structure Sos =
struct
val rat_0 = Rat.zero;
val rat_1 = Rat.one;
val rat_2 = Rat.two;
val rat_10 = Rat.rat_of_int 10;
val rat_1_2 = rat_1 // rat_2;
val max = curry IntInf.max;
val min = curry IntInf.min;
val denominator_rat = Rat.quotient_of_rat #> snd #> Rat.rat_of_int;
val numerator_rat = Rat.quotient_of_rat #> fst #> Rat.rat_of_int;
fun int_of_rat a =
case Rat.quotient_of_rat a of (i,1) => i | _ => error "int_of_rat: not an int";
fun lcm_rat x y = Rat.rat_of_int (Integer.lcm (int_of_rat x) (int_of_rat y));
fun rat_pow r i =
let fun pow r i =
if i = 0 then rat_1 else
let val d = pow r (i div 2)
in d */ d */ (if i mod 2 = 0 then rat_1 else r)
end
in if i < 0 then pow (Rat.inv r) (~ i) else pow r i end;
fun round_rat r =
let val (a,b) = Rat.quotient_of_rat (Rat.abs r)
val d = a div b
val s = if r </ rat_0 then (Rat.neg o Rat.rat_of_int) else Rat.rat_of_int
val x2 = 2 * (a - (b * d))
in s (if x2 >= b then d + 1 else d) end
val abs_rat = Rat.abs;
val pow2 = rat_pow rat_2;
val pow10 = rat_pow rat_10;
val debugging = ref false;
exception Sanity;
exception Unsolvable;
(* Turn a rational into a decimal string with d sig digits. *)
local
fun normalize y =
if abs_rat y </ (rat_1 // rat_10) then normalize (rat_10 */ y) - 1
else if abs_rat y >=/ rat_1 then normalize (y // rat_10) + 1
else 0
in
fun decimalize d x =
if x =/ rat_0 then "0.0" else
let
val y = Rat.abs x
val e = normalize y
val z = pow10(~ e) */ y +/ rat_1
val k = int_of_rat (round_rat(pow10 d */ z))
in (if x </ rat_0 then "-0." else "0.") ^
implode(tl(explode(string_of_int k))) ^
(if e = 0 then "" else "e"^string_of_int e)
end
end;
(* Iterations over numbers, and lists indexed by numbers. *)
fun itern k l f a =
case l of
[] => a
| h::t => itern (k + 1) t f (f h k a);
fun iter (m,n) f a =
if n < m then a
else iter (m+1,n) f (f m a);
(* The main types. *)
fun strict_ord ord (x,y) = case ord (x,y) of LESS => LESS | _ => GREATER
structure Intpairfunc = FuncFun(type key = int*int val ord = prod_ord int_ord int_ord);
type vector = int* Rat.rat Intfunc.T;
type matrix = (int*int)*(Rat.rat Intpairfunc.T);
type monomial = int Ctermfunc.T;
val cterm_ord = (fn (s,t) => TermOrd.fast_term_ord(term_of s, term_of t))
fun monomial_ord (m1,m2) = list_ord (prod_ord cterm_ord int_ord) (Ctermfunc.graph m1, Ctermfunc.graph m2)
structure Monomialfunc = FuncFun(type key = monomial val ord = monomial_ord)
type poly = Rat.rat Monomialfunc.T;
fun iszero (k,r) = r =/ rat_0;
fun fold_rev2 f l1 l2 b =
case (l1,l2) of
([],[]) => b
| (h1::t1,h2::t2) => f h1 h2 (fold_rev2 f t1 t2 b)
| _ => error "fold_rev2";
(* Vectors. Conventionally indexed 1..n. *)
fun vector_0 n = (n,Intfunc.undefined):vector;
fun dim (v:vector) = fst v;
fun vector_const c n =
if c =/ rat_0 then vector_0 n
else (n,fold_rev (fn k => Intfunc.update (k,c)) (1 upto n) Intfunc.undefined) :vector;
val vector_1 = vector_const rat_1;
fun vector_cmul c (v:vector) =
let val n = dim v
in if c =/ rat_0 then vector_0 n
else (n,Intfunc.mapf (fn x => c */ x) (snd v))
end;
fun vector_neg (v:vector) = (fst v,Intfunc.mapf Rat.neg (snd v)) :vector;
fun vector_add (v1:vector) (v2:vector) =
let val m = dim v1
val n = dim v2
in if m <> n then error "vector_add: incompatible dimensions"
else (n,Intfunc.combine (curry op +/) (fn x => x =/ rat_0) (snd v1) (snd v2)) :vector
end;
fun vector_sub v1 v2 = vector_add v1 (vector_neg v2);
fun vector_dot (v1:vector) (v2:vector) =
let val m = dim v1
val n = dim v2
in if m <> n then error "vector_dot: incompatible dimensions"
else Intfunc.fold (fn (i,x) => fn a => x +/ a)
(Intfunc.combine (curry op */) (fn x => x =/ rat_0) (snd v1) (snd v2)) rat_0
end;
fun vector_of_list l =
let val n = length l
in (n,fold_rev2 (curry Intfunc.update) (1 upto n) l Intfunc.undefined) :vector
end;
(* Matrices; again rows and columns indexed from 1. *)
fun matrix_0 (m,n) = ((m,n),Intpairfunc.undefined):matrix;
fun dimensions (m:matrix) = fst m;
fun matrix_const c (mn as (m,n)) =
if m <> n then error "matrix_const: needs to be square"
else if c =/ rat_0 then matrix_0 mn
else (mn,fold_rev (fn k => Intpairfunc.update ((k,k), c)) (1 upto n) Intpairfunc.undefined) :matrix;;
val matrix_1 = matrix_const rat_1;
fun matrix_cmul c (m:matrix) =
let val (i,j) = dimensions m
in if c =/ rat_0 then matrix_0 (i,j)
else ((i,j),Intpairfunc.mapf (fn x => c */ x) (snd m))
end;
fun matrix_neg (m:matrix) =
(dimensions m, Intpairfunc.mapf Rat.neg (snd m)) :matrix;
fun matrix_add (m1:matrix) (m2:matrix) =
let val d1 = dimensions m1
val d2 = dimensions m2
in if d1 <> d2
then error "matrix_add: incompatible dimensions"
else (d1,Intpairfunc.combine (curry op +/) (fn x => x =/ rat_0) (snd m1) (snd m2)) :matrix
end;;
fun matrix_sub m1 m2 = matrix_add m1 (matrix_neg m2);
fun row k (m:matrix) =
let val (i,j) = dimensions m
in (j,
Intpairfunc.fold (fn ((i,j), c) => fn a => if i = k then Intfunc.update (j,c) a else a) (snd m) Intfunc.undefined ) : vector
end;
fun column k (m:matrix) =
let val (i,j) = dimensions m
in (i,
Intpairfunc.fold (fn ((i,j), c) => fn a => if j = k then Intfunc.update (i,c) a else a) (snd m) Intfunc.undefined)
: vector
end;
fun transp (m:matrix) =
let val (i,j) = dimensions m
in
((j,i),Intpairfunc.fold (fn ((i,j), c) => fn a => Intpairfunc.update ((j,i), c) a) (snd m) Intpairfunc.undefined) :matrix
end;
fun diagonal (v:vector) =
let val n = dim v
in ((n,n),Intfunc.fold (fn (i, c) => fn a => Intpairfunc.update ((i,i), c) a) (snd v) Intpairfunc.undefined) : matrix
end;
fun matrix_of_list l =
let val m = length l
in if m = 0 then matrix_0 (0,0) else
let val n = length (hd l)
in ((m,n),itern 1 l (fn v => fn i => itern 1 v (fn c => fn j => Intpairfunc.update ((i,j), c))) Intpairfunc.undefined)
end
end;
(* Monomials. *)
fun monomial_eval assig (m:monomial) =
Ctermfunc.fold (fn (x, k) => fn a => a */ rat_pow (Ctermfunc.apply assig x) k)
m rat_1;
val monomial_1 = (Ctermfunc.undefined:monomial);
fun monomial_var x = Ctermfunc.onefunc (x, 1) :monomial;
val (monomial_mul:monomial->monomial->monomial) =
Ctermfunc.combine (curry op +) (K false);
fun monomial_pow (m:monomial) k =
if k = 0 then monomial_1
else Ctermfunc.mapf (fn x => k * x) m;
fun monomial_divides (m1:monomial) (m2:monomial) =
Ctermfunc.fold (fn (x, k) => fn a => Ctermfunc.tryapplyd m2 x 0 >= k andalso a) m1 true;;
fun monomial_div (m1:monomial) (m2:monomial) =
let val m = Ctermfunc.combine (curry op +)
(fn x => x = 0) m1 (Ctermfunc.mapf (fn x => ~ x) m2)
in if Ctermfunc.fold (fn (x, k) => fn a => k >= 0 andalso a) m true then m
else error "monomial_div: non-divisible"
end;
fun monomial_degree x (m:monomial) =
Ctermfunc.tryapplyd m x 0;;
fun monomial_lcm (m1:monomial) (m2:monomial) =
fold_rev (fn x => Ctermfunc.update (x, max (monomial_degree x m1) (monomial_degree x m2)))
(gen_union (is_equal o cterm_ord) (Ctermfunc.dom m1, Ctermfunc.dom m2)) (Ctermfunc.undefined :monomial);
fun monomial_multidegree (m:monomial) =
Ctermfunc.fold (fn (x, k) => fn a => k + a) m 0;;
