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bop_ls.h
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bop_ls.h
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// Copyright 2010-2018 Google LLC
// Licensed under the Apache License, Version 2.0 (the "License");
// you may not use this file except in compliance with the License.
// You may obtain a copy of the License at
//
// http://www.apache.org/licenses/LICENSE-2.0
//
// Unless required by applicable law or agreed to in writing, software
// distributed under the License is distributed on an "AS IS" BASIS,
// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
// See the License for the specific language governing permissions and
// limitations under the License.
// This file defines the needed classes to efficiently perform Local Search in
// Bop.
// Local Search is a technique used to locally improve an existing solution by
// flipping a limited number of variables. To be successful the produced
// solution has to satisfy all constraints of the problem and improve the
// objective cost.
//
// The class BopLocalSearchOptimizer is the only public interface for Local
// Search in Bop. For unit-testing purposes this file also contains the four
// internal classes AssignmentAndConstraintFeasibilityMaintainer,
// OneFlipConstraintRepairer, SatWrapper and LocalSearchAssignmentIterator.
// They are implementation details and should not be used outside of bop_ls.
#ifndef OR_TOOLS_BOP_BOP_LS_H_
#define OR_TOOLS_BOP_BOP_LS_H_
#include <array>
#include "absl/container/flat_hash_map.h"
#include "absl/container/flat_hash_set.h"
#include "absl/random/random.h"
#include "ortools/base/hash.h"
#include "ortools/base/random.h"
#include "ortools/bop/bop_base.h"
#include "ortools/bop/bop_solution.h"
#include "ortools/bop/bop_types.h"
#include "ortools/sat/boolean_problem.pb.h"
#include "ortools/sat/sat_solver.h"
namespace operations_research {
namespace bop {
// This class is used to ease the connection with the SAT solver.
//
// TODO(user): remove? the meat of the logic is used in just one place, so I am
// not sure having this extra layer improve the readability.
class SatWrapper {
public:
explicit SatWrapper(sat::SatSolver* sat_solver);
// Returns the current state of the solver propagation trail.
std::vector<sat::Literal> FullSatTrail() const;
// Returns true if the problem is UNSAT.
// Note that an UNSAT problem might not be marked as UNSAT at first because
// the SAT solver is not able to prove it; After some decisions / learned
// conflicts, the SAT solver might be able to prove UNSAT and so this will
// return true.
bool IsModelUnsat() const { return sat_solver_->IsModelUnsat(); }
// Return the current solver VariablesAssignment.
const sat::VariablesAssignment& SatAssignment() const {
return sat_solver_->Assignment();
}
// Applies the decision that makes the given literal true and returns the
// number of decisions to backtrack due to conflicts if any.
// Two cases:
// - No conflicts: Returns 0 and fills the propagated_literals with the
// literals that have been propagated due to the decision including the
// the decision itself.
// - Conflicts: Returns the number of decisions to backtrack (the current
// decision included, i.e. returned value > 0) and fills the
// propagated_literals with the literals that the conflicts propagated.
// Note that the decision variable should not be already assigned in SAT.
int ApplyDecision(sat::Literal decision_literal,
std::vector<sat::Literal>* propagated_literals);
// Backtracks the last decision if any.
void BacktrackOneLevel();
// Bactracks all the decisions.
void BacktrackAll();
// Extracts any new information learned during the search.
void ExtractLearnedInfo(LearnedInfo* info);
// Returns a deterministic number that should be correlated with the time
// spent in the SAT wrapper. The order of magnitude should be close to the
// time in seconds.
double deterministic_time() const;
private:
sat::SatSolver* sat_solver_;
DISALLOW_COPY_AND_ASSIGN(SatWrapper);
};
// Forward declaration.
class LocalSearchAssignmentIterator;
// This class defines a Local Search optimizer. The goal is to find a new
// solution with a better cost than the given solution by iterating on all
// assignments that can be reached in max_num_decisions decisions or less.
// The bop parameter max_number_of_explored_assignments_per_try_in_ls can be
// used to specify the number of new assignments to iterate on each time the
// method Optimize() is called. Limiting that parameter allows to reduce the
// time spent in the Optimize() method at once, and still explore all the
// reachable assignments (if Optimize() is called enough times).
