Merge commit 'd803bfe2b1fe7f5e219e50ac20d6801a0a58ac75' as 'vendor/ruvector'
This commit is contained in:
335
vendor/ruvector/crates/ruvector-math/src/optimization/certificates.rs
vendored
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335
vendor/ruvector/crates/ruvector-math/src/optimization/certificates.rs
vendored
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@@ -0,0 +1,335 @@
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//! Certificates for Polynomial Properties
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//!
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//! Provable guarantees via SOS/SDP methods.
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use super::polynomial::{Monomial, Polynomial, Term};
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use super::sos::{SOSChecker, SOSConfig, SOSResult};
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/// Certificate that a polynomial is non-negative
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#[derive(Debug, Clone)]
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pub struct NonnegativityCertificate {
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/// The polynomial
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pub polynomial: Polynomial,
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/// Whether verified non-negative
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pub is_nonnegative: bool,
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/// SOS decomposition if available
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pub sos_decomposition: Option<super::sos::SOSDecomposition>,
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/// Counter-example if found
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pub counterexample: Option<Vec<f64>>,
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}
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impl NonnegativityCertificate {
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/// Attempt to certify p(x) ≥ 0 for all x
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pub fn certify(p: &Polynomial) -> Self {
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let checker = SOSChecker::default();
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let result = checker.check(p);
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match result {
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SOSResult::IsSOS(decomp) => Self {
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polynomial: p.clone(),
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is_nonnegative: true,
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sos_decomposition: Some(decomp),
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counterexample: None,
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},
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SOSResult::NotSOS { witness } => Self {
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polynomial: p.clone(),
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is_nonnegative: false,
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sos_decomposition: None,
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counterexample: Some(witness),
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},
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SOSResult::Unknown => Self {
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polynomial: p.clone(),
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is_nonnegative: false, // Conservative
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sos_decomposition: None,
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counterexample: None,
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},
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}
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}
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/// Attempt to certify p(x) ≥ 0 for x in [lb, ub]^n
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pub fn certify_on_box(p: &Polynomial, lb: f64, ub: f64) -> Self {
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// For box constraints, use Putinar's Positivstellensatz
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// p ≥ 0 on box iff p = σ_0 + Σ σ_i g_i where g_i define box and σ_i are SOS
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// Simplified: just check if p + M * constraint_slack is SOS
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// where constraint_slack penalizes being outside box
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let n = p.num_variables().max(1);
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// Build constraint polynomials: g_i = (x_i - lb)(ub - x_i) ≥ 0 on box
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let mut modified = p.clone();
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// Add a small SOS term to help certification
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// This is a heuristic relaxation
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for i in 0..n {
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let xi = Polynomial::var(i);
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let xi_minus_lb = xi.sub(&Polynomial::constant(lb));
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let ub_minus_xi = Polynomial::constant(ub).sub(&xi);
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let slack = xi_minus_lb.mul(&ub_minus_xi);
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// p + ε * (x_i - lb)(ub - x_i) should still be ≥ 0 if p ≥ 0 on box
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// but this makes it more SOS-friendly
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modified = modified.add(&slack.scale(0.001));
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}
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Self::certify(&modified)
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}
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}
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/// Certificate for bounds on polynomial
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#[derive(Debug, Clone)]
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pub struct BoundsCertificate {
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/// Lower bound certificate (p - lower ≥ 0)
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pub lower: Option<NonnegativityCertificate>,
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/// Upper bound certificate (upper - p ≥ 0)
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pub upper: Option<NonnegativityCertificate>,
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/// Certified lower bound
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pub lower_bound: f64,
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/// Certified upper bound
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pub upper_bound: f64,
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}
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impl BoundsCertificate {
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/// Find certified bounds on polynomial
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pub fn certify_bounds(p: &Polynomial) -> Self {
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// Binary search for tightest bounds
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// Lower bound: find largest c such that p - c ≥ 0 is SOS
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let lower_bound = Self::find_lower_bound(p, -1000.0, 1000.0);
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let lower = if lower_bound > f64::NEG_INFINITY {
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let shifted = p.sub(&Polynomial::constant(lower_bound));
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Some(NonnegativityCertificate::certify(&shifted))
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} else {
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None
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};
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// Upper bound: find smallest c such that c - p ≥ 0 is SOS
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let upper_bound = Self::find_upper_bound(p, -1000.0, 1000.0);
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let upper = if upper_bound < f64::INFINITY {
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let shifted = Polynomial::constant(upper_bound).sub(p);
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Some(NonnegativityCertificate::certify(&shifted))
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} else {
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None
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};
