2050 lines
		
	
	
		
			79 KiB
		
	
	
	
		
			TeX
		
	
	
	
			
		
		
	
	
			2050 lines
		
	
	
		
			79 KiB
		
	
	
	
		
			TeX
		
	
	
	
\section{Sets and Relations}
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\begin{definition}[Polyhedral Set]
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A {\em polyhedral set}\index{polyhedral set} $S$ is a finite union of basic sets
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$S = \bigcup_i S_i$, each of which can be represented using affine
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constraints
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$$
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S_i : \Z^n \to 2^{\Z^d} : \vec s \mapsto
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S_i(\vec s) =
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\{\, \vec x \in \Z^d \mid \exists \vec z \in \Z^e :
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A \vec x + B \vec s + D \vec z + \vec c \geq \vec 0 \,\}
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,
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$$
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with $A \in \Z^{m \times d}$,
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$B \in \Z^{m \times n}$,
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$D \in \Z^{m \times e}$
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and $\vec c \in \Z^m$.
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\end{definition}
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\begin{definition}[Parameter Domain of a Set]
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Let $S \in \Z^n \to 2^{\Z^d}$ be a set.
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The {\em parameter domain} of $S$ is the set
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$$\pdom S \coloneqq \{\, \vec s \in \Z^n \mid S(\vec s) \ne \emptyset \,\}.$$
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\end{definition}
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\begin{definition}[Polyhedral Relation]
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A {\em polyhedral relation}\index{polyhedral relation}
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$R$ is a finite union of basic relations
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$R = \bigcup_i R_i$ of type
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$\Z^n \to 2^{\Z^{d_1+d_2}}$,
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each of which can be represented using affine
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constraints
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$$
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R_i = \vec s \mapsto
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R_i(\vec s) =
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\{\, \vec x_1 \to \vec x_2 \in \Z^{d_1} \times \Z^{d_2}
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\mid \exists \vec z \in \Z^e :
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A_1 \vec x_1 + A_2 \vec x_2 + B \vec s + D \vec z + \vec c \geq \vec 0 \,\}
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,
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$$
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with $A_i \in \Z^{m \times d_i}$,
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$B \in \Z^{m \times n}$,
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$D \in \Z^{m \times e}$
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and $\vec c \in \Z^m$.
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\end{definition}
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\begin{definition}[Parameter Domain of a Relation]
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Let $R \in \Z^n \to 2^{\Z^{d+d}}$ be a relation.
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The {\em parameter domain} of $R$ is the set
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$$\pdom R \coloneqq \{\, \vec s \in \Z^n \mid R(\vec s) \ne \emptyset \,\}.$$
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\end{definition}
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\begin{definition}[Domain of a Relation]
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Let $R \in \Z^n \to 2^{\Z^{d+d}}$ be a relation.
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The {\em domain} of $R$ is the polyhedral set
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$$\domain R \coloneqq \vec s \mapsto
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\{\, \vec x_1 \in \Z^{d_1} \mid \exists \vec x_2 \in \Z^{d_2} :
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(\vec x_1, \vec x_2) \in R(\vec s) \,\}
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.
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$$
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\end{definition}
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\begin{definition}[Range of a Relation]
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Let $R \in \Z^n \to 2^{\Z^{d+d}}$ be a relation.
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The {\em range} of $R$ is the polyhedral set
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$$
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\range R \coloneqq \vec s \mapsto
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\{\, \vec x_2 \in \Z^{d_2} \mid \exists \vec x_1 \in \Z^{d_1} :
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(\vec x_1, \vec x_2) \in R(\vec s) \,\}
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.
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$$
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\end{definition}
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\begin{definition}[Composition of Relations]
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Let $R \in \Z^n \to 2^{\Z^{d_1+d_2}}$ and
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$S \in \Z^n \to 2^{\Z^{d_2+d_3}}$ be two relations,
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then the composition of
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$R$ and $S$ is defined as
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$$
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S \circ R \coloneqq
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\vec s \mapsto
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\{\, \vec x_1 \to \vec x_3 \in \Z^{d_1} \times \Z^{d_3}
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\mid \exists \vec x_2 \in \Z^{d_2} :
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\vec x_1 \to \vec x_2 \in R(\vec s) \wedge
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\vec x_2 \to \vec x_3 \in S(\vec s)
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\,\}
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.
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$$
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\end{definition}
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\begin{definition}[Difference Set of a Relation]
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Let $R \in \Z^n \to 2^{\Z^{d+d}}$ be a relation.
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The difference set ($\Delta \, R$) of $R$ is the set
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of differences between image elements and the corresponding
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domain elements,
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$$
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\diff R \coloneqq
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\vec s \mapsto
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\{\, \vec \delta \in \Z^{d} \mid \exists \vec x \to \vec y \in R :
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\vec \delta = \vec y - \vec x
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\,\}
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$$
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\end{definition}
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\section{Simple Hull}\label{s:simple hull}
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It is sometimes useful to have a single
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basic set or basic relation that contains a given set or relation.
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For rational sets, the obvious choice would be to compute the
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(rational) convex hull.  For integer sets, the obvious choice
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would be the integer hull.
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However, {\tt isl} currently does not support an integer hull operation
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and even if it did, it would be fairly expensive to compute.
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The convex hull operation is supported, but it is also fairly
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expensive to compute given only an implicit representation.
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Usually, it is not required to compute the exact integer hull,
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and an overapproximation of this hull is sufficient.
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The ``simple hull'' of a set is such an overapproximation
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and it is defined as the (inclusion-wise) smallest basic set
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that is described by constraints that are translates of
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the constraints in the input set.
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This means that the simple hull is relatively cheap to compute
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and that the number of constraints in the simple hull is no
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larger than the number of constraints in the input.
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\begin{definition}[Simple Hull of a Set]
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The {\em simple hull} of a set
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$S = \bigcup_{1 \le i \le v} S_i$, with
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$$
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S : \Z^n \to 2^{\Z^d} : \vec s \mapsto
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S(\vec s) =
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\left\{\, \vec x \in \Z^d \mid \exists \vec z \in \Z^e :
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\bigvee_{1 \le i \le v}
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A_i \vec x + B_i \vec s + D_i \vec z + \vec c_i \geq \vec 0 \,\right\}
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$$
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is the set
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$$
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H : \Z^n \to 2^{\Z^d} : \vec s \mapsto
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S(\vec s) =
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\left\{\, \vec x \in \Z^d \mid \exists \vec z \in \Z^e :
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\bigwedge_{1 \le i \le v}
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A_i \vec x + B_i \vec s + D_i \vec z + \vec c_i + \vec K_i \geq \vec 0
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\,\right\}
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,
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$$
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with $\vec K_i$ the (component-wise) smallest non-negative integer vectors
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such that $S \subseteq H$.
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\end{definition}
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The $\vec K_i$ can be obtained by solving a number of
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LP problems, one for each element of each $\vec K_i$.
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If any LP problem is unbounded, then the corresponding constraint
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is dropped.
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\section{Parametric Integer Programming}
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\subsection{Introduction}\label{s:intro}
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Parametric integer programming \parencite{Feautrier88parametric}
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is used to solve many problems within the context of the polyhedral model.
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Here, we are mainly interested in dependence analysis \parencite{Fea91}
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and in computing a unique representation for existentially quantified
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variables.  The latter operation has been used for counting elements
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in sets involving such variables
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\parencite{BouletRe98,Verdoolaege2005experiences} and lies at the core
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of the internal representation of {\tt isl}.
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Parametric integer programming was first implemented in \texttt{PipLib}.
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An alternative method for parametric integer programming
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was later implemented in {\tt barvinok} \cite{barvinok-0.22}.
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This method is not based on Feautrier's algorithm, but on rational
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generating functions \cite{Woods2003short} and was inspired by the
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``digging'' technique of \textcite{DeLoera2004Three} for solving
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non-parametric integer programming problems.
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In the following sections, we briefly recall the dual simplex
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method combined with Gomory cuts and describe some extensions
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and optimizations.  The main algorithm is applied to a matrix