fun monomial_variables m = Ctermfunc.dom m;;
(* Polynomials. *)
fun eval assig (p:poly) =
Monomialfunc.fold (fn (m, c) => fn a => a +/ c */ monomial_eval assig m) p rat_0;
val poly_0 = (Monomialfunc.undefined:poly);
fun poly_isconst (p:poly) =
Monomialfunc.fold (fn (m, c) => fn a => Ctermfunc.is_undefined m andalso a) p true;
fun poly_var x = Monomialfunc.onefunc (monomial_var x,rat_1) :poly;
fun poly_const c =
if c =/ rat_0 then poly_0 else Monomialfunc.onefunc(monomial_1, c);
fun poly_cmul c (p:poly) =
if c =/ rat_0 then poly_0
else Monomialfunc.mapf (fn x => c */ x) p;
fun poly_neg (p:poly) = (Monomialfunc.mapf Rat.neg p :poly);;
fun poly_add (p1:poly) (p2:poly) =
(Monomialfunc.combine (curry op +/) (fn x => x =/ rat_0) p1 p2 :poly);
fun poly_sub p1 p2 = poly_add p1 (poly_neg p2);
fun poly_cmmul (c,m) (p:poly) =
if c =/ rat_0 then poly_0
else if Ctermfunc.is_undefined m
then Monomialfunc.mapf (fn d => c */ d) p
else Monomialfunc.fold (fn (m', d) => fn a => (Monomialfunc.update (monomial_mul m m', c */ d) a)) p poly_0;
fun poly_mul (p1:poly) (p2:poly) =
Monomialfunc.fold (fn (m, c) => fn a => poly_add (poly_cmmul (c,m) p2) a) p1 poly_0;
fun poly_div (p1:poly) (p2:poly) =
if not(poly_isconst p2)
then error "poly_div: non-constant" else
let val c = eval Ctermfunc.undefined p2
in if c =/ rat_0 then error "poly_div: division by zero"
else poly_cmul (Rat.inv c) p1
end;
fun poly_square p = poly_mul p p;
fun poly_pow p k =
if k = 0 then poly_const rat_1
else if k = 1 then p
else let val q = poly_square(poly_pow p (k div 2)) in
if k mod 2 = 1 then poly_mul p q else q end;
fun poly_exp p1 p2 =
if not(poly_isconst p2)
then error "poly_exp: not a constant"
else poly_pow p1 (int_of_rat (eval Ctermfunc.undefined p2));
fun degree x (p:poly) =
Monomialfunc.fold (fn (m,c) => fn a => max (monomial_degree x m) a) p 0;
fun multidegree (p:poly) =
Monomialfunc.fold (fn (m, c) => fn a => max (monomial_multidegree m) a) p 0;
fun poly_variables (p:poly) =
sort cterm_ord (Monomialfunc.fold_rev (fn (m, c) => curry (gen_union (is_equal o cterm_ord)) (monomial_variables m)) p []);;
(* Order monomials for human presentation. *)
fun cterm_ord (t,t') = TermOrd.fast_term_ord (term_of t, term_of t');
val humanorder_varpow = prod_ord cterm_ord (rev_order o int_ord);
local
fun ord (l1,l2) = case (l1,l2) of
(_,[]) => LESS
| ([],_) => GREATER
| (h1::t1,h2::t2) =>
(case humanorder_varpow (h1, h2) of
LESS => LESS
| EQUAL => ord (t1,t2)
| GREATER => GREATER)
in fun humanorder_monomial m1 m2 =
ord (sort humanorder_varpow (Ctermfunc.graph m1),
sort humanorder_varpow (Ctermfunc.graph m2))
end;
fun fold1 f l = case l of
[] => error "fold1"
| [x] => x
| (h::t) => f h (fold1 f t);
(* Conversions to strings. *)
fun string_of_vector min_size max_size (v:vector) =
let val n_raw = dim v
in if n_raw = 0 then "[]" else
let
val n = max min_size (min n_raw max_size)
val xs = map (Rat.string_of_rat o (fn i => Intfunc.tryapplyd (snd v) i rat_0)) (1 upto n)
in "[" ^ fold1 (fn s => fn t => s ^ ", " ^ t) xs ^
(if n_raw > max_size then ", ...]" else "]")
end
end;
fun string_of_matrix max_size (m:matrix) =
let
val (i_raw,j_raw) = dimensions m
val i = min max_size i_raw
val j = min max_size j_raw
val rstr = map (fn k => string_of_vector j j (row k m)) (1 upto i)
in "["^ fold1 (fn s => fn t => s^";\n "^t) rstr ^
(if j > max_size then "\n ...]" else "]")
end;
fun string_of_term t =
case t of
a$b => "("^(string_of_term a)^" "^(string_of_term b)^")"
| Abs x =>
let val (xn, b) = Term.dest_abs x
in "(\\"^xn^"."^(string_of_term b)^")"
end
| Const(s,_) => s
| Free (s,_) => s
| Var((s,_),_) => s
| _ => error "string_of_term";
val string_of_cterm = string_of_term o term_of;
fun string_of_varpow x k =
if k = 1 then string_of_cterm x
else string_of_cterm x^"^"^string_of_int k;
fun string_of_monomial m =
if Ctermfunc.is_undefined m then "1" else
let val vps = fold_rev (fn (x,k) => fn a => string_of_varpow x k :: a)
(sort humanorder_varpow (Ctermfunc.graph m)) []
in fold1 (fn s => fn t => s^"*"^t) vps
end;
fun string_of_cmonomial (c,m) =
if Ctermfunc.is_undefined m then Rat.string_of_rat c
else if c =/ rat_1 then string_of_monomial m
else Rat.string_of_rat c ^ "*" ^ string_of_monomial m;;
fun string_of_poly (p:poly) =
if Monomialfunc.is_undefined p then "<<0>>" else
let
val cms = sort (fn ((m1,_),(m2,_)) => humanorder_monomial m1 m2) (Monomialfunc.graph p)
val s = fold (fn (m,c) => fn a =>
if c </ rat_0 then a ^ " - " ^ string_of_cmonomial(Rat.neg c,m)
else a ^ " + " ^ string_of_cmonomial(c,m))
cms ""
val s1 = String.substring (s, 0, 3)
val s2 = String.substring (s, 3, String.size s - 3)
in "<<" ^(if s1 = " + " then s2 else "-"^s2)^">>"
end;
(* Conversion from HOL term. *)
local
val neg_tm = @{cterm "uminus :: real => _"}
val add_tm = @{cterm "op + :: real => _"}
val sub_tm = @{cterm "op - :: real => _"}
val mul_tm = @{cterm "op * :: real => _"}
val inv_tm = @{cterm "inverse :: real => _"}
val div_tm = @{cterm "op / :: real => _"}
val pow_tm = @{cterm "op ^ :: real => _"}
val zero_tm = @{cterm "0:: real"}
val is_numeral = can (HOLogic.dest_number o term_of)
fun is_comb t = case t of _$_ => true | _ => false
fun poly_of_term tm =
if tm aconvc zero_tm then poly_0
else if RealArith.is_ratconst tm
then poly_const(RealArith.dest_ratconst tm)
else
(let val (lop,r) = Thm.dest_comb tm
in if lop aconvc neg_tm then poly_neg(poly_of_term r)
else if lop aconvc inv_tm then
let val p = poly_of_term r
in if poly_isconst p
then poly_const(Rat.inv (eval Ctermfunc.undefined p))
else error "poly_of_term: inverse of non-constant polyomial"
end
else (let val (opr,l) = Thm.dest_comb lop
in
if opr aconvc pow_tm andalso is_numeral r
then poly_pow (poly_of_term l) ((snd o HOLogic.dest_number o term_of) r)
else if opr aconvc add_tm
then poly_add (poly_of_term l) (poly_of_term r)
else if opr aconvc sub_tm
then poly_sub (poly_of_term l) (poly_of_term r)
else if opr aconvc mul_tm
then poly_mul (poly_of_term l) (poly_of_term r)
else if opr aconvc div_tm
then let
val p = poly_of_term l
val q = poly_of_term r
in if poly_isconst q then poly_cmul (Rat.inv (eval Ctermfunc.undefined q)) p
else error "poly_of_term: division by non-constant polynomial"
end
else poly_var tm
end
handle CTERM ("dest_comb",_) => poly_var tm)
end
handle CTERM ("dest_comb",_) => poly_var tm)
in
val poly_of_term = fn tm =>
if type_of (term_of tm) = @{typ real} then poly_of_term tm
else error "poly_of_term: term does not have real type"
end;
(* String of vector (just a list of space-separated numbers). *)
fun sdpa_of_vector (v:vector) =
let
val n = dim v
val strs = map (decimalize 20 o (fn i => Intfunc.tryapplyd (snd v) i rat_0)) (1 upto n)
in fold1 (fn x => fn y => x ^ " " ^ y) strs ^ "\n"
end;
fun increasing f ord (x,y) = ord (f x, f y);
fun triple_int_ord ((a,b,c),(a',b',c')) =
prod_ord int_ord (prod_ord int_ord int_ord)
((a,(b,c)),(a',(b',c')));
structure Inttriplefunc = FuncFun(type key = int*int*int val ord = triple_int_ord);