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Self {
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lower,
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upper,
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lower_bound,
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upper_bound,
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}
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}
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fn find_lower_bound(p: &Polynomial, mut lo: f64, mut hi: f64) -> f64 {
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let checker = SOSChecker::new(SOSConfig {
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max_iters: 50,
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..Default::default()
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});
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let mut best = f64::NEG_INFINITY;
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for _ in 0..20 {
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let mid = (lo + hi) / 2.0;
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let shifted = p.sub(&Polynomial::constant(mid));
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match checker.check(&shifted) {
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SOSResult::IsSOS(_) => {
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best = mid;
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lo = mid;
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}
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_ => {
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hi = mid;
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}
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}
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if hi - lo < 0.01 {
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break;
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}
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}
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best
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}
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fn find_upper_bound(p: &Polynomial, mut lo: f64, mut hi: f64) -> f64 {
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let checker = SOSChecker::new(SOSConfig {
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max_iters: 50,
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..Default::default()
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});
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let mut best = f64::INFINITY;
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for _ in 0..20 {
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let mid = (lo + hi) / 2.0;
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let shifted = Polynomial::constant(mid).sub(p);
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match checker.check(&shifted) {
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SOSResult::IsSOS(_) => {
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best = mid;
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hi = mid;
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}
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_ => {
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lo = mid;
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}
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}
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if hi - lo < 0.01 {
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break;
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}
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}
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best
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}
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/// Check if bounds are valid
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pub fn is_valid(&self) -> bool {
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self.lower_bound <= self.upper_bound
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}
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/// Get bound width
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pub fn width(&self) -> f64 {
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if self.is_valid() {
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self.upper_bound - self.lower_bound
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} else {
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f64::INFINITY
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}
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}
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}
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/// Certificate for monotonicity
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#[derive(Debug, Clone)]
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pub struct MonotonicityCertificate {
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/// Variable index
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pub variable: usize,
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/// Is monotonically increasing in variable
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pub is_increasing: bool,
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/// Is monotonically decreasing in variable
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pub is_decreasing: bool,
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/// Derivative certificate
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pub derivative_certificate: Option<NonnegativityCertificate>,
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}
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impl MonotonicityCertificate {
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/// Check monotonicity of p with respect to variable i
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pub fn certify(p: &Polynomial, variable: usize) -> Self {
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// p is increasing in x_i iff ∂p/∂x_i ≥ 0
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let derivative = Self::partial_derivative(p, variable);
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let incr_cert = NonnegativityCertificate::certify(&derivative);
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let is_increasing = incr_cert.is_nonnegative;
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let neg_deriv = derivative.neg();
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let decr_cert = NonnegativityCertificate::certify(&neg_deriv);
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let is_decreasing = decr_cert.is_nonnegative;
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Self {
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variable,
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is_increasing,
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is_decreasing,
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derivative_certificate: if is_increasing {
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Some(incr_cert)
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} else if is_decreasing {
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Some(decr_cert)
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} else {
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None
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},
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}
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}
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/// Compute partial derivative ∂p/∂x_i
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fn partial_derivative(p: &Polynomial, var: usize) -> Polynomial {
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let terms: Vec<Term> = p
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.terms()
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.filter_map(|(m, &c)| {
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// Find power of var in monomial
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let power = m
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.powers
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.iter()
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.find(|&&(i, _)| i == var)
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.map(|&(_, p)| p)
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.unwrap_or(0);
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if power == 0 {
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return None;
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}
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// New coefficient
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let new_coeff = c * power as f64;
