ommx 3.0.0-beta.2

Open Mathematical prograMming eXchange (OMMX)
Documentation
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
use super::*;
use crate::{
    substitute_acyclic, substitute_one_via_acyclic, ATol, DecisionVariable, Function,
    IndicatorConstraintID, ModelingLabel, NamedFunctionID, Substitute, SubstitutionError,
    VariableID,
};
use std::collections::{BTreeMap, BTreeSet};

/// All fallible results of substituting an [`Instance`].
///
/// The root object prepares this plan without mutation, then commits only
/// table-local replacements. This keeps substitution atomic without granting
/// crate-wide access to a partially mutating `Instance` operation.
struct InstanceSubstitutionPlan {
    objective: Option<Function>,
    constraint_replacements: BTreeMap<ConstraintID, Constraint>,
    indicator_replacements: BTreeMap<IndicatorConstraintID, IndicatorConstraint>,
    named_function_replacements: BTreeMap<NamedFunctionID, NamedFunction>,
}

impl Instance {
    /// Prepare every fallible rewrite required by an acyclic substitution.
    fn plan_substitution(
        &self,
        acyclic: &crate::AcyclicAssignments,
    ) -> Result<InstanceSubstitutionPlan, crate::SubstitutionError> {
        debug_assert!(!acyclic.is_empty());
        let substituted_variables: BTreeSet<VariableID> =
            acyclic.iter().map(|(var_id, _)| *var_id).collect();

        // Structural special-constraint variables cannot be substituted. Check
        // every family while the operation is still read-only.
        for (&constraint_id, constraint) in self.indicator_constraint_collection.active() {
            if substituted_variables.contains(&constraint.indicator_variable) {
                return Err(SubstitutionError::IndicatorVariableSubstitution {
                    indicator_variable: constraint.indicator_variable,
                    constraint_id,
                });
            }
        }
        for (&constraint_id, constraint) in self.one_hot_constraint_collection.active() {
            for &variable in &constraint.variables {
                if substituted_variables.contains(&variable) {
                    return Err(SubstitutionError::OneHotVariableSubstitution {
                        variable,
                        constraint_id,
                    });
                }
            }
        }
        for (&constraint_id, constraint) in self.sos1_constraint_collection.active() {
            for &variable in &constraint.variables {
                if substituted_variables.contains(&variable) {
                    return Err(SubstitutionError::Sos1VariableSubstitution {
                        variable,
                        constraint_id,
                    });
                }
            }
        }

        let objective = if self
            .objective
            .required_ids()
            .is_disjoint(&substituted_variables)
        {
            None
        } else {
            Some(self.objective.clone().substitute_acyclic(acyclic)?)
        };

        // Removed constraints are intentionally not rewritten here; they are
        // normalized through `restore_constraint` when reactivated.
        let mut constraint_replacements = BTreeMap::new();
        for (&constraint_id, constraint) in self.constraint_collection.active() {
            if !constraint
                .required_ids()
                .is_disjoint(&substituted_variables)
            {
                let mut replacement = constraint.clone();
                replacement.stage.function =
                    replacement.stage.function.substitute_acyclic(acyclic)?;
                constraint_replacements.insert(constraint_id, replacement);
            }
        }

        let mut indicator_replacements = BTreeMap::new();
        for (&constraint_id, constraint) in self.indicator_constraint_collection.active() {
            if !constraint
                .stage
                .function
                .required_ids()
                .is_disjoint(&substituted_variables)
            {
                let mut replacement = constraint.clone();
                replacement.stage.function =
                    replacement.stage.function.substitute_acyclic(acyclic)?;
                indicator_replacements.insert(constraint_id, replacement);
            }
        }

        let mut named_function_replacements = BTreeMap::new();
        for (&id, named_function) in self.named_functions.iter() {
            if !named_function
                .function
                .required_ids()
                .is_disjoint(&substituted_variables)
            {
                named_function_replacements
                    .insert(id, named_function.clone().substitute_acyclic(acyclic)?);
            }
        }