(* String for block diagonal matrix numbered k. *)
fun sdpa_of_blockdiagonal k m =
let
val pfx = string_of_int k ^" "
val ents =
Inttriplefunc.fold (fn ((b,i,j), c) => fn a => if i > j then a else ((b,i,j),c)::a) m []
val entss = sort (increasing fst triple_int_ord ) ents
in fold_rev (fn ((b,i,j),c) => fn a =>
pfx ^ string_of_int b ^ " " ^ string_of_int i ^ " " ^ string_of_int j ^
" " ^ decimalize 20 c ^ "\n" ^ a) entss ""
end;
(* String for a matrix numbered k, in SDPA sparse format. *)
fun sdpa_of_matrix k (m:matrix) =
let
val pfx = string_of_int k ^ " 1 "
val ms = Intpairfunc.fold (fn ((i,j), c) => fn a => if i > j then a else ((i,j),c)::a) (snd m) []
val mss = sort (increasing fst (prod_ord int_ord int_ord)) ms
in fold_rev (fn ((i,j),c) => fn a =>
pfx ^ string_of_int i ^ " " ^ string_of_int j ^
" " ^ decimalize 20 c ^ "\n" ^ a) mss ""
end;;
(* ------------------------------------------------------------------------- *)
(* String in SDPA sparse format for standard SDP problem: *)
(* *)
(* X = v_1 * [M_1] + ... + v_m * [M_m] - [M_0] must be PSD *)
(* Minimize obj_1 * v_1 + ... obj_m * v_m *)
(* ------------------------------------------------------------------------- *)
fun sdpa_of_problem comment obj mats =
let
val m = length mats - 1
val (n,_) = dimensions (hd mats)
in "\"" ^ comment ^ "\"\n" ^
string_of_int m ^ "\n" ^
"1\n" ^
string_of_int n ^ "\n" ^
sdpa_of_vector obj ^
fold_rev2 (fn k => fn m => fn a => sdpa_of_matrix (k - 1) m ^ a) (1 upto length mats) mats ""
end;
fun index_char str chr pos =
if pos >= String.size str then ~1
else if String.sub(str,pos) = chr then pos
else index_char str chr (pos + 1);
fun rat_of_quotient (a,b) = if b = 0 then rat_0 else Rat.rat_of_quotient (a,b);
fun rat_of_string s =
let val n = index_char s #"/" 0 in
if n = ~1 then s |> IntInf.fromString |> valOf |> Rat.rat_of_int
else
let val SOME numer = IntInf.fromString(String.substring(s,0,n))
val SOME den = IntInf.fromString (String.substring(s,n+1,String.size s - n - 1))
in rat_of_quotient(numer, den)
end
end;
fun isspace x = x = " " ;
fun isnum x = x mem_string ["0","1","2","3","4","5","6","7","8","9"]
(* More parser basics. *)
local
open Scan
in
val word = this_string
fun token s =
repeat ($$ " ") |-- word s --| repeat ($$ " ")
val numeral = one isnum
val decimalint = bulk numeral >> (rat_of_string o implode)
val decimalfrac = bulk numeral
>> (fn s => rat_of_string(implode s) // pow10 (length s))
val decimalsig =
decimalint -- option (Scan.$$ "." |-- decimalfrac)
>> (fn (h,NONE) => h | (h,SOME x) => h +/ x)
fun signed prs =
$$ "-" |-- prs >> Rat.neg
|| $$ "+" |-- prs
|| prs;
fun emptyin def xs = if null xs then (def,xs) else Scan.fail xs
val exponent = ($$ "e" || $$ "E") |-- signed decimalint;
val decimal = signed decimalsig -- (emptyin rat_0|| exponent)
>> (fn (h, x) => h */ pow10 (int_of_rat x));
end;
fun mkparser p s =
let val (x,rst) = p (explode s)
in if null rst then x
else error "mkparser: unparsed input"
end;;
val parse_decimal = mkparser decimal;
fun fix err prs =
prs || (fn x=> error err);
fun listof prs sep err =
prs -- Scan.bulk (sep |-- fix err prs) >> uncurry cons;
(* Parse back a vector. *)
val vector =
token "{" |-- listof decimal (token ",") "decimal" --| token "}"
>> vector_of_list
val parse_vector = mkparser vector
fun skipupto dscr prs inp =
(dscr |-- prs
|| Scan.one (K true) |-- skipupto dscr prs) inp
fun ignore inp = ((),[])
fun sdpaoutput inp = skipupto (word "xVec" -- token "=")
(vector --| ignore) inp
fun csdpoutput inp = ((decimal -- Scan.bulk (Scan.$$ " " |-- Scan.option decimal) >> (fn (h,to) => map_filter I ((SOME h)::to))) --| ignore >> vector_of_list) inp
val parse_sdpaoutput = mkparser sdpaoutput
val parse_csdpoutput = mkparser csdpoutput
(* Also parse the SDPA output to test success (CSDP yields a return code). *)
local
val prs =
skipupto (word "phase.value" -- token "=")
(Scan.option (Scan.$$ "p") -- Scan.option (Scan.$$ "d")
-- (word "OPT" || word "FEAS"))
in
fun sdpa_run_succeeded s =
(prs (explode s); true) handle _ => false
end;
(* The default parameters. Unfortunately this goes to a fixed file. *)
val sdpa_default_parameters =
"100 unsigned int maxIteration; \n1.0E-7 double 0.0 < epsilonStar;\n1.0E2 double 0.0 < lambdaStar;\n2.0 double 1.0 < omegaStar;\n-1.0E5 double lowerBound;\n1.0E5 double upperBound;\n0.1 double 0.0 <= betaStar < 1.0;\n0.2 double 0.0 <= betaBar < 1.0, betaStar <= betaBar;\n0.9 double 0.0 < gammaStar < 1.0;\n1.0E-7 double 0.0 < epsilonDash;\n";;
(* These were suggested by Makoto Yamashita for problems where we are *)
(* right at the edge of the semidefinite cone, as sometimes happens. *)
val sdpa_alt_parameters =
"1000 unsigned int maxIteration;\n1.0E-7 double 0.0 < epsilonStar;\n1.0E4 double 0.0 < lambdaStar;\n2.0 double 1.0 < omegaStar;\n-1.0E5 double lowerBound;\n1.0E5 double upperBound;\n0.1 double 0.0 <= betaStar < 1.0;\n0.2 double 0.0 <= betaBar < 1.0, betaStar <= betaBar;\n0.9 double 0.0 < gammaStar < 1.0;\n1.0E-7 double 0.0 < epsilonDash;\n";;
val sdpa_params = sdpa_alt_parameters;;
(* CSDP parameters; so far I'm sticking with the defaults. *)
val csdp_default_parameters =
"axtol=1.0e-8\natytol=1.0e-8\nobjtol=1.0e-8\npinftol=1.0e8\ndinftol=1.0e8\nmaxiter=100\nminstepfrac=0.9\nmaxstepfrac=0.97\nminstepp=1.0e-8\nminstepd=1.0e-8\nusexzgap=1\ntweakgap=0\naffine=0\nprintlevel=1\n";;
val csdp_params = csdp_default_parameters;;
fun tmp_file pre suf =
let val i = string_of_int (round (random()))
val name = Path.append (Path.variable "ISABELLE_TMP") (Path.explode (pre ^ i ^ suf))
in
if File.exists name then tmp_file pre suf
else name
end;
(* Now call SDPA on a problem and parse back the output. *)
fun run_sdpa dbg obj mats =
let
val input_file = tmp_file "sos" ".dat-s"
val output_file = tmp_file "sos" ".out"
val params_file = tmp_file "param" ".sdpa"
val current_dir = File.pwd()
val _ = File.write input_file
(sdpa_of_problem "" obj mats)
val _ = File.write params_file sdpa_params
val _ = File.cd (Path.variable "ISABELLE_TMP")
val _ = File.system_command ("sdpa "^ (Path.implode input_file) ^ " " ^
(Path.implode output_file) ^
(if dbg then "" else "> /dev/null"))
val opr = File.read output_file
in if not(sdpa_run_succeeded opr) then error "sdpa: call failed"
else
let val res = parse_sdpaoutput opr
in ((if dbg then ()
else (File.rm input_file; File.rm output_file ; File.cd current_dir));
res)
end
end;
fun sdpa obj mats = run_sdpa (!debugging) obj mats;
(* The same thing with CSDP. *)
fun run_csdp dbg obj mats =
let
val input_file = tmp_file "sos" ".dat-s"
val output_file = tmp_file "sos" ".out"
val params_file = tmp_file "param" ".csdp"
val current_dir = File.pwd()
val _ = File.write input_file (sdpa_of_problem "" obj mats)
val _ = File.write params_file csdp_params
val _ = File.cd (Path.variable "ISABELLE_TMP")
val rv = system ("csdp "^(Path.implode input_file) ^ " "
^ (Path.implode output_file) ^
(if dbg then "" else "> /dev/null"))
