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oximo_solver/
incremental.rs

1use std::hash::Hasher;
2
3use oximo_core::{Model, ModelKind, ObjectiveSense, Variable, var_name};
4use oximo_expr::{ExprArena, VarId, describe_nonlinear_term, 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_else(|| SolverError::Nonlinear {
64                location: "the objective".into(),
65                term: describe_nonlinear_term(&arena, o.expr, &|v| var_name(&vars, v))
66                    .unwrap_or_else(|| "<nonlinear>".into()),
67            })?;
68            let mut by_id = vec![0.0; vars.len()];
69            for (v, c) in &lin.coeffs {
70                by_id[v.index()] = *c;
71            }
72            (by_id, lin.constant)
73        }
74        None => (vec![0.0; vars.len()], 0.0),
75    };
76
77    let mut obj_costs = Vec::with_capacity(vars.len());
78    let mut lb = Vec::with_capacity(vars.len());
79    let mut ub = Vec::with_capacity(vars.len());
80    let mut hasher = FxHasher::default();
81    hash_header(&mut hasher, &vars, sense);
82    for v in vars.iter() {
83        obj_costs.push(obj_by_id[v.id.index()]);
84        lb.push(v.lb);
85        ub.push(v.ub);
86    }
87
88    let arena_ref: &ExprArena = &arena;
89    for c in constraints.iter() {
90        let t = extract_linear(arena_ref, c.lhs).ok_or_else(|| SolverError::Nonlinear {
91            location: format!("constraint {:?}", c.name),
92            term: describe_nonlinear_term(arena_ref, c.lhs, &|v| var_name(&vars, v))
93                .unwrap_or_else(|| "<nonlinear>".into()),
94        })?;
95        hash_row(&mut hasher, c.lower - t.constant, c.upper - t.constant, &t.coeffs);
96    }
97
98    Ok(Snapshot { obj_costs, obj_constant, lb, ub, fingerprint: hasher.finish() })
99}
100
101/// Hash the parts that decide column count, integrality, and objective sense.
102fn hash_header(h: &mut FxHasher, vars: &[Variable], sense: ObjectiveSense) {
103    h.write_usize(vars.len());
104    h.write_u8(match sense {
105        ObjectiveSense::Minimize => 0,
106        ObjectiveSense::Maximize => 1,
107    });
108    for v in vars {
109        h.write_u8(u8::from(v.domain.is_integer()));
110    }
111}
112
113/// Hash one constraint row: its (constant-folded) bounds and its `(column, coeff)`
114/// terms, sorted so the hash is independent of extraction order.
115fn hash_row(h: &mut FxHasher, lower: f64, upper: f64, coeffs: &[(VarId, f64)]) {
116    h.write_u64(lower.to_bits());
117    h.write_u64(upper.to_bits());
118    let mut terms: Vec<(usize, u64)> =
119        coeffs.iter().map(|(v, c)| (v.index(), c.to_bits())).collect();
120    terms.sort_unstable();
121    for (vi, cb) in terms {
122        h.write_usize(vi);
123        h.write_u64(cb);
124    }
125}
126
127#[cfg(test)]
128mod tests {
129    use oximo_core::prelude::*;
130
131    use super::snapshot;
132
133    #[test]
134    fn objective_coeff_change_keeps_fingerprint() {
135        let m = Model::new("t");
136        param!(m, p = 1.0);
137        variable!(m, x >= 0.0);
138        variable!(m, y >= 0.0);
139        constraint!(m, c, x + y <= 10.0);
140        objective!(m, Max, p * x + 2.0 * y);
141
142        let s1 = snapshot(&m).unwrap();
143        p.set_param_value(5.0);
144        let s2 = snapshot(&m).unwrap();
145        assert_eq!(s1.fingerprint, s2.fingerprint, "structure unchanged");
146        assert_ne!(s1.obj_costs, s2.obj_costs, "coefficient moved");
147    }
148
149    #[test]
150    fn bound_change_keeps_fingerprint() {
151        let m = Model::new("t");
152        variable!(m, x >= 0.0);
153        constraint!(m, c, x <= 10.0);
154        objective!(m, Max, x);
155
156        let s1 = snapshot(&m).unwrap();
157        m.fix(x, 3.0);
158        let s2 = snapshot(&m).unwrap();
159        assert_eq!(s1.fingerprint, s2.fingerprint, "structure unchanged");
160        assert_ne!(s1.ub, s2.ub, "bound moved");
161    }
162
163    #[test]
164    fn constraint_rhs_change_breaks_fingerprint() {
165        let m = Model::new("t");
166        param!(m, cap = 10.0);
167        variable!(m, x >= 0.0);
168        constraint!(m, c, x <= cap);
169        objective!(m, Max, x);
170
171        let s1 = snapshot(&m).unwrap();
172        cap.set_param_value(20.0);
173        let s2 = snapshot(&m).unwrap();
174        assert_ne!(s1.fingerprint, s2.fingerprint, "row bound changed");
175    }
176
177    #[test]
178    fn constraint_coeff_change_breaks_fingerprint() {
179        let m = Model::new("t");
180        param!(m, a = 1.0);
181        variable!(m, x >= 0.0);
182        variable!(m, y >= 0.0);
183        constraint!(m, c, a * x + y <= 10.0);
184        objective!(m, Max, x + y);
185
186        let s1 = snapshot(&m).unwrap();
187        a.set_param_value(3.0);
188        let s2 = snapshot(&m).unwrap();
189        assert_ne!(s1.fingerprint, s2.fingerprint, "matrix coefficient changed");
190    }
191
192    #[test]
193    fn nonlinear_objective_is_rejected() {
194        let m = Model::new("t");
195        variable!(m, x >= 0.0);
196        objective!(m, Min, x.powi(2));
197        assert!(snapshot(&m).is_err());
198    }
199
200    #[test]
201    fn soc_constraint_is_rejected() {
202        let m = Model::new("t");
203        variable!(m, x >= 0.0);
204        variable!(m, t >= 0.0);
205        m.add_soc_constraint("cone", [x], t);
206        objective!(m, Min, t);
207        assert!(matches!(
208            snapshot(&m),
209            Err(crate::status::SolverError::UnsupportedKind(ModelKind::SOCP))
210        ));
211    }
212
213    #[test]
214    fn feasibility_is_a_zero_objective() {
215        let m = Model::new("feas");
216        variable!(m, x >= 0.0);
217        variable!(m, y >= 0.0);
218        constraint!(m, c, x + y == 5.0);
219        objective!(m, Feasibility);
220
221        let s = snapshot(&m).expect("feasibility model snapshots");
222        assert!(s.obj_costs.iter().all(|&c| c.abs() < 1e-12), "costs = {:?}", s.obj_costs);
223        assert!(s.obj_constant.abs() < 1e-12, "constant = {}", s.obj_constant);
224    }
225
226    #[test]
227    fn undeclared_objective_is_rejected() {
228        let m = Model::new("undeclared");
229        variable!(m, x >= 0.0);
230        constraint!(m, c, x <= 5.0);
231        assert!(matches!(
232            snapshot(&m),
233            Err(crate::status::SolverError::Core(oximo_core::Error::NoObjective))
234        ));
235    }
236}