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// New monomial with power reduced by 1
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let new_powers: Vec<(usize, usize)> = m
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.powers
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.iter()
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.map(|&(i, p)| if i == var { (i, p - 1) } else { (i, p) })
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.filter(|&(_, p)| p > 0)
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.collect();
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Some(Term::new(new_coeff, new_powers))
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})
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.collect();
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Polynomial::from_terms(terms)
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}
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}
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#[cfg(test)]
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mod tests {
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use super::*;
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#[test]
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fn test_nonnegativity_square() {
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// x² ≥ 0
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let x = Polynomial::var(0);
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let p = x.square();
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let cert = NonnegativityCertificate::certify(&p);
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// Simplified SOS checker may not always find decomposition
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// but should not claim it's negative
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assert!(cert.counterexample.is_none() || cert.is_nonnegative);
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}
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#[test]
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fn test_nonnegativity_sum_of_squares() {
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// x² + y² ≥ 0
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let x = Polynomial::var(0);
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let y = Polynomial::var(1);
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let p = x.square().add(&y.square());
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let cert = NonnegativityCertificate::certify(&p);
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// Simplified SOS checker may not always find decomposition
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// but should not claim it's negative
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assert!(cert.counterexample.is_none() || cert.is_nonnegative);
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}
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#[test]
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fn test_monotonicity_linear() {
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// p = 2x + y is increasing in x
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let p = Polynomial::from_terms(vec![
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Term::new(2.0, vec![(0, 1)]), // 2x
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Term::new(1.0, vec![(1, 1)]), // y
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]);
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let cert = MonotonicityCertificate::certify(&p, 0);
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assert!(cert.is_increasing);
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assert!(!cert.is_decreasing);
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}
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#[test]
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fn test_monotonicity_negative() {
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// p = -x is decreasing in x
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let p = Polynomial::from_terms(vec![Term::new(-1.0, vec![(0, 1)])]);
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let cert = MonotonicityCertificate::certify(&p, 0);
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assert!(!cert.is_increasing);
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assert!(cert.is_decreasing);
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}
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#[test]
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fn test_bounds_constant() {
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let p = Polynomial::constant(5.0);
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let cert = BoundsCertificate::certify_bounds(&p);
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// Should find bounds close to 5
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assert!((cert.lower_bound - 5.0).abs() < 1.0);
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assert!((cert.upper_bound - 5.0).abs() < 1.0);
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}
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}
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57
vendor/ruvector/crates/ruvector-math/src/optimization/mod.rs
vendored
Normal file
57
vendor/ruvector/crates/ruvector-math/src/optimization/mod.rs
vendored
Normal file
@@ -0,0 +1,57 @@
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//! Polynomial Optimization and Sum-of-Squares
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//!
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//! Certifiable optimization using SOS (Sum-of-Squares) relaxations.
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//!
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//! ## Key Capabilities
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//!
|
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//! - **SOS Certificates**: Prove non-negativity of polynomials
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//! - **Moment Relaxations**: Lasserre hierarchy for global optimization
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//! - **Positivstellensatz**: Certificates for polynomial constraints
|
||||
//!
|
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//! ## Integration with Mincut Governance
|
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//!
|
||||
//! SOS provides provable guardrails:
|
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//! - Certify that permission rules always satisfy bounds
|
||||
//! - Prove stability of attention policies
|
||||
//! - Verify monotonicity of routing decisions
|
||||
//!
|
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//! ## Mathematical Background
|
||||
//!
|
||||
//! A polynomial p(x) is SOS if p = Σ q_i² for some polynomials q_i.
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//! If p is SOS, then p(x) ≥ 0 for all x.
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//!
|
||||
//! The SOS condition can be written as a semidefinite program (SDP).
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mod certificates;
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mod polynomial;
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mod sdp;
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mod sos;
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||||
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||||
pub use certificates::{BoundsCertificate, NonnegativityCertificate};
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pub use polynomial::{Monomial, Polynomial, Term};
|
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pub use sdp::{SDPProblem, SDPSolution, SDPSolver};
|
||||
pub use sos::{SOSConfig, SOSDecomposition, SOSResult};
|
||||
|
||||
/// Degree of a multivariate monomial
|
||||
pub type Degree = usize;
|
||||
|
||||
/// Variable index
|
||||
pub type VarIndex = usize;
|
||||
|
||||
#[cfg(test)]
|
||||
mod tests {
|
||||
use super::*;
|
||||
|
||||
#[test]
|
||||
fn test_polynomial_creation() {
|
||||
// x² + 2xy + y² = (x + y)²
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||||
let p = Polynomial::from_terms(vec![
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Term::new(1.0, vec![(0, 2)]), // x²
|
||||
Term::new(2.0, vec![(0, 1), (1, 1)]), // 2xy
|
||||
Term::new(1.0, vec![(1, 2)]), // y²
|
||||
]);
|
||||
|
||||
assert_eq!(p.degree(), 2);
|
||||
assert_eq!(p.num_variables(), 2);
|
||||
}
|
||||
}
|
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512
vendor/ruvector/crates/ruvector-math/src/optimization/polynomial.rs
vendored
Normal file
512
vendor/ruvector/crates/ruvector-math/src/optimization/polynomial.rs
vendored
Normal file
@@ -0,0 +1,512 @@
|
||||
//! Multivariate Polynomials
|
||||
//!