val opr = File.read output_file
val res = parse_csdpoutput opr
in
((if dbg then ()
else (File.rm input_file; File.rm output_file ; File.cd current_dir));
(rv,res))
end;
fun csdp obj mats =
let
val (rv,res) = run_csdp (!debugging) obj mats
in
((if rv = 1 orelse rv = 2 then error "csdp: Problem is infeasible"
else if rv = 3 then writeln "csdp warning: Reduced accuracy"
else if rv <> 0 then error ("csdp: error "^string_of_int rv)
else ());
res)
end;
(* Try some apparently sensible scaling first. Note that this is purely to *)
(* get a cleaner translation to floating-point, and doesn't affect any of *)
(* the results, in principle. In practice it seems a lot better when there *)
(* are extreme numbers in the original problem. *)
(* Version for (int*int) keys *)
local
fun max_rat x y = if x </ y then y else x
fun common_denominator fld amat acc =
fld (fn (m,c) => fn a => lcm_rat (denominator_rat c) a) amat acc
fun maximal_element fld amat acc =
fld (fn (m,c) => fn maxa => max_rat maxa (abs_rat c)) amat acc
fun float_of_rat x = let val (a,b) = Rat.quotient_of_rat x
in Real.fromLargeInt a / Real.fromLargeInt b end;
in
fun pi_scale_then solver (obj:vector) mats =
let
val cd1 = fold_rev (common_denominator Intpairfunc.fold) mats (rat_1)
val cd2 = common_denominator Intfunc.fold (snd obj) (rat_1)
val mats' = map (Intpairfunc.mapf (fn x => cd1 */ x)) mats
val obj' = vector_cmul cd2 obj
val max1 = fold_rev (maximal_element Intpairfunc.fold) mats' (rat_0)
val max2 = maximal_element Intfunc.fold (snd obj') (rat_0)
val scal1 = pow2 (20 - trunc(Math.ln (float_of_rat max1) / Math.ln 2.0))
val scal2 = pow2 (20 - trunc(Math.ln (float_of_rat max2) / Math.ln 2.0))
val mats'' = map (Intpairfunc.mapf (fn x => x */ scal1)) mats'
val obj'' = vector_cmul scal2 obj'
in solver obj'' mats''
end
end;
(* Try some apparently sensible scaling first. Note that this is purely to *)
(* get a cleaner translation to floating-point, and doesn't affect any of *)
(* the results, in principle. In practice it seems a lot better when there *)
(* are extreme numbers in the original problem. *)
(* Version for (int*int*int) keys *)
local
fun max_rat x y = if x </ y then y else x
fun common_denominator fld amat acc =
fld (fn (m,c) => fn a => lcm_rat (denominator_rat c) a) amat acc
fun maximal_element fld amat acc =
fld (fn (m,c) => fn maxa => max_rat maxa (abs_rat c)) amat acc
fun float_of_rat x = let val (a,b) = Rat.quotient_of_rat x
in Real.fromLargeInt a / Real.fromLargeInt b end;
fun int_of_float x = (trunc x handle Overflow => 0 | Domain => 0)
in
fun tri_scale_then solver (obj:vector) mats =
let
val cd1 = fold_rev (common_denominator Inttriplefunc.fold) mats (rat_1)
val cd2 = common_denominator Intfunc.fold (snd obj) (rat_1)
val mats' = map (Inttriplefunc.mapf (fn x => cd1 */ x)) mats
val obj' = vector_cmul cd2 obj
val max1 = fold_rev (maximal_element Inttriplefunc.fold) mats' (rat_0)
val max2 = maximal_element Intfunc.fold (snd obj') (rat_0)
val scal1 = pow2 (20 - int_of_float(Math.ln (float_of_rat max1) / Math.ln 2.0))
val scal2 = pow2 (20 - int_of_float(Math.ln (float_of_rat max2) / Math.ln 2.0))
val mats'' = map (Inttriplefunc.mapf (fn x => x */ scal1)) mats'
val obj'' = vector_cmul scal2 obj'
in solver obj'' mats''
end
end;
(* Round a vector to "nice" rationals. *)
fun nice_rational n x = round_rat (n */ x) // n;;
fun nice_vector n ((d,v) : vector) =
(d, Intfunc.fold (fn (i,c) => fn a =>
let val y = nice_rational n c
in if c =/ rat_0 then a
else Intfunc.update (i,y) a end) v Intfunc.undefined):vector
(* Reduce linear program to SDP (diagonal matrices) and test with CSDP. This *)
(* one tests A [-1;x1;..;xn] >= 0 (i.e. left column is negated constants). *)
fun linear_program_basic a =
let
val (m,n) = dimensions a
val mats = map (fn j => diagonal (column j a)) (1 upto n)
val obj = vector_const rat_1 m
val (rv,res) = run_csdp false obj mats
in if rv = 1 orelse rv = 2 then false
else if rv = 0 then true
else error "linear_program: An error occurred in the SDP solver"
end;
(* Alternative interface testing A x >= b for matrix A, vector b. *)
fun linear_program a b =
let val (m,n) = dimensions a
in if dim b <> m then error "linear_program: incompatible dimensions"
else
let
val mats = diagonal b :: map (fn j => diagonal (column j a)) (1 upto n)
val obj = vector_const rat_1 m
val (rv,res) = run_csdp false obj mats
in if rv = 1 orelse rv = 2 then false
else if rv = 0 then true
else error "linear_program: An error occurred in the SDP solver"
end
end;
(* Test whether a point is in the convex hull of others. Rather than use *)
(* computational geometry, express as linear inequalities and call CSDP. *)
(* This is a bit lazy of me, but it's easy and not such a bottleneck so far. *)
fun in_convex_hull pts pt =
let
val pts1 = (1::pt) :: map (fn x => 1::x) pts
val pts2 = map (fn p => map (fn x => ~x) p @ p) pts1
val n = length pts + 1
val v = 2 * (length pt + 1)
val m = v + n - 1
val mat = ((m,n),
itern 1 pts2 (fn pts => fn j => itern 1 pts
(fn x => fn i => Intpairfunc.update ((i,j), Rat.rat_of_int x)))
(iter (1,n) (fn i => Intpairfunc.update((v + i,i+1), rat_1))
Intpairfunc.undefined))
in linear_program_basic mat
end;
(* Filter down a set of points to a minimal set with the same convex hull. *)
local
fun augment1 (m::ms) = if in_convex_hull ms m then ms else ms@[m]
fun augment m ms = funpow 3 augment1 (m::ms)
in
fun minimal_convex_hull mons =
let val mons' = fold_rev augment (tl mons) [hd mons]
in funpow (length mons') augment1 mons'
end
end;
fun dest_ord f x = is_equal (f x);
(* Stuff for "equations" ((int*int*int)->num functions). *)
fun tri_equation_cmul c eq =
if c =/ rat_0 then Inttriplefunc.undefined else Inttriplefunc.mapf (fn d => c */ d) eq;
fun tri_equation_add eq1 eq2 = Inttriplefunc.combine (curry op +/) (fn x => x =/ rat_0) eq1 eq2;
fun tri_equation_eval assig eq =
let fun value v = Inttriplefunc.apply assig v
in Inttriplefunc.fold (fn (v, c) => fn a => a +/ value v */ c) eq rat_0
end;
(* Eliminate among linear equations: return unconstrained variables and *)
(* assignments for the others in terms of them. We give one pseudo-variable *)
(* "one" that's used for a constant term. *)
local
fun extract_first p l = case l of (* FIXME : use find_first instead *)
[] => error "extract_first"
| h::t => if p h then (h,t) else
let val (k,s) = extract_first p t in (k,h::s) end
fun eliminate vars dun eqs = case vars of
[] => if forall Inttriplefunc.is_undefined eqs then dun
else raise Unsolvable
| v::vs =>
((let
val (eq,oeqs) = extract_first (fn e => Inttriplefunc.defined e v) eqs
val a = Inttriplefunc.apply eq v
val eq' = tri_equation_cmul ((Rat.neg rat_1) // a) (Inttriplefunc.undefine v eq)
fun elim e =
let val b = Inttriplefunc.tryapplyd e v rat_0
in if b =/ rat_0 then e else
tri_equation_add e (tri_equation_cmul (Rat.neg b // a) eq)
end
in eliminate vs (Inttriplefunc.update (v,eq') (Inttriplefunc.mapf elim dun)) (map elim oeqs)
end)