        Ok(InstanceSubstitutionPlan {
            objective,
            constraint_replacements,
            indicator_replacements,
            named_function_replacements,
        })
    }

    /// Commit a fully validated substitution plan using table-local effects.
    fn commit_substitution(&mut self, plan: InstanceSubstitutionPlan) {
        if let Some(objective) = plan.objective {
            self.objective = objective;
        }
        self.constraint_collection
            .replace_active_rows(plan.constraint_replacements)
            .expect("replacement IDs were read from active constraints");
        self.indicator_constraint_collection
            .replace_active_rows(plan.indicator_replacements)
            .expect("replacement IDs were read from active indicator constraints");
        self.named_functions
            .replace_rows(plan.named_function_replacements)
            .expect("replacement IDs were read from named functions");
    }

    /// Apply a substitution together with prevalidated fresh decision variables.
    ///
    /// This owner-level operation is the narrow cross-module boundary used by
    /// log encoding. The substitution plan cannot be detached from this
    /// receiver and committed to another [`Instance`].
    pub(super) fn substitute_acyclic_with_fresh_decision_variables(
        &mut self,
        acyclic: &crate::AcyclicAssignments,
        fresh_variables: Vec<(VariableID, DecisionVariable, ModelingLabel)>,
        atol: ATol,
    ) -> crate::Result<()> {
        let mut fresh_ids = BTreeSet::new();
        for (id, _, _) in &fresh_variables {
            if self.decision_variables.contains_key(id) || !fresh_ids.insert(*id) {
                crate::bail!({ ?id }, "Fresh decision variable ID is already owned: {id:?}");
            }
        }
        for id in acyclic.keys() {
            if !self.decision_variables.contains_key(&id) {
                crate::bail!({ ?id }, "Substitution target is not owned by this instance: {id:?}");
            }
        }
        for id in acyclic.required_ids() {
            if !self.decision_variables.contains_key(&id) && !fresh_ids.contains(&id) {
                crate::bail!(
                    { ?id },
                    "Substitution references an unowned decision variable: {id:?}",
                );
            }
        }

        let plan = self.plan_substitution(acyclic)?;

        // This is the last fallible operation. It plans and validates the
        // dependency update before mutating the table, and clones only the
        // assignment functions affected by this substitution.
        self.decision_variable_dependency
            .substitute_acyclic_in_place_atomic(acyclic)?;

        for (id, variable, label) in fresh_variables {
            self.decision_variables
                .insert(id, variable, label, None, atol)
                .expect("fresh decision variable IDs were reserved from this instance");
        }
        self.commit_substitution(plan);
        Ok(())
    }
}

impl Substitute for Instance {
    type Output = Self;

    fn substitute_acyclic(
        mut self,
        acyclic: &crate::AcyclicAssignments,
    ) -> Result<Self::Output, crate::SubstitutionError> {
        if acyclic.is_empty() {
            return Ok(self);
        }
        let plan = self.plan_substitution(acyclic)?;
        self.decision_variable_dependency =
            std::mem::take(&mut self.decision_variable_dependency).substitute_acyclic(acyclic)?;
        self.commit_substitution(plan);
        Ok(self)
    }

    fn substitute_one(
        self,
        assigned: VariableID,
        f: &Function,
    ) -> Result<Self::Output, SubstitutionError> {
        substitute_one_via_acyclic(self, assigned, f)
    }
}

impl Substitute for ParametricInstance {
    type Output = Self;

    fn substitute_acyclic(
        mut self,
        acyclic: &crate::AcyclicAssignments,
    ) -> Result<Self::Output, crate::SubstitutionError> {
        if acyclic.is_empty() {
            return Ok(self);
        }

        let substituted_variables: std::collections::BTreeSet<VariableID> =
            acyclic.iter().map(|(var_id, _)| *var_id).collect();