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data structure known as a tableau.  In case of parametric problems,
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there are two tableaus, one for the main problem and one for
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the constraints on the parameters, known as the context tableau.
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The handling of the context tableau is described in \autoref{s:context}.
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\subsection{The Dual Simplex Method}
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Tableaus can be represented in several slightly different ways.
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In {\tt isl}, the dual simplex method uses the same representation
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as that used by its incremental LP solver based on the \emph{primal}
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simplex method.  The implementation of this LP solver is based
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on that of {\tt Simplify} \parencite{Detlefs2005simplify}, which, in turn,
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was derived from the work of \textcite{Nelson1980phd}.
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In the original \parencite{Nelson1980phd}, the tableau was implemented
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as a sparse matrix, but neither {\tt Simplify} nor the current
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implementation of {\tt isl} does so.
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Given some affine constraints on the variables,
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$A \vec x + \vec b \ge \vec 0$, the tableau represents the relationship
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between the variables $\vec x$ and non-negative variables
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$\vec y = A \vec x + \vec b$ corresponding to the constraints.
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The initial tableau contains $\begin{pmatrix}
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\vec b & A
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\end{pmatrix}$ and expresses the constraints $\vec y$ in the rows in terms
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of the variables $\vec x$ in the columns.  The main operation defined
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on a tableau exchanges a column and a row variable and is called a pivot.
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During this process, some coefficients may become rational.
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As in the \texttt{PipLib} implementation,
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{\tt isl} maintains a shared denominator per row.
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The sample value of a tableau is one where each column variable is assigned
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zero and each row variable is assigned the constant term of the row.
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This sample value represents a valid solution if each constraint variable
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is assigned a non-negative value, i.e., if the constant terms of
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rows corresponding to constraints are all non-negative.
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The dual simplex method starts from an initial sample value that
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may be invalid, but that is known to be (lexicographically) no
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greater than any solution, and gradually increments this sample value
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through pivoting until a valid solution is obtained.
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In particular, each pivot exchanges a row variable
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$r = -n + \sum_i a_i \, c_i$ with negative
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sample value $-n$ with a column variable $c_j$
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such that $a_j > 0$.  Since $c_j = (n + r - \sum_{i\ne j} a_i \, c_i)/a_j$,
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the new row variable will have a positive sample value $n$.
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If no such column can be found, then the problem is infeasible.
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By always choosing the column that leads to the (lexicographically)
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smallest increment in the variables $\vec x$,
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the first solution found is guaranteed to be the (lexicographically)
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minimal solution \cite{Feautrier88parametric}.
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In order to be able to determine the smallest increment, the tableau
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is (implicitly) extended with extra rows defining the original
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variables in terms of the column variables.
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If we assume that all variables are non-negative, then we know
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that the zero vector is no greater than the minimal solution and
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then the initial extended tableau looks as follows.
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$$
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\begin{tikzpicture}
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\matrix (m) [matrix of math nodes]
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{
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& {} & 1 & \vec c \\
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\vec x && |(top)| \vec 0 & I \\
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\vec r && \vec b & |(bottom)|A \\
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};
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\begin{pgfonlayer}{background}
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\node (core) [inner sep=0pt,fill=black!20,right delimiter=),left delimiter=(,fit=(top)(bottom)] {};
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\end{pgfonlayer}
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\end{tikzpicture}
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$$
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Each column in this extended tableau is lexicographically positive
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and will remain so because of the column choice explained above.
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It is then clear that the value of $\vec x$ will increase in each step.
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Note that there is no need to store the extra rows explicitly.
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If a given $x_i$ is a column variable, then the corresponding row
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is the unit vector $e_i$.  If, on the other hand, it is a row variable,
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then the row already appears somewhere else in the tableau.
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In case of parametric problems, the sign of the constant term
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may depend on the parameters.  Each time the constant term of a constraint row
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changes, we therefore need to check whether the new term can attain
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negative and/or positive values over the current set of possible
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parameter values, i.e., the context.
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If all these terms can only attain non-negative values, the current
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state of the tableau represents a solution.  If one of the terms
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can only attain non-positive values and is not identically zero,
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the corresponding row can be pivoted.
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Otherwise, we pick one of the terms that can attain both positive
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and negative values and split the context into a part where
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it only attains non-negative values and a part where it only attains
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negative values.
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\subsection{Gomory Cuts}
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The solution found by the dual simplex method may have
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non-integral coordinates.  If so, some rational solutions
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(including the current sample value), can be cut off by
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applying a (parametric) Gomory cut.
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Let $r = b(\vec p) + \sp {\vec a} {\vec c}$ be the row
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corresponding to the first non-integral coordinate of $\vec x$,
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with $b(\vec p)$ the constant term, an affine expression in the
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parameters $\vec p$, i.e., $b(\vec p) = \sp {\vec f} {\vec p} + g$.
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Note that only row variables can attain
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non-integral values as the sample value of the column variables is zero.
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Consider the expression
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$b(\vec p) - \ceil{b(\vec p)} + \sp {\fract{\vec a}} {\vec c}$,
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with $\ceil\cdot$ the ceiling function and $\fract\cdot$ the
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fractional part.  This expression is negative at the sample value
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since $\vec c = \vec 0$ and $r = b(\vec p)$ is fractional, i.e.,
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$\ceil{b(\vec p)} > b(\vec p)$.  On the other hand, for each integral
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value of $r$ and $\vec c \ge 0$, the expression is non-negative
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because $b(\vec p) - \ceil{b(\vec p)} > -1$.
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Imposing this expression to be non-negative therefore does not
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invalidate any integral solutions, while it does cut away the current
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fractional sample value.  To be able to formulate this constraint,
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a new variable $q = \floor{-b(\vec p)} = - \ceil{b(\vec p)}$ is added
 | 
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to the context.  This integral variable is uniquely defined by the constraints
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$0 \le -d \, b(\vec p) - d \, q \le d - 1$, with $d$ the common
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denominator of $\vec f$ and $g$.  In practice, the variable
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$q' = \floor{\sp {\fract{-f}} {\vec p} + \fract{-g}}$ is used instead
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and the coefficients of the new constraint are adjusted accordingly.
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The sign of the constant term of this new constraint need not be determined
 | 
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as it is non-positive by construction.
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When several of these extra context variables are added, it is important
 | 
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to avoid adding duplicates.
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Recent versions of {\tt PipLib} also check for such duplicates.
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\subsection{Negative Unknowns and Maximization}
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There are two places in the above algorithm where the unknowns $\vec x$
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are assumed to be non-negative: the initial tableau starts from
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sample value $\vec x = \vec 0$ and $\vec c$ is assumed to be non-negative
 | 
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during the construction of Gomory cuts.
 | 
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To deal with negative unknowns, \textcite[Appendix A.2]{Fea91}
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proposed to use a ``big parameter'', say $M$, that is taken to be
 | 
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an arbitrarily large positive number.  Instead of looking for the
 | 
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lexicographically minimal value of $\vec x$, we search instead
 | 
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for the lexicographically minimal value of $\vec x' = \vec M + \vec x$.
 | 
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The sample value $\vec x' = \vec 0$ of the initial tableau then
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corresponds to $\vec x = -\vec M$, which is clearly not greater than
 | 
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any potential solution.  The sign of the constant term of a row
 | 
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is determined lexicographically, with the coefficient of $M$ considered
 | 
						|
first.  That is, if the coefficient of $M$ is not zero, then its sign
 | 
						|
is the sign of the entire term.  Otherwise, the sign is determined
 | 
						|
by the remaining affine expression in the parameters.
 | 
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If the original problem has a bounded optimum, then the final sample
