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fix tight_bound and maximum_ge #56

Merged
merged 1 commit into from
Jul 19, 2020
Merged

fix tight_bound and maximum_ge #56

merged 1 commit into from
Jul 19, 2020

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vtjeng
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@vtjeng vtjeng commented Jul 19, 2020

Bugfix: In tight_bound, getobjectivebound was empirically observed not to return the correct objective bound when the objective is an affine expression with a constant term (the constant term was ignored). This could lead to correctness issues with the solver where problems that are SAT are incorrectly determined to be UNSAT because (for example) the lower or upper bounds to some ReLU input are too tight.

We believe that this is what is causing the following error message, since expect even LP solves to provide a better answer than interval arithmetic. We will increase the warning message to an error that stops optimization in the future.

Tightening via interval_arithmetic gives a better result than lp; using best bound found.

A full ticket was filed here. As a short-term fix, we fall back to bounds determined by interval arithmetic if this is the case.

Perf: In maximum_ge, we created additional continuous and binary variables even when the array we were maximizing over consisted of only a single entry. We fix this, allowing us to save on extraneous variables.

Fix tight_bound: getobjectivebound does not work as expected, so we're
defaulting to interval arithmetic for now.
Fix maximum_ge: eliminate introduction of additional variable if there
is just 1
@vtjeng vtjeng merged commit c184f78 into master Jul 19, 2020
@vtjeng vtjeng deleted the vtjeng/fix-core-ops branch July 19, 2020 17:02
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