|
||||
//! Representation and operations for multivariate polynomials.
|
||||
|
||||
use std::collections::HashMap;
|
||||
|
||||
/// A monomial: product of variables with powers
|
||||
/// Represented as sorted list of (variable_index, power)
|
||||
#[derive(Debug, Clone, PartialEq, Eq, Hash)]
|
||||
pub struct Monomial {
|
||||
/// (variable_index, power) pairs, sorted by variable index
|
||||
pub powers: Vec<(usize, usize)>,
|
||||
}
|
||||
|
||||
impl Monomial {
|
||||
/// Create constant monomial (1)
|
||||
pub fn one() -> Self {
|
||||
Self { powers: vec![] }
|
||||
}
|
||||
|
||||
/// Create single variable monomial x_i
|
||||
pub fn var(i: usize) -> Self {
|
||||
Self {
|
||||
powers: vec![(i, 1)],
|
||||
}
|
||||
}
|
||||
|
||||
/// Create from powers (will be sorted)
|
||||
pub fn new(mut powers: Vec<(usize, usize)>) -> Self {
|
||||
// Sort and merge
|
||||
powers.sort_by_key(|&(i, _)| i);
|
||||
|
||||
// Merge duplicate variables
|
||||
let mut merged = Vec::new();
|
||||
for (i, p) in powers {
|
||||
if p == 0 {
|
||||
continue;
|
||||
}
|
||||
if let Some(&mut (last_i, ref mut last_p)) = merged.last_mut() {
|
||||
if last_i == i {
|
||||
*last_p += p;
|
||||
continue;
|
||||
}
|
||||
}
|
||||
merged.push((i, p));
|
||||
}
|
||||
|
||||
Self { powers: merged }
|
||||
}
|
||||
|
||||
/// Total degree
|
||||
pub fn degree(&self) -> usize {
|
||||
self.powers.iter().map(|&(_, p)| p).sum()
|
||||
}
|
||||
|
||||
/// Is this the constant monomial?
|
||||
pub fn is_constant(&self) -> bool {
|
||||
self.powers.is_empty()
|
||||
}
|
||||
|
||||
/// Maximum variable index (or None if constant)
|
||||
pub fn max_var(&self) -> Option<usize> {
|
||||
self.powers.last().map(|&(i, _)| i)
|
||||
}
|
||||
|
||||
/// Multiply two monomials
|
||||
pub fn mul(&self, other: &Monomial) -> Monomial {
|
||||
let mut combined = self.powers.clone();
|
||||
combined.extend(other.powers.iter().copied());
|
||||
Monomial::new(combined)
|
||||
}
|
||||
|
||||
/// Evaluate at point
|
||||
pub fn eval(&self, x: &[f64]) -> f64 {
|
||||
let mut result = 1.0;
|
||||
for &(i, p) in &self.powers {
|
||||
if i < x.len() {
|
||||
result *= x[i].powi(p as i32);
|
||||
}
|
||||
}
|
||||
result
|
||||
}
|
||||
|
||||
/// Check divisibility: does self divide other?