 | 
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value will be of the form $\vec M + \vec v$ and the optimal value
 | 
						|
of the original problem is then $\vec v$.
 | 
						|
Maximization problems can be handled in a similar way by computing
 | 
						|
the minimum of $\vec M - \vec x$.
 | 
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When the optimum is unbounded, the optimal value computed for
 | 
						|
the original problem will involve the big parameter.
 | 
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In the original implementation of {\tt PipLib}, the big parameter could
 | 
						|
even appear in some of the extra variables $\vec q$ created during
 | 
						|
the application of a Gomory cut.  The final result could then contain
 | 
						|
implicit conditions on the big parameter through conditions on such
 | 
						|
$\vec q$ variables.  This problem was resolved in later versions
 | 
						|
of {\tt PipLib} by taking $M$ to be divisible by any positive number.
 | 
						|
The big parameter can then never appear in any $\vec q$ because
 | 
						|
$\fract {\alpha M } = 0$.  It should be noted, though, that an unbounded
 | 
						|
problem usually (but not always)
 | 
						|
indicates an incorrect formulation of the problem.
 | 
						|
 | 
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The original version of {\tt PipLib} required the user to ``manually''
 | 
						|
add a big parameter, perform the reformulation and interpret the result
 | 
						|
\parencite{Feautrier02}.  Recent versions allow the user to simply
 | 
						|
specify that the unknowns may be negative or that the maximum should
 | 
						|
be computed and then these transformations are performed internally.
 | 
						|
Although there are some application, e.g.,
 | 
						|
that of \textcite{Feautrier92multi},
 | 
						|
where it is useful to have explicit control over the big parameter,
 | 
						|
negative unknowns and maximization are by far the most common applications
 | 
						|
of the big parameter and we believe that the user should not be bothered
 | 
						|
with such implementation issues.
 | 
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The current version of {\tt isl} therefore does not
 | 
						|
provide any interface for specifying big parameters.  Instead, the user
 | 
						|
can specify whether a maximum needs to be computed and no assumptions
 | 
						|
are made on the sign of the unknowns.  Instead, the sign of the unknowns
 | 
						|
is checked internally and a big parameter is automatically introduced when
 | 
						|
needed.  For compatibility with {\tt PipLib}, the {\tt isl\_pip} tool
 | 
						|
does explicitly add non-negativity constraints on the unknowns unless
 | 
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the \verb+Urs_unknowns+ option is specified.
 | 
						|
Currently, there is also no way in {\tt isl} of expressing a big
 | 
						|
parameter in the output.  Even though
 | 
						|
{\tt isl} makes the same divisibility assumption on the big parameter
 | 
						|
as recent versions of {\tt PipLib}, it will therefore eventually
 | 
						|
produce an error if the problem turns out to be unbounded.
 | 
						|
 | 
						|
\subsection{Preprocessing}
 | 
						|
 | 
						|
In this section, we describe some transformations that are
 | 
						|
or can be applied in advance to reduce the running time
 | 
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of the actual dual simplex method with Gomory cuts.
 | 
						|
 | 
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\subsubsection{Feasibility Check and Detection of Equalities}
 | 
						|
 | 
						|
Experience with the original {\tt PipLib} has shown that Gomory cuts
 | 
						|
do not perform very well on problems that are (non-obviously) empty,
 | 
						|
i.e., problems with rational solutions, but no integer solutions.
 | 
						|
In {\tt isl}, we therefore first perform a feasibility check on
 | 
						|
the original problem considered as a non-parametric problem
 | 
						|
over the combined space of unknowns and parameters.
 | 
						|
In fact, we do not simply check the feasibility, but we also
 | 
						|
check for implicit equalities among the integer points by computing
 | 
						|
the integer affine hull.  The algorithm used is the same as that
 | 
						|
described in \autoref{s:GBR} below.
 | 
						|
Computing the affine hull is fairly expensive, but it can
 | 
						|
bring huge benefits if any equalities can be found or if the problem
 | 
						|
turns out to be empty.
 | 
						|
 | 
						|
\subsubsection{Constraint Simplification}
 | 
						|
 | 
						|
If the coefficients of the unknown and parameters in a constraint
 | 
						|
have a common factor, then this factor should be removed, possibly
 | 
						|
rounding down the constant term.  For example, the constraint
 | 
						|
$2 x - 5 \ge 0$ should be simplified to $x - 3 \ge 0$.
 | 
						|
{\tt isl} performs such simplifications on all sets and relations.
 | 
						|
Recent versions of {\tt PipLib} also perform this simplification
 | 
						|
on the input.
 | 
						|
 | 
						|
\subsubsection{Exploiting Equalities}\label{s:equalities}
 | 
						|
 | 
						|
If there are any (explicit) equalities in the input description,
 | 
						|
{\tt PipLib} converts each into a pair of inequalities.
 | 
						|
It is also possible to write $r$ equalities as $r+1$ inequalities
 | 
						|
\parencite{Feautrier02}, but it is even better to \emph{exploit} the
 | 
						|
equalities to reduce the dimensionality of the problem.
 | 
						|
Given an equality involving at least one unknown, we pivot
 | 
						|
the row corresponding to the equality with the column corresponding
 | 
						|
to the last unknown with non-zero coefficient.  The new column variable
 | 
						|
can then be removed completely because it is identically zero,
 | 
						|
thereby reducing the dimensionality of the problem by one.
 | 
						|
The last unknown is chosen to ensure that the columns of the initial
 | 
						|
tableau remain lexicographically positive.  In particular, if
 | 
						|
the equality is of the form $b + \sum_{i \le j} a_i \, x_i = 0$ with
 | 
						|
$a_j \ne 0$, then the (implicit) top rows of the initial tableau
 | 
						|
are changed as follows
 | 
						|
$$
 | 
						|
\begin{tikzpicture}
 | 
						|
\matrix [matrix of math nodes]
 | 
						|
{
 | 
						|
 & {} & |(top)| 0 & I_1 & |(j)| &  \\
 | 
						|
j && 0 & & 1 & \\
 | 
						|
  && 0 & & & |(bottom)|I_2 \\
 | 
						|
};
 | 
						|
\node[overlay,above=2mm of j,anchor=south]{j};
 | 
						|
\begin{pgfonlayer}{background}
 | 
						|
\node (m) [inner sep=0pt,fill=black!20,right delimiter=),left delimiter=(,fit=(top)(bottom)] {};
 | 
						|
\end{pgfonlayer}
 | 
						|
\begin{scope}[xshift=4cm]
 | 
						|
\matrix [matrix of math nodes]
 | 
						|
{
 | 
						|
 & {} & |(top)| 0 & I_1 &  \\
 | 
						|
j && |(left)| -b/a_j & -a_i/a_j & \\
 | 
						|
  && 0 & & |(bottom)|I_2 \\
 | 
						|
};
 | 
						|
\begin{pgfonlayer}{background}
 | 
						|
\node (m2) [inner sep=0pt,fill=black!20,right delimiter=),left delimiter=(,fit=(top)(bottom)(left)] {};
 | 
						|
\end{pgfonlayer}
 | 
						|
\end{scope}
 | 
						|
 \draw [shorten >=7mm,-to,thick,decorate,
 | 
						|
        decoration={snake,amplitude=.4mm,segment length=2mm,
 | 
						|
                    pre=moveto,pre length=5mm,post length=8mm}]
 | 
						|
   (m) -- (m2);
 | 
						|
\end{tikzpicture}
 | 
						|
$$
 | 
						|
Currently, {\tt isl} also eliminates equalities involving only parameters
 | 
						|
in a similar way, provided at least one of the coefficients is equal to one.
 | 
						|
The application of parameter compression (see below)
 | 
						|
would obviate the need for removing parametric equalities.
 | 
						|
 | 
						|
\subsubsection{Offline Symmetry Detection}\label{s:offline}
 | 
						|
 | 
						|
Some problems, notably those of \textcite{Bygde2010licentiate},
 | 
						|
have a collection of constraints, say
 | 
						|
$b_i(\vec p) + \sp {\vec a} {\vec x} \ge 0$,
 | 
						|
that only differ in their (parametric) constant terms.
 | 
						|
These constant terms will be non-negative on different parts
 | 
						|
of the context and this context may have to be split for each
 | 
						|
of the constraints.  In the worst case, the basic algorithm may
 | 
						|
have to consider all possible orderings of the constant terms.
 | 
						|
Instead, {\tt isl} introduces a new parameter, say $u$, and
 | 
						|
replaces the collection of constraints by the single
 | 
						|
constraint $u + \sp {\vec a} {\vec x} \ge 0$ along with
 | 
						|
context constraints $u \le b_i(\vec p)$.
 | 
						|
Any solution to the new system is also a solution
 | 
						|
to the original system since
 | 
						|
$\sp {\vec a} {\vec x} \ge -u \ge -b_i(\vec p)$.
 | 
						|
Conversely, $m = \min_i b_i(\vec p)$ satisfies the constraints
 | 
						|
on $u$ and therefore extends a solution to the new system.
 | 
						|
It can also be plugged into a new solution.
 | 
						|
See \autoref{s:post} for how this substitution is currently performed
 | 
						|
in {\tt isl}.
 | 
						|
The method described in this section can only detect symmetries
 | 
						|
that are explicitly available in the input.
 | 
						|
See \autoref{s:online} for the detection
 | 
						|
and exploitation of symmetries that appear during the course of
 | 
						|
the dual simplex method.
 | 
						|
 | 
						|
Note that the replacement of the $b_i(\vec p)$ by $u$ may lose
 | 
						|
information if the parameters that occur in $b_i(\vec p)$ also
 | 
						|
occur in other constraints.  The replacement is therefore currently
 | 
						|
only applied when all the parameters in all of the $b_i(\vec p)$
 | 
						|
only occur in a single constraint, i.e., the one in which
 | 
						|
the parameter is removed.
 | 
						|
This is the case for the examples from \textcite{Bygde2010licentiate}
 | 
						|
in \autoref{t:comparison}.
 | 
						|
The version of {\tt isl} that was used during the experiments
 | 
						|
of \autoref{s:pip:experiments} did not take into account
 | 
						|
this single-occurrence constraint.
 | 
						|
 | 
						|
\subsubsection{Parameter Compression}\label{s:compression}
 | 
						|
 | 
						|
It may in some cases be apparent from the equalities in the problem
 | 
						|
description that there can only be a solution for a sublattice
 | 
						|
of the parameters.  In such cases ``parameter compression''
 | 
						|
\parencite{Meister2004PhD,Meister2008} can be used to replace
 | 
						|
the parameters by alternative ``dense'' parameters.
 | 
						|
For example, if there is a constraint $2x = n$, then the system
 | 
						|
will only have solutions for even values of $n$ and $n$ can be replaced
 | 
						|
by $2n'$.  Similarly, the parameters $n$ and $m$ in a system with
 | 
						|
the constraint $2n = 3m$ can be replaced by a single parameter $n'$
 | 
						|
with $n=3n'$ and $m=2n'$.
 | 
						|
It is also possible to perform a similar compression on the unknowns,
 | 
						|
but it would be more complicated as the compression would have to
 | 
						|
preserve the lexicographical order.  Moreover, due to our handling
 | 
						|
of equalities described above there should be
 | 
						|
no need for such variable compression.
 | 
						|
Although parameter compression has been implemented in {\tt isl},
 | 
						|
it is currently not yet used during parametric integer programming.
 | 
						|
 | 
						|
\subsection{Postprocessing}\label{s:post}
 | 
						|
 | 
						|
The output of {\tt PipLib} is a quast (quasi-affine selection tree).
 | 
						|
Each internal node in this tree corresponds to a split of the context
 | 
						|
based on a parametric constant term in the main tableau with indeterminate
 | 
						|
sign.  Each of these nodes may introduce extra variables in the context
 | 
						|
corresponding to integer divisions.  Each leaf of the tree prescribes
 | 
						|
the solution in that part of the context that satisfies all the conditions
 | 
						|
on the path leading to the leaf.
 | 
						|
Such a quast is a very economical way of representing the solution, but
 | 
						|
it would not be suitable as the (only) internal representation of
 | 
						|
sets and relations in {\tt isl}.  Instead, {\tt isl} represents
 | 
						|
the constraints of a set or relation in disjunctive normal form.
 | 
						|
The result of a parametric integer programming problem is then also
 | 
						|
converted to this internal representation.  Unfortunately, the conversion
 | 
						|
to disjunctive normal form can lead to an explosion of the size
 | 
						|
of the representation.
 | 
						|
In some cases, this overhead would have to be paid anyway in subsequent
 | 
						|
operations, but in other cases, especially for outside users that just
 | 
						|
want to solve parametric integer programming problems, we would like
 | 
						|
to avoid this overhead in future.  That is, we are planning on introducing
 | 
						|
quasts or a related representation as one of several possible internal
 | 
						|
representations and on allowing the output of {\tt isl\_pip} to optionally
 | 
						|
be printed as a quast.
 | 
						|
 | 
						|
Currently, {\tt isl} also does not have an internal representation
 | 
						|
for expressions such as $\min_i b_i(\vec p)$ from the offline
 | 
						|
symmetry detection of \autoref{s:offline}.
 | 
						|
Assume that one of these expressions has $n$ bounds $b_i(\vec p)$.
 | 
						|
If the expression
 | 
						|
does not appear in the affine expression describing the solution,
 | 
						|
but only in the constraints, and if moreover, the expression
 | 
						|
only appears with a positive coefficient, i.e.,
 | 
						|
$\min_i b_i(\vec p) \ge f_j(\vec p)$, then each of these constraints
 | 
						|
can simply be reduplicated $n$ times, once for each of the bounds.
 | 
						|
Otherwise, a conversion to disjunctive normal form
 | 
						|
leads to $n$ cases, each described as $u = b_i(\vec p)$ with constraints
 | 
						|
$b_i(\vec p) \le b_j(\vec p)$ for $j > i$
 | 
						|
and
 | 
						|
$b_i(\vec p)  < b_j(\vec p)$ for $j < i$.
 | 
						|
Note that even though this conversion leads to a size increase
 | 
						|
by a factor of $n$, not detecting the symmetry could lead to
 | 
						|
an increase by a factor of $n!$ if all possible orderings end up being
 | 
						|
considered.
 | 
						|
 | 
						|
\subsection{Context Tableau}\label{s:context}
 | 
						|
 | 
						|
