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oximo_solver/
incremental.rs

1use std::hash::Hasher;
2
3use oximo_core::{Model, ModelKind, ObjectiveSense, Variable};
4use oximo_expr::{ExprArena, VarId, extract_linear};
5use rustc_hash::FxHasher;
6
7use crate::status::SolverError;
8
9/// Column-aligned snapshot of the quantities a persistent backend can push to a
10/// resident model without rebuilding it (objective linear coefficients, the
11/// objective constant, and variable bounds) plus a structural `fingerprint` of
12/// everything it cannot push.
13///
14/// Two snapshots of the same model whose `fingerprint`s match differ only in
15/// pushable quantities, so a backend may update those in place and warm-start. A
16/// fingerprint mismatch means the structure changed and the model must be rebuilt.
17/// All vectors are indexed in [`Model::variables`] (column) order.
18///
19/// This is solver-agnostic, each backend's persistent handle computes a baseline
20/// snapshot when it (re)builds and a fresh one on each re-solve, pushes the diffs
21/// its API supports, and rebuilds on a fingerprint mismatch.
22#[derive(Clone, Debug, PartialEq)]
23pub struct Snapshot {
24    /// Objective linear coefficient per variable, in column order.
25    pub obj_costs: Vec<f64>,
26    /// Constant term of the (linear) objective.
27    pub obj_constant: f64,
28    /// Lower bound per variable, in column order.
29    pub lb: Vec<f64>,
30    /// Upper bound per variable, in column order.
31    pub ub: Vec<f64>,
32    /// Hash of the structural parts that the fast path cannot push.
33    pub fingerprint: u64,
34}
35
36/// Compute the incremental [`Snapshot`] of a linear model (`LP`/`MILP`).
37///
38/// The objective and every constraint must be linear, the snapshot is the basis
39/// for a persistent backend's warm re-solve fast path and is only meaningful for
40/// linear models (a quadratic/nonlinear model always rebuilds).
41///
42/// # Errors
43///
44/// Returns [`SolverError::Nonlinear`] if the objective or any constraint is not
45/// linear, or [`SolverError::UnsupportedKind`] if the model is a second-order
46/// cone program (explicit [`oximo_core::SocConstraint`]s or SOC-shaped
47/// quadratic constraints detected by [`Model::kind`]).
48pub fn snapshot(model: &Model) -> Result<Snapshot, SolverError> {
49    model.ensure_objective_declared().map_err(SolverError::Core)?;
50    let kind = model.kind();
51    if model.num_soc_constraints() > 0 || matches!(kind, ModelKind::SOCP | ModelKind::MISOCP) {
52        return Err(SolverError::UnsupportedKind(kind));
53    }
54    let arena = model.arena();
55    let vars = model.variables();
56    let constraints = model.constraints();
57
58    let objective = model.objective();
59    let obj = objective.as_ref();
60    let sense = obj.map_or(ObjectiveSense::Minimize, |o| o.sense);
61    let (obj_by_id, obj_constant) = match obj {
62        Some(o) => {
63            let lin = extract_linear(&arena, o.expr).ok_or(SolverError::Nonlinear)?;
64            let mut by_id = vec![0.0; vars.len()];
65            for (v, c) in &lin.coeffs {
66                by_id[v.index()] = *c;
67            }
68            (by_id, lin.constant)
69        }
70        None => (vec![0.0; vars.len()], 0.0),
71    };
72
73    let mut obj_costs = Vec::with_capacity(vars.len());
74    let mut lb = Vec::with_capacity(vars.len());
75    let mut ub = Vec::with_capacity(vars.len());
76    let mut hasher = FxHasher::default();
77    hash_header(&mut hasher, &vars, sense);
78    for v in vars.iter() {
79        obj_costs.push(obj_by_id[v.id.index()]);
80        lb.push(v.lb);
81        ub.push(v.ub);
82    }
83
84    let arena_ref: &ExprArena = &arena;
85    for c in constraints.iter() {
86        let t = extract_linear(arena_ref, c.lhs).ok_or(SolverError::Nonlinear)?;
87        hash_row(&mut hasher, c.lower - t.constant, c.upper - t.constant, &t.coeffs);
88    }
89
90    Ok(Snapshot { obj_costs, obj_constant, lb, ub, fingerprint: hasher.finish() })
91}
92
93/// Hash the parts that decide column count, integrality, and objective sense.
94fn hash_header(h: &mut FxHasher, vars: &[Variable], sense: ObjectiveSense) {
95    h.write_usize(vars.len());
96    h.write_u8(match sense {
97        ObjectiveSense::Minimize => 0,
98        ObjectiveSense::Maximize => 1,
99    });
100    for v in vars {
101        h.write_u8(u8::from(v.domain.is_integer()));
102    }
103}
104
105/// Hash one constraint row: its (constant-folded) bounds and its `(column, coeff)`
106/// terms, sorted so the hash is independent of extraction order.