handle ERROR _ => eliminate vs dun eqs)
in
fun tri_eliminate_equations one vars eqs =
let
val assig = eliminate vars Inttriplefunc.undefined eqs
val vs = Inttriplefunc.fold (fn (x, f) => fn a => remove (dest_ord triple_int_ord) one (Inttriplefunc.dom f) @ a) assig []
in (distinct (dest_ord triple_int_ord) vs, assig)
end
end;
(* Eliminate all variables, in an essentially arbitrary order. *)
fun tri_eliminate_all_equations one =
let
fun choose_variable eq =
let val (v,_) = Inttriplefunc.choose eq
in if is_equal (triple_int_ord(v,one)) then
let val eq' = Inttriplefunc.undefine v eq
in if Inttriplefunc.is_undefined eq' then error "choose_variable"
else fst (Inttriplefunc.choose eq')
end
else v
end
fun eliminate dun eqs = case eqs of
[] => dun
| eq::oeqs =>
if Inttriplefunc.is_undefined eq then eliminate dun oeqs else
let val v = choose_variable eq
val a = Inttriplefunc.apply eq v
val eq' = tri_equation_cmul ((Rat.rat_of_int ~1) // a)
(Inttriplefunc.undefine v eq)
fun elim e =
let val b = Inttriplefunc.tryapplyd e v rat_0
in if b =/ rat_0 then e
else tri_equation_add e (tri_equation_cmul (Rat.neg b // a) eq)
end
in eliminate (Inttriplefunc.update(v, eq') (Inttriplefunc.mapf elim dun))
(map elim oeqs)
end
in fn eqs =>
let
val assig = eliminate Inttriplefunc.undefined eqs
val vs = Inttriplefunc.fold (fn (x, f) => fn a => remove (dest_ord triple_int_ord) one (Inttriplefunc.dom f) @ a) assig []
in (distinct (dest_ord triple_int_ord) vs,assig)
end
end;
(* Solve equations by assigning arbitrary numbers. *)
fun tri_solve_equations one eqs =
let
val (vars,assigs) = tri_eliminate_all_equations one eqs
val vfn = fold_rev (fn v => Inttriplefunc.update(v,rat_0)) vars
(Inttriplefunc.onefunc(one, Rat.rat_of_int ~1))
val ass =
Inttriplefunc.combine (curry op +/) (K false)
(Inttriplefunc.mapf (tri_equation_eval vfn) assigs) vfn
in if forall (fn e => tri_equation_eval ass e =/ rat_0) eqs
then Inttriplefunc.undefine one ass else raise Sanity
end;
(* Multiply equation-parametrized poly by regular poly and add accumulator. *)
fun tri_epoly_pmul p q acc =
Monomialfunc.fold (fn (m1, c) => fn a =>
Monomialfunc.fold (fn (m2,e) => fn b =>
let val m = monomial_mul m1 m2
val es = Monomialfunc.tryapplyd b m Inttriplefunc.undefined
in Monomialfunc.update (m,tri_equation_add (tri_equation_cmul c e) es) b
end) q a) p acc ;
(* Usual operations on equation-parametrized poly. *)
fun tri_epoly_cmul c l =
if c =/ rat_0 then Inttriplefunc.undefined else Inttriplefunc.mapf (tri_equation_cmul c) l;;
val tri_epoly_neg = tri_epoly_cmul (Rat.rat_of_int ~1);
val tri_epoly_add = Inttriplefunc.combine tri_equation_add Inttriplefunc.is_undefined;
fun tri_epoly_sub p q = tri_epoly_add p (tri_epoly_neg q);;
(* Stuff for "equations" ((int*int)->num functions). *)
fun pi_equation_cmul c eq =
if c =/ rat_0 then Inttriplefunc.undefined else Inttriplefunc.mapf (fn d => c */ d) eq;
fun pi_equation_add eq1 eq2 = Inttriplefunc.combine (curry op +/) (fn x => x =/ rat_0) eq1 eq2;
fun pi_equation_eval assig eq =
let fun value v = Inttriplefunc.apply assig v
in Inttriplefunc.fold (fn (v, c) => fn a => a +/ value v */ c) eq rat_0
end;
(* Eliminate among linear equations: return unconstrained variables and *)
(* assignments for the others in terms of them. We give one pseudo-variable *)
(* "one" that's used for a constant term. *)
local
fun extract_first p l = case l of
[] => error "extract_first"
| h::t => if p h then (h,t) else
let val (k,s) = extract_first p t in (k,h::s) end
fun eliminate vars dun eqs = case vars of
[] => if forall Inttriplefunc.is_undefined eqs then dun
else raise Unsolvable
| v::vs =>
let
val (eq,oeqs) = extract_first (fn e => Inttriplefunc.defined e v) eqs
val a = Inttriplefunc.apply eq v
val eq' = pi_equation_cmul ((Rat.neg rat_1) // a) (Inttriplefunc.undefine v eq)
fun elim e =
let val b = Inttriplefunc.tryapplyd e v rat_0
in if b =/ rat_0 then e else
pi_equation_add e (pi_equation_cmul (Rat.neg b // a) eq)
end
in eliminate vs (Inttriplefunc.update (v,eq') (Inttriplefunc.mapf elim dun)) (map elim oeqs)
end
handle ERROR _ => eliminate vs dun eqs
in
fun pi_eliminate_equations one vars eqs =
let
val assig = eliminate vars Inttriplefunc.undefined eqs
val vs = Inttriplefunc.fold (fn (x, f) => fn a => remove (dest_ord triple_int_ord) one (Inttriplefunc.dom f) @ a) assig []
in (distinct (dest_ord triple_int_ord) vs, assig)
end
end;
(* Eliminate all variables, in an essentially arbitrary order. *)
fun pi_eliminate_all_equations one =
let
fun choose_variable eq =
let val (v,_) = Inttriplefunc.choose eq
in if is_equal (triple_int_ord(v,one)) then
let val eq' = Inttriplefunc.undefine v eq
in if Inttriplefunc.is_undefined eq' then error "choose_variable"
else fst (Inttriplefunc.choose eq')
end
else v
end
fun eliminate dun eqs = case eqs of
[] => dun
| eq::oeqs =>
if Inttriplefunc.is_undefined eq then eliminate dun oeqs else
let val v = choose_variable eq
val a = Inttriplefunc.apply eq v
val eq' = pi_equation_cmul ((Rat.rat_of_int ~1) // a)
(Inttriplefunc.undefine v eq)
fun elim e =
let val b = Inttriplefunc.tryapplyd e v rat_0
in if b =/ rat_0 then e
else pi_equation_add e (pi_equation_cmul (Rat.neg b // a) eq)
end
in eliminate (Inttriplefunc.update(v, eq') (Inttriplefunc.mapf elim dun))
(map elim oeqs)
end
in fn eqs =>
let
val assig = eliminate Inttriplefunc.undefined eqs
val vs = Inttriplefunc.fold (fn (x, f) => fn a => remove (dest_ord triple_int_ord) one (Inttriplefunc.dom f) @ a) assig []
in (distinct (dest_ord triple_int_ord) vs,assig)
end
end;
(* Solve equations by assigning arbitrary numbers. *)
fun pi_solve_equations one eqs =
let
val (vars,assigs) = pi_eliminate_all_equations one eqs
val vfn = fold_rev (fn v => Inttriplefunc.update(v,rat_0)) vars
(Inttriplefunc.onefunc(one, Rat.rat_of_int ~1))
val ass =
Inttriplefunc.combine (curry op +/) (K false)
(Inttriplefunc.mapf (pi_equation_eval vfn) assigs) vfn
in if forall (fn e => pi_equation_eval ass e =/ rat_0) eqs
then Inttriplefunc.undefine one ass else raise Sanity
end;
(* Multiply equation-parametrized poly by regular poly and add accumulator. *)
fun pi_epoly_pmul p q acc =
Monomialfunc.fold (fn (m1, c) => fn a =>
Monomialfunc.fold (fn (m2,e) => fn b =>
let val m = monomial_mul m1 m2
val es = Monomialfunc.tryapplyd b m Inttriplefunc.undefined
in Monomialfunc.update (m,pi_equation_add (pi_equation_cmul c e) es) b
end) q a) p acc ;
(* Usual operations on equation-parametrized poly. *)
fun pi_epoly_cmul c l =
if c =/ rat_0 then Inttriplefunc.undefined else Inttriplefunc.mapf (pi_equation_cmul c) l;;
val pi_epoly_neg = pi_epoly_cmul (Rat.rat_of_int ~1);
val pi_epoly_add = Inttriplefunc.combine pi_equation_add Inttriplefunc.is_undefined;
fun pi_epoly_sub p q = pi_epoly_add p (pi_epoly_neg q);;
fun allpairs f l1 l2 = fold_rev (fn x => (curry (op @)) (map (f x) l2)) l1 [];
(* Hence produce the "relevant" monomials: those whose squares lie in the *)
(* Newton polytope of the monomials in the input. (This is enough according *)