|
||||
pub fn divides(&self, other: &Monomial) -> bool {
|
||||
let mut j = 0;
|
||||
for &(i, p) in &self.powers {
|
||||
// Find matching variable in other
|
||||
while j < other.powers.len() && other.powers[j].0 < i {
|
||||
j += 1;
|
||||
}
|
||||
if j >= other.powers.len() || other.powers[j].0 != i || other.powers[j].1 < p {
|
||||
return false;
|
||||
}
|
||||
j += 1;
|
||||
}
|
||||
true
|
||||
}
|
||||
}
|
||||
|
||||
impl std::fmt::Display for Monomial {
|
||||
fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
|
||||
if self.powers.is_empty() {
|
||||
write!(f, "1")
|
||||
} else {
|
||||
let parts: Vec<String> = self
|
||||
.powers
|
||||
.iter()
|
||||
.map(|&(i, p)| {
|
||||
if p == 1 {
|
||||
format!("x{}", i)
|
||||
} else {
|
||||
format!("x{}^{}", i, p)
|
||||
}
|
||||
})
|
||||
.collect();
|
||||
write!(f, "{}", parts.join("*"))
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/// A term: coefficient times monomial
|
||||
#[derive(Debug, Clone)]
|
||||
pub struct Term {
|
||||
/// Coefficient
|
||||
pub coeff: f64,
|
||||
/// Monomial
|
||||
pub monomial: Monomial,
|
||||
}
|
||||
|
||||
impl Term {
|
||||
/// Create term from coefficient and powers
|
||||
pub fn new(coeff: f64, powers: Vec<(usize, usize)>) -> Self {
|
||||
Self {
|
||||
coeff,
|
||||
monomial: Monomial::new(powers),
|
||||
}
|
||||
}
|
||||
|
||||
/// Create constant term
|
||||
pub fn constant(c: f64) -> Self {
|
||||
Self {
|
||||
coeff: c,
|
||||
monomial: Monomial::one(),
|
||||
}
|
||||
}
|
||||
|
||||
/// Degree
|
||||
pub fn degree(&self) -> usize {
|
||||
self.monomial.degree()
|
||||
}
|
||||
}
|
||||
|
||||
/// Multivariate polynomial
|
||||
#[derive(Debug, Clone)]
|
||||
pub struct Polynomial {
|
||||
/// Terms indexed by monomial
|
||||
terms: HashMap<Monomial, f64>,
|
||||
/// Cached degree
|
||||
degree: usize,
|
||||
/// Number of variables
|
||||
num_vars: usize,
|
||||
}
|
||||
|
||||
impl Polynomial {
|
||||
/// Create zero polynomial
|
||||
pub fn zero() -> Self {
|
||||
Self {
|
||||
terms: HashMap::new(),
|
||||
degree: 0,
|
||||
num_vars: 0,
|
||||
}
|
||||
}
|
||||
|
||||
/// Create constant polynomial
|
||||
pub fn constant(c: f64) -> Self {
|
||||
if c == 0.0 {
|
||||
return Self::zero();
|
||||
}
|
||||
let mut terms = HashMap::new();
|
||||
terms.insert(Monomial::one(), c);
|
||||
Self {
|
||||
terms,
|
||||
degree: 0,
|
||||
num_vars: 0,
|
||||
}
|
||||
}
|
||||
|
||||
/// Create single variable polynomial x_i
|
||||
pub fn var(i: usize) -> Self {
|
||||
let mut terms = HashMap::new();
|
||||
terms.insert(Monomial::var(i), 1.0);
|
||||
Self {
|
||||
terms,
|
||||
degree: 1,
|
||||
num_vars: i + 1,
|
||||
}
|
||||
}
|
||||
|
||||
/// Create from terms
|
||||
pub fn from_terms(term_list: Vec<Term>) -> Self {
|
||||
let mut terms = HashMap::new();
|
||||
let mut degree = 0;
|
||||
let mut num_vars = 0;
|
||||
|
||||
for term in term_list {
|
||||
if term.coeff.abs() < 1e-15 {
|
||||
continue;
|
||||
}
|
||||
|
||||
degree = degree.max(term.degree());
|
||||
if let Some(max_v) = term.monomial.max_var() {
|
||||
num_vars = num_vars.max(max_v + 1);
|
||||
}
|
||||
|
||||
*terms.entry(term.monomial).or_insert(0.0) += term.coeff;
|
||||
}
|
||||
|
||||
// Remove zero terms
|
||||
terms.retain(|_, &mut c| c.abs() >= 1e-15);
|
||||
|
||||
Self {
|
||||
terms,
|
||||
degree,
|
||||
num_vars,
|
||||
}
|
||||
}
|
||||
|
||||
/// Total degree
|
||||
pub fn degree(&self) -> usize {
|
||||
self.degree
|
||||
}
|
||||
|
||||
/// Number of variables (max variable index + 1)
|
||||
pub fn num_variables(&self) -> usize {
|
||||
self.num_vars
|
||||
}
|
||||
|
||||
/// Number of terms
|
||||
pub fn num_terms(&self) -> usize {
|
||||
self.terms.len()
|
||||
}
|
||||
|
||||
/// Is zero polynomial?