// Note that due to propagation, the number of variables with a different value
// in the new solution can be greater than max_num_decisions.
class LocalSearchOptimizer : public BopOptimizerBase {
public:
LocalSearchOptimizer(const std::string& name, int max_num_decisions,
sat::SatSolver* sat_propagator);
~LocalSearchOptimizer() override;
private:
bool ShouldBeRun(const ProblemState& problem_state) const override;
Status Optimize(const BopParameters& parameters,
const ProblemState& problem_state, LearnedInfo* learned_info,
TimeLimit* time_limit) override;
int64 state_update_stamp_;
// Maximum number of decisions the Local Search can take.
// Note that there is no limit on the number of changed variables due to
// propagation.
const int max_num_decisions_;
// A wrapper around the given sat_propagator.
SatWrapper sat_wrapper_;
// Iterator on all reachable assignments.
// Note that this iterator is only reset when Synchronize() is called, i.e.
// the iterator continues its iteration of the next assignments each time
// Optimize() is called until everything is explored or a solution is found.
std::unique_ptr<LocalSearchAssignmentIterator> assignment_iterator_;
};
//------------------------------------------------------------------------------
// Implementation details. The declarations of those utility classes are in
// the .h for testing reasons.
//------------------------------------------------------------------------------
// Maintains some information on a sparse set of integers in [0, n). More
// specifically this class:
// - Allows to dynamically add/remove element from the set.
// - Has a backtracking support.
// - Maintains the number of elements in the set.
// - Maintains a superset of the elements of the set that contains all the
// modified elements.
template <typename IntType>
class BacktrackableIntegerSet {
public:
BacktrackableIntegerSet() {}
// Prepares the class for integers in [0, n) and initializes the set to the
// empty one. Note that this run in O(n). Once resized, it is better to call
// BacktrackAll() instead of this to clear the set.
void ClearAndResize(IntType n);
// Changes the state of the given integer i to be either inside or outside the
// set. Important: this should only be called with the opposite state of the
// current one, otherwise size() will not be correct.
void ChangeState(IntType i, bool should_be_inside);
// Returns the current number of elements in the set.
// Note that this is not its maximum size n.
int size() const { return size_; }
// Returns a superset of the current set of integers.
const std::vector<IntType>& Superset() const { return stack_; }
// BacktrackOneLevel() backtracks to the state the class was in when the
// last AddBacktrackingLevel() was called. BacktrackAll() just restore the
// class to its state just after the last ClearAndResize().
void AddBacktrackingLevel();
void BacktrackOneLevel();
void BacktrackAll();
private:
int size_;
// Contains the elements whose status has been changed at least once.
std::vector<IntType> stack_;
std::vector<bool> in_stack_;
// Used for backtracking. Contains the size_ and the stack_.size() at the time
// of each call to AddBacktrackingLevel() that is not yet backtracked over.
std::vector<int> saved_sizes_;
std::vector<int> saved_stack_sizes_;
};
// A simple and efficient class to hash a given set of integers in [0, n).
// It uses O(n) memory and produces a good hash (random linear function).
template <typename IntType>
class NonOrderedSetHasher {
public:
NonOrderedSetHasher() : random_("Random seed") {}
// Initializes the NonOrderedSetHasher to hash sets of integer in [0, n).
void Initialize(int size) {
hashes_.resize(size);
for (IntType i(0); i < size; ++i) {
hashes_[i] = random_.Rand64();
}
}
// Ignores the given set element in all subsequent hash computation. Note that
// this will be reset by the next call to Initialize().
void IgnoreElement(IntType e) { hashes_[e] = 0; }
// Returns the hash of the given set. The hash is independent of the set
// order, but there must be no duplicate element in the set. This uses a
// simple random linear function which has really good hashing properties.
uint64 Hash(const std::vector<IntType>& set) const {
uint64 hash = 0;
for (const IntType i : set) hash ^= hashes_[i];
return hash;
}
// The hash of a set is simply the XOR of all its elements. This allows
// to compute an hash incrementally or without the need of a vector<>.
uint64 Hash(IntType e) const { return hashes_[e]; }
// Returns true if Initialize() has been called with a non-zero size.
bool IsInitialized() const { return !hashes_.empty(); }
private:
MTRandom random_;
gtl::ITIVector<IntType, uint64> hashes_;
};
// This class is used to incrementally maintain an assignment and the
// feasibility of the constraints of a given LinearBooleanProblem.