The main operation that a context tableau needs to provide is a test
 | 
						|
on the sign of an affine expression over the elements of the context.
 | 
						|
This sign can be determined by solving two integer linear feasibility
 | 
						|
problems, one with a constraint added to the context that enforces
 | 
						|
the expression to be non-negative and one where the expression is
 | 
						|
negative.  As already mentioned by \textcite{Feautrier88parametric},
 | 
						|
any integer linear feasibility solver could be used, but the {\tt PipLib}
 | 
						|
implementation uses a recursive call to the dual simplex with Gomory
 | 
						|
cuts algorithm to determine the feasibility of a context.
 | 
						|
In {\tt isl}, two ways of handling the context have been implemented,
 | 
						|
one that performs the recursive call and one, used by default, that
 | 
						|
uses generalized basis reduction.
 | 
						|
We start with some optimizations that are shared between the two
 | 
						|
implementations and then discuss additional details of each of them.
 | 
						|
 | 
						|
\subsubsection{Maintaining Witnesses}\label{s:witness}
 | 
						|
 | 
						|
A common feature of both integer linear feasibility solvers is that
 | 
						|
they will not only say whether a set is empty or not, but if the set
 | 
						|
is non-empty, they will also provide a \emph{witness} for this result,
 | 
						|
i.e., a point that belongs to the set.  By maintaining a list of such
 | 
						|
witnesses, we can avoid many feasibility tests during the determination
 | 
						|
of the signs of affine expressions.  In particular, if the expression
 | 
						|
evaluates to a positive number on some of these points and to a negative
 | 
						|
number on some others, then no feasibility test needs to be performed.
 | 
						|
If all the evaluations are non-negative, we only need to check for the
 | 
						|
possibility of a negative value and similarly in case of all
 | 
						|
non-positive evaluations.  Finally, in the rare case that all points
 | 
						|
evaluate to zero or at the start, when no points have been collected yet,
 | 
						|
one or two feasibility tests need to be performed depending on the result
 | 
						|
of the first test.
 | 
						|
 | 
						|
When a new constraint is added to the context, the points that
 | 
						|
violate the constraint are temporarily removed.  They are reconsidered
 | 
						|
when we backtrack over the addition of the constraint, as they will
 | 
						|
satisfy the negation of the constraint.  It is only when we backtrack
 | 
						|
over the addition of the points that they are finally removed completely.
 | 
						|
When an extra integer division is added to the context,
 | 
						|
the new coordinates of the
 | 
						|
witnesses can easily be computed by evaluating the integer division.
 | 
						|
The idea of keeping track of witnesses was first used in {\tt barvinok}.
 | 
						|
 | 
						|
\subsubsection{Choice of Constant Term on which to Split}
 | 
						|
 | 
						|
Recall that if there are no rows with a non-positive constant term,
 | 
						|
but there are rows with an indeterminate sign, then the context
 | 
						|
needs to be split along the constant term of one of these rows.
 | 
						|
If there is more than one such row, then we need to choose which row
 | 
						|
to split on first.  {\tt PipLib} uses a heuristic based on the (absolute)
 | 
						|
sizes of the coefficients.  In particular, it takes the largest coefficient
 | 
						|
of each row and then selects the row where this largest coefficient is smaller
 | 
						|
than those of the other rows.
 | 
						|
 | 
						|
In {\tt isl}, we take that row for which non-negativity of its constant
 | 
						|
term implies non-negativity of as many of the constant terms of the other
 | 
						|
rows as possible.  The intuition behind this heuristic is that on the
 | 
						|
positive side, we will have fewer negative and indeterminate signs,
 | 
						|
while on the negative side, we need to perform a pivot, which may
 | 
						|
affect any number of rows meaning that the effect on the signs
 | 
						|
is difficult to predict.  This heuristic is of course much more
 | 
						|
expensive to evaluate than the heuristic used by {\tt PipLib}.
 | 
						|
More extensive tests are needed to evaluate whether the heuristic is worthwhile.
 | 
						|
 | 
						|
\subsubsection{Dual Simplex + Gomory Cuts}
 | 
						|
 | 
						|
When a new constraint is added to the context, the first steps
 | 
						|
of the dual simplex method applied to this new context will be the same
 | 
						|
or at least very similar to those taken on the original context, i.e.,
 | 
						|
before the constraint was added.  In {\tt isl}, we therefore apply
 | 
						|
the dual simplex method incrementally on the context and backtrack
 | 
						|
to a previous state when a constraint is removed again.
 | 
						|
An initial implementation that was never made public would also
 | 
						|
keep the Gomory cuts, but the current implementation backtracks
 | 
						|
to before the point where Gomory cuts are added before adding
 | 
						|
an extra constraint to the context.
 | 
						|
Keeping the Gomory cuts has the advantage that the sample value
 | 
						|
is always an integer point and that this point may also satisfy
 | 
						|
the new constraint.  However, due to the technique of maintaining
 | 
						|
witnesses explained above,
 | 
						|
we would not perform a feasibility test in such cases and then
 | 
						|
the previously added cuts may be redundant, possibly resulting
 | 
						|
in an accumulation of a large number of cuts.
 | 
						|
 | 
						|
If the parameters may be negative, then the same big parameter trick
 | 
						|
used in the main tableau is applied to the context.  This big parameter
 | 
						|
is of course unrelated to the big parameter from the main tableau.
 | 
						|
Note that it is not a requirement for this parameter to be ``big'',
 | 
						|
but it does allow for some code reuse in {\tt isl}.
 | 
						|
In {\tt PipLib}, the extra parameter is not ``big'', but this may be because
 | 
						|
the big parameter of the main tableau also appears
 | 
						|
in the context tableau.
 | 
						|
 | 
						|
Finally, it was reported by \textcite{Galea2009personal}, who
 | 
						|
worked on a parametric integer programming implementation
 | 
						|
in {\tt PPL} \parencite{PPL},
 | 
						|
that it is beneficial to add cuts for \emph{all} rational coordinates
 | 
						|
in the context tableau.  Based on this report,
 | 
						|
the initial {\tt isl} implementation was adapted accordingly.
 | 
						|
 | 
						|
\subsubsection{Generalized Basis Reduction}\label{s:GBR}
 | 
						|
 | 
						|
The default algorithm used in {\tt isl} for feasibility checking
 | 
						|
is generalized basis reduction \parencite{Cook1991implementation}.
 | 
						|
This algorithm is also used in the {\tt barvinok} implementation.
 | 
						|
The algorithm is fairly robust, but it has some overhead.
 | 
						|
We therefore try to avoid calling the algorithm in easy cases.
 | 
						|
In particular, we incrementally keep track of points for which
 | 
						|
the entire unit hypercube positioned at that point lies in the context.
 | 
						|
This set is described by translates of the constraints of the context
 | 
						|
and if (rationally) non-empty, any rational point
 | 
						|
in the set can be rounded up to yield an integer point in the context.
 | 
						|
 | 
						|
A restriction of the algorithm is that it only works on bounded sets.
 | 
						|
The affine hull of the recession cone therefore needs to be projected
 | 
						|
out first.  As soon as the algorithm is invoked, we then also
 | 
						|
incrementally keep track of this recession cone.  The reduced basis
 | 
						|
found by one call of the algorithm is also reused as initial basis
 | 
						|
for the next call.
 | 
						|
 | 
						|
Some problems lead to the
 | 
						|
introduction of many integer divisions.  Within a given context,
 | 
						|
some of these integer divisions may be equal to each other, even
 | 
						|
if the expressions are not identical, or they may be equal to some
 | 
						|
affine combination of other variables.
 | 
						|
To detect such cases, we compute the affine hull of the context
 | 
						|
each time a new integer division is added.  The algorithm used
 | 
						|
for computing this affine hull is that of \textcite{Karr1976affine},
 | 
						|
while the points used in this algorithm are obtained by performing
 | 
						|
integer feasibility checks on that part of the context outside
 | 
						|
the current approximation of the affine hull.
 | 
						|
The list of witnesses is used to construct an initial approximation
 | 
						|
of the hull, while any extra points found during the construction
 | 
						|
of the hull is added to this list.
 | 
						|
Any equality found in this way that expresses an integer division
 | 
						|
as an \emph{integer} affine combination of other variables is
 | 
						|
propagated to the main tableau, where it is used to eliminate that
 | 
						|
integer division.
 | 
						|
 | 
						|
\subsection{Experiments}\label{s:pip:experiments}
 | 
						|
 | 
						|
\autoref{t:comparison} compares the execution times of {\tt isl}
 | 
						|
(with both types of context tableau)
 | 
						|
on some more difficult instances to those of other tools,
 | 
						|
run on an Intel Xeon W3520 @ 2.66GHz.
 | 
						|
These instances are available in the \lstinline{testsets/pip} directory
 | 
						|
of the {\tt isl} distribution.
 | 
						|
Easier problems such as the
 | 
						|
test cases distributed with {\tt Pip\-Lib} can be solved so quickly
 | 
						|
that we would only be measuring overhead such as input/output and conversions
 | 
						|
and not the running time of the actual algorithm.
 | 
						|
We compare the following versions:
 | 
						|
{\tt piplib-1.4.0-5-g0132fd9},
 | 
						|
{\tt barvinok-0.32.1-73-gc5d7751},
 | 
						|
{\tt isl-0.05.1-82-g3a37260}
 | 
						|
and {\tt PPL} version 0.11.2.
 | 
						|
 | 
						|
The first test case is the following dependence analysis problem
 | 
						|
originating from the Phideo project \parencite{Verhaegh1995PhD}
 | 
						|
that was communicated to us by Bart Kienhuis:
 | 
						|
\begin{lstlisting}[flexiblecolumns=true,breaklines=true]{}
 | 
						|
lexmax { [j1,j2] -> [i1,i2,i3,i4,i5,i6,i7,i8,i9,i10] : 1 <= i1,j1 <= 8 and 1 <= i2,i3,i4,i5,i6,i7,i8,i9,i10 <= 2 and 1 <= j2 <= 128 and i1-1 = j1-1 and i2-1+2*i3-2+4*i4-4+8*i5-8+16*i6-16+32*i7-32+64*i8-64+128*i9-128+256*i10-256=3*j2-3+66 };
 | 
						|
\end{lstlisting}
 | 
						|
This problem was the main inspiration
 | 
						|
for some of the optimizations in \autoref{s:GBR}.
 | 
						|
The second group of test cases are projections used during counting.
 | 
						|
The first nine of these come from \textcite{Seghir2006minimizing}.
 | 
						|
The remaining two come from \textcite{Verdoolaege2005experiences} and
 | 
						|
were used to drive the first, Gomory cuts based, implementation
 | 
						|
in {\tt isl}.
 | 
						|
The third and final group of test cases are borrowed from
 | 
						|
\textcite{Bygde2010licentiate} and inspired the offline symmetry detection
 | 
						|
of \autoref{s:offline}.  Without symmetry detection, the running times
 | 
						|
are 11s and 5.9s.
 | 
						|
All running times of {\tt barvinok} and {\tt isl} include a conversion
 | 
						|
to disjunctive normal form.  Without this conversion, the final two
 | 
						|
cases can be solved in 0.07s and 0.21s.
 | 
						|
The {\tt PipLib} implementation has some fixed limits and will
 | 
						|
sometimes report the problem to be too complex (TC), while on some other
 | 
						|
problems it will run out of memory (OOM).
 | 
						|
The {\tt barvinok} implementation does not support problems
 | 
						|
with a non-trivial lineality space (line) nor maximization problems (max).
 | 
						|
The Gomory cuts based {\tt isl} implementation was terminated after 1000
 | 
						|
minutes on the first problem.  The gbr version introduces some
 | 
						|
overhead on some of the easier problems, but is overall the clear winner.
 | 
						|
 | 
						|
\begin{table}
 | 
						|
\begin{center}
 | 
						|
\begin{tabular}{lrrrrr}
 | 
						|
    & {\tt PipLib} & {\tt barvinok} & {\tt isl} cut & {\tt isl} gbr & {\tt PPL} \\
 | 
						|
\hline
 | 
						|
\hline
 | 
						|
% bart.pip
 | 
						|
Phideo & TC    & 793m   & $>$999m &   2.7s  & 372m \\
 | 
						|
\hline
 | 
						|
e1 & 0.33s & 3.5s & 0.08s & 0.11s & 0.18s \\
 | 
						|
e3 & 0.14s & 0.13s & 0.10s & 0.10s & 0.17s \\
 | 
						|
e4 & 0.24s & 9.1s & 0.09s & 0.11s & 0.70s \\
 | 
						|
e5 & 0.12s & 6.0s & 0.06s & 0.14s & 0.17s \\
 | 
						|
e6 & 0.10s & 6.8s & 0.17s & 0.08s & 0.21s \\
 | 
						|
e7 & 0.03s & 0.27s & 0.04s & 0.04s & 0.03s \\
 | 
						|
e8 & 0.03s & 0.18s & 0.03s & 0.04s & 0.01s \\
 | 
						|
e9 & OOM & 70m & 2.6s & 0.94s & 22s \\
 | 
						|
vd & 0.04s & 0.10s & 0.03s & 0.03s & 0.03s \\
 | 
						|
bouleti & 0.25s & line & 0.06s & 0.06s & 0.15s \\
 | 
						|
difficult & OOM & 1.3s & 1.7s & 0.33s & 1.4s \\
 | 
						|
\hline
 | 
						|
cnt/sum & TC & max & 2.2s & 2.2s & OOM \\
 | 
						|
jcomplex & TC & max & 3.7s & 3.9s & OOM \\
 | 
						|
\end{tabular}
 | 
						|
\caption{Comparison of Execution Times}
 | 
						|
\label{t:comparison}
 | 
						|
\end{center}
 | 
						|
\end{table}
 | 
						|
 | 
						|
\subsection{Online Symmetry Detection}\label{s:online}
 | 
						|
 | 
						|
Manual experiments on small instances of the problems of
 | 
						|
\textcite{Bygde2010licentiate} and an analysis of the results
 | 
						|
by the approximate MPA method developed by \textcite{Bygde2010licentiate}
 | 
						|
have revealed that these problems contain many more symmetries
 | 
						|
than can be detected using the offline method of \autoref{s:offline}.
 | 
						|
In this section, we present an online detection mechanism that has
 | 
						|
not been implemented yet, but that has shown promising results
 | 
						|
in manual applications.
 | 
						|
 | 
						|
Let us first consider what happens when we do not perform offline
 | 
						|
symmetry detection.  At some point, one of the
 | 
						|
$b_i(\vec p) + \sp {\vec a} {\vec x} \ge 0$ constraints,
 | 
						|
say the $j$th constraint, appears as a column
 | 
						|
variable, say $c_1$, while the other constraints are represented
 | 
						|
as rows of the form $b_i(\vec p) - b_j(\vec p) + c$.
 | 
						|
The context is then split according to the relative order of