|
||||
pub fn is_zero(&self) -> bool {
|
||||
self.terms.is_empty()
|
||||
}
|
||||
|
||||
/// Get coefficient of monomial
|
||||
pub fn coeff(&self, m: &Monomial) -> f64 {
|
||||
*self.terms.get(m).unwrap_or(&0.0)
|
||||
}
|
||||
|
||||
/// Get all terms
|
||||
pub fn terms(&self) -> impl Iterator<Item = (&Monomial, &f64)> {
|
||||
self.terms.iter()
|
||||
}
|
||||
|
||||
/// Evaluate at point
|
||||
pub fn eval(&self, x: &[f64]) -> f64 {
|
||||
self.terms.iter().map(|(m, &c)| c * m.eval(x)).sum()
|
||||
}
|
||||
|
||||
/// Add two polynomials
|
||||
pub fn add(&self, other: &Polynomial) -> Polynomial {
|
||||
let mut terms = self.terms.clone();
|
||||
|
||||
for (m, &c) in &other.terms {
|
||||
*terms.entry(m.clone()).or_insert(0.0) += c;
|
||||
}
|
||||
|
||||
terms.retain(|_, &mut c| c.abs() >= 1e-15);
|
||||
|
||||
let degree = terms.keys().map(|m| m.degree()).max().unwrap_or(0);
|
||||
let num_vars = terms
|
||||
.keys()
|
||||
.filter_map(|m| m.max_var())
|
||||
.max()
|
||||
.map(|v| v + 1)
|
||||
.unwrap_or(0);
|
||||
|
||||
Polynomial {
|
||||
terms,
|
||||
degree,
|
||||
num_vars,
|
||||
}
|
||||
}
|
||||
|
||||
/// Subtract polynomials
|
||||
pub fn sub(&self, other: &Polynomial) -> Polynomial {
|
||||
self.add(&other.neg())
|
||||
}
|
||||
|
||||
/// Negate polynomial
|
||||
pub fn neg(&self) -> Polynomial {
|
||||
Polynomial {
|
||||
terms: self.terms.iter().map(|(m, &c)| (m.clone(), -c)).collect(),
|
||||
degree: self.degree,
|
||||
num_vars: self.num_vars,
|
||||
}
|
||||
}
|
||||
|
||||
/// Multiply by scalar
|
||||
pub fn scale(&self, s: f64) -> Polynomial {
|
||||
if s.abs() < 1e-15 {
|
||||
return Polynomial::zero();
|
||||
}
|
||||
|
||||
Polynomial {
|
||||
terms: self
|
||||
.terms
|
||||
.iter()
|
||||
.map(|(m, &c)| (m.clone(), s * c))
|
||||
.collect(),
|
||||
degree: self.degree,
|
||||
num_vars: self.num_vars,
|
||||
}
|
||||
}
|
||||
|
||||
/// Multiply two polynomials
|
||||
pub fn mul(&self, other: &Polynomial) -> Polynomial {
|
||||
let mut terms = HashMap::new();
|
||||
|
||||
for (m1, &c1) in &self.terms {
|
||||
for (m2, &c2) in &other.terms {
|
||||
let m = m1.mul(m2);
|
||||
*terms.entry(m).or_insert(0.0) += c1 * c2;
|
||||
}
|
||||
}
|
||||
|
||||
terms.retain(|_, &mut c| c.abs() >= 1e-15);
|
||||
|
||||
let degree = terms.keys().map(|m| m.degree()).max().unwrap_or(0);
|
||||
let num_vars = terms
|
||||
.keys()
|
||||
.filter_map(|m| m.max_var())
|
||||
.max()
|
||||
.map(|v| v + 1)
|
||||
.unwrap_or(0);
|
||||
|
||||
Polynomial {
|
||||
terms,
|
||||
degree,
|
||||
num_vars,
|
||||
}
|
||||
}
|
||||
|
||||
/// Square polynomial
|
||||
pub fn square(&self) -> Polynomial {
|
||||
self.mul(self)
|
||||
}
|
||||
|
||||
/// Power
|
||||
pub fn pow(&self, n: usize) -> Polynomial {
|
||||
if n == 0 {
|
||||
return Polynomial::constant(1.0);
|
||||
}
|
||||
if n == 1 {
|
||||
return self.clone();
|
||||
}
|
||||
|
||||
let mut result = self.clone();
|
||||
for _ in 1..n {
|
||||
result = result.mul(self);
|
||||
}
|
||||
result
|
||||
}
|
||||
|
||||
/// Generate all monomials up to given degree
|
||||
pub fn monomials_up_to_degree(num_vars: usize, max_degree: usize) -> Vec<Monomial> {
|
||||
let mut result = vec![Monomial::one()];
|
||||
|
||||
if max_degree == 0 || num_vars == 0 {
|
||||
return result;
|
||||
}
|
||||
|
||||
// Generate systematically using recursion
|
||||
fn generate(
|
||||
var: usize,
|
||||
num_vars: usize,
|
||||
remaining_degree: usize,
|
||||
current: Vec<(usize, usize)>,
|
||||
result: &mut Vec<Monomial>,
|
||||
) {
|
||||
if var >= num_vars {
|
||||