//
// The current assignment is initialized using a feasible reference solution,
// i.e. the reference solution satisfies all the constraints of the problem.
// The current assignment is updated using the Assign() method.
//
// Note that the current assignment is not a solution in the sense that it
// might not be feasible, ie. violates some constraints.
//
// The assignment can be accessed at any time using Assignment().
// The set of infeasible constraints can be accessed at any time using
// PossiblyInfeasibleConstraints().
//
// Note that this class is reversible, i.e. it is possible to backtrack to
// previously added backtracking levels.
// levels. Consider for instance variable a, b, c, and d.
// Method called Assigned after method call
// 1- Assign({a, b}) a b
// 2- AddBacktrackingLevel() a b |
// 3- Assign({c}) a b | c
// 4- Assign({d}) a b | c d
// 5- BacktrackOneLevel() a b
// 6- Assign({c}) a b c
// 7- BacktrackOneLevel()
class AssignmentAndConstraintFeasibilityMaintainer {
public:
// Note that the constraint indices used in this class are not the same as
// the one used in the given LinearBooleanProblem here.
explicit AssignmentAndConstraintFeasibilityMaintainer(
const sat::LinearBooleanProblem& problem);
// When we construct the problem, we treat the objective as one constraint.
// This is the index of this special "objective" constraint.
static const ConstraintIndex kObjectiveConstraint;
// Sets a new reference solution and reverts all internal structures to their
// initial state. Note that the reference solution has to be feasible.
void SetReferenceSolution(const BopSolution& reference_solution);
// Behaves exactly like SetReferenceSolution() where the passed reference
// is the current assignment held by this class. Note that the current
// assignment must be feasible (i.e. IsFeasible() is true).
void UseCurrentStateAsReference();
// Assigns all literals. That updates the assignment, the constraint values,
// and the infeasible constraints.
// Note that the assignment of those literals can be reverted thanks to
// AddBacktrackingLevel() and BacktrackOneLevel().
// Note that a variable can't be assigned twice, even for the same literal.
void Assign(const std::vector<sat::Literal>& literals);
// Adds a new backtracking level to specify the state that will be restored
// by BacktrackOneLevel().
// See the example in the class comment.
void AddBacktrackingLevel();
// Backtracks internal structures to the previous level defined by
// AddBacktrackingLevel(). As a consequence the state will be exactly as
// before the previous call to AddBacktrackingLevel().
// Note that backtracking the initial state has no effect.
void BacktrackOneLevel();
void BacktrackAll();
// This returns the list of literal that appear in exactly all the current
// infeasible constraints (ignoring the objective) and correspond to a flip in
// a good direction for all the infeasible constraint. Performing this flip
// may repair the problem without any propagations.
//
// Important: The returned reference is only valid until the next
// PotentialOneFlipRepairs() call.
const std::vector<sat::Literal>& PotentialOneFlipRepairs();
// Returns true if there is no infeasible constraint in the current state.
bool IsFeasible() const { return infeasible_constraint_set_.size() == 0; }
// Returns the *exact* number of infeasible constraints.
// Note that PossiblyInfeasibleConstraints() will potentially return a larger
// number of constraints.
int NumInfeasibleConstraints() const {
return infeasible_constraint_set_.size();
}
// Returns a superset of all the infeasible constraints in the current state.
const std::vector<ConstraintIndex>& PossiblyInfeasibleConstraints() const {
return infeasible_constraint_set_.Superset();
}
// Returns the number of constraints of the problem, objective included,
// i.e. the number of constraint in the problem + 1.
size_t NumConstraints() const { return constraint_lower_bounds_.size(); }
// Returns the value of the var in the assignment.