 | 
						|
$b_j(\vec p)$ and one of the remaining $b_i(\vec p)$.
 | 
						|
The offline method avoids this split by replacing all $b_i(\vec p)$
 | 
						|
by a single newly introduced parameter that represents the minimum
 | 
						|
of these $b_i(\vec p)$.
 | 
						|
In the online method the split is similarly avoided by the introduction
 | 
						|
of a new parameter.  In particular, a new parameter is introduced
 | 
						|
that represents
 | 
						|
$\left| b_j(\vec p) - b_i(\vec p) \right|_+ =
 | 
						|
\max(b_j(\vec p) - b_i(\vec p), 0)$.
 | 
						|
 | 
						|
In general, let $r = b(\vec p) + \sp {\vec a} {\vec c}$ be a row
 | 
						|
of the tableau such that the sign of $b(\vec p)$ is indeterminate
 | 
						|
and such that exactly one of the elements of $\vec a$ is a $1$,
 | 
						|
while all remaining elements are non-positive.
 | 
						|
That is, $r = b(\vec p) + c_j - f$ with $f = -\sum_{i\ne j} a_i c_i \ge 0$.
 | 
						|
We introduce a new parameter $t$ with
 | 
						|
context constraints $t \ge -b(\vec p)$ and $t \ge 0$ and replace
 | 
						|
the column variable $c_j$ by $c' + t$.  The row $r$ is now equal
 | 
						|
to $b(\vec p) + t + c' - f$.  The constant term of this row is always
 | 
						|
non-negative because any negative value of $b(\vec p)$ is compensated
 | 
						|
by $t \ge -b(\vec p)$ while and non-negative value remains non-negative
 | 
						|
because $t \ge 0$.
 | 
						|
 | 
						|
We need to show that this transformation does not eliminate any valid
 | 
						|
solutions and that it does not introduce any spurious solutions.
 | 
						|
Given a valid solution for the original problem, we need to find
 | 
						|
a non-negative value of $c'$ satisfying the constraints.
 | 
						|
If $b(\vec p) \ge 0$, we can take $t = 0$ so that
 | 
						|
$c' = c_j - t = c_j \ge 0$.
 | 
						|
If $b(\vec p) < 0$, we can take $t = -b(\vec p)$.
 | 
						|
Since $r = b(\vec p) + c_j - f \ge 0$ and $f \ge 0$, we have 
 | 
						|
$c' = c_j + b(\vec p) \ge 0$.
 | 
						|
Note that these choices amount to plugging in
 | 
						|
$t = \left|-b(\vec p)\right|_+ = \max(-b(\vec p), 0)$.
 | 
						|
Conversely, given a solution to the new problem, we need to find
 | 
						|
a non-negative value of $c_j$, but this is easy since $c_j = c' + t$
 | 
						|
and both of these are non-negative.
 | 
						|
 | 
						|
Plugging in $t = \max(-b(\vec p), 0)$ can be performed as in
 | 
						|
\autoref{s:post}, but, as in the case of offline symmetry detection,
 | 
						|
it may be better to provide a direct representation for such
 | 
						|
expressions in the internal representation of sets and relations
 | 
						|
or at least in a quast-like output format.
 | 
						|
 | 
						|
\section{Coalescing}\label{s:coalescing}
 | 
						|
 | 
						|
See \textcite{Verdoolaege2015impact} for details on integer set coalescing.
 | 
						|
 | 
						|
\section{Transitive Closure}
 | 
						|
 | 
						|
\subsection{Introduction}
 | 
						|
 | 
						|
\begin{definition}[Power of a Relation]
 | 
						|
Let $R \in \Z^n \to 2^{\Z^{d+d}}$ be a relation and
 | 
						|
$k \in \Z_{\ge 1}$
 | 
						|
a positive number, then power $k$ of relation $R$ is defined as
 | 
						|
\begin{equation}
 | 
						|
\label{eq:transitive:power}
 | 
						|
R^k \coloneqq
 | 
						|
\begin{cases}
 | 
						|
R & \text{if $k = 1$}
 | 
						|
\\
 | 
						|
R \circ R^{k-1} & \text{if $k \ge 2$}
 | 
						|
.
 | 
						|
\end{cases}
 | 
						|
\end{equation}
 | 
						|
\end{definition}
 | 
						|
 | 
						|
\begin{definition}[Transitive Closure of a Relation]
 | 
						|
Let $R \in \Z^n \to 2^{\Z^{d+d}}$ be a relation,
 | 
						|
then the transitive closure $R^+$ of $R$ is the union
 | 
						|
of all positive powers of $R$,
 | 
						|
$$
 | 
						|
R^+ \coloneqq \bigcup_{k \ge 1} R^k
 | 
						|
.
 | 
						|
$$
 | 
						|
\end{definition}
 | 
						|
Alternatively, the transitive closure may be defined
 | 
						|
inductively as
 | 
						|
\begin{equation}
 | 
						|
\label{eq:transitive:inductive}
 | 
						|
R^+ \coloneqq R \cup \left(R \circ R^+\right)
 | 
						|
.
 | 
						|
\end{equation}
 | 
						|
 | 
						|
Since the transitive closure of a polyhedral relation
 | 
						|
may no longer be a polyhedral relation \parencite{Kelly1996closure},
 | 
						|
we can, in the general case, only compute an approximation
 | 
						|
of the transitive closure.
 | 
						|
Whereas \textcite{Kelly1996closure} compute underapproximations,
 | 
						|
we, like \textcite{Beletska2009}, compute overapproximations.
 | 
						|
That is, given a relation $R$, we will compute a relation $T$
 | 
						|
such that $R^+ \subseteq T$.  Of course, we want this approximation
 | 
						|
to be as close as possible to the actual transitive closure
 | 
						|
$R^+$ and we want to detect the cases where the approximation is
 | 
						|
exact, i.e., where $T = R^+$.
 | 
						|
 | 
						|
For computing an approximation of the transitive closure of $R$,
 | 
						|
we follow the same general strategy as \textcite{Beletska2009}
 | 
						|
and first compute an approximation of $R^k$ for $k \ge 1$ and then project
 | 
						|
out the parameter $k$ from the resulting relation.
 | 
						|
 | 
						|
\begin{example}
 | 
						|
As a trivial example, consider the relation
 | 
						|
$R = \{\, x \to x + 1 \,\}$.  The $k$th power of this map
 | 
						|
for arbitrary $k$ is
 | 
						|
$$
 | 
						|
R^k = k \mapsto \{\, x \to x + k \mid k \ge 1 \,\}
 | 
						|
.
 | 
						|
$$
 | 
						|
The transitive closure is then
 | 
						|
$$
 | 
						|
\begin{aligned}
 | 
						|
R^+ & = \{\, x \to y \mid \exists k \in \Z_{\ge 1} : y = x + k \,\}
 | 
						|
\\
 | 
						|
& = \{\, x \to y \mid y \ge x + 1 \,\}
 | 
						|
.
 | 
						|
\end{aligned}
 | 
						|
$$
 | 
						|
\end{example}
 | 
						|
 | 
						|
\subsection{Computing an Approximation of $R^k$}
 | 
						|
\label{s:power}
 | 
						|
 | 
						|
There are some special cases where the computation of $R^k$ is very easy.
 | 
						|
One such case is that where $R$ does not compose with itself,
 | 
						|
i.e., $R \circ R = \emptyset$ or $\domain R \cap \range R = \emptyset$.
 | 
						|
In this case, $R^k$ is only non-empty for $k=1$ where it is equal
 | 
						|
to $R$ itself.
 | 
						|
 | 
						|
In general, it is impossible to construct a closed form
 | 
						|
of $R^k$ as a polyhedral relation.
 | 
						|
We will therefore need to make some approximations.
 | 
						|
As a first approximations, we will consider each of the basic
 | 
						|
relations in $R$ as simply adding one or more offsets to a domain element
 | 
						|
to arrive at an image element and ignore the fact that some of these
 | 
						|
offsets may only be applied to some of the domain elements.
 | 
						|
That is, we will only consider the difference set $\Delta\,R$ of the relation.
 | 
						|
In particular, we will first construct a collection $P$ of paths
 | 
						|
that move through
 | 
						|
a total of $k$ offsets and then intersect domain and range of this
 | 
						|
collection with those of $R$.
 | 
						|
That is, 
 | 
						|
\begin{equation}
 | 
						|
\label{eq:transitive:approx}
 | 
						|
K = P \cap \left(\domain R \to \range R\right)
 | 
						|
,
 | 
						|
\end{equation}
 | 
						|
with
 | 
						|
\begin{equation}
 | 
						|
\label{eq:transitive:path}
 | 
						|
P = \vec s \mapsto \{\, \vec x \to \vec y \mid
 | 
						|
\exists k_i \in \Z_{\ge 0}, \vec\delta_i \in k_i \, \Delta_i(\vec s) :
 | 
						|
\vec y = \vec x + \sum_i \vec\delta_i
 | 
						|
\wedge
 | 
						|
\sum_i k_i = k > 0
 | 
						|
\,\}
 | 
						|
\end{equation}
 | 
						|
and with $\Delta_i$ the basic sets that compose
 | 
						|
the difference set $\Delta\,R$.
 | 
						|
Note that the number of basic sets $\Delta_i$ need not be
 | 
						|
the same as the number of basic relations in $R$.
 | 
						|
Also note that since addition is commutative, it does not
 | 
						|
matter in which order we add the offsets and so we are allowed
 | 
						|
to group them as we did in \eqref{eq:transitive:path}.
 | 
						|
 | 
						|
If all the $\Delta_i$s are singleton sets
 | 
						|
$\Delta_i = \{\, \vec \delta_i \,\}$ with $\vec \delta_i \in \Z^d$,
 | 
						|
then \eqref{eq:transitive:path} simplifies to
 | 
						|
\begin{equation}
 | 
						|
\label{eq:transitive:singleton}
 | 
						|
P = \{\, \vec x \to \vec y \mid
 | 
						|
\exists k_i \in \Z_{\ge 0} :
 | 
						|
\vec y = \vec x + \sum_i k_i \, \vec \delta_i
 | 
						|
\wedge
 | 
						|
\sum_i k_i = k > 0
 | 
						|
\,\}
 | 
						|
\end{equation}
 | 
						|
and then the approximation computed in \eqref{eq:transitive:approx}
 | 
						|
is essentially the same as that of \textcite{Beletska2009}.
 | 
						|
If some of the $\Delta_i$s are not singleton sets or if
 | 
						|
some of $\vec \delta_i$s are parametric, then we need
 | 
						|
to resort to further approximations.
 | 
						|
 | 
						|
To ease both the exposition and the implementation, we will for
 | 
						|
the remainder of this section work with extended offsets
 | 
						|
$\Delta_i' = \Delta_i \times \{\, 1 \,\}$.
 | 
						|
That is, each offset is extended with an extra coordinate that is
 | 
						|
set equal to one.  The paths constructed by summing such extended
 | 
						|
offsets have the length encoded as the difference of their
 | 
						|
final coordinates.  The path $P'$ can then be decomposed into
 | 
						|
paths $P_i'$, one for each $\Delta_i$,
 | 
						|
\begin{equation}
 | 
						|
\label{eq:transitive:decompose}
 | 
						|
P' = \left(
 | 
						|
(P_m' \cup \identity) \circ \cdots \circ
 | 
						|
(P_2' \cup \identity) \circ
 | 
						|
(P_1' \cup \identity)
 | 
						|
\right) \cap
 | 
						|
\{\,
 | 
						|
\vec x' \to \vec y' \mid y_{d+1} - x_{d+1} = k > 0
 | 
						|
\,\}
 | 
						|
,
 | 
						|
\end{equation}
 | 
						|
with
 | 
						|
$$
 | 
						|
P_i' = \vec s \mapsto \{\, \vec x' \to \vec y' \mid
 | 
						|
\exists k \in \Z_{\ge 1}, \vec \delta \in k \, \Delta_i'(\vec s) :
 | 
						|
\vec y' = \vec x' + \vec \delta
 | 
						|
\,\}
 | 
						|
.
 | 
						|
$$
 | 
						|
Note that each $P_i'$ contains paths of length at least one.
 | 
						|
We therefore need to take the union with the identity relation
 | 
						|
when composing the $P_i'$s to allow for paths that do not contain
 | 
						|
any offsets from one or more $\Delta_i'$.
 | 
						|
The path that consists of only identity relations is removed
 | 
						|
by imposing the constraint $y_{d+1} - x_{d+1} > 0$.
 | 
						|
Taking the union with the identity relation means that
 | 
						|
that the relations we compose in \eqref{eq:transitive:decompose}
 | 
						|
each consist of two basic relations.  If there are $m$
 | 
						|
disjuncts in the input relation, then a direct application
 | 
						|
of the composition operation may therefore result in a relation
 | 
						|
with $2^m$ disjuncts, which is prohibitively expensive.
 | 
						|
It is therefore crucial to apply coalescing (\autoref{s:coalescing})
 | 
						|
after each composition.
 | 
						|
 | 
						|
Let us now consider how to compute an overapproximation of $P_i'$.
 | 
						|
Those that correspond to singleton $\Delta_i$s are grouped together
 | 
						|
and handled as in \eqref{eq:transitive:singleton}.
 | 
						|
Note that this is just an optimization.  The procedure described
 | 
						|
below would produce results that are at least as accurate.
 | 
						|
For simplicity, we first assume that no constraint in $\Delta_i'$
 | 
						|
involves any existentially quantified variables.
 | 
						|
We will return to existentially quantified variables at the end
 | 
						|
of this section.
 | 
						|
Without existentially quantified variables, we can classify
 | 
						|
the constraints of $\Delta_i'$ as follows
 | 
						|
\begin{enumerate}
 | 
						|
\item non-parametric constraints
 | 
						|
\begin{equation}
 | 
						|
\label{eq:transitive:non-parametric}
 | 
						|
A_1 \vec x + \vec c_1 \geq \vec 0
 | 
						|
\end{equation}
 | 
						|
\item purely parametric constraints
 | 
						|
\begin{equation}
 | 
						|
\label{eq:transitive:parametric}
 | 
						|
B_2 \vec s + \vec c_2 \geq \vec 0
 | 
						|
\end{equation}
 | 
						|
\item negative mixed constraints
 | 
						|
\begin{equation}
 | 
						|
\label{eq:transitive:mixed}
 | 
						|
A_3 \vec x + B_3 \vec s + \vec c_3 \geq \vec 0
 | 
						|
\end{equation}
 | 
						|
such that for each row $j$ and for all $\vec s$,
 | 
						|
$$
 | 
						|
\Delta_i'(\vec s) \cap
 | 
						|
\{\, \vec \delta' \mid B_{3,j} \vec s + c_{3,j} > 0 \,\}
 | 
						|
= \emptyset
 | 
						|
$$
 | 
						|
\item positive mixed constraints
 | 
						|
$$
 | 
						|
A_4 \vec x + B_4 \vec s + \vec c_4 \geq \vec 0
 | 
						|
$$
 | 
						|
such that for each row $j$, there is at least one $\vec s$ such that
 | 
						|
$$
 | 
						|
\Delta_i'(\vec s) \cap
 | 
						|
\{\, \vec \delta' \mid B_{4,j} \vec s + c_{4,j} > 0 \,\}
 | 
						|
\ne \emptyset
 | 
						|
$$
 | 
						|
\end{enumerate}
 | 
						|
We will use the following approximation $Q_i$ for $P_i'$:
 | 
						|
\begin{equation}
 | 
						|
\label{eq:transitive:Q}
 | 
						|
\begin{aligned}
 | 
						|
Q_i = \vec s \mapsto
 | 
						|
\{\,
 | 
						|
\vec x' \to \vec y'
 | 
						|
\mid {} & \exists k \in \Z_{\ge 1}, \vec f \in \Z^d :
 | 
						|
\vec y' = \vec x' + (\vec f, k)
 | 
						|
\wedge {}
 | 
						|
\\
 | 
						|
&
 | 
						|
A_1 \vec f + k \vec c_1 \geq \vec 0
 | 
						|
\wedge
 | 
						|
B_2 \vec s + \vec c_2 \geq \vec 0
 | 
						|
\wedge
 | 
						|
A_3 \vec f + B_3 \vec s + \vec c_3 \geq \vec 0
 | 
						|
\,\}
 | 
						|
.
 | 
						|
\end{aligned}
 | 
						|
\end{equation}
 | 
						|
To prove that $Q_i$ is indeed an overapproximation of $P_i'$,
 | 
						|
we need to show that for every $\vec s \in \Z^n$, for every
 | 
						|
$k \in \Z_{\ge 1}$ and for every $\vec f \in k \, \Delta_i(\vec s)$
 | 
						|
we have that
 | 
						|
$(\vec f, k)$ satisfies the constraints in \eqref{eq:transitive:Q}.
 | 
						|
If $\Delta_i(\vec s)$ is non-empty, then $\vec s$ must satisfy
 | 
						|
the constraints in \eqref{eq:transitive:parametric}.
 | 
						|
Each element $(\vec f, k) \in k \, \Delta_i'(\vec s)$ is a sum
 | 
						|
of $k$ elements $(\vec f_j, 1)$ in $\Delta_i'(\vec s)$.
 | 
						|
Each of these elements satisfies the constraints in
 | 
						|
\eqref{eq:transitive:non-parametric}, i.e.,
 | 
						|
$$
 | 
						|
\left[
 | 
						|
\begin{matrix}
 | 
						|
A_1 & \vec c_1
 | 
						|
\end{matrix}
 | 
						|
