Solving MIP efficiently problems with z3 - z3

I have a reasonably simple MILP (mixed integer linear program):
https://0bin.net/paste/B1IE5l8l#2YLLrptC-l1ml+vesA59tH3167IOCAkJoIUQWbrj/mN
which I can solve with cbc optimally on my low-end computer in about 6.75 seconds.
I have tried to convert it to a format that z3 can take, making a few simplifications along the way and have this:
https://0bin.net/paste/M5dDXNl2#-A3hnStDDZABP69+yBsCdEz818pif15r88SxD8qRwjX
but after half an hour I had to kill it without a solution.
Is there some trick I'm missing, or is z3 bad at solving these sort of MILPs?

Related

Precision of Q31 and SP for FFT ARM Cortex-M7

I would like to understand whether using fixed point Q31 is better than floating-point (single precision) for DSP applications where accuracy is important.
More details, I am currently working with ARM Cortex-M7 microcontroller and I need to perform FFT with high accuracy using CMSIS library. I understand that the SP has 24 bits for the mantissa while the Q31 has 31 bits, therefore, the precision of the Q31 should be better, but I read everywhere that for algorithms that require multiplication and so on, the floating-point representation should be used, which I do not understand why.
Thanks in advance.
Getting maximum value out of fixed point (that extra 6 or 7 bits of mantissa accuracy), as well as avoiding a ton of possible underflow and overflow problems, requires knowing precisely the bounds (min and max) of every arithmetic operation in your CMSIS algorithms for every valid set of input data.
In practice, both a complete error analysis turns out to be difficult, and the added operations needed to rescale all intermediate values to optimal ranges reduces performance so much, that only a narrower set of cases seems worth the effort, over using either IEEE signal or double, which the M7 supports in hardware, and where the floating point exponent range hides an enormous amount (but not all !!) of intermediate result numerical scaling issues.
But for some more simple DSP algorithms, sometimes analyzing and fixing the scaling isn't a problem. Hard to tell which without disassembling the numeric range of every arithmetic operation in your needed algorithm. Sometimes the work required to use integer arithmetic needs to be done because the processors available don't support floating point arithmetic well or at all.

How to leverage Z3 SMT solver for ILP problems

Problem
I'm trying to use z3 to disprove reachability assertions on a Petri net.
So I declare N state variables v0,..v_n-1 which are positive integers, one for each place of a Petri net.
My main strategy given an atomic proposition P on states is the following :
compute (with an exterior engine) any "easy" positive invariants as linear constraints on the variables, of the form alpha_0 * v_0 + ... = constant with only positive or zero alpha_i, then check_sat if any state reachable under these constraints satisfies P, if unsat conclude, else
compute (externally to z3) generalized invariants, where the alpha_i can be negative as well and check_sat, conclude if unsat, else
add one positive variable t_i per transition of the system, and assert the Petri net state equation, that any reachable state has a Parikh firing count vector (a value of t_i's) such that M0 the initial state + product of this Parikh vector by incidence matrix gives the reached state. So this one introduces many new variables, and involves some multiplication of variables, but stays a linear integer programming problem.
I separate the steps because since I want UNSAT, any check_sat that returns UNSAT stops the procedure, and the last step in particular is very costly.
I have issues with larger models, where I get prohibitively long answer times or even the dreaded "unknown" answer, particularly when adding state equation (step 3).
Background
So besides splitting the problem into incrementally harder segments I've tried setting logic to QF_LRA rather than QF_LIA, and declaring the variables as Real than integers.
This overapproximation is computationally friendly (z3 is fast on these !) but unfortunately for many models the solutions are not integers, nor is there an integer solution.
So I've tried setting Reals, but specifying that each variable is either =0 or >=1, to remove solutions with fractions of firings < 1. This does eliminate spurious solutions, but it "kills" z3 (timeout or unknown) in many cases, the problem is obviously much harder (e.g. harder than with just integers).
Examples
I don't have a small example to show, though I can produce some easily. The problem is if I go for QF_LIA it gets prohibitively slow at some number of variables. As a metric, there are many more transitions than places, so adding the state equation really ups the variable count.
This code is generating the examples I'm asking about.
This general presentation slides 5 and 6 express the problem I'm encoding precisely, and slides 7 and 8 develop the results of what "unsat" gives us, if you want more mathematical background.
I'm generating problems from the Model Checking Contest, with up to thousands of places (primary variables) and in some cases above a hundred thousand transitions. These are extremum, the middle range is a few thousand places, and maybe 20 thousand transitions that I would really like to deal with.
Reals + the greater than 1 constraint is not a good solution even for some smaller problems. Integers are slow from the get-go.
I could try Reals then iterate into Integers if I get a non integral solution, I have not tried that, though it involves pretty much killing and restarting the solver it might be a decent approach on my benchmark set.
What I'm looking for
I'm looking for some settings for Z3 that can better help it deal with the problems I'm feeding it, give it some insight.
I have some a priori idea about what could solve these problems, traditionally they've been fed to ILP solvers. So I'm hoping to trigger a simplex of some sort, but maybe there are conditions preventing z3 from using the "good" solution strategy in some cases.
I've become a decent level SMT/Z3 user, but I've never played with the fine settings of :options, to guide the solver.
Have any of you tried feeding what are basically ILP problems to SMT, and found options settings or particular encodings that help it deploy the right solutions ? thanks.