(* to Reznik: "Extremal PSD forms with few terms", Duke Math. Journal, *)
(* vol 45, pp. 363--374, 1978. *)
(* *)
(* These are ordered in sort of decreasing degree. In particular the *)
(* constant monomial is last; this gives an order in diagonalization of the *)
(* quadratic form that will tend to display constants. *)
fun newton_polytope pol =
let
val vars = poly_variables pol
val mons = map (fn m => map (fn x => monomial_degree x m) vars)
(Monomialfunc.dom pol)
val ds = map (fn x => (degree x pol + 1) div 2) vars
val all = fold_rev (fn n => allpairs cons (0 upto n)) ds [[]]
val mons' = minimal_convex_hull mons
val all' =
filter (fn m => in_convex_hull mons' (map (fn x => 2 * x) m)) all
in map (fn m => fold_rev2 (fn v => fn i => fn a => if i = 0 then a else Ctermfunc.update (v,i) a)
vars m monomial_1) (rev all')
end;
(* Diagonalize (Cholesky/LDU) the matrix corresponding to a quadratic form. *)
local
fun diagonalize n i m =
if Intpairfunc.is_undefined (snd m) then []
else
let val a11 = Intpairfunc.tryapplyd (snd m) (i,i) rat_0
in if a11 </ rat_0 then error "diagonalize: not PSD"
else if a11 =/ rat_0 then
if Intfunc.is_undefined (snd (row i m)) then diagonalize n (i + 1) m
else error "diagonalize: not PSD ___ "
else
let
val v = row i m
val v' = (fst v, Intfunc.fold (fn (i, c) => fn a =>
let val y = c // a11
in if y = rat_0 then a else Intfunc.update (i,y) a
end) (snd v) Intfunc.undefined)
fun upt0 x y a = if y = rat_0 then a else Intpairfunc.update (x,y) a
val m' =
((n,n),
iter (i+1,n) (fn j =>
iter (i+1,n) (fn k =>
(upt0 (j,k) (Intpairfunc.tryapplyd (snd m) (j,k) rat_0 -/ Intfunc.tryapplyd (snd v) j rat_0 */ Intfunc.tryapplyd (snd v') k rat_0))))
Intpairfunc.undefined)
in (a11,v')::diagonalize n (i + 1) m'
end
end
in
fun diag m =
let
val nn = dimensions m
val n = fst nn
in if snd nn <> n then error "diagonalize: non-square matrix"
else diagonalize n 1 m
end
end;
fun gcd_rat a b = Rat.rat_of_int (Integer.gcd (int_of_rat a) (int_of_rat b));
(* Adjust a diagonalization to collect rationals at the start. *)
(* FIXME : Potentially polymorphic keys, but here only: integers!! *)
local
fun upd0 x y a = if y =/ rat_0 then a else Intfunc.update(x,y) a;
fun mapa f (d,v) =
(d, Intfunc.fold (fn (i,c) => fn a => upd0 i (f c) a) v Intfunc.undefined)
fun adj (c,l) =
let val a =
Intfunc.fold (fn (i,c) => fn a => lcm_rat a (denominator_rat c))
(snd l) rat_1 //
Intfunc.fold (fn (i,c) => fn a => gcd_rat a (numerator_rat c))
(snd l) rat_0
in ((c // (a */ a)),mapa (fn x => a */ x) l)
end
in
fun deration d = if null d then (rat_0,d) else
let val d' = map adj d
val a = fold (lcm_rat o denominator_rat o fst) d' rat_1 //
fold (gcd_rat o numerator_rat o fst) d' rat_0
in ((rat_1 // a),map (fn (c,l) => (a */ c,l)) d')
end
end;
(* Enumeration of monomials with given multidegree bound. *)
fun enumerate_monomials d vars =
if d < 0 then []
else if d = 0 then [Ctermfunc.undefined]
else if null vars then [monomial_1] else
let val alts =
map (fn k => let val oths = enumerate_monomials (d - k) (tl vars)
in map (fn ks => if k = 0 then ks else Ctermfunc.update (hd vars, k) ks) oths end) (0 upto d)
in fold1 (curry op @) alts
end;
(* Enumerate products of distinct input polys with degree <= d. *)
(* We ignore any constant input polynomials. *)
(* Give the output polynomial and a record of how it was derived. *)
local
open RealArith
in
fun enumerate_products d pols =
if d = 0 then [(poly_const rat_1,Rational_lt rat_1)]
else if d < 0 then [] else
case pols of
[] => [(poly_const rat_1,Rational_lt rat_1)]
| (p,b)::ps =>
let val e = multidegree p
in if e = 0 then enumerate_products d ps else
enumerate_products d ps @
map (fn (q,c) => (poly_mul p q,Product(b,c)))
(enumerate_products (d - e) ps)
end
end;
(* Convert regular polynomial. Note that we treat (0,0,0) as -1. *)
fun epoly_of_poly p =
Monomialfunc.fold (fn (m,c) => fn a => Monomialfunc.update (m, Inttriplefunc.onefunc ((0,0,0), Rat.neg c)) a) p Monomialfunc.undefined;
(* String for block diagonal matrix numbered k. *)
fun sdpa_of_blockdiagonal k m =
let
val pfx = string_of_int k ^" "
val ents =
Inttriplefunc.fold
(fn ((b,i,j),c) => fn a => if i > j then a else ((b,i,j),c)::a)
m []
val entss = sort (increasing fst triple_int_ord) ents
in fold_rev (fn ((b,i,j),c) => fn a =>
pfx ^ string_of_int b ^ " " ^ string_of_int i ^ " " ^ string_of_int j ^
" " ^ decimalize 20 c ^ "\n" ^ a) entss ""
end;
(* SDPA for problem using block diagonal (i.e. multiple SDPs) *)
fun sdpa_of_blockproblem comment nblocks blocksizes obj mats =
let val m = length mats - 1
in "\"" ^ comment ^ "\"\n" ^
string_of_int m ^ "\n" ^
string_of_int nblocks ^ "\n" ^
(fold1 (fn s => fn t => s^" "^t) (map string_of_int blocksizes)) ^
"\n" ^
sdpa_of_vector obj ^
fold_rev2 (fn k => fn m => fn a => sdpa_of_blockdiagonal (k - 1) m ^ a)
(1 upto length mats) mats ""
end;
(* Hence run CSDP on a problem in block diagonal form. *)
fun run_csdp dbg nblocks blocksizes obj mats =
let
val input_file = tmp_file "sos" ".dat-s"
val output_file = tmp_file "sos" ".out"
val params_file = tmp_file "param" ".csdp"
val _ = File.write input_file
(sdpa_of_blockproblem "" nblocks blocksizes obj mats)
val _ = File.write params_file csdp_params
val current_dir = File.pwd()
val _ = File.cd (Path.variable "ISABELLE_TMP")
val rv = system ("csdp "^(Path.implode input_file) ^ " "
^ (Path.implode output_file) ^
(if dbg then "" else "> /dev/null"))
val opr = File.read output_file
val res = parse_csdpoutput opr
in
((if dbg then ()
else (File.rm input_file ; File.rm output_file ; File.cd current_dir));
(rv,res))
end;
fun csdp nblocks blocksizes obj mats =
let
val (rv,res) = run_csdp (!debugging) nblocks blocksizes obj mats
in ((if rv = 1 orelse rv = 2 then error "csdp: Problem is infeasible"
else if rv = 3 then writeln "csdp warning: Reduced accuracy"
else if rv <> 0 then error ("csdp: error "^string_of_int rv)
else ());
res)
end;
(* 3D versions of matrix operations to consider blocks separately. *)
val bmatrix_add = Inttriplefunc.combine (curry op +/) (fn x => x =/ rat_0);
fun bmatrix_cmul c bm =
if c =/ rat_0 then Inttriplefunc.undefined
else Inttriplefunc.mapf (fn x => c */ x) bm;
val bmatrix_neg = bmatrix_cmul (Rat.rat_of_int ~1);
fun bmatrix_sub m1 m2 = bmatrix_add m1 (bmatrix_neg m2);;
(* Smash a block matrix into components. *)
fun blocks blocksizes bm =
map (fn (bs,b0) =>
let val m = Inttriplefunc.fold
(fn ((b,i,j),c) => fn a => if b = b0 then Intpairfunc.update ((i,j),c) a else a) bm Intpairfunc.undefined
val d = Intpairfunc.fold (fn ((i,j),c) => fn a => max a (max i j)) m 0
in (((bs,bs),m):matrix) end)
(blocksizes ~~ (1 upto length blocksizes));;
(* FIXME : Get rid of this !!!*)
fun tryfind f [] = error "tryfind"
| tryfind f (x::xs) = (f x handle ERROR _ => tryfind f xs);
(* Positiv- and Nullstellensatz. Flag "linf" forces a linear representation. *)
local
open RealArith
in
fun real_positivnullstellensatz_general linf d eqs leqs pol =