// As the assignment is initialized with the reference solution, if the
// variable has not been assigned through Assign(), the returned value is
// the value of the variable in the reference solution.
bool Assignment(VariableIndex var) const { return assignment_.Value(var); }
// Returns the current assignment.
const BopSolution& reference() const { return reference_; }
// Returns the lower bound of the constraint.
int64 ConstraintLowerBound(ConstraintIndex constraint) const {
return constraint_lower_bounds_[constraint];
}
// Returns the upper bound of the constraint.
int64 ConstraintUpperBound(ConstraintIndex constraint) const {
return constraint_upper_bounds_[constraint];
}
// Returns the value of the constraint. The value is computed using the
// variable values in the assignment. Note that a constraint is feasible iff
// its value is between its two bounds (inclusive).
int64 ConstraintValue(ConstraintIndex constraint) const {
return constraint_values_[constraint];
}
// Returns true if the given constraint is currently feasible.
bool ConstraintIsFeasible(ConstraintIndex constraint) const {
const int64 value = ConstraintValue(constraint);
return value >= ConstraintLowerBound(constraint) &&
value <= ConstraintUpperBound(constraint);
}
std::string DebugString() const;
private:
// This is lazily called by PotentialOneFlipRepairs() once.
void InitializeConstraintSetHasher();
// This is used by PotentialOneFlipRepairs(). It encodes a ConstraintIndex
// together with a "repair" direction depending on the bound that make a
// constraint infeasible. An "up" direction means that the constraint activity
// is lower than the lower bound and we need to make the activity move up to
// fix the infeasibility.
DEFINE_INT_TYPE(ConstraintIndexWithDirection, int32);
ConstraintIndexWithDirection FromConstraintIndex(ConstraintIndex index,
bool up) const {
return ConstraintIndexWithDirection(2 * index.value() + (up ? 1 : 0));
}
// Over constrains the objective cost by the given delta. This should only be
// called on a feasible reference solution and a fully backtracked state.
void MakeObjectiveConstraintInfeasible(int delta);
// Local structure to represent the sparse matrix by variable used for fast
// update of the contraint values.
struct ConstraintEntry {
ConstraintEntry(ConstraintIndex c, int64 w) : constraint(c), weight(w) {}
ConstraintIndex constraint;
int64 weight;
};
gtl::ITIVector<VariableIndex, gtl::ITIVector<EntryIndex, ConstraintEntry>>
by_variable_matrix_;
gtl::ITIVector<ConstraintIndex, int64> constraint_lower_bounds_;
gtl::ITIVector<ConstraintIndex, int64> constraint_upper_bounds_;
BopSolution assignment_;
BopSolution reference_;
gtl::ITIVector<ConstraintIndex, int64> constraint_values_;
BacktrackableIntegerSet<ConstraintIndex> infeasible_constraint_set_;
// This contains the list of variable flipped in assignment_.
// flipped_var_trail_backtrack_levels_[i-1] is the index in flipped_var_trail_
// of the first variable flipped after the i-th AddBacktrackingLevel() call.
std::vector<int> flipped_var_trail_backtrack_levels_;
std::vector<VariableIndex> flipped_var_trail_;
// Members used by PotentialOneFlipRepairs().
std::vector<sat::Literal> tmp_potential_repairs_;
NonOrderedSetHasher<ConstraintIndexWithDirection> constraint_set_hasher_;
absl::flat_hash_map<uint64, std::vector<sat::Literal>>
hash_to_potential_repairs_;
DISALLOW_COPY_AND_ASSIGN(AssignmentAndConstraintFeasibilityMaintainer);
};
// This class is an utility class used to select which infeasible constraint to
// repair and identify one variable to flip to actually repair the constraint.
// A constraint 'lb <= sum_i(w_i * x_i) <= ub', with 'lb' the lower bound,
// 'ub' the upper bound, 'w_i' the weight of the i-th term and 'x_i' the
// boolean variable appearing in the i-th term, is infeasible for a given
// assignment iff its value 'sum_i(w_i * x_i)' is outside of the bounds.
// Repairing-a-constraint-in-one-flip means making the constraint feasible by
// just flipping the value of one unassigned variable of the current assignment
// from the AssignmentAndConstraintFeasibilityMaintainer.