High amount of polynomials in many variables

I have something between 20 and 200 polynomials in about 100 or 200 variables. All have a similar form to this one
x(6)(1)(1)*y(1)(1)^2+x(6)(2)(1)*y(1)(1)*y(2)(1)+x(6)(2)(2)*y(2)(1)^2+x(6)(3)(1)*y(1)(1)*y(3)(1)+x(6)(3)(2)*y(2)(1)*y(3)(1)+x(6)(3)(3)*y(3)(1)^2+x(6)(4)(1)*y(1)(1)*y(4)(1)+x(6)(4)(2)*y(2)(1)*y(4)(1)+x(6)(4)(3)*y(3)(1)*y(4)(1)+x(6)(4)(4)*y(4)(1)^2+x(6)(5)(1)*y(1)(1)*y(5)(1)+x(6)(5)(2)*y(2)(1)*y(5)(1)+x(6)(5)(3)*y(3)(1)*y(5)(1)+x(6)(5)(4)*y(4)(1)*y(5)(1)+x(6)(5)(5)*y(5)(1)^2
This is from singular. The brackets are just indices for the the variables. So this a degree 3 polynomial in 20 variables or something. And all coefficients are +-1.
Can Z3 solve the following problem in a reasonable time or do I not even have to try Z3 here?
Is there a real x such that 50 such polynomials are zero and 50 are non-zero in x.
Thanks in advance
Impossible to say without trying. Z3 has a decision procedure for nonlinear-real arithmetic, so in theory; yes, it can answer these questions. But how "quick," is anybody's guess. The community would appreciate if you actually do try and report what you find out!
Now I did just try it. So the problem where only 80 polynomials have to vanish and none have to be nonzero is working really well. It takes about half an hour or so. This is most likely due to the fact that there are "simple" answers in that case, meaning lots of zeros.
But as soon as I add one polynomial and require it to be nonzero it becomes much worse. After 1 day there is still no result. But since I do not know if there even is a positive answer, Z3 probably has to try everything, so this was to be expected I think.
One more question: Assuming there is no answer to the problem, meaning Z3 is eventually outputting "non-sat". Is there any way Z3 can output any kind of progress during its search, so I am able to at least have some kind of worst case time?

Complex interpolation on an FPGA

I have a problem in that I need to implement an algorithm on an FPGA that requires a large array of data that is too large to fit into block or distributed memory. The array contains complex fixed-point values, and it turns out that I can do a good job by reducing the total number of stored values through decimation and then linearly interpolating the interim values on demand.
Though I have DSP blocks (and so fixed-point hardware multipliers) which could be used trivially for real and imaginary part interpolation, I actually want to do the interpolation on the amplitude and angle (of the polar form of the complex number) and then convert the result to real-imaginary form. The data can be stored in polar form if it improves things.
I think my question boils down to this: How should I quickly convert between polar complex numbers and real-imaginary complex numbers (and back again) on an FPGA (noting availability of DSP hardware)? The solution need not be exact, just close, but be speed optimised. Alternatively, better strategies are gladly received!
edit: I know about cordic techniques, so this would be how I would do it in the absence of a better idea. Are there refinements specific to this problem I could invoke?
Another edit: Following from #mbschenkel's question, and some more thinking on my part, I wanted to know if there were any known tricks specific to the problem of polar interpolation.
In my case, the dominant variation between samples is a phase rotation, with a slowly varying amplitude. Since the sampling grid is known ahead of time and is regular, one trick could be to precompute some complex interpolation factors. So, for two complex values a and b, if we wish to find (N-1) intermediate equally spaced values, we can precompute the factor
scale = (abs(b)/abs(a))**(1/N)*exp(1j*(angle(b)-angle(a)))/N)
and then find each intermediate value iteratively as val[n] = scale * val[n-1] where val[0] = a.
This works well for me as I need the samples in order and I compute them all. For small variations in amplitude (i.e. abs(b)/abs(a) ~= 1) and 0 < n < N, (abs(b)/abs(a))**(n/N) is approximately linear (though linear is not necessarily better).
The above is all very good, but still results in a complex multiplication. Are there other options for approximating this? I'm interested in resource and speed constraints, not accuracy. I know I can do the rotation with CORDIC, but still need a pair of multiplications for the scaling, so I'm adding lots of complexity and resource usage for potentially limited results. I don't really have a feel for the convergence of CORDIC, so perhaps I just truncate early, or use lots of resources to converge quickly.

Does variables with large integer values affect the performance of SMT?

I am wondering whether large integer values have impact on the performance of SMT. Sometimes I need to work with large values. Mostly I do arithmetic operations (mainly addition and multiplication) on them (i.e., different integer terms) and need to compare the resultant value with constraints (i.e., some other integer term).
Large integers and/or rationals in the input problem is not a definitive indicator of hardness.
Z3 may generate large numbers internally even when the input contains only small numbers.
I have observed many examples where Z3 spends a lot of time processing large rational numbers.
A lot of time is spent computing the GCD of the numerator and denominator.
Each GCD computation takes a relatively small amount of time, but on hard problems Z3 will perform millions of them.
Note that, Z3 uses rational numbers for solving pure integer problems, because it uses a Simplex-based algorithm for solving linear arithmetic.
If you post your example, I can give you a more precise answer.

Resources