        for (var_id, function) in acyclic.iter() {
            if self.parameters.contains_key(var_id) {
                return Err(SubstitutionError::ParameterSubstitution { parameter: *var_id });
            }
            if !self.decision_variables.contains_key(var_id) {
                return Err(SubstitutionError::UndefinedSubstitutionVariable { variable: *var_id });
            }
            for required_id in function.required_ids() {
                if !self.decision_variables.contains_key(&required_id)
                    && !self.parameters.contains_key(&required_id)
                {
                    return Err(SubstitutionError::UndefinedSubstitutionVariable {
                        variable: required_id,
                    });
                }
            }
        }

        let mut affected_constraint_ids = std::collections::BTreeSet::new();
        for (constraint_id, constraint) in self.constraint_collection.active() {
            let required_ids = constraint.required_ids();
            if !required_ids.is_disjoint(&substituted_variables) {
                affected_constraint_ids.insert(*constraint_id);
            }
        }

        substitute_acyclic(&mut self.objective, acyclic)?;

        let mut constraint_replacements = BTreeMap::new();
        for (&constraint_id, constraint) in self.constraint_collection.active() {
            if affected_constraint_ids.contains(&constraint_id) {
                let mut constraint = constraint.clone();
                substitute_acyclic(&mut constraint.stage.function, acyclic)?;
                constraint_replacements.insert(constraint_id, constraint);
            }
        }
        self.constraint_collection
            .replace_active_rows(constraint_replacements)
            .expect("replacement IDs were read from active constraints");

        for (&cid, ic) in self.indicator_constraint_collection.active().iter() {
            if substituted_variables.contains(&ic.indicator_variable) {
                return Err(SubstitutionError::IndicatorVariableSubstitution {
                    indicator_variable: ic.indicator_variable,
                    constraint_id: cid,
                });
            }
        }
        let mut indicator_replacements = BTreeMap::new();
        for (&constraint_id, ic) in self.indicator_constraint_collection.active() {
            let required_ids = ic.stage.function.required_ids();
            if !required_ids.is_disjoint(&substituted_variables) {
                let mut ic = ic.clone();
                substitute_acyclic(&mut ic.stage.function, acyclic)?;
                indicator_replacements.insert(constraint_id, ic);
            }
        }
        self.indicator_constraint_collection
            .replace_active_rows(indicator_replacements)
            .expect("replacement IDs were read from active indicator constraints");

        for (&cid, oh) in self.one_hot_constraint_collection.active().iter() {
            for var_id in &oh.variables {
                if substituted_variables.contains(var_id) {
                    return Err(SubstitutionError::OneHotVariableSubstitution {
                        variable: *var_id,
                        constraint_id: cid,
                    });
                }
            }
        }
        for (&cid, sos1) in self.sos1_constraint_collection.active().iter() {
            for var_id in &sos1.variables {
                if substituted_variables.contains(var_id) {
                    return Err(SubstitutionError::Sos1VariableSubstitution {
                        variable: *var_id,
                        constraint_id: cid,
                    });
                }
            }
        }

        // Apply substitution to named functions and existing dependencies.
        substitute_acyclic(&mut self.named_functions, acyclic)?;
        substitute_acyclic(&mut self.decision_variable_dependency, acyclic)?;

        Ok(self)
    }

    fn substitute_one(
        self,
        assigned: VariableID,
        f: &Function,
    ) -> Result<Self::Output, SubstitutionError> {
        substitute_one_via_acyclic(self, assigned, f)
    }
}

#[cfg(test)]
mod tests {
    use super::*;
    use crate::{coeff, constraint::Equality, linear, DecisionVariable, Evaluate, Sense};
    use std::collections::BTreeMap;

    #[test]
    fn test_instance_substitute() {
        // Create decision variables
        let mut decision_variables = BTreeMap::new();
        decision_variables.insert(VariableID::from(1), DecisionVariable::continuous());
        decision_variables.insert(VariableID::from(2), DecisionVariable::continuous());