107fn hash_row(h: &mut FxHasher, lower: f64, upper: f64, coeffs: &[(VarId, f64)]) {
108    h.write_u64(lower.to_bits());
109    h.write_u64(upper.to_bits());
110    let mut terms: Vec<(usize, u64)> =
111        coeffs.iter().map(|(v, c)| (v.index(), c.to_bits())).collect();
112    terms.sort_unstable();
113    for (vi, cb) in terms {
114        h.write_usize(vi);
115        h.write_u64(cb);
116    }
117}
118
119#[cfg(test)]
120mod tests {
121    use oximo_core::prelude::*;
122
123    use super::snapshot;
124
125    #[test]
126    fn objective_coeff_change_keeps_fingerprint() {
127        let m = Model::new("t");
128        param!(m, p = 1.0);
129        variable!(m, x >= 0.0);
130        variable!(m, y >= 0.0);
131        constraint!(m, c, x + y <= 10.0);
132        objective!(m, Max, p * x + 2.0 * y);
133
134        let s1 = snapshot(&m).unwrap();
135        p.set_param_value(5.0);
136        let s2 = snapshot(&m).unwrap();
137        assert_eq!(s1.fingerprint, s2.fingerprint, "structure unchanged");
138        assert_ne!(s1.obj_costs, s2.obj_costs, "coefficient moved");
139    }
140
141    #[test]
142    fn bound_change_keeps_fingerprint() {
143        let m = Model::new("t");
144        variable!(m, x >= 0.0);
145        constraint!(m, c, x <= 10.0);
146        objective!(m, Max, x);
147
148        let s1 = snapshot(&m).unwrap();
149        m.fix(x, 3.0);
150        let s2 = snapshot(&m).unwrap();
151        assert_eq!(s1.fingerprint, s2.fingerprint, "structure unchanged");
152        assert_ne!(s1.ub, s2.ub, "bound moved");
153    }
154
155    #[test]
156    fn constraint_rhs_change_breaks_fingerprint() {
157        let m = Model::new("t");
158        param!(m, cap = 10.0);
159        variable!(m, x >= 0.0);
160        constraint!(m, c, x <= cap);
161        objective!(m, Max, x);
162
163        let s1 = snapshot(&m).unwrap();
164        cap.set_param_value(20.0);
165        let s2 = snapshot(&m).unwrap();
166        assert_ne!(s1.fingerprint, s2.fingerprint, "row bound changed");
167    }
168
169    #[test]
170    fn constraint_coeff_change_breaks_fingerprint() {
171        let m = Model::new("t");
172        param!(m, a = 1.0);
173        variable!(m, x >= 0.0);
174        variable!(m, y >= 0.0);
175        constraint!(m, c, a * x + y <= 10.0);
176        objective!(m, Max, x + y);
177
178        let s1 = snapshot(&m).unwrap();
179        a.set_param_value(3.0);
180        let s2 = snapshot(&m).unwrap();
181        assert_ne!(s1.fingerprint, s2.fingerprint, "matrix coefficient changed");
182    }
183
184    #[test]
185    fn nonlinear_objective_is_rejected() {
186        let m = Model::new("t");
187        variable!(m, x >= 0.0);
188        objective!(m, Min, x.powi(2));
189        assert!(snapshot(&m).is_err());
190    }
191
192    #[test]
193    fn soc_constraint_is_rejected() {
194        let m = Model::new("t");
195        variable!(m, x >= 0.0);
196        variable!(m, t >= 0.0);
197        m.add_soc_constraint("cone", [x], t);
198        objective!(m, Min, t);
199        assert!(matches!(
200            snapshot(&m),
201            Err(crate::status::SolverError::UnsupportedKind(ModelKind::SOCP))
202        ));
203    }
204
205    #[test]
206    fn feasibility_is_a_zero_objective() {
207        let m = Model::new("feas");
208        variable!(m, x >= 0.0);
209        variable!(m, y >= 0.0);
210        constraint!(m, c, x + y == 5.0);
211        objective!(m, Feasibility);
212
213        let s = snapshot(&m).expect("feasibility model snapshots");
214        assert!(s.obj_costs.iter().all(|&c| c.abs() < 1e-12), "costs = {:?}", s.obj_costs);
215        assert!(s.obj_constant.abs() < 1e-12, "constant = {}", s.obj_constant);
216    }
217
218    #[test]
219    fn undeclared_objective_is_rejected() {
220        let m = Model::new("undeclared");
221        variable!(m, x >= 0.0);
222        constraint!(m, c, x <= 5.0);
223        assert!(matches!(
224            snapshot(&m),
225            Err(crate::status::SolverError::Core(oximo_core::Error::NoObjective))
226        ));
227    }
228}