// For performance reasons, the pairs weight / variable (w_i, x_i) are stored
// in a sparse manner as a vector of terms (w_i, x_i). In the following the
// TermIndex term_index refers to the position of the term in the vector.
class OneFlipConstraintRepairer {
public:
// Note that the constraint indices used in this class follow the same
// convention as the one used in the
// AssignmentAndConstraintFeasibilityMaintainer.
//
// TODO(user): maybe merge the two classes? maintaining this implicit indices
// convention between the two classes sounds like a bad idea.
OneFlipConstraintRepairer(
const sat::LinearBooleanProblem& problem,
const AssignmentAndConstraintFeasibilityMaintainer& maintainer,
const sat::VariablesAssignment& sat_assignment);
static const ConstraintIndex kInvalidConstraint;
static const TermIndex kInitTerm;
static const TermIndex kInvalidTerm;
// Returns the index of a constraint to repair. This will always return the
// index of a constraint that can be repaired in one flip if there is one.
// Note however that if there is only one possible candidate, it will be
// returned without checking that it can indeed be repaired in one flip.
// This is because the later check can be expensive, and is not needed in our
// context.
ConstraintIndex ConstraintToRepair() const;
// Returns the index of the next term which repairs the constraint when the
// value of its variable is flipped. This method explores terms with an
// index strictly greater than start_term_index and then terms with an index
// smaller than or equal to init_term_index if any.
// Returns kInvalidTerm when no reparing terms are found.
//
// Note that if init_term_index == start_term_index, then all the terms will
// be explored. Both TermIndex arguments can take values in [-1, constraint
// size).
TermIndex NextRepairingTerm(ConstraintIndex ct_index,
TermIndex init_term_index,
TermIndex start_term_index) const;
// Returns true if the constraint is infeasible and if flipping the variable
// at the given index will repair it.
bool RepairIsValid(ConstraintIndex ct_index, TermIndex term_index) const;
// Returns the literal formed by the variable at the given constraint term and
// assigned to the opposite value of this variable in the current assignment.
sat::Literal GetFlip(ConstraintIndex ct_index, TermIndex term_index) const;
// Local structure to represent the sparse matrix by constraint used for fast
// lookups.
struct ConstraintTerm {
ConstraintTerm(VariableIndex v, int64 w) : var(v), weight(w) {}
VariableIndex var;
int64 weight;
};
private:
// Sorts the terms of each constraints in the by_constraint_matrix_ to iterate
// on most promising variables first.
void SortTermsOfEachConstraints(int num_variables);
gtl::ITIVector<ConstraintIndex, gtl::ITIVector<TermIndex, ConstraintTerm>>
by_constraint_matrix_;
const AssignmentAndConstraintFeasibilityMaintainer& maintainer_;
const sat::VariablesAssignment& sat_assignment_;
DISALLOW_COPY_AND_ASSIGN(OneFlipConstraintRepairer);
};
// This class is used to iterate on all assignments that can be obtained by
// deliberately flipping 'n' variables from the reference solution, 'n' being
// smaller than or equal to max_num_decisions.
// Note that one deliberate variable flip may lead to many other flips due to
// constraint propagation, those additional flips are not counted in 'n'.
class LocalSearchAssignmentIterator {
public:
LocalSearchAssignmentIterator(const ProblemState& problem_state,
int max_num_decisions,
int max_num_broken_constraints,
SatWrapper* sat_wrapper);
~LocalSearchAssignmentIterator();
// Parameters of the LS algorithm.
void UseTranspositionTable(bool v) { use_transposition_table_ = v; }
void UsePotentialOneFlipRepairs(bool v) {
use_potential_one_flip_repairs_ = v;
}
// Synchronizes the iterator with the problem state, e.g. set fixed variables,
// set the reference solution. Call this only when a new solution has been
// found. This will restart the LS.
void Synchronize(const ProblemState& problem_state);
// Synchronize the SatWrapper with our current search state. This needs to be
// called before calls to NextAssignment() if the underlying SatWrapper was
// used by someone else than this class.