        // Create a simple instance: minimize x1 + 2*x2, subject to x1 + x2 <= 10
        let objective = Function::from((linear!(1) + coeff!(2.0) * linear!(2)).unwrap());
        let constraint_function =
            Function::from(((linear!(1) + linear!(2)).unwrap() + coeff!(-10.0)).unwrap());

        let mut constraints = BTreeMap::new();
        let constraint = Constraint {
            equality: Equality::LessThanOrEqualToZero,
            stage: crate::constraint::CreatedData {
                function: constraint_function,
            },
        };
        constraints.insert(ConstraintID::from(1), constraint);

        let mut instance =
            Instance::new(Sense::Minimize, objective, decision_variables, constraints).unwrap();
        let named_function_id = instance
            .new_named_function(
                Function::from((linear!(1) + linear!(2)).unwrap()),
                Some("tracked".to_string()),
                vec![],
                Default::default(),
                None,
            )
            .unwrap();

        // Substitute x1 with x3 + 1
        let substitution = Function::from(linear!(3) + coeff!(1.0));
        let result = instance
            .substitute_one(VariableID::from(1), &substitution)
            .unwrap();

        // Check that the decision_variable_dependency contains the assignment x1 <- x3 + 1
        assert_eq!(result.decision_variable_dependency.len(), 1);
        assert!(result
            .decision_variable_dependency
            .get(&VariableID::from(1))
            .is_some());

        let named_function = result.named_functions().get(&named_function_id).unwrap();
        let expected_ids: std::collections::BTreeSet<_> =
            [VariableID::from(2), VariableID::from(3)]
                .into_iter()
                .collect();
        assert_eq!(named_function.required_ids(), expected_ids);
    }

    #[test]
    fn fresh_variable_substitution_rejects_unowned_rhs_atomically() {
        let id = VariableID::from(0);
        let mut instance = Instance::builder()
            .sense(Sense::Minimize)
            .objective(Function::from(linear!(0)))
            .decision_variables(BTreeMap::from([(id, DecisionVariable::continuous())]))
            .constraints(BTreeMap::new())
            .build()
            .unwrap();
        let acyclic = crate::AcyclicAssignments::new([(id, Function::from(linear!(999)))]).unwrap();
        let before = instance.clone();

        let err = instance
            .substitute_acyclic_with_fresh_decision_variables(&acyclic, Vec::new(), ATol::default())
            .unwrap_err();

        assert!(err.to_string().contains("unowned decision variable"));
        assert_eq!(instance, before);
    }

    #[test]
    fn test_parametric_instance_substitute_parameterized_rhs() {
        let mut decision_variables = BTreeMap::new();
        decision_variables.insert(VariableID::from(0), DecisionVariable::continuous());
        decision_variables.insert(VariableID::from(1), DecisionVariable::continuous());

        let parameters = ParameterTable::from_ids([VariableID::from(100)].into_iter().collect());

        let objective = Function::from(linear!(0) + linear!(100));
        let parametric = ParametricInstance::new(
            Sense::Minimize,
            objective,
            decision_variables,
            parameters,
            BTreeMap::new(),
        )
        .unwrap();

        let substituted = parametric
            .substitute_one(
                VariableID::from(0),
                &Function::from(linear!(1) + linear!(100)),
            )
            .unwrap();

        assert_eq!(substituted.decision_variable_dependency.len(), 1);
        assert!(substituted
            .decision_variable_dependency
            .get(&VariableID::from(0))
            .is_some());

        let mut parameter_values = crate::v1::Parameters::default();
        parameter_values.entries.insert(100, 2.0);
        let instance = substituted.with_parameters(parameter_values).unwrap();
        let state = crate::v1::State::from_iter([(1, 3.0)]);
        let value = instance
            .objective()
            .evaluate(&state, crate::ATol::default())
            .unwrap();
        assert_eq!(value, 7.0);
    }

    #[test]
    fn test_parametric_instance_substitute_parameter_target_fails() {
        let mut decision_variables = BTreeMap::new();
        decision_variables.insert(VariableID::from(0), DecisionVariable::continuous());

        let parameters = ParameterTable::from_ids([VariableID::from(100)].into_iter().collect());

        let parametric = ParametricInstance::new(
            Sense::Minimize,
            Function::from(linear!(0) + linear!(100)),
            decision_variables,
            parameters,
            BTreeMap::new(),
        )
        .unwrap();

        let err = parametric
            .substitute_one(VariableID::from(100), &Function::from(linear!(0)))
            .unwrap_err();
        assert!(matches!(
            err,
            SubstitutionError::ParameterSubstitution { parameter }
                if parameter == VariableID::from(100)
        ));
    }

