Scylla: a matrix-free fix-propagate-and-project heuristic for mixed-integer optimization

We introduce Scylla, a primal heuristic for mixed-integer optimization problems. It exploits approximate solves of the Linear Programming relaxations through the matrix-free Primal-Dual Hybrid Gradient algorithm with specialized termination criteria, and derives integer-feasible solutions via fix-and-propagate procedures and feasibility-pump-like updates to the objective function. Computational experiments show that the method is particularly suited to instances with hard linear relaxations

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

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

A Survey of Symbolic Execution Techniques

Many security and software testing applications require checking whether certain properties of a program hold for any possible usage scenario. For instance, a tool for identifying software vulnerabilities may need to rule out the existence of any backdoor to bypass a program's authentication. One approach would be to test the program using different, possibly random inputs. As the backdoor may only be hit for very specific program workloads, automated exploration of the space of possible inputs is of the essence. Symbolic execution provides an elegant solution to the problem, by systematically exploring many possible execution paths at the same time without necessarily requiring concrete inputs. Rather than taking on fully specified input values, the technique abstractly represents them as symbols, resorting to constraint solvers to construct actual instances that would cause property violations. Symbolic execution has been incubated in dozens of tools developed over the last four decades, leading to major practical breakthroughs in a number of prominent software reliability applications. The goal of this survey is to provide an overview of the main ideas, challenges, and solutions developed in the area, distilling them for a broad audience. The present survey has been accepted for publication at ACM Computing Surveys. If you are considering citing this survey, we would appreciate if you could use the following BibTeX entry: http://goo.gl/Hf5FvcComment: This is the authors pre-print copy. If you are considering citing this survey, we would appreciate if you could use the following BibTeX entry: http://goo.gl/Hf5Fv

Solving hard industrial combinatorial problems with SAT

The topic of this thesis is the development of SAT-based techniques and tools for solving industrial combinatorial problems. First, it describes the architecture of state-of-the-art SAT and SMT Solvers based on the classical DPLL procedure. These systems can be used as black boxes for solving combinatorial problems. However, sometimes we can increase their efficiency with slight modifications of the basic algorithm. Therefore, the study and development of techniques for adjusting SAT Solvers to specific combinatorial problems is the first goal of this thesis. Namely, SAT Solvers can only deal with propositional logic. For solving general combinatorial problems, two different approaches are possible: - Reducing the complex constraints into propositional clauses. - Enriching the SAT Solver language. The first approach corresponds to encoding the constraint into SAT. The second one corresponds to using propagators, the basis for SMT Solvers. Regarding the first approach, in this document we improve the encoding of two of the most important combinatorial constraints: cardinality constraints and pseudo-Boolean constraints. After that, we present a new mixed approach, called lazy decomposition, which combines the advantages of encodings and propagators. The other part of the thesis uses these theoretical improvements in industrial combinatorial problems. We give a method for efficiently scheduling some professional sport leagues with SAT. The results are promising and show that a SAT approach is valid for these problems. However, the chaotical behavior of CDCL-based SAT Solvers due to VSIDS heuristics makes it difficult to obtain a similar solution for two similar problems. This may be inconvenient in real-world problems, since a user expects similar solutions when it makes slight modifications to the problem specification. In order to overcome this limitation, we have studied and solved the close solution problem, i.e., the problem of quickly finding a close solution when a similar problem is considered

Practical heuristics to improve precision for erroneous function argument swapping detection in C and C++

Argument selection defects, in which the programmer chooses the wrong argument to pass to a parameter from a potential set of arguments in a function call, is a widely investigated problem. The compiler can detect such misuse of arguments only through the argument and parameter type for statically typed programming languages. When adjacent parameters have the same type or can be converted between one another, a swapped or out of order call will not be diagnosed by compilers. Related research is usually confined to exact type equivalence, often ignoring potential implicit or explicit conversions. However, in current mainstream languages, like C++, built-in conversions between numerics and user-defined conversions may significantly increase the number of mistakes to go unnoticed. We investigated the situation for C and C++ languages where developers can define functions with multiple adjacent parameters that allow arguments to pass in the wrong order. When implicit conversions – such as parameter pairs of types ``(int, bool)`` – are taken into account, the number of mistake-prone functions markedly increases compared to only strict type equivalence. We analysed a sample of projects and categorised the offending parameter types. The empirical results should further encourage the language and library development community to emphasise the importance of strong typing and to restrict the proliferation of implicit conversions. However, the analysis produces a hard to consume amount of diagnostics for existing projects, and there are always cases that match the analysis rule but cannot be “fixed”. As such, further heuristics are needed to allow developers to refactor effectively based on the analysis results. We devised such heuristics, measured their expressive power, and found that several simple heuristics greatly help highlight the more problematic cases

Global supply chains of high value low volume products

Imperial Users onl