let
val vars = fold_rev (curry (gen_union (op aconvc)) o poly_variables)
(pol::eqs @ map fst leqs) []
val monoid = if linf then
(poly_const rat_1,Rational_lt rat_1)::
(filter (fn (p,c) => multidegree p <= d) leqs)
else enumerate_products d leqs
val nblocks = length monoid
fun mk_idmultiplier k p =
let
val e = d - multidegree p
val mons = enumerate_monomials e vars
val nons = mons ~~ (1 upto length mons)
in (mons,
fold_rev (fn (m,n) => Monomialfunc.update(m,Inttriplefunc.onefunc((~k,~n,n),rat_1))) nons Monomialfunc.undefined)
end
fun mk_sqmultiplier k (p,c) =
let
val e = (d - multidegree p) div 2
val mons = enumerate_monomials e vars
val nons = mons ~~ (1 upto length mons)
in (mons,
fold_rev (fn (m1,n1) =>
fold_rev (fn (m2,n2) => fn a =>
let val m = monomial_mul m1 m2
in if n1 > n2 then a else
let val c = if n1 = n2 then rat_1 else rat_2
val e = Monomialfunc.tryapplyd a m Inttriplefunc.undefined
in Monomialfunc.update(m, tri_equation_add (Inttriplefunc.onefunc((k,n1,n2), c)) e) a
end
end) nons)
nons Monomialfunc.undefined)
end
val (sqmonlist,sqs) = split_list (map2 mk_sqmultiplier (1 upto length monoid) monoid)
val (idmonlist,ids) = split_list(map2 mk_idmultiplier (1 upto length eqs) eqs)
val blocksizes = map length sqmonlist
val bigsum =
fold_rev2 (fn p => fn q => fn a => tri_epoly_pmul p q a) eqs ids
(fold_rev2 (fn (p,c) => fn s => fn a => tri_epoly_pmul p s a) monoid sqs
(epoly_of_poly(poly_neg pol)))
val eqns = Monomialfunc.fold (fn (m,e) => fn a => e::a) bigsum []
val (pvs,assig) = tri_eliminate_all_equations (0,0,0) eqns
val qvars = (0,0,0)::pvs
val allassig = fold_rev (fn v => Inttriplefunc.update(v,(Inttriplefunc.onefunc(v,rat_1)))) pvs assig
fun mk_matrix v =
Inttriplefunc.fold (fn ((b,i,j), ass) => fn m =>
if b < 0 then m else
let val c = Inttriplefunc.tryapplyd ass v rat_0
in if c = rat_0 then m else
Inttriplefunc.update ((b,j,i), c) (Inttriplefunc.update ((b,i,j), c) m)
end)
allassig Inttriplefunc.undefined
val diagents = Inttriplefunc.fold
(fn ((b,i,j), e) => fn a => if b > 0 andalso i = j then tri_equation_add e a else a)
allassig Inttriplefunc.undefined
val mats = map mk_matrix qvars
val obj = (length pvs,
itern 1 pvs (fn v => fn i => Intfunc.updatep iszero (i,Inttriplefunc.tryapplyd diagents v rat_0))
Intfunc.undefined)
val raw_vec = if null pvs then vector_0 0
else tri_scale_then (csdp nblocks blocksizes) obj mats
fun int_element (d,v) i = Intfunc.tryapplyd v i rat_0
fun cterm_element (d,v) i = Ctermfunc.tryapplyd v i rat_0
fun find_rounding d =
let
val _ = if !debugging
then writeln ("Trying rounding with limit "^Rat.string_of_rat d ^ "\n")
else ()
val vec = nice_vector d raw_vec
val blockmat = iter (1,dim vec)
(fn i => fn a => bmatrix_add (bmatrix_cmul (int_element vec i) (nth mats i)) a)
(bmatrix_neg (nth mats 0))
val allmats = blocks blocksizes blockmat
in (vec,map diag allmats)
end
val (vec,ratdias) =
if null pvs then find_rounding rat_1
else tryfind find_rounding (map Rat.rat_of_int (1 upto 31) @
map pow2 (5 upto 66))
val newassigs =
fold_rev (fn k => Inttriplefunc.update (nth pvs (k - 1), int_element vec k))
(1 upto dim vec) (Inttriplefunc.onefunc ((0,0,0), Rat.rat_of_int ~1))
val finalassigs =
Inttriplefunc.fold (fn (v,e) => fn a => Inttriplefunc.update(v, tri_equation_eval newassigs e) a) allassig newassigs
fun poly_of_epoly p =
Monomialfunc.fold (fn (v,e) => fn a => Monomialfunc.updatep iszero (v,tri_equation_eval finalassigs e) a)
p Monomialfunc.undefined
fun mk_sos mons =
let fun mk_sq (c,m) =
(c,fold_rev (fn k=> fn a => Monomialfunc.updatep iszero (nth mons (k - 1), int_element m k) a)
(1 upto length mons) Monomialfunc.undefined)
in map mk_sq
end
val sqs = map2 mk_sos sqmonlist ratdias
val cfs = map poly_of_epoly ids
val msq = filter (fn (a,b) => not (null b)) (map2 pair monoid sqs)
fun eval_sq sqs = fold_rev (fn (c,q) => poly_add (poly_cmul c (poly_mul q q))) sqs poly_0
val sanity =
fold_rev (fn ((p,c),s) => poly_add (poly_mul p (eval_sq s))) msq
(fold_rev2 (fn p => fn q => poly_add (poly_mul p q)) cfs eqs
(poly_neg pol))
in if not(Monomialfunc.is_undefined sanity) then raise Sanity else
(cfs,map (fn (a,b) => (snd a,b)) msq)
end
end;
(* Iterative deepening. *)
fun deepen f n =
(writeln ("Searching with depth limit " ^ string_of_int n) ; (f n handle ERROR s => (writeln ("failed with message: " ^ s) ; deepen f (n+1))))
(* The ordering so we can create canonical HOL polynomials. *)
fun dest_monomial mon = sort (increasing fst cterm_ord) (Ctermfunc.graph mon);
fun monomial_order (m1,m2) =
if Ctermfunc.is_undefined m2 then LESS
else if Ctermfunc.is_undefined m1 then GREATER
else
let val mon1 = dest_monomial m1
val mon2 = dest_monomial m2
val deg1 = fold (curry op + o snd) mon1 0
val deg2 = fold (curry op + o snd) mon2 0
in if deg1 < deg2 then GREATER else if deg1 > deg2 then LESS
else list_ord (prod_ord cterm_ord int_ord) (mon1,mon2)
end;
fun dest_poly p =
map (fn (m,c) => (c,dest_monomial m))
(sort (prod_ord monomial_order (K EQUAL)) (Monomialfunc.graph p));
(* Map back polynomials and their composites to HOL. *)
local
open Thm Numeral RealArith
in
fun cterm_of_varpow x k = if k = 1 then x else capply (capply @{cterm "op ^ :: real => _"} x)
(mk_cnumber @{ctyp nat} k)
fun cterm_of_monomial m =
if Ctermfunc.is_undefined m then @{cterm "1::real"}
else
let
val m' = dest_monomial m
val vps = fold_rev (fn (x,k) => cons (cterm_of_varpow x k)) m' []
in fold1 (fn s => fn t => capply (capply @{cterm "op * :: real => _"} s) t) vps
end
fun cterm_of_cmonomial (m,c) = if Ctermfunc.is_undefined m then cterm_of_rat c
else if c = Rat.one then cterm_of_monomial m
else capply (capply @{cterm "op *::real => _"} (cterm_of_rat c)) (cterm_of_monomial m);
fun cterm_of_poly p =
if Monomialfunc.is_undefined p then @{cterm "0::real"}
else
let
val cms = map cterm_of_cmonomial
(sort (prod_ord monomial_order (K EQUAL)) (Monomialfunc.graph p))
in fold1 (fn t1 => fn t2 => capply(capply @{cterm "op + :: real => _"} t1) t2) cms
end;
fun cterm_of_sqterm (c,p) = Product(Rational_lt c,Square(cterm_of_poly p));
fun cterm_of_sos (pr,sqs) = if null sqs then pr
else Product(pr,fold1 (fn a => fn b => Sum(a,b)) (map cterm_of_sqterm sqs));
end
(* Interface to HOL. *)
local
open Thm Conv RealArith
val concl = dest_arg o cprop_of
fun simple_cterm_ord t u = TermOrd.fast_term_ord (term_of t, term_of u) = LESS
in
(* FIXME: Replace tryfind by get_first !! *)
fun real_nonlinear_prover ctxt =
let
val {add,mul,neg,pow,sub,main} = Normalizer.semiring_normalizers_ord_wrapper ctxt
(valOf (NormalizerData.match ctxt @{cterm "(0::real) + 1"}))
simple_cterm_ord
val (real_poly_add_conv,real_poly_mul_conv,real_poly_neg_conv,
real_poly_pow_conv,real_poly_sub_conv,real_poly_conv) = (add,mul,neg,pow,sub,main)
fun mainf translator (eqs,les,lts) =
let
val eq0 = map (poly_of_term o dest_arg1 o concl) eqs
val le0 = map (poly_of_term o dest_arg o concl) les
val lt0 = map (poly_of_term o dest_arg o concl) lts
