{-| Module : Math.ExpPairs Description : Linear programming over exponent pairs Copyright : (c) Andrew Lelechenko, 2014-2015 License : GPL-3 Maintainer : andrew.lelechenko@gmail.com Stability : experimental Portability : POSIX Package implements an algorithm to minimize the maximum of a list of rational objective functions over the set of exponent pairs. See full description in A. V. Lelechenko, Linear programming over exponent pairs. Acta Univ. Sapientiae, Inform. 5, No. 2, 271-287 (2013). A set of useful applications can be found in "Math.ExpPairs.Ivic", "Math.ExpPairs.Kratzel" and "Math.ExpPairs.MenzerNowak". -} {-# LANGUAGE CPP #-} {-# LANGUAGE PatternSynonyms #-} module Math.ExpPairs ( optimize , OptimizeResult , optimalValue , optimalPair , optimalPath , simulateOptimize , simulateOptimize' , LinearForm , RationalForm (..) , IneqType , Constraint , InitPair , Path , RatioInf (..) , RationalInf , pattern K , pattern L , pattern M , (>.), (>=.), (<.), (<=.) , scaleLF ) where import Control.Arrow hiding ((<+>)) import Data.Function (on) import Data.Ord (comparing) import Data.List (minimumBy) import Data.Monoid import Data.Ratio import Data.Text.Prettyprint.Doc hiding ((<>)) import qualified Data.Text.Prettyprint.Doc as PP import Text.Printf import Math.ExpPairs.LinearForm import Math.ExpPairs.Process import Math.ExpPairs.Pair import Math.ExpPairs.RatioInf -- | For a given @c@ returns linear form @c * k@ pattern K n = LinearForm n 0 0 -- | For a given @c@ returns linear form @c * l@ pattern L n = LinearForm 0 n 0 -- | For a given @c@ returns linear form @c * m@ pattern M n = LinearForm 0 0 n -- | Build a constraint, which states that the value of the first linear form is greater than the value of the second one. (>.) :: Num t => LinearForm t -> LinearForm t -> Constraint t lf1 >. lf2 = Constraint (lf1 - lf2) Strict infix 5 >. -- | Build a constraint, which states that the value of the first linear form is greater or equal to the value of the second one. (>=.) :: Num t => LinearForm t -> LinearForm t -> Constraint t lf1 >=. lf2 = Constraint (lf1 - lf2) NonStrict infix 5 >=. -- | Build a constraint, which states that the value of the first linear form is less than the value of the second one. (<.) :: Num t => LinearForm t -> LinearForm t -> Constraint t lf1 <. lf2 = Constraint (lf2 - lf1) Strict infix 5 <. -- | Build a constraint, which states that the value of the first linear form is less or equal to the value of the second one. (<=.) :: Num t => LinearForm t -> LinearForm t -> Constraint t lf1 <=. lf2 = Constraint (lf2 - lf1) NonStrict infix 5 <=. evalFunctional :: [InitPair] -> [InitPair] -> [RationalForm Rational] -> [Constraint Rational] -> Path -> (RationalInf, InitPair) evalFunctional corners interiors rfs cons path = case rs of [] -> (InfPlus, error "evalFunctional: cannot find any exponential pair, which satisfies constraints") _ -> minimumBy (comparing fst) rs where applyPath = map (evalPath path . initPairToProjValue &&& id) corners' = applyPath corners interiors' = applyPath interiors predicate (p, _) = all (checkConstraint p) cons qs | all predicate corners' = corners' | any predicate corners' = filter predicate interiors' | otherwise = [] rs = map (first $ \p -> maximum (map (evalRF p) rfs)) qs checkMConstraints :: Path -> [Constraint Rational] -> Bool checkMConstraints path = all (\con -> any (\p -> checkConstraint (evalPath path p) con) triangleT) where triangleT = [(0, 1, 1), (0, 1, 2), (1, 1, 2)] -- |Container for the result of optimization. data OptimizeResult = OptimizeResult { -- | The minimal value of objective function. optimalValue :: RationalInf, -- | The initial exponent pair, on which minimal value was achieved. optimalPair :: InitPair, -- | The sequence of processes, after which minimal value was -- achieved. optimalPath :: Path } deriving (Show) instance Pretty OptimizeResult where pretty (OptimizeResult r' ip p) = pretty1 r' <> PP.line <> (parens (pretty (k%m) PP.<> comma PP.<> pretty (l%m)) <+> equals <+> pretty p <> softline <> pretty ip) where pretty1 r@(Finite rr) = pretty (printf "%.6f" (fromRational rr :: Double) :: String) <+> equals <+> pretty r pretty1 r = pretty r (k, l, m) = evalPath p $ initPairToProjValue ip instance Eq OptimizeResult where (==) = (==) `on` optimalValue instance Ord OptimizeResult where compare = compare `on` optimalValue -- |Wrap 'Rational' into 'OptimizeResult'. simulateOptimize :: Rational -> OptimizeResult simulateOptimize r = OptimizeResult (Finite r) Corput01 mempty -- |Wrap 'RationalInf' into 'OptimizeResult'. simulateOptimize' :: RationalInf -> OptimizeResult simulateOptimize' r = OptimizeResult r Corput01 mempty -- |This function takes a list of rational forms and a list -- of constraints and returns an exponent pair, which satisfies -- all constraints and minimizes the maximum of all rational forms. optimize :: [RationalForm Rational] -> [Constraint Rational] -> OptimizeResult optimize rfs cons = optimize' rfs cons (OptimizeResult r0 ip0 mempty) where (r0, ip0) = evalFunctional [Corput01, Corput12] [Corput01, Corput12] rfs cons mempty optimize' :: [RationalForm Rational] -> [Constraint Rational] -> OptimizeResult -> OptimizeResult optimize' rfs cons ret@(OptimizeResult r _ path) | lengthPath path > 100 = ret | otherwise = retBA where ret0@(OptimizeResult r0 ip0 _) = if r0' < r then OptimizeResult r0' ip0' path else ret where (r0', ip0') = evalFunctional corners interiors rfs cons path corners = [Mix 1 0, Mix 0 1, Mix 0 0] interiors = initPairs cons0 = if r0==InfPlus then cons else cons ++ map (consBuilder r0) rfs retA@(OptimizeResult r1 ip1 _) = if checkMConstraints patha cons0 && r1' < r0 then branchA else ret0 where patha = path <> aPath branchA@(OptimizeResult r1' _ _) = optimize' rfs cons (OptimizeResult r0 ip0 patha) cons1 = if r1==r0 then cons0 else cons ++ map (consBuilder r1) rfs retBA = if checkMConstraints pathba cons1 && r2' < r1 then branchB else retA where pathba = path <> baPath branchB@(OptimizeResult r2' _ _) = optimize' rfs cons (OptimizeResult r1 ip1 pathba) consBuilder rr (num :/: den) = (substituteLF (num, den, 1) (L (toRational rr) - K 1)) >. 0