Soy: An Efficient MILP Solver for Piecewise-Affine Systems

Piecewise-affine (PWA) systems are widely used for modeling and control of robotics problems including modeling contact dynamics. A common approach is to encode the control problem of the PWA system as a Mixed-Integer Convex Program (MICP), which can be solved by general-purpose off-the-shelf MICP solvers. To mitigate the scalability challenge of solving these MICP problems, existing work focuses on devising efficient and strong formulations of the problems, while less effort has been spent on exploiting their specific structure to develop specialized solvers. The latter is the theme of our work. We focus on efficiently handling one-hot constraints, which are particularly relevant when encoding PWA dynamics. We have implemented our techniques in a tool, Soy, which organically integrates logical reasoning, arithmetic reasoning, and stochastic local search. For a set of PWA control benchmarks, Soy solves more problems, faster, than two state-of-the-art MICP solvers.Comment: Under submissio

FMplex: A Novel Method for Solving Linear Real Arithmetic Problems

In this paper we introduce a novel quantifier elimination method for conjunctions of linear real arithmetic constraints. Our algorithm is based on the Fourier-Motzkin variable elimination procedure, but by case splitting we are able to reduce the worst-case complexity from doubly to singly exponential. The adaption of the procedure for SMT solving has strong correspondence to the simplex algorithm, therefore we name it FMplex. Besides the theoretical foundations, we provide an experimental evaluation in the context of SMT solving

Branching strategies for mixed-integer programs containing logical constraints and decomposable structure

Decision-making optimisation problems can include discrete selections, e.g. selecting a route, arranging non-overlapping items or designing a network of items. Branch-and-bound (B&B), a widely applied divide-and-conquer framework, often solves such problems by considering a continuous approximation, e.g. replacing discrete variable domains by a continuous superset. Such approximations weaken the logical relations, e.g. for discrete variables corresponding to Boolean variables. Branching in B&B reintroduces logical relations by dividing the search space. This thesis studies designing B&B branching strategies, i.e. how to divide the search space, for optimisation problems that contain both a logical and a continuous structure. We begin our study with a large-scale, industrially-relevant optimisation problem where the objective consists of machine-learnt gradient-boosted trees (GBTs) and convex penalty functions. GBT functions contain if-then queries which introduces a logical structure to this problem. We propose decomposition-based rigorous bounding strategies and an iterative heuristic that can be embedded into a B&B algorithm. We approach branching with two strategies: a pseudocost initialisation and strong branching that target the structure of GBT and convex penalty aspects of the optimisation objective, respectively. Computational tests show that our B&B approach outperforms state-of-the-art solvers in deriving rigorous bounds on optimality. Our second project investigates how satisfiability modulo theories (SMT) derived unsatisfiable cores may be utilised in a B&B context. Unsatisfiable cores are subsets of constraints that explain an infeasible result. We study two-dimensional bin packing (2BP) and develop a B&B algorithm that branches on SMT unsatisfiable cores. We use the unsatisfiable cores to derive cuts that break 2BP symmetries. Computational results show that our B&B algorithm solves 20% more instances when compared with commercial solvers on the tested instances. Finally, we study convex generalized disjunctive programming (GDP), a framework that supports logical variables and operators. Convex GDP includes disjunctions of mathematical constraints, which motivate branching by partitioning the disjunctions. We investigate separation by branching, i.e. eliminating solutions that prevent rigorous bound improvement, and propose a greedy algorithm for building the branches. We propose three scoring methods for selecting the next branching disjunction. We also analyse how to leverage infeasibility to expedite the B&B search. Computational results show that our scoring methods can reduce the number of explored B&B nodes by an order of magnitude when compared with scoring methods proposed in literature. Our infeasibility analysis further reduces the number of explored nodes.Open Acces

Tools and Algorithms for the Construction and Analysis of Systems

This open access book constitutes the proceedings of the 28th International Conference on Tools and Algorithms for the Construction and Analysis of Systems, TACAS 2022, which was held during April 2-7, 2022, in Munich, Germany, as part of the European Joint Conferences on Theory and Practice of Software, ETAPS 2022. The 46 full papers and 4 short papers presented in this volume were carefully reviewed and selected from 159 submissions. The proceedings also contain 16 tool papers of the affiliated competition SV-Comp and 1 paper consisting of the competition report. TACAS is a forum for researchers, developers, and users interested in rigorously based tools and algorithms for the construction and analysis of systems. The conference aims to bridge the gaps between different communities with this common interest and to support them in their quest to improve the utility, reliability, exibility, and efficiency of tools and algorithms for building computer-controlled systems

Tools and Algorithms for the Construction and Analysis of Systems

This open access book constitutes the proceedings of the 28th International Conference on Tools and Algorithms for the Construction and Analysis of Systems, TACAS 2022, which was held during April 2-7, 2022, in Munich, Germany, as part of the European Joint Conferences on Theory and Practice of Software, ETAPS 2022. The 46 full papers and 4 short papers presented in this volume were carefully reviewed and selected from 159 submissions. The proceedings also contain 16 tool papers of the affiliated competition SV-Comp and 1 paper consisting of the competition report. TACAS is a forum for researchers, developers, and users interested in rigorously based tools and algorithms for the construction and analysis of systems. The conference aims to bridge the gaps between different communities with this common interest and to support them in their quest to improve the utility, reliability, exibility, and efficiency of tools and algorithms for building computer-controlled systems