    #[test]
    fn test_parametric_instance_substitute_undefined_rhs_fails() {
        let mut decision_variables = BTreeMap::new();
        decision_variables.insert(VariableID::from(0), DecisionVariable::continuous());

        let parametric = ParametricInstance::new(
            Sense::Minimize,
            Function::from(linear!(0)),
            decision_variables,
            ParameterTable::default(),
            BTreeMap::new(),
        )
        .unwrap();

        let err = parametric
            .substitute_one(VariableID::from(0), &Function::from(linear!(999)))
            .unwrap_err();
        assert!(matches!(
            err,
            SubstitutionError::UndefinedSubstitutionVariable { variable }
                if variable == VariableID::from(999)
        ));
    }

    #[test]
    fn test_substitute_indicator_function() {
        // Substituting a variable in the indicator's function should work
        let mut decision_variables = BTreeMap::new();
        decision_variables.insert(VariableID::from(1), DecisionVariable::continuous());
        decision_variables.insert(VariableID::from(2), DecisionVariable::continuous());
        decision_variables.insert(VariableID::from(10), DecisionVariable::binary());

        let objective = Function::from(linear!(1));

        let mut indicator_constraints = BTreeMap::new();
        indicator_constraints.insert(
            crate::IndicatorConstraintID::from(1),
            crate::IndicatorConstraint::new(
                VariableID::from(10),
                Equality::LessThanOrEqualToZero,
                Function::from(linear!(1) + coeff!(-5.0)),
            ),
        );

        let instance = Instance::builder()
            .sense(Sense::Minimize)
            .objective(objective)
            .decision_variables(decision_variables)
            .constraints(BTreeMap::new())
            .indicator_constraints(indicator_constraints)
            .build()
            .unwrap();

        // Substitute x1 = x2 + 1
        let assignments = crate::AcyclicAssignments::new(vec![(
            VariableID::from(1),
            Function::from(linear!(2) + coeff!(1.0)),
        )])
        .unwrap();

        let result = instance.substitute_acyclic(&assignments).unwrap();

        // Indicator constraint should still exist with substituted function
        assert_eq!(result.indicator_constraints().len(), 1);
    }

    #[test]
    fn test_substitute_indicator_variable_fails() {
        // Substituting the indicator variable itself should fail
        let mut decision_variables = BTreeMap::new();
        decision_variables.insert(VariableID::from(1), DecisionVariable::continuous());
        decision_variables.insert(VariableID::from(10), DecisionVariable::binary());

        let objective = Function::from(linear!(1));

        let mut indicator_constraints = BTreeMap::new();
        indicator_constraints.insert(
            crate::IndicatorConstraintID::from(1),
            crate::IndicatorConstraint::new(
                VariableID::from(10),
                Equality::LessThanOrEqualToZero,
                Function::from(linear!(1) + coeff!(-5.0)),
            ),
        );

        let instance = Instance::builder()
            .sense(Sense::Minimize)
            .objective(objective)
            .decision_variables(decision_variables)
            .constraints(BTreeMap::new())
            .indicator_constraints(indicator_constraints)
            .build()
            .unwrap();

        // Try to substitute the indicator variable x10
        let assignments = crate::AcyclicAssignments::new(vec![(
            VariableID::from(10),
            Function::from(coeff!(1.0)),
        )])
        .unwrap();

        let result = instance.substitute_acyclic(&assignments);
        assert!(result.is_err());
        assert!(matches!(
            result.unwrap_err(),
            SubstitutionError::IndicatorVariableSubstitution {
                indicator_variable,
                constraint_id,
            } if indicator_variable == VariableID::from(10)
                && constraint_id == crate::IndicatorConstraintID::from(1)
        ));
    }
}