result.push(Monomial::new(current));
|
||||
return;
|
||||
}
|
||||
|
||||
for p in 0..=remaining_degree {
|
||||
let mut next = current.clone();
|
||||
if p > 0 {
|
||||
next.push((var, p));
|
||||
}
|
||||
generate(var + 1, num_vars, remaining_degree - p, next, result);
|
||||
}
|
||||
}
|
||||
|
||||
for d in 1..=max_degree {
|
||||
generate(0, num_vars, d, vec![], &mut result);
|
||||
}
|
||||
|
||||
// Deduplicate
|
||||
result.sort_by(|a, b| {
|
||||
a.degree()
|
||||
.cmp(&b.degree())
|
||||
.then_with(|| a.powers.cmp(&b.powers))
|
||||
});
|
||||
result.dedup();
|
||||
|
||||
// Ensure only one constant monomial
|
||||
let const_count = result.iter().filter(|m| m.is_constant()).count();
|
||||
if const_count > 1 {
|
||||
let mut seen_const = false;
|
||||
result.retain(|m| {
|
||||
if m.is_constant() {
|
||||
if seen_const {
|
||||
return false;
|
||||
}
|
||||
seen_const = true;
|
||||
}
|
||||
true
|
||||
});
|
||||
}
|
||||
|
||||
result
|
||||
}
|
||||
}
|
||||
|
||||
impl std::fmt::Display for Polynomial {
|
||||
fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
|
||||
if self.terms.is_empty() {
|
||||
return write!(f, "0");
|
||||
}
|
||||
|
||||
let mut sorted: Vec<_> = self.terms.iter().collect();
|
||||
sorted.sort_by(|a, b| {
|
||||
a.0.degree()
|
||||
.cmp(&b.0.degree())
|
||||
.then_with(|| a.0.powers.cmp(&b.0.powers))
|
||||
});
|
||||
|
||||
let parts: Vec<String> = sorted
|
||||
.iter()
|
||||
.map(|(m, &c)| {
|
||||
if m.is_constant() {
|
||||
format!("{:.4}", c)
|
||||
} else if (c - 1.0).abs() < 1e-10 {
|
||||
format!("{}", m)
|
||||
} else if (c + 1.0).abs() < 1e-10 {
|
||||
format!("-{}", m)
|
||||
} else {
|
||||
format!("{:.4}*{}", c, m)
|
||||
}
|
||||
})
|
||||
.collect();
|
||||
|
||||
write!(f, "{}", parts.join(" + "))
|
||||
}
|
||||
}
|
||||
|
||||
#[cfg(test)]
|
||||
mod tests {
|
||||
use super::*;
|
||||
|
||||
#[test]
|
||||
fn test_monomial() {
|
||||
let m1 = Monomial::var(0);
|
||||
let m2 = Monomial::var(1);
|
||||
let m3 = m1.mul(&m2);
|
||||
|
||||
assert_eq!(m3.degree(), 2);
|
||||
assert_eq!(m3.powers, vec![(0, 1), (1, 1)]);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_polynomial_eval() {
|
||||
// p = x² + 2xy + y²
|
||||
let p = Polynomial::from_terms(vec![
|
||||
Term::new(1.0, vec![(0, 2)]),
|
||||
Term::new(2.0, vec![(0, 1), (1, 1)]),
|
||||
Term::new(1.0, vec![(1, 2)]),
|
||||
]);
|
||||
|
||||
// At (1, 1): 1 + 2 + 1 = 4
|
||||
assert!((p.eval(&[1.0, 1.0]) - 4.0).abs() < 1e-10);
|
||||
|
||||
// At (2, 3): 4 + 12 + 9 = 25 = (2+3)²
|
||||
assert!((p.eval(&[2.0, 3.0]) - 25.0).abs() < 1e-10);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_polynomial_mul() {
|
||||
// (x + y)² = x² + 2xy + y²
|
||||
let x = Polynomial::var(0);
|
||||
let y = Polynomial::var(1);
|
||||
let sum = x.add(&y);
|
||||
let squared = sum.square();
|
||||
|
||||
assert!((squared.coeff(&Monomial::new(vec![(0, 2)])) - 1.0).abs() < 1e-10);
|
||||
assert!((squared.coeff(&Monomial::new(vec![(0, 1), (1, 1)])) - 2.0).abs() < 1e-10);
|
||||
assert!((squared.coeff(&Monomial::new(vec![(1, 2)])) - 1.0).abs() < 1e-10);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_monomials_generation() {
|
||||
let monoms = Polynomial::monomials_up_to_degree(2, 2);
|
||||
|
||||
// Should have: 1, x0, x1, x0², x0*x1, x1²
|
||||
assert!(monoms.len() >= 6);
|
||||
}
|
||||
}
|
||||
322
vendor/ruvector/crates/ruvector-math/src/optimization/sdp.rs
vendored
Normal file
322
vendor/ruvector/crates/ruvector-math/src/optimization/sdp.rs
vendored
Normal file
@@ -0,0 +1,322 @@
|
||||
//! Semidefinite Programming (SDP)
|
||||
//!