\right]
 | 
						|
\left[
 | 
						|
\begin{matrix}
 | 
						|
\vec f_j \\ 1
 | 
						|
\end{matrix}
 | 
						|
\right]
 | 
						|
\ge \vec 0
 | 
						|
.
 | 
						|
$$
 | 
						|
The sum of these elements therefore satisfies the same set of inequalities,
 | 
						|
i.e., $A_1 \vec f + k \vec c_1 \geq \vec 0$.
 | 
						|
Finally, the constraints in \eqref{eq:transitive:mixed} are such
 | 
						|
that for any $\vec s$ in the parameter domain of $\Delta$,
 | 
						|
we have $-\vec r(\vec s) \coloneqq B_3 \vec s + \vec c_3 \le \vec 0$,
 | 
						|
i.e., $A_3 \vec f_j \ge \vec r(\vec s) \ge \vec 0$
 | 
						|
and therefore also $A_3 \vec f \ge \vec r(\vec s)$.
 | 
						|
Note that if there are no mixed constraints and if the
 | 
						|
rational relaxation of $\Delta_i(\vec s)$, i.e.,
 | 
						|
$\{\, \vec x \in \Q^d \mid A_1 \vec x + \vec c_1 \ge \vec 0\,\}$,
 | 
						|
has integer vertices, then the approximation is exact, i.e.,
 | 
						|
$Q_i = P_i'$.  In this case, the vertices of $\Delta'_i(\vec s)$
 | 
						|
generate the rational cone
 | 
						|
$\{\, \vec x' \in \Q^{d+1} \mid \left[
 | 
						|
\begin{matrix}
 | 
						|
A_1 & \vec c_1
 | 
						|
\end{matrix}
 | 
						|
\right] \vec x' \,\}$ and therefore $\Delta'_i(\vec s)$ is
 | 
						|
a Hilbert basis of this cone \parencite[Theorem~16.4]{Schrijver1986}.
 | 
						|
 | 
						|
Note however that, as pointed out by \textcite{DeSmet2010personal},
 | 
						|
if there \emph{are} any mixed constraints, then the above procedure may
 | 
						|
not compute the most accurate affine approximation of
 | 
						|
$k \, \Delta_i(\vec s)$ with $k \ge 1$.
 | 
						|
In particular, we only consider the negative mixed constraints that
 | 
						|
happen to appear in the description of $\Delta_i(\vec s)$, while we
 | 
						|
should instead consider \emph{all} valid such constraints.
 | 
						|
It is also sufficient to consider those constraints because any
 | 
						|
constraint that is valid for $k \, \Delta_i(\vec s)$ is also
 | 
						|
valid for $1 \, \Delta_i(\vec s) = \Delta_i(\vec s)$.
 | 
						|
Take therefore any constraint
 | 
						|
$\spv a x + \spv b s + c \ge 0$ valid for $\Delta_i(\vec s)$.
 | 
						|
This constraint is also valid for $k \, \Delta_i(\vec s)$ iff
 | 
						|
$k \, \spv a x + \spv b s + c \ge 0$.
 | 
						|
If $\spv b s + c$ can attain any positive value, then $\spv a x$
 | 
						|
may be negative for some elements of $\Delta_i(\vec s)$.
 | 
						|
We then have $k \, \spv a x < \spv a x$ for $k > 1$ and so the constraint
 | 
						|
is not valid for $k \, \Delta_i(\vec s)$.
 | 
						|
We therefore need to impose $\spv b s + c \le 0$ for all values
 | 
						|
of $\vec s$ such that $\Delta_i(\vec s)$ is non-empty, i.e.,
 | 
						|
$\vec b$ and $c$ need to be such that $- \spv b s - c \ge 0$ is a valid
 | 
						|
constraint of $\Delta_i(\vec s)$.  That is, $(\vec b, c)$ are the opposites
 | 
						|
of the coefficients of a valid constraint of $\Delta_i(\vec s)$.
 | 
						|
The approximation of $k \, \Delta_i(\vec s)$ can therefore be obtained
 | 
						|
using three applications of Farkas' lemma.  The first obtains the coefficients
 | 
						|
of constraints valid for $\Delta_i(\vec s)$.  The second obtains
 | 
						|
the coefficients of constraints valid for the projection of $\Delta_i(\vec s)$
 | 
						|
onto the parameters.  The opposite of the second set is then computed
 | 
						|
and intersected with the first set.  The result is the set of coefficients
 | 
						|
of constraints valid for $k \, \Delta_i(\vec s)$.  A final application
 | 
						|
of Farkas' lemma is needed to obtain the approximation of
 | 
						|
$k \, \Delta_i(\vec s)$ itself.
 | 
						|
 | 
						|
\begin{example}
 | 
						|
Consider the relation
 | 
						|
$$
 | 
						|
n \to \{\, (x, y) \to (1 + x, 1 - n + y) \mid n \ge 2 \,\}
 | 
						|
.
 | 
						|
$$
 | 
						|
The difference set of this relation is
 | 
						|
$$
 | 
						|
\Delta = n \to \{\, (1, 1 - n) \mid n \ge 2 \,\}
 | 
						|
.
 | 
						|
$$
 | 
						|
Using our approach, we would only consider the mixed constraint
 | 
						|
$y - 1 + n \ge 0$, leading to the following approximation of the
 | 
						|
transitive closure:
 | 
						|
$$
 | 
						|
n \to \{\, (x, y) \to (o_0, o_1) \mid n \ge 2 \wedge o_1 \le 1 - n + y \wedge o_0 \ge 1 + x \,\}
 | 
						|
.
 | 
						|
$$
 | 
						|
If, instead, we apply Farkas's lemma to $\Delta$, i.e.,
 | 
						|
\begin{verbatim}
 | 
						|
D := [n] -> { [1, 1 - n] : n >= 2 };
 | 
						|
CD := coefficients D;
 | 
						|
CD;
 | 
						|
\end{verbatim}
 | 
						|
we obtain
 | 
						|
\begin{verbatim}
 | 
						|
{ rat: coefficients[[c_cst, c_n] -> [i2, i3]] : i3 <= c_n and
 | 
						|
  i3 <= c_cst + 2c_n + i2 }
 | 
						|
\end{verbatim}
 | 
						|
The pure-parametric constraints valid for $\Delta$,
 | 
						|
\begin{verbatim}
 | 
						|
P := { [a,b] -> [] }(D);
 | 
						|
CP := coefficients P;
 | 
						|
CP;
 | 
						|
\end{verbatim}
 | 
						|
are
 | 
						|
\begin{verbatim}
 | 
						|
{ rat: coefficients[[c_cst, c_n] -> []] : c_n >= 0 and 2c_n >= -c_cst }
 | 
						|
\end{verbatim}
 | 
						|
Negating these coefficients and intersecting with \verb+CD+,
 | 
						|
\begin{verbatim}
 | 
						|
NCP := { rat: coefficients[[a,b] -> []]
 | 
						|
              -> coefficients[[-a,-b] -> []] }(CP);
 | 
						|
CK := wrap((unwrap CD) * (dom (unwrap NCP)));
 | 
						|
CK;
 | 
						|
\end{verbatim}
 | 
						|
we obtain
 | 
						|
\begin{verbatim}
 | 
						|
{ rat: [[c_cst, c_n] -> [i2, i3]] : i3 <= c_n and
 | 
						|
  i3 <= c_cst + 2c_n + i2 and c_n <= 0 and 2c_n <= -c_cst }
 | 
						|
\end{verbatim}
 | 
						|
The approximation for $k\,\Delta$,
 | 
						|
\begin{verbatim}
 | 
						|
K := solutions CK;
 | 
						|
K;
 | 
						|
\end{verbatim}
 | 
						|
is then
 | 
						|
\begin{verbatim}
 | 
						|
[n] -> { rat: [i0, i1] : i1 <= -i0 and i0 >= 1 and i1 <= 2 - n - i0 }
 | 
						|
\end{verbatim}
 | 
						|
Finally, the computed approximation for $R^+$,
 | 
						|
\begin{verbatim}
 | 
						|
T := unwrap({ [dx,dy] -> [[x,y] -> [x+dx,y+dy]] }(K));
 | 
						|
R := [n] -> { [x,y] -> [x+1,y+1-n] : n >= 2 };
 | 
						|
T := T * ((dom R) -> (ran R));
 | 
						|
T;
 | 
						|
\end{verbatim}
 | 
						|
is
 | 
						|
\begin{verbatim}
 | 
						|
[n] -> { [x, y] -> [o0, o1] : o1 <= x + y - o0 and
 | 
						|
         o0 >= 1 + x and o1 <= 2 - n + x + y - o0 and n >= 2 }
 | 
						|
\end{verbatim}
 | 
						|
\end{example}
 | 
						|
 | 
						|
Existentially quantified variables can be handled by
 | 
						|
classifying them into variables that are uniquely
 | 
						|
determined by the parameters, variables that are independent
 | 
						|
of the parameters and others.  The first set can be treated
 | 
						|
as parameters and the second as variables.  Constraints involving
 | 
						|
the other existentially quantified variables are removed.
 | 
						|
 | 
						|
\begin{example}
 | 
						|
Consider the relation
 | 
						|
$$
 | 
						|
R =
 | 
						|
n \to \{\, x \to y \mid \exists \, \alpha_0, \alpha_1: 7\alpha_0 = -2 + n \wedge 5\alpha_1 = -1 - x + y \wedge y \ge 6 + x \,\}
 | 
						|
.
 | 
						|
$$
 | 
						|
The difference set of this relation is
 | 
						|
$$
 | 
						|
\Delta = \Delta \, R =
 | 
						|
n \to \{\, x \mid \exists \, \alpha_0, \alpha_1: 7\alpha_0 = -2 + n \wedge 5\alpha_1 = -1 + x \wedge x \ge 6 \,\}
 | 
						|
.
 | 
						|
$$
 | 
						|
The existentially quantified variables can be defined in terms
 | 
						|
of the parameters and variables as
 | 
						|
$$
 | 
						|
\alpha_0 = \floor{\frac{-2 + n}7}
 | 
						|
\qquad
 | 
						|
\text{and}
 | 
						|
\qquad
 | 
						|
\alpha_1 = \floor{\frac{-1 + x}5}
 | 
						|
.
 | 
						|
$$
 | 
						|
$\alpha_0$ can therefore be treated as a parameter,
 | 
						|
while $\alpha_1$ can be treated as a variable.
 | 
						|
This in turn means that $7\alpha_0 = -2 + n$ can be treated as
 | 
						|
a purely parametric constraint, while the other two constraints are
 | 
						|
non-parametric.
 | 
						|
The corresponding $Q$~\eqref{eq:transitive:Q} is therefore
 | 
						|
$$
 | 
						|
\begin{aligned}
 | 
						|
n \to \{\, (x,z) \to (y,w) \mid
 | 
						|
\exists\, \alpha_0, \alpha_1, k, f : {} &
 | 
						|
k \ge 1 \wedge
 | 
						|
y = x + f \wedge
 | 
						|
w = z + k \wedge {} \\
 | 
						|
&
 | 
						|
7\alpha_0 = -2 + n \wedge
 | 
						|
5\alpha_1 = -k + x \wedge
 | 
						|
x \ge 6 k
 | 
						|
\,\}
 | 
						|
.
 | 
						|
\end{aligned}
 | 
						|
$$
 | 
						|
Projecting out the final coordinates encoding the length of the paths,
 | 
						|
results in the exact transitive closure
 | 
						|
$$
 | 
						|
R^+ =
 | 
						|
n \to \{\, x \to y \mid \exists \, \alpha_0, \alpha_1: 7\alpha_1 = -2 + n \wedge 6\alpha_0 \ge -x + y \wedge 5\alpha_0 \le -1 - x + y \,\}
 | 
						|
.
 | 
						|
$$
 | 
						|
\end{example}
 | 
						|
 | 
						|
The fact that we ignore some impure constraints clearly leads
 | 
						|
to a loss of accuracy.  In some cases, some of this loss can be recovered
 | 
						|
by not considering the parameters in a special way.
 | 
						|
That is, instead of considering the set
 | 
						|
$$
 | 
						|
\Delta = \diff R =
 | 
						|
\vec s \mapsto
 | 
						|
\{\, \vec \delta \in \Z^{d} \mid \exists \vec x \to \vec y \in R :
 | 
						|
\vec \delta = \vec y - \vec x
 | 
						|
\,\}
 | 
						|
$$
 | 
						|
we consider the set
 | 
						|
$$
 | 
						|
\Delta' = \diff R' =
 | 
						|
\{\, \vec \delta \in \Z^{n+d} \mid \exists
 | 
						|
(\vec s, \vec x) \to (\vec s, \vec y) \in R' :
 | 
						|
\vec \delta = (\vec s - \vec s, \vec y - \vec x)
 | 
						|
\,\}
 | 
						|
.
 | 
						|
$$
 | 
						|
The first $n$ coordinates of every element in $\Delta'$ are zero.
 | 
						|
Projecting out these zero coordinates from $\Delta'$ is equivalent
 | 
						|
to projecting out the parameters in $\Delta$.
 | 
						|
The result is obviously a superset of $\Delta$, but all its constraints
 | 
						|
are of type \eqref{eq:transitive:non-parametric} and they can therefore
 | 
						|
all be used in the construction of $Q_i$.
 | 
						|
 | 
						|
\begin{example}
 | 
						|
Consider the relation
 | 
						|
$$
 | 
						|
% [n] -> { [x, y] -> [1 + x, 1 - n + y] | n >= 2 }
 | 
						|
R = n \to \{\, (x, y) \to (1 + x, 1 - n + y) \mid n \ge 2 \,\}
 | 
						|
.
 | 
						|
$$
 | 
						|
We have
 | 
						|
$$
 | 
						|
\diff R = n \to \{\, (1, 1 - n) \mid n \ge 2 \,\}
 | 
						|
$$
 | 
						|
and so, by treating the parameters in a special way, we obtain
 | 
						|
the following approximation for $R^+$:
 | 
						|
$$
 | 
						|
n \to \{\, (x, y) \to (x', y') \mid n \ge 2 \wedge y' \le 1 - n + y \wedge x' \ge 1 + x \,\}
 | 
						|
.
 | 
						|
$$
 | 
						|
If we consider instead
 | 
						|
$$
 | 
						|
R' = \{\, (n, x, y) \to (n, 1 + x, 1 - n + y) \mid n \ge 2 \,\}
 | 
						|
$$
 | 
						|
then
 | 
						|
$$
 | 
						|
\diff R' = \{\, (0, 1, y) \mid y \le -1 \,\}
 | 
						|
$$
 | 
						|
and we obtain the approximation
 | 
						|
$$
 | 
						|
n \to \{\, (x, y) \to (x', y') \mid n \ge 2 \wedge x' \ge 1 + x \wedge y' \le x + y - x' \,\}
 | 
						|
.
 | 
						|
$$
 | 
						|
If we consider both $\diff R$ and $\diff R'$, then we obtain
 | 
						|
$$
 | 
						|
n \to \{\, (x, y) \to (x', y') \mid n \ge 2 \wedge y' \le 1 - n + y \wedge x' \ge 1 + x \wedge y' \le x + y - x' \,\}
 | 
						|
.
 | 
						|
$$
 | 
						|
Note, however, that this is not the most accurate affine approximation that
 | 
						|
can be obtained.  That would be
 | 
						|
$$
 | 
						|
n \to \{\, (x, y) \to (x', y') \mid y' \le 2 - n + x + y - x' \wedge n \ge 2 \wedge x' \ge 1 + x \,\}
 | 
						|
.
 | 
						|
$$
 | 
						|
\end{example}
 | 
						|
 | 
						|
\subsection{Checking Exactness}
 | 
						|
 | 
						|
The approximation $T$ for the transitive closure $R^+$ can be obtained
 | 
						|
by projecting out the parameter $k$ from the approximation $K$
 | 
						|
\eqref{eq:transitive:approx} of the power $R^k$.
 | 
						|
Since $K$ is an overapproximation of $R^k$, $T$ will also be an
 | 
						|
overapproximation of $R^+$.
 | 
						|
To check whether the results are exact, we need to consider two
 | 
						|
cases depending on whether $R$ is {\em cyclic}, where $R$ is defined
 | 
						|
to be cyclic if $R^+$ maps any element to itself, i.e.,
 | 
						|
$R^+ \cap \identity \ne \emptyset$.
 | 
						|
If $R$ is acyclic, then the inductive definition of
 | 
						|
\eqref{eq:transitive:inductive} is equivalent to its completion,
 | 
						|
i.e.,
 | 
						|
$$
 | 
						|
R^+ = R \cup \left(R \circ R^+\right)
 | 
						|
$$
 | 
						|
is a defining property.
 | 
						|
Since $T$ is known to be an overapproximation, we only need to check
 | 
						|
whether
 | 
						|
$$
 | 
						|
T \subseteq R \cup \left(R \circ T\right)
 | 
						|
.
 | 
						|
$$
 | 
						|
This is essentially Theorem~5 of \textcite{Kelly1996closure}.
 | 
						|
The only difference is that they only consider lexicographically
 | 
						|
forward relations, a special case of acyclic relations.
 | 
						|
 | 
						|
If, on the other hand, $R$ is cyclic, then we have to resort
 | 
						|
to checking whether the approximation $K$ of the power is exact.
 | 
						|
Note that $T$ may be exact even if $K$ is not exact, so the check
 | 
						|
is sound, but incomplete.
 | 
						|
To check exactness of the power, we simply need to check
 | 
						|
\eqref{eq:transitive:power}.  Since again $K$ is known
 | 
						|
to be an overapproximation, we only need to check whether
 | 
						|
$$
 | 
						|
\begin{aligned}
 | 
						|
K'|_{y_{d+1} - x_{d+1} = 1} & \subseteq R'
 | 
						|
\\
 | 
						|
K'|_{y_{d+1} - x_{d+1} \ge 2} & \subseteq R' \circ K'|_{y_{d+1} - x_{d+1} \ge 1}
 | 
						|
,
 | 
						|
\end{aligned}
 | 
						|
$$
 | 
						|
where $R' = \{\, \vec x' \to \vec y' \mid \vec x \to \vec y \in R
 | 
						|
\wedge y_{d+1} - x_{d+1} = 1\,\}$, i.e., $R$ extended with path
 | 
						|
lengths equal to 1.
 | 
						|
 | 
						|
All that remains is to explain how to check the cyclicity of $R$.
 | 
						|
Note that the exactness on the power is always sound, even
 | 
						|
in the acyclic case, so we only need to be careful that we find
 | 
						|
all cyclic cases.  Now, if $R$ is cyclic, i.e.,
 | 
						|
$R^+ \cap \identity \ne \emptyset$, then, since $T$ is
 | 
						|
an overapproximation of $R^+$, also
 | 
						|
$T \cap \identity \ne \emptyset$.  This in turn means
 | 
						|
that $\Delta \, K'$ contains a point whose first $d$ coordinates
