunctionManager( ICostFunctionManager *costFunctionMan
 const double *Tableau::getColumnOfBasis( unsigned column ) const
 {
     ASSERT( column < _m );
+    ASSERT( !_mergedVariables.exists( _basicIndexToVariable[column] ) );
+
     unsigned variable = _basicIndexToVariable[column];
     return _A + ( variable * _m );
 }
@@ -1920,6 +1935,35 @@ void Tableau::refreshBasisFactorization()
     _basisFactorization->obtainFreshBasis();
 }
 
+void Tableau::mergeColumns( unsigned x1, unsigned x2 )
+{
+    ASSERT( !isBasic( x1 ) );
+    ASSERT( !isBasic( x2 ) );
+
+    /*
+      If x2 has tighter bounds than x1, adjust the bounds
+      for x1.
+    */
+    if ( FloatUtils::lt( _upperBounds[x2], _upperBounds[x1] ) )
+        tightenUpperBound( x1, _upperBounds[x2] );
+    if ( FloatUtils::gt( _lowerBounds[x2], _lowerBounds[x1] ) )
+        tightenLowerBound( x1, _lowerBounds[x2] );
+
+    /*
+      Merge column x2 of the constraint matrix into x1
+      and zero-out column x2
+    */
+    for ( unsigned row = 0; row < _m; ++row )
+    {
+        _A[(x1 * _m) + row] += _A[(x2 * _m) + row];
+        _A[(x2 * _m) + row] = 0.0;
+    }
+    _mergedVariables[x2] = x1;
+
+    computeAssignment();
+    computeCostFunction();
+}
+
 //
 // Local Variables:
 // compile-command: "make -C ../.. "

src/engine/Tableau.h

@@ -401,6 +401,12 @@ class Tableau : public ITableau, public IBasisFactorization::BasisColumnOracle
     */
     void refreshBasisFactorization();
 
+    /*
+      Merge two columns of the constraint matrix and re-initialize
+      the tableau.
+    */
+    void mergeColumns( unsigned x1, unsigned x2 );
+
 private:
     /*
       Variable watchers
@@ -547,6 +553,13 @@ class Tableau : public ITableau, public IBasisFactorization::BasisColumnOracle
     */
     ICostFunctionManager *_costFunctionManager;
 
+    /*
+      _mergedVariables[x] = y means that x = y, and that
+      variable x has been merged into variable y. So, when
+      extracting a solution for x, we should read the value of y.
+     */
+    Map<unsigned, unsigned> _mergedVariables;
+
     /*
       Free all allocated memory.
     */

src/engine/TableauState.h

@@ -15,6 +15,7 @@
 
 #include "IBasisFactorization.h"
 #include "ITableau.h"
+#include "Map.h"
 #include "Set.h"
 
 class TableauState
@@ -104,6 +105,13 @@ class TableauState
       Indicator whether the bounds are valid
     */
     bool _boundsValid;
+
+    /*
+      _mergedVariables[x] = y means that x = y, and that
+      variable x has been merged into variable y. So, when
+      extracting a solution for x, we should read the value of y.
+     */
+    Map<unsigned, unsigned> _mergedVariables;
 };
 
 #endif // __TableauState_h__

src/engine/tests/MockTableau.h

@@ -520,6 +520,10 @@ class MockTableau : public ITableau
     void refreshBasisFactorization()
     {
     }
+
+    void mergeColumns( unsigned /* x1 */, unsigned /* x2 */ )
+    {
+    }
 };
 
 #endif // __MockTableau_h__