val eqp0 = map (fn (t,i) => (t,Axiom_eq i)) (eq0 ~~ (0 upto (length eq0 - 1)))
val lep0 = map (fn (t,i) => (t,Axiom_le i)) (le0 ~~ (0 upto (length le0 - 1)))
val ltp0 = map (fn (t,i) => (t,Axiom_lt i)) (lt0 ~~ (0 upto (length lt0 - 1)))
val (keq,eq) = List.partition (fn (p,_) => multidegree p = 0) eqp0
val (klep,lep) = List.partition (fn (p,_) => multidegree p = 0) lep0
val (kltp,ltp) = List.partition (fn (p,_) => multidegree p = 0) ltp0
fun trivial_axiom (p,ax) =
case ax of
Axiom_eq n => if eval Ctermfunc.undefined p <>/ Rat.zero then nth eqs n
else error "trivial_axiom: Not a trivial axiom"
| Axiom_le n => if eval Ctermfunc.undefined p </ Rat.zero then nth les n
else error "trivial_axiom: Not a trivial axiom"
| Axiom_lt n => if eval Ctermfunc.undefined p <=/ Rat.zero then nth lts n
else error "trivial_axiom: Not a trivial axiom"
| _ => error "trivial_axiom: Not a trivial axiom"
in
((let val th = tryfind trivial_axiom (keq @ klep @ kltp)
in fconv_rule (arg_conv (arg1_conv real_poly_conv) then_conv field_comp_conv) th end)
handle ERROR _ => (
let
val pol = fold_rev poly_mul (map fst ltp) (poly_const Rat.one)
val leq = lep @ ltp
fun tryall d =
let val e = multidegree pol
val k = if e = 0 then 0 else d div e
val eq' = map fst eq
in tryfind (fn i => (d,i,real_positivnullstellensatz_general false d eq' leq
(poly_neg(poly_pow pol i))))
(0 upto k)
end
val (d,i,(cert_ideal,cert_cone)) = deepen tryall 0
val proofs_ideal =
map2 (fn q => fn (p,ax) => Eqmul(cterm_of_poly q,ax)) cert_ideal eq
val proofs_cone = map cterm_of_sos cert_cone
val proof_ne = if null ltp then Rational_lt Rat.one else
let val p = fold1 (fn s => fn t => Product(s,t)) (map snd ltp)
in funpow i (fn q => Product(p,q)) (Rational_lt Rat.one)
end
val proof = fold1 (fn s => fn t => Sum(s,t))
(proof_ne :: proofs_ideal @ proofs_cone)
in writeln "Translating proof certificate to HOL";
translator (eqs,les,lts) proof
end))
end
in mainf end
end
fun C f x y = f y x;
(* FIXME : This is very bad!!!*)
fun subst_conv eqs t =
let
val t' = fold (Thm.cabs o Thm.lhs_of) eqs t
in Conv.fconv_rule (Thm.beta_conversion true) (fold (C combination) eqs (reflexive t'))
end
(* A wrapper that tries to substitute away variables first. *)
local
open Thm Conv RealArith
fun simple_cterm_ord t u = TermOrd.fast_term_ord (term_of t, term_of u) = LESS
val concl = dest_arg o cprop_of
val shuffle1 =
fconv_rule (rewr_conv @{lemma "(a + x == y) == (x == y - (a::real))" by (atomize (full)) (simp add: ring_simps) })
val shuffle2 =
fconv_rule (rewr_conv @{lemma "(x + a == y) == (x == y - (a::real))" by (atomize (full)) (simp add: ring_simps)})
fun substitutable_monomial fvs tm = case term_of tm of
Free(_,@{typ real}) => if not (member (op aconvc) fvs tm) then (Rat.one,tm)
else error "substitutable_monomial"
| @{term "op * :: real => _"}$c$(t as Free _ ) =>
if is_ratconst (dest_arg1 tm) andalso not (member (op aconvc) fvs (dest_arg tm))
then (dest_ratconst (dest_arg1 tm),dest_arg tm) else error "substitutable_monomial"
| @{term "op + :: real => _"}$s$t =>
(substitutable_monomial (add_cterm_frees (dest_arg tm) fvs) (dest_arg1 tm)
handle ERROR _ => substitutable_monomial (add_cterm_frees (dest_arg1 tm) fvs) (dest_arg tm))
| _ => error "substitutable_monomial"
fun isolate_variable v th =
let val w = dest_arg1 (cprop_of th)
in if v aconvc w then th
else case term_of w of
@{term "op + :: real => _"}$s$t =>
if dest_arg1 w aconvc v then shuffle2 th
else isolate_variable v (shuffle1 th)
| _ => error "isolate variable : This should not happen?"
end
in
fun real_nonlinear_subst_prover ctxt =
let
val {add,mul,neg,pow,sub,main} = Normalizer.semiring_normalizers_ord_wrapper ctxt
(valOf (NormalizerData.match ctxt @{cterm "(0::real) + 1"}))
simple_cterm_ord
val (real_poly_add_conv,real_poly_mul_conv,real_poly_neg_conv,
real_poly_pow_conv,real_poly_sub_conv,real_poly_conv) = (add,mul,neg,pow,sub,main)
fun make_substitution th =
let
val (c,v) = substitutable_monomial [] (dest_arg1(concl th))
val th1 = Drule.arg_cong_rule (capply @{cterm "op * :: real => _"} (cterm_of_rat (Rat.inv c))) (mk_meta_eq th)
val th2 = fconv_rule (binop_conv real_poly_mul_conv) th1
in fconv_rule (arg_conv real_poly_conv) (isolate_variable v th2)
end
fun oprconv cv ct =
let val g = Thm.dest_fun2 ct
in if g aconvc @{cterm "op <= :: real => _"}
orelse g aconvc @{cterm "op < :: real => _"}
then arg_conv cv ct else arg1_conv cv ct
end
fun mainf translator =
let
fun substfirst(eqs,les,lts) =
((let
val eth = tryfind make_substitution eqs
val modify = fconv_rule (arg_conv (oprconv(subst_conv [eth] then_conv real_poly_conv)))
in substfirst
(filter_out (fn t => (Thm.dest_arg1 o Thm.dest_arg o cprop_of) t
aconvc @{cterm "0::real"}) (map modify eqs),
map modify les,map modify lts)
end)
handle ERROR _ => real_nonlinear_prover ctxt translator (rev eqs, rev les, rev lts))
in substfirst
end
in mainf
end
(* Overall function. *)
fun real_sos ctxt t = gen_prover_real_arith ctxt (real_nonlinear_subst_prover ctxt) t;
end;
(* A tactic *)
fun strip_all ct =
case term_of ct of
Const("all",_) $ Abs (xn,xT,p) =>
let val (a,(v,t')) = (apsnd (Thm.dest_abs (SOME xn)) o Thm.dest_comb) ct
in apfst (cons v) (strip_all t')
end
| _ => ([],ct)
fun core_sos_conv ctxt t = Drule.arg_cong_rule @{cterm Trueprop} (real_sos ctxt (Thm.dest_arg t) RS @{thm Eq_TrueI})
fun core_sos_tac ctxt = CSUBGOAL (fn (ct, i) =>
let val (avs, p) = strip_all ct
val th = standard (fold_rev forall_intr avs (real_sos ctxt (Thm.dest_arg p)))
in rtac th i end);
fun default_SOME f NONE v = SOME v
| default_SOME f (SOME v) _ = SOME v;
fun lift_SOME f NONE a = f a
| lift_SOME f (SOME a) _ = SOME a;
local
val is_numeral = can (HOLogic.dest_number o term_of)
in
fun get_denom b ct = case term_of ct of
@{term "op / :: real => _"} $ _ $ _ =>
if is_numeral (Thm.dest_arg ct) then get_denom b (Thm.dest_arg1 ct)
else default_SOME (get_denom b) (get_denom b (Thm.dest_arg ct)) (Thm.dest_arg ct, b)
| @{term "op < :: real => _"} $ _ $ _ => lift_SOME (get_denom true) (get_denom true (Thm.dest_arg ct)) (Thm.dest_arg1 ct)
| @{term "op <= :: real => _"} $ _ $ _ => lift_SOME (get_denom true) (get_denom true (Thm.dest_arg ct)) (Thm.dest_arg1 ct)
| _ $ _ => lift_SOME (get_denom b) (get_denom b (Thm.dest_fun ct)) (Thm.dest_arg ct)
| _ => NONE
end;
fun elim_one_denom_tac ctxt =
CSUBGOAL (fn (P,i) =>
case get_denom false P of
NONE => no_tac
| SOME (d,ord) =>
let
val ss = simpset_of (ProofContext.theory_of ctxt) addsimps @{thms field_simps}
addsimps [@{thm nonzero_power_divide}, @{thm power_divide}]
val th = instantiate' [] [SOME d, SOME (Thm.dest_arg P)]
(if ord then @{lemma "(d=0 --> P) & (d>0 --> P) & (d<(0::real) --> P) ==> P" by auto}
else @{lemma "(d=0 --> P) & (d ~= (0::real) --> P) ==> P" by blast})
in (rtac th i THEN Simplifier.asm_full_simp_tac ss i) end);
fun elim_denom_tac ctxt i = REPEAT (elim_one_denom_tac ctxt i);
fun sos_tac ctxt = ObjectLogic.full_atomize_tac THEN' elim_denom_tac ctxt THEN' core_sos_tac ctxt
end;