 | 
						|
are zero and whose final coordinate is positive.
 | 
						|
In the implementation we currently perform this test on $P'$ instead of $K'$.
 | 
						|
Note that if $R^+$ is acyclic and $T$ is not, then the approximation
 | 
						|
is clearly not exact and the approximation of the power $K$
 | 
						|
will not be exact either.
 | 
						|
 | 
						|
\subsection{Decomposing $R$ into strongly connected components}
 | 
						|
 | 
						|
If the input relation $R$ is a union of several basic relations
 | 
						|
that can be partially ordered
 | 
						|
then the accuracy of the approximation may be improved by computing
 | 
						|
an approximation of each strongly connected components separately.
 | 
						|
For example, if $R = R_1 \cup R_2$ and $R_1 \circ R_2 = \emptyset$,
 | 
						|
then we know that any path that passes through $R_2$ cannot later
 | 
						|
pass through $R_1$, i.e.,
 | 
						|
\begin{equation}
 | 
						|
\label{eq:transitive:components}
 | 
						|
R^+ = R_1^+ \cup R_2^+ \cup \left(R_2^+ \circ R_1^+\right)
 | 
						|
.
 | 
						|
\end{equation}
 | 
						|
We can therefore compute (approximations of) transitive closures
 | 
						|
of $R_1$ and $R_2$ separately.
 | 
						|
Note, however, that the condition $R_1 \circ R_2 = \emptyset$
 | 
						|
is actually too strong.
 | 
						|
If $R_1 \circ R_2$ is a subset of $R_2 \circ R_1$
 | 
						|
then we can reorder the segments
 | 
						|
in any path that moves through both $R_1$ and $R_2$ to
 | 
						|
first move through $R_1$ and then through $R_2$.
 | 
						|
 | 
						|
This idea can be generalized to relations that are unions
 | 
						|
of more than two basic relations by constructing the
 | 
						|
strongly connected components in the graph with as vertices
 | 
						|
the basic relations and an edge between two basic relations
 | 
						|
$R_i$ and $R_j$ if $R_i$ needs to follow $R_j$ in some paths.
 | 
						|
That is, there is an edge from $R_i$ to $R_j$ iff
 | 
						|
\begin{equation}
 | 
						|
\label{eq:transitive:edge}
 | 
						|
R_i \circ R_j
 | 
						|
\not\subseteq
 | 
						|
R_j \circ R_i
 | 
						|
.
 | 
						|
\end{equation}
 | 
						|
The components can be obtained from the graph by applying
 | 
						|
Tarjan's algorithm \parencite{Tarjan1972}.
 | 
						|
 | 
						|
In practice, we compute the (extended) powers $K_i'$ of each component
 | 
						|
separately and then compose them as in \eqref{eq:transitive:decompose}.
 | 
						|
Note, however, that in this case the order in which we apply them is
 | 
						|
important and should correspond to a topological ordering of the
 | 
						|
strongly connected components.  Simply applying Tarjan's
 | 
						|
algorithm will produce topologically sorted strongly connected components.
 | 
						|
The graph on which Tarjan's algorithm is applied is constructed on-the-fly.
 | 
						|
That is, whenever the algorithm checks if there is an edge between
 | 
						|
two vertices, we evaluate \eqref{eq:transitive:edge}.
 | 
						|
The exactness check is performed on each component separately.
 | 
						|
If the approximation turns out to be inexact for any of the components,
 | 
						|
then the entire result is marked inexact and the exactness check
 | 
						|
is skipped on the components that still need to be handled.
 | 
						|
 | 
						|
It should be noted that \eqref{eq:transitive:components}
 | 
						|
is only valid for exact transitive closures.
 | 
						|
If overapproximations are computed in the right hand side, then the result will
 | 
						|
still be an overapproximation of the left hand side, but this result
 | 
						|
may not be transitively closed.  If we only separate components based
 | 
						|
on the condition $R_i \circ R_j = \emptyset$, then there is no problem,
 | 
						|
as this condition will still hold on the computed approximations
 | 
						|
of the transitive closures.  If, however, we have exploited
 | 
						|
\eqref{eq:transitive:edge} during the decomposition and if the
 | 
						|
result turns out not to be exact, then we check whether
 | 
						|
the result is transitively closed.  If not, we recompute
 | 
						|
the transitive closure, skipping the decomposition.
 | 
						|
Note that testing for transitive closedness on the result may
 | 
						|
be fairly expensive, so we may want to make this check
 | 
						|
configurable.
 | 
						|
 | 
						|
\begin{figure}
 | 
						|
\begin{center}
 | 
						|
\begin{tikzpicture}[x=0.5cm,y=0.5cm,>=stealth,shorten >=1pt]
 | 
						|
\foreach \x in {1,...,10}{
 | 
						|
    \foreach \y in {1,...,10}{
 | 
						|
	\draw[->] (\x,\y) -- (\x,\y+1);
 | 
						|
    }
 | 
						|
}
 | 
						|
\foreach \x in {1,...,20}{
 | 
						|
    \foreach \y in {5,...,15}{
 | 
						|
	\draw[->] (\x,\y) -- (\x+1,\y);
 | 
						|
    }
 | 
						|
}
 | 
						|
\end{tikzpicture}
 | 
						|
\end{center}
 | 
						|
\caption{The relation from \autoref{ex:closure4}}
 | 
						|
\label{f:closure4}
 | 
						|
\end{figure}
 | 
						|
\begin{example}
 | 
						|
\label{ex:closure4}
 | 
						|
Consider the relation in example {\tt closure4} that comes with
 | 
						|
the Omega calculator~\parencite{Omega_calc}, $R = R_1 \cup R_2$,
 | 
						|
with
 | 
						|
$$
 | 
						|
\begin{aligned}
 | 
						|
R_1 & = \{\, (x,y) \to (x,y+1) \mid 1 \le x,y \le 10 \,\}
 | 
						|
\\
 | 
						|
R_2 & = \{\, (x,y) \to (x+1,y) \mid 1 \le x \le 20 \wedge 5 \le y \le 15 \,\}
 | 
						|
.
 | 
						|
\end{aligned}
 | 
						|
$$
 | 
						|
This relation is shown graphically in \autoref{f:closure4}.
 | 
						|
We have
 | 
						|
$$
 | 
						|
\begin{aligned}
 | 
						|
R_1 \circ R_2 &=
 | 
						|
\{\, (x,y) \to (x+1,y+1) \mid 1 \le x \le 9 \wedge 5 \le y \le 10 \,\}
 | 
						|
\\
 | 
						|
R_2 \circ R_1 &=
 | 
						|
\{\, (x,y) \to (x+1,y+1) \mid 1 \le x \le 10 \wedge 4 \le y \le 10 \,\}
 | 
						|
.
 | 
						|
\end{aligned}
 | 
						|
$$
 | 
						|
Clearly, $R_1 \circ R_2 \subseteq R_2 \circ R_1$ and so
 | 
						|
$$
 | 
						|
\left(
 | 
						|
R_1 \cup R_2
 | 
						|
\right)^+
 | 
						|
=
 | 
						|
\left(R_2^+ \circ R_1^+\right)
 | 
						|
\cup R_1^+
 | 
						|
\cup R_2^+
 | 
						|
.
 | 
						|
$$
 | 
						|
\end{example}
 | 
						|
 | 
						|
\begin{figure}
 | 
						|
\newcounter{n}
 | 
						|
\newcounter{t1}
 | 
						|
\newcounter{t2}
 | 
						|
\newcounter{t3}
 | 
						|
\newcounter{t4}
 | 
						|
\begin{center}
 | 
						|
\begin{tikzpicture}[>=stealth,shorten >=1pt]
 | 
						|
\setcounter{n}{7}
 | 
						|
\foreach \i in {1,...,\value{n}}{
 | 
						|
    \foreach \j in {1,...,\value{n}}{
 | 
						|
	\setcounter{t1}{2 * \j - 4 - \i + 1}
 | 
						|
	\setcounter{t2}{\value{n} - 3 - \i + 1}
 | 
						|
	\setcounter{t3}{2 * \i - 1 - \j + 1}
 | 
						|
	\setcounter{t4}{\value{n} - \j + 1}
 | 
						|
	\ifnum\value{t1}>0\ifnum\value{t2}>0
 | 
						|
	\ifnum\value{t3}>0\ifnum\value{t4}>0
 | 
						|
	    \draw[thick,->] (\i,\j) to[out=20] (\i+3,\j);
 | 
						|
	\fi\fi\fi\fi
 | 
						|
	\setcounter{t1}{2 * \j - 1 - \i + 1}
 | 
						|
	\setcounter{t2}{\value{n} - \i + 1}
 | 
						|
	\setcounter{t3}{2 * \i - 4 - \j + 1}
 | 
						|
	\setcounter{t4}{\value{n} - 3 - \j + 1}
 | 
						|
	\ifnum\value{t1}>0\ifnum\value{t2}>0
 | 
						|
	\ifnum\value{t3}>0\ifnum\value{t4}>0
 | 
						|
	    \draw[thick,->] (\i,\j) to[in=-20,out=20] (\i,\j+3);
 | 
						|
	\fi\fi\fi\fi
 | 
						|
	\setcounter{t1}{2 * \j - 1 - \i + 1}
 | 
						|
	\setcounter{t2}{\value{n} - 1 - \i + 1}
 | 
						|
	\setcounter{t3}{2 * \i - 1 - \j + 1}
 | 
						|
	\setcounter{t4}{\value{n} - 1 - \j + 1}
 | 
						|
	\ifnum\value{t1}>0\ifnum\value{t2}>0
 | 
						|
	\ifnum\value{t3}>0\ifnum\value{t4}>0
 | 
						|
	    \draw[thick,->] (\i,\j) to (\i+1,\j+1);
 | 
						|
	\fi\fi\fi\fi
 | 
						|
    }
 | 
						|
}
 | 
						|
\end{tikzpicture}
 | 
						|
\end{center}
 | 
						|
\caption{The relation from \autoref{ex:decomposition}}
 | 
						|
\label{f:decomposition}
 | 
						|
\end{figure}
 | 
						|
\begin{example}
 | 
						|
\label{ex:decomposition}
 | 
						|
Consider the relation on the right of \textcite[Figure~2]{Beletska2009},
 | 
						|
reproduced in \autoref{f:decomposition}.
 | 
						|
The relation can be described as $R = R_1 \cup R_2 \cup R_3$,
 | 
						|
with
 | 
						|
$$
 | 
						|
\begin{aligned}
 | 
						|
R_1 &= n \mapsto \{\, (i,j) \to (i+3,j) \mid
 | 
						|
i \le 2 j - 4 \wedge
 | 
						|
i \le n - 3 \wedge
 | 
						|
j \le 2 i - 1 \wedge
 | 
						|
j \le n \,\}
 | 
						|
\\
 | 
						|
R_2 &= n \mapsto \{\, (i,j) \to (i,j+3) \mid
 | 
						|
i \le 2 j - 1 \wedge
 | 
						|
i \le n \wedge
 | 
						|
j \le 2 i - 4 \wedge
 | 
						|
j \le n - 3 \,\}
 | 
						|
\\
 | 
						|
R_3 &= n \mapsto \{\, (i,j) \to (i+1,j+1) \mid
 | 
						|
i \le 2 j - 1 \wedge
 | 
						|
i \le n - 1 \wedge
 | 
						|
j \le 2 i - 1 \wedge
 | 
						|
j \le n - 1\,\}
 | 
						|
.
 | 
						|
\end{aligned}
 | 
						|
$$
 | 
						|
The figure shows this relation for $n = 7$.
 | 
						|
Both
 | 
						|
$R_3 \circ R_1 \subseteq R_1 \circ R_3$
 | 
						|
and
 | 
						|
$R_3 \circ R_2 \subseteq R_2 \circ R_3$,
 | 
						|
which the reader can verify using the {\tt iscc} calculator:
 | 
						|
\begin{verbatim}
 | 
						|
R1 := [n] -> { [i,j] -> [i+3,j] : i <= 2 j - 4 and i <= n - 3 and
 | 
						|
                                  j <= 2 i - 1 and j <= n };
 | 
						|
R2 := [n] -> { [i,j] -> [i,j+3] : i <= 2 j - 1 and i <= n and
 | 
						|
                                  j <= 2 i - 4 and j <= n - 3 };
 | 
						|
R3 := [n] -> { [i,j] -> [i+1,j+1] : i <= 2 j - 1 and i <= n - 1 and
 | 
						|
                                    j <= 2 i - 1 and j <= n - 1 };
 | 
						|
(R1 . R3) - (R3 . R1);
 | 
						|
(R2 . R3) - (R3 . R2);
 | 
						|
\end{verbatim}
 | 
						|
$R_3$ can therefore be moved forward in any path.
 | 
						|
For the other two basic relations, we have both
 | 
						|
$R_2 \circ R_1 \not\subseteq R_1 \circ R_2$
 | 
						|
and
 | 
						|
$R_1 \circ R_2 \not\subseteq R_2 \circ R_1$
 | 
						|
and so $R_1$ and $R_2$ form a strongly connected component.
 | 
						|
By computing the power of $R_3$ and $R_1 \cup R_2$ separately
 | 
						|
and composing the results, the power of $R$ can be computed exactly
 | 
						|
using \eqref{eq:transitive:singleton}.
 | 
						|
As explained by \textcite{Beletska2009}, applying the same formula
 | 
						|
to $R$ directly, without a decomposition, would result in
 | 
						|
an overapproximation of the power.
 | 
						|
\end{example}
 | 
						|
 | 
						|
\subsection{Partitioning the domains and ranges of $R$}
 | 
						|
 | 
						|
The algorithm of \autoref{s:power} assumes that the input relation $R$
 | 
						|
can be treated as a union of translations.
 | 
						|
This is a reasonable assumption if $R$ maps elements of a given
 | 
						|
abstract domain to the same domain.
 | 
						|
However, if $R$ is a union of relations that map between different
 | 
						|
domains, then this assumption no longer holds.
 | 
						|
In particular, when an entire dependence graph is encoded
 | 
						|
in a single relation, as is done by, e.g.,
 | 
						|
\textcite[Section~6.1]{Barthou2000MSE}, then it does not make
 | 
						|
sense to look at differences between iterations of different domains.
 | 
						|
Now, arguably, a modified Floyd-Warshall algorithm should
 | 
						|
be applied to the dependence graph, as advocated by
 | 
						|
\textcite{Kelly1996closure}, with the transitive closure operation
 | 
						|
only being applied to relations from a given domain to itself.
 | 
						|
However, it is also possible to detect disjoint domains and ranges
 | 
						|
and to apply Floyd-Warshall internally.
 | 
						|
 | 
						|
\LinesNumbered
 | 
						|
\begin{algorithm}
 | 
						|
\caption{The modified Floyd-Warshall algorithm of
 | 
						|
\protect\textcite{Kelly1996closure}}
 | 
						|
\label{a:Floyd}
 | 
						|
\SetKwInput{Input}{Input}
 | 
						|
\SetKwInput{Output}{Output}
 | 
						|
\Input{Relations $R_{pq}$, $0 \le p, q < n$}
 | 
						|
\Output{Updated relations $R_{pq}$ such that each relation
 | 
						|
$R_{pq}$ contains all indirect paths from $p$ to $q$ in the input graph}
 | 
						|
%
 | 
						|
\BlankLine
 | 
						|
\SetAlgoVlined
 | 
						|
\DontPrintSemicolon
 | 
						|
%
 | 
						|
\For{$r \in [0, n-1]$}{
 | 
						|
    $R_{rr} \coloneqq R_{rr}^+$ \nllabel{l:Floyd:closure}\;
 | 
						|
    \For{$p \in [0, n-1]$}{
 | 
						|
	\For{$q \in [0, n-1]$}{
 | 
						|
	    \If{$p \ne r$ or $q \ne r$}{
 | 
						|
		$R_{pq} \coloneqq R_{pq} \cup \left(R_{rq} \circ R_{pr}\right)
 | 
						|
			     \cup \left(R_{rq} \circ R_{rr} \circ R_{pr}\right)$
 | 
						|
	     \nllabel{l:Floyd:update}
 | 
						|
	     }
 | 
						|
	}
 | 
						|
    }
 | 
						|
}
 | 
						|
\end{algorithm}
 | 
						|
 | 
						|
Let the input relation $R$ be a union of $m$ basic relations $R_i$.
 | 
						|
Let $D_{2i}$ be the domains of $R_i$ and $D_{2i+1}$ the ranges of $R_i$.
 | 
						|
The first step is to group overlapping $D_j$ until a partition is
 | 
						|
obtained.  If the resulting partition consists of a single part,
 | 
						|
then we continue with the algorithm of \autoref{s:power}.
 | 
						|
Otherwise, we apply Floyd-Warshall on the graph with as vertices
 | 
						|
the parts of the partition and as edges the $R_i$ attached to
 | 
						|
the appropriate pairs of vertices.
 | 
						|
In particular, let there be $n$ parts $P_k$ in the partition.
 | 
						|
We construct $n^2$ relations
 | 
						|
$$
 | 
						|
R_{pq} \coloneqq \bigcup_{i \text{ s.t. } \domain R_i \subseteq P_p \wedge
 | 
						|
				 \range R_i \subseteq P_q} R_i
 | 
						|
,
 | 
						|
$$
 | 
						|
apply \autoref{a:Floyd} and return the union of all resulting
 | 
						|
$R_{pq}$ as the transitive closure of $R$.
 | 
						|
Each iteration of the $r$-loop in \autoref{a:Floyd} updates
 | 
						|
all relations $R_{pq}$ to include paths that go from $p$ to $r$,
 | 
						|
possibly stay there for a while, and then go from $r$ to $q$.
 | 
						|
Note that paths that ``stay in $r$'' include all paths that
 | 
						|
pass through earlier vertices since $R_{rr}$ itself has been updated
 | 
						|
accordingly in previous iterations of the outer loop.
 | 
						|
In principle, it would be sufficient to use the $R_{pr}$
 | 
						|
and $R_{rq}$ computed in the previous iteration of the
 | 
						|
$r$-loop in Line~\ref{l:Floyd:update}.
 | 
						|
However, from an implementation perspective, it is easier
 | 
						|