void SynchronizeSatWrapper();
// Move to the next assignment. Returns false when the search is finished.
bool NextAssignment();
// Returns the last feasible assignment.
const BopSolution& LastReferenceAssignment() const {
return maintainer_.reference();
}
// Returns true if the current assignment has a better solution than the one
// passed to the last Synchronize() call.
bool BetterSolutionHasBeenFound() const {
return better_solution_has_been_found_;
}
// Returns a deterministic number that should be correlated with the time
// spent in the iterator. The order of magnitude should be close to the time
// in seconds.
double deterministic_time() const;
std::string DebugString() const;
private:
// This is called when a better solution has been found to restore the search
// to the new "root" node.
void UseCurrentStateAsReference();
// See transposition_table_ below.
static constexpr size_t kStoredMaxDecisions = 4;
// Internal structure used to represent a node of the search tree during local
// search.
struct SearchNode {
SearchNode()
: constraint(OneFlipConstraintRepairer::kInvalidConstraint),
term_index(OneFlipConstraintRepairer::kInvalidTerm) {}
SearchNode(ConstraintIndex c, TermIndex t) : constraint(c), term_index(t) {}
ConstraintIndex constraint;
TermIndex term_index;
};
// Applies the decision. Automatically backtracks when SAT detects conflicts.
void ApplyDecision(sat::Literal literal);
// Adds one more decision to repair infeasible constraints.
// Returns true in case of success.
bool GoDeeper();
// Backtracks and moves to the next decision in the search tree.
void Backtrack();
// Looks if the current decisions (in search_nodes_) plus the new one (given
// by l) lead to a position already present in transposition_table_.
bool NewStateIsInTranspositionTable(sat::Literal l);
// Inserts the current set of decisions in transposition_table_.
void InsertInTranspositionTable();
// Initializes the given array with the current decisions in search_nodes_ and
// by filling the other positions with 0.
void InitializeTranspositionTableKey(
std::array<int32, kStoredMaxDecisions>* a);
// Looks for the next repairing term in the given constraints while skipping
// the position already present in transposition_table_. A given TermIndex of
// -1 means that this is the first time we explore this constraint.
bool EnqueueNextRepairingTermIfAny(ConstraintIndex ct_to_repair,
TermIndex index);
const int max_num_decisions_;
const int max_num_broken_constraints_;
bool better_solution_has_been_found_;
AssignmentAndConstraintFeasibilityMaintainer maintainer_;
SatWrapper* const sat_wrapper_;
OneFlipConstraintRepairer repairer_;
std::vector<SearchNode> search_nodes_;
gtl::ITIVector<ConstraintIndex, TermIndex> initial_term_index_;
// Temporary vector used by ApplyDecision().
std::vector<sat::Literal> tmp_propagated_literals_;
// For each set of explored decisions, we store it in this table so that we
// don't explore decisions (a, b) and later (b, a) for instance. The decisions
// are converted to int32, sorted and padded with 0 before beeing inserted
// here.
//
// TODO(user): We may still miss some equivalent states because it is possible
// that completely differents decisions lead to exactly the same state.
// However this is more time consuming to detect because we must apply the
// last decision first before trying to compare the states.
//
// TODO(user): Currently, we only store kStoredMaxDecisions or less decisions.
// Ideally, this should be related to the maximum number of decision in the
// LS, but that requires templating the whole LS optimizer.
bool use_transposition_table_;
absl::flat_hash_set<std::array<int32, kStoredMaxDecisions>>
transposition_table_;
bool use_potential_one_flip_repairs_;
// The number of explored nodes.
int64 num_nodes_;
// The number of skipped nodes thanks to the transposition table.
int64 num_skipped_nodes_;
// The overall number of better solution found. And the ones found by the
// use_potential_one_flip_repairs_ heuristic.
int64 num_improvements_;
int64 num_improvements_by_one_flip_repairs_;
int64 num_inspected_one_flip_repairs_;
DISALLOW_COPY_AND_ASSIGN(LocalSearchAssignmentIterator);
};
} // namespace bop
} // namespace operations_research
#endif // OR_TOOLS_BOP_BOP_LS_H_