Decision procedures for linear arithmetic

In this thesis, we present new decision procedures for linear arithmetic in the context of SMT solvers and theorem provers: 1) CutSat++, a calculus for linear integer arithmetic that combines techniques from SAT solving and quantifier elimination in order to be sound, terminating, and complete. 2) The largest cube test and the unit cube test, two sound (although incomplete) tests that find integer and mixed solutions in polynomial time. The tests are especially efficient on absolutely unbounded constraint systems, which are difficult to handle for many other decision procedures. 3) Techniques for the investigation of equalities implied by a constraint system. Moreover, we present several applications for these techniques. 4) The Double-Bounded reduction and the Mixed-Echelon-Hermite transformation, two transformations that reduce any constraint system in polynomial time to an equisatisfiable constraint system that is bounded. The transformations are beneficial because they turn branch-and-bound into a complete and efficient decision procedure for unbounded constraint systems. We have implemented the above decision procedures (except for Cut- Sat++) as part of our linear arithmetic theory solver SPASS-IQ and as part of our CDCL(LA) solver SPASS-SATT. We also present various benchmark evaluations that confirm the practical efficiency of our new decision procedures.In dieser Arbeit präsentieren wir neue Entscheidungsprozeduren für lineare Arithmetik im Kontext von SMT-Solvern und Theorembeweisern: 1) CutSat++, ein korrekter und vollständiger Kalkül für ganzzahlige lineare Arithmetik, der Techniken zur Entscheidung von Aussagenlogik mit Techniken aus der Quantorenelimination vereint. 2) Der Größte-Würfeltest und der Einheitswürfeltest, zwei korrekte (wenn auch unvollständige) Tests, die in polynomieller Zeit (gemischt-)ganzzahlige Lösungen finden. Die Tests sind besonders effizient auf vollständig unbegrenzten Systemen, welche für viele andere Entscheidungsprozeduren schwer sind. 3) Techniken zur Ermittlung von Gleichungen, die von einem linearen Ungleichungssystem impliziert werden. Des Weiteren präsentieren wir mehrere Anwendungsmöglichkeiten für diese Techniken. 4) Die Beidseitig-Begrenzte-Reduktion und die Gemischte-Echelon-Hermitesche- Transformation, die ein Ungleichungssystem in polynomieller Zeit auf ein erfüllbarkeitsäquivalentes System reduzieren, das begrenzt ist. Vereint verwandeln die Transformationen Branch-and-Bound in eine vollständige und effiziente Entscheidungsprozedur für unbeschränkte Ungleichungssysteme. Wir haben diese Techniken (ausgenommen CutSat++) in SPASS-IQ (unserem theory solver für lineare Arithmetik) und in SPASS-SATT (unserem CDCL(LA) solver) implementiert. Basierend darauf präsentieren wir Benchmark-Evaluationen, die die Effizienz unserer Entscheidungsprozeduren bestätigen

Robust scheduling in forest operations planning

Thesis (S.M.)--Massachusetts Institute of Technology, Computation for Design and Optimization Program, 2008.Includes bibliographical references (p. 67-68).Forest operations planning is a complex decision process which considers multiple objectives on the strategic, tactical and operational horizons. Decisions such as where to harvest and in what order over different time periods are just some of the many diverse and complex decisions that are needed to be made. An important issue in real-world optimization of forest harvesting planning is how to treat uncertainty of a biological nature, namely the uncertainty due to different growth rates of trees which affects their respective yields. Another important issue is in the effective use of high capital intensive forest harvesting machinery by suitable routing and scheduling assignments. The focus of this thesis is to investigate the effects of incorporating the robust formulation and a machinery assignment problem collectively to a forest harvesting model. The amount of variability in the harvest yield can be measured by sampling from historical data and suitable protection against uncertainty can be set after incorporating the use of a suitable robust formulation. A trade off between robustness to uncertainty with the deterioration in the objective value ensues. Using models based on industrial and slightly modified data, both the robust and routing formulations have been shown to affect the solution and its underlying structure thus making them necessary considerations. A study of feasibility using Monte Carlo simulation is then undertaken to evaluate the difference in average performances of the formulations as well as to obtain a method of setting the required protections with an acceptable probability of infeasibility under a given set of scenarios.by Lui Cheng, Lim.S.M

Proceedings of the 22nd Conference on Formal Methods in Computer-Aided Design – FMCAD 2022

The Conference on Formal Methods in Computer-Aided Design (FMCAD) is an annual conference on the theory and applications of formal methods in hardware and system verification. FMCAD provides a leading forum to researchers in academia and industry for presenting and discussing groundbreaking methods, technologies, theoretical results, and tools for reasoning formally about computing systems. FMCAD covers formal aspects of computer-aided system design including verification, specification, synthesis, and testing

Proceedings of the 22nd Conference on Formal Methods in Computer-Aided Design – FMCAD 2022

The Conference on Formal Methods in Computer-Aided Design (FMCAD) is an annual conference on the theory and applications of formal methods in hardware and system verification. FMCAD provides a leading forum to researchers in academia and industry for presenting and discussing groundbreaking methods, technologies, theoretical results, and tools for reasoning formally about computing systems. FMCAD covers formal aspects of computer-aided system design including verification, specification, synthesis, and testing