to allow either or both of these to have been updated
 | 
						|
in the same iteration of the $r$-loop.
 | 
						|
This may result in duplicate paths, but these can usually
 | 
						|
be removed by coalescing (\autoref{s:coalescing}) the result of the union
 | 
						|
in Line~\ref{l:Floyd:update}, which should be done in any case.
 | 
						|
The transitive closure in Line~\ref{l:Floyd:closure}
 | 
						|
is performed using a recursive call.  This recursive call
 | 
						|
includes the partitioning step, but the resulting partition will
 | 
						|
usually be a singleton.
 | 
						|
The result of the recursive call will either be exact or an
 | 
						|
overapproximation.  The final result of Floyd-Warshall is therefore
 | 
						|
also exact or an overapproximation.
 | 
						|
 | 
						|
\begin{figure}
 | 
						|
\begin{center}
 | 
						|
\begin{tikzpicture}[x=1cm,y=1cm,>=stealth,shorten >=3pt]
 | 
						|
\foreach \x/\y in {0/0,1/1,3/2} {
 | 
						|
    \fill (\x,\y) circle (2pt);
 | 
						|
}
 | 
						|
\foreach \x/\y in {0/1,2/2,3/3} {
 | 
						|
    \draw (\x,\y) circle (2pt);
 | 
						|
}
 | 
						|
\draw[->] (0,0) -- (0,1);
 | 
						|
\draw[->] (0,1) -- (1,1);
 | 
						|
\draw[->] (2,2) -- (3,2);
 | 
						|
\draw[->] (3,2) -- (3,3);
 | 
						|
\draw[->,dashed] (2,2) -- (3,3);
 | 
						|
\draw[->,dotted] (0,0) -- (1,1);
 | 
						|
\end{tikzpicture}
 | 
						|
\end{center}
 | 
						|
\caption{The relation (solid arrows) on the right of Figure~1 of
 | 
						|
\protect\textcite{Beletska2009} and its transitive closure}
 | 
						|
\label{f:COCOA:1}
 | 
						|
\end{figure}
 | 
						|
\begin{example}
 | 
						|
Consider the relation on the right of Figure~1 of
 | 
						|
\textcite{Beletska2009},
 | 
						|
reproduced in \autoref{f:COCOA:1}.
 | 
						|
This relation can be described as
 | 
						|
$$
 | 
						|
\begin{aligned}
 | 
						|
\{\, (x, y) \to (x_2, y_2) \mid {} & (3y = 2x \wedge x_2 = x \wedge 3y_2 = 3 + 2x \wedge x \ge 0 \wedge x \le 3) \vee {} \\
 | 
						|
& (x_2 = 1 + x \wedge y_2 = y \wedge x \ge 0 \wedge 3y \ge 2 + 2x \wedge x \le 2 \wedge 3y \le 3 + 2x) \,\}
 | 
						|
.
 | 
						|
\end{aligned}
 | 
						|
$$
 | 
						|
Note that the domain of the upward relation overlaps with the range
 | 
						|
of the rightward relation and vice versa, but that the domain
 | 
						|
of neither relation overlaps with its own range or the domain of
 | 
						|
the other relation.
 | 
						|
The domains and ranges can therefore be partitioned into two parts,
 | 
						|
$P_0$ and $P_1$, shown as the white and black dots in \autoref{f:COCOA:1},
 | 
						|
respectively.
 | 
						|
Initially, we have
 | 
						|
$$
 | 
						|
\begin{aligned}
 | 
						|
R_{00} & = \emptyset
 | 
						|
\\
 | 
						|
R_{01} & = 
 | 
						|
\{\, (x, y) \to (x+1, y) \mid 
 | 
						|
(x \ge 0 \wedge 3y \ge 2 + 2x \wedge x \le 2 \wedge 3y \le 3 + 2x) \,\}
 | 
						|
\\
 | 
						|
R_{10} & =
 | 
						|
\{\, (x, y) \to (x_2, y_2) \mid (3y = 2x \wedge x_2 = x \wedge 3y_2 = 3 + 2x \wedge x \ge 0 \wedge x \le 3) \,\}
 | 
						|
\\
 | 
						|
R_{11} & = \emptyset
 | 
						|
.
 | 
						|
\end{aligned}
 | 
						|
$$
 | 
						|
In the first iteration, $R_{00}$ remains the same ($\emptyset^+ = \emptyset$).
 | 
						|
$R_{01}$ and $R_{10}$ are therefore also unaffected, but
 | 
						|
$R_{11}$ is updated to include $R_{01} \circ R_{10}$, i.e.,
 | 
						|
the dashed arrow in the figure.
 | 
						|
This new $R_{11}$ is obviously transitively closed, so it is not
 | 
						|
changed in the second iteration and it does not have an effect
 | 
						|
on $R_{01}$ and $R_{10}$.  However, $R_{00}$ is updated to
 | 
						|
include $R_{10} \circ R_{01}$, i.e., the dotted arrow in the figure.
 | 
						|
The transitive closure of the original relation is then equal to
 | 
						|
$R_{00} \cup R_{01} \cup R_{10} \cup R_{11}$.
 | 
						|
\end{example}
 | 
						|
 | 
						|
\subsection{Incremental Computation}
 | 
						|
\label{s:incremental}
 | 
						|
 | 
						|
In some cases it is possible and useful to compute the transitive closure
 | 
						|
of union of basic relations incrementally.  In particular,
 | 
						|
if $R$ is a union of $m$ basic maps,
 | 
						|
$$
 | 
						|
R = \bigcup_j R_j
 | 
						|
,
 | 
						|
$$
 | 
						|
then we can pick some $R_i$ and compute the transitive closure of $R$ as
 | 
						|
\begin{equation}
 | 
						|
\label{eq:transitive:incremental}
 | 
						|
R^+ = R_i^+ \cup
 | 
						|
\left(
 | 
						|
\bigcup_{j \ne i}
 | 
						|
R_i^* \circ R_j \circ R_i^*
 | 
						|
\right)^+
 | 
						|
.
 | 
						|
\end{equation}
 | 
						|
For this approach to be successful, it is crucial that each
 | 
						|
of the disjuncts in the argument of the second transitive
 | 
						|
closure in \eqref{eq:transitive:incremental} be representable
 | 
						|
as a single basic relation, i.e., without a union.
 | 
						|
If this condition holds, then by using \eqref{eq:transitive:incremental},
 | 
						|
the number of disjuncts in the argument of the transitive closure
 | 
						|
can be reduced by one.
 | 
						|
Now, $R_i^* = R_i^+ \cup \identity$, but in some cases it is possible
 | 
						|
to relax the constraints of $R_i^+$ to include part of the identity relation,
 | 
						|
say on domain $D$.  We will use the notation
 | 
						|
${\cal C}(R_i,D) = R_i^+ \cup \identity_D$ to represent
 | 
						|
this relaxed version of $R^+$.
 | 
						|
\textcite{Kelly1996closure} use the notation $R_i^?$.
 | 
						|
${\cal C}(R_i,D)$ can be computed by allowing $k$ to attain
 | 
						|
the value $0$ in \eqref{eq:transitive:Q} and by using
 | 
						|
$$
 | 
						|
P \cap \left(D \to D\right)
 | 
						|
$$
 | 
						|
instead of \eqref{eq:transitive:approx}.
 | 
						|
Typically, $D$ will be a strict superset of both $\domain R_i$
 | 
						|
and $\range R_i$.  We therefore need to check that domain
 | 
						|
and range of the transitive closure are part of ${\cal C}(R_i,D)$,
 | 
						|
i.e., the part that results from the paths of positive length ($k \ge 1$),
 | 
						|
are equal to the domain and range of $R_i$.
 | 
						|
If not, then the incremental approach cannot be applied for
 | 
						|
the given choice of $R_i$ and $D$.
 | 
						|
 | 
						|
In order to be able to replace $R^*$ by ${\cal C}(R_i,D)$
 | 
						|
in \eqref{eq:transitive:incremental}, $D$ should be chosen
 | 
						|
to include both $\domain R$ and $\range R$, i.e., such
 | 
						|
that $\identity_D \circ R_j \circ \identity_D = R_j$ for all $j\ne i$.
 | 
						|
\textcite{Kelly1996closure} say that they use
 | 
						|
$D = \domain R_i \cup \range R_i$, but presumably they mean that
 | 
						|
they use $D = \domain R \cup \range R$.
 | 
						|
Now, this expression of $D$ contains a union, so it not directly usable.
 | 
						|
\textcite{Kelly1996closure} do not explain how they avoid this union.
 | 
						|
Apparently, in their implementation,
 | 
						|
they are using the convex hull of $\domain R \cup \range R$
 | 
						|
or at least an approximation of this convex hull.
 | 
						|
We use the simple hull (\autoref{s:simple hull}) of $\domain R \cup \range R$.
 | 
						|
 | 
						|
It is also possible to use a domain $D$ that does {\em not\/}
 | 
						|
include $\domain R \cup \range R$, but then we have to
 | 
						|
compose with ${\cal C}(R_i,D)$ more selectively.
 | 
						|
In particular, if we have
 | 
						|
\begin{equation}
 | 
						|
\label{eq:transitive:right}
 | 
						|
\text{for each $j \ne i$ either }
 | 
						|
\domain R_j \subseteq D \text{ or } \domain R_j \cap \range R_i = \emptyset
 | 
						|
\end{equation}
 | 
						|
and, similarly,
 | 
						|
\begin{equation}
 | 
						|
\label{eq:transitive:left}
 | 
						|
\text{for each $j \ne i$ either }
 | 
						|
\range R_j \subseteq D \text{ or } \range R_j \cap \domain R_i = \emptyset
 | 
						|
\end{equation}
 | 
						|
then we can refine \eqref{eq:transitive:incremental} to
 | 
						|
$$
 | 
						|
R_i^+ \cup
 | 
						|
\left(
 | 
						|
\left(
 | 
						|
\bigcup_{\shortstack{$\scriptstyle\domain R_j \subseteq D $\\
 | 
						|
		     $\scriptstyle\range R_j \subseteq D$}}
 | 
						|
{\cal C} \circ R_j \circ {\cal C}
 | 
						|
\right)
 | 
						|
\cup
 | 
						|
\left(
 | 
						|
\bigcup_{\shortstack{$\scriptstyle\domain R_j \cap \range R_i = \emptyset$\\
 | 
						|
		     $\scriptstyle\range R_j \subseteq D$}}
 | 
						|
\!\!\!\!\!
 | 
						|
{\cal C} \circ R_j
 | 
						|
\right)
 | 
						|
\cup
 | 
						|
\left(
 | 
						|
\bigcup_{\shortstack{$\scriptstyle\domain R_j \subseteq D $\\
 | 
						|
		     $\scriptstyle\range R_j \cap \domain R_i = \emptyset$}}
 | 
						|
\!\!\!\!\!
 | 
						|
R_j \circ {\cal C}
 | 
						|
\right)
 | 
						|
\cup
 | 
						|
\left(
 | 
						|
\bigcup_{\shortstack{$\scriptstyle\domain R_j \cap \range R_i = \emptyset$\\
 | 
						|
		     $\scriptstyle\range R_j \cap \domain R_i = \emptyset$}}
 | 
						|
\!\!\!\!\!
 | 
						|
R_j
 | 
						|
\right)
 | 
						|
\right)^+
 | 
						|
.
 | 
						|
$$
 | 
						|
If only property~\eqref{eq:transitive:right} holds,
 | 
						|
we can use
 | 
						|
$$
 | 
						|
R_i^+ \cup
 | 
						|
\left(
 | 
						|
\left(
 | 
						|
R_i^+ \cup \identity
 | 
						|
\right)
 | 
						|
\circ
 | 
						|
\left(
 | 
						|
\left(
 | 
						|
\bigcup_{\shortstack{$\scriptstyle\domain R_j \subseteq D $}}
 | 
						|
R_j \circ {\cal C}
 | 
						|
\right)
 | 
						|
\cup
 | 
						|
\left(
 | 
						|
\bigcup_{\shortstack{$\scriptstyle\domain R_j \cap \range R_i = \emptyset$}}
 | 
						|
\!\!\!\!\!
 | 
						|
R_j
 | 
						|
\right)
 | 
						|
\right)^+
 | 
						|
\right)
 | 
						|
,
 | 
						|
$$
 | 
						|
while if only property~\eqref{eq:transitive:left} holds,
 | 
						|
we can use
 | 
						|
$$
 | 
						|
R_i^+ \cup
 | 
						|
\left(
 | 
						|
\left(
 | 
						|
\left(
 | 
						|
\bigcup_{\shortstack{$\scriptstyle\range R_j \subseteq D $}}
 | 
						|
{\cal C} \circ R_j
 | 
						|
\right)
 | 
						|
\cup
 | 
						|
\left(
 | 
						|
\bigcup_{\shortstack{$\scriptstyle\range R_j \cap \domain R_i = \emptyset$}}
 | 
						|
\!\!\!\!\!
 | 
						|
R_j
 | 
						|
\right)
 | 
						|
\right)^+
 | 
						|
\circ
 | 
						|
\left(
 | 
						|
R_i^+ \cup \identity
 | 
						|
\right)
 | 
						|
\right)
 | 
						|
.
 | 
						|
$$
 | 
						|
 | 
						|
It should be noted that if we want the result of the incremental
 | 
						|
approach to be transitively closed, then we can only apply it
 | 
						|
if all of the transitive closure operations involved are exact.
 | 
						|
If, say, the second transitive closure in \eqref{eq:transitive:incremental}
 | 
						|
contains extra elements, then the result does not necessarily contain
 | 
						|
the composition of these extra elements with powers of $R_i$.
 | 
						|
 | 
						|
\subsection{An {\tt Omega}-like implementation}
 | 
						|
 | 
						|
While the main algorithm of \textcite{Kelly1996closure} is
 | 
						|
designed to compute and underapproximation of the transitive closure,
 | 
						|
the authors mention that they could also compute overapproximations.
 | 
						|
In this section, we describe our implementation of an algorithm
 | 
						|
that is based on their ideas.
 | 
						|
Note that the {\tt Omega} library computes underapproximations
 | 
						|
\parencite[Section 6.4]{Omega_lib}.
 | 
						|
 | 
						|
The main tool is Equation~(2) of \textcite{Kelly1996closure}.
 | 
						|
The input relation $R$ is first overapproximated by a ``d-form'' relation
 | 
						|
$$
 | 
						|
\{\, \vec i \to \vec j \mid \exists \vec \alpha :
 | 
						|
\vec L \le \vec j - \vec i \le \vec U
 | 
						|
\wedge
 | 
						|
(\forall p : j_p - i_p = M_p \alpha_p)
 | 
						|
\,\}
 | 
						|
,
 | 
						|
$$
 | 
						|
where $p$ ranges over the dimensions and $\vec L$, $\vec U$ and
 | 
						|
$\vec M$ are constant integer vectors.  The elements of $\vec U$
 | 
						|
may be $\infty$, meaning that there is no upper bound corresponding
 | 
						|
to that element, and similarly for $\vec L$.
 | 
						|
Such an overapproximation can be obtained by computing strides,
 | 
						|
lower and upper bounds on the difference set $\Delta \, R$.
 | 
						|
The transitive closure of such a ``d-form'' relation is
 | 
						|
\begin{equation}
 | 
						|
\label{eq:omega}
 | 
						|
\{\, \vec i \to \vec j \mid \exists \vec \alpha, k :
 | 
						|
k \ge 1 \wedge
 | 
						|
k \, \vec L \le \vec j - \vec i \le k \, \vec U
 | 
						|
\wedge
 | 
						|
(\forall p : j_p - i_p = M_p \alpha_p)
 | 
						|
\,\}
 | 
						|
.
 | 
						|
\end{equation}
 | 
						|
The domain and range of this transitive closure are then
 | 
						|
intersected with those of the input relation.
 | 
						|
This is a special case of the algorithm in \autoref{s:power}.
 | 
						|
 | 
						|
In their algorithm for computing lower bounds, the authors
 | 
						|
use the above algorithm as a substep on the disjuncts in the relation.
 | 
						|
At the end, they say
 | 
						|
\begin{quote}
 | 
						|
If an upper bound is required, it can be calculated in a manner
 | 
						|
similar to that of a single conjunct [sic] relation.
 | 
						|
\end{quote}
 | 
						|
Presumably, the authors mean that a ``d-form'' approximation
 | 
						|
of the whole input relation should be used.
 | 
						|
However, the accuracy can be improved by also trying to
 | 
						|
apply the incremental technique from the same paper,
 | 
						|
which is explained in more detail in \autoref{s:incremental}.
 | 
						|
In this case, ${\cal C}(R_i,D)$ can be obtained by
 | 
						|
allowing the value zero for $k$ in \eqref{eq:omega},
 | 
						|
i.e., by computing
 | 
						|
$$
 | 
						|
\{\, \vec i \to \vec j \mid \exists \vec \alpha, k :
 | 
						|
k \ge 0 \wedge
 | 
						|
k \, \vec L \le \vec j - \vec i \le k \, \vec U
 | 
						|
\wedge
 | 
						|
(\forall p : j_p - i_p = M_p \alpha_p)
 | 
						|
\,\}
 | 
						|
.
 | 
						|
$$
 | 
						|
In our implementation we take as $D$ the simple hull
 | 
						|
(\autoref{s:simple hull}) of $\domain R \cup \range R$.
 | 
						|
To determine whether it is safe to use ${\cal C}(R_i,D)$,
 | 
						|
we check the following conditions, as proposed by
 | 
						|
\textcite{Kelly1996closure}:
 | 
						|
${\cal C}(R_i,D) - R_i^+$ is not a union and for each $j \ne i$
 | 
						|
the condition
 | 
						|
$$
 | 
						|
\left({\cal C}(R_i,D) - R_i^+\right)
 | 
						|
\circ
 | 
						|
R_j
 | 
						|
\circ
 | 
						|
\left({\cal C}(R_i,D) - R_i^+\right)
 | 
						|
=
 | 
						|
R_j
 | 
						|
$$
 | 
						|
holds.
 |