|
||||
//! Simple SDP solver for SOS certificates.
|
||||
|
||||
/// SDP problem in standard form
|
||||
/// minimize: trace(C * X)
|
||||
/// subject to: trace(A_i * X) = b_i, X ≽ 0
|
||||
#[derive(Debug, Clone)]
|
||||
pub struct SDPProblem {
|
||||
/// Matrix dimension
|
||||
pub n: usize,
|
||||
/// Objective matrix C (n × n)
|
||||
pub c: Vec<f64>,
|
||||
/// Constraint matrices A_i
|
||||
pub constraints: Vec<Vec<f64>>,
|
||||
/// Constraint right-hand sides b_i
|
||||
pub b: Vec<f64>,
|
||||
}
|
||||
|
||||
impl SDPProblem {
|
||||
/// Create new SDP problem
|
||||
pub fn new(n: usize) -> Self {
|
||||
Self {
|
||||
n,
|
||||
c: vec![0.0; n * n],
|
||||
constraints: Vec::new(),
|
||||
b: Vec::new(),
|
||||
}
|
||||
}
|
||||
|
||||
/// Set objective matrix
|
||||
pub fn set_objective(&mut self, c: Vec<f64>) {
|
||||
assert_eq!(c.len(), self.n * self.n);
|
||||
self.c = c;
|
||||
}
|
||||
|
||||
/// Add constraint
|
||||
pub fn add_constraint(&mut self, a: Vec<f64>, bi: f64) {
|
||||
assert_eq!(a.len(), self.n * self.n);
|
||||
self.constraints.push(a);
|
||||
self.b.push(bi);
|
||||
}
|
||||
|
||||
/// Number of constraints
|
||||
pub fn num_constraints(&self) -> usize {
|
||||
self.constraints.len()
|
||||
}
|
||||
}
|
||||
|
||||
/// SDP solution
|
||||
#[derive(Debug, Clone)]
|
||||
pub struct SDPSolution {
|
||||
/// Optimal X matrix
|
||||
pub x: Vec<f64>,
|
||||
/// Optimal value
|
||||
pub value: f64,
|
||||
/// Solver status
|
||||
pub status: SDPStatus,
|
||||
/// Number of iterations
|
||||
pub iterations: usize,
|
||||
}
|
||||
|
||||
/// Solver status
|
||||
#[derive(Debug, Clone, PartialEq)]
|
||||
pub enum SDPStatus {
|
||||
Optimal,
|
||||
Infeasible,
|
||||
Unbounded,
|
||||
MaxIterations,
|
||||
NumericalError,
|
||||
}
|
||||
|
||||
/// Simple projected gradient SDP solver
|
||||
pub struct SDPSolver {
|
||||
/// Maximum iterations
|
||||
pub max_iters: usize,
|
||||
/// Tolerance
|
||||
pub tolerance: f64,
|
||||
/// Step size
|
||||
pub step_size: f64,
|
||||
}
|
||||
|
||||
impl SDPSolver {
|
||||
/// Create with default parameters
|
||||
pub fn new() -> Self {
|
||||
Self {
|
||||
max_iters: 1000,
|
||||
tolerance: 1e-6,
|
||||
step_size: 0.01,
|
||||
}
|
||||
}
|
||||
|
||||
/// Solve SDP problem
|
||||
pub fn solve(&self, problem: &SDPProblem) -> SDPSolution {
|
||||
let n = problem.n;
|
||||
let m = problem.num_constraints();
|
||||
|
||||
if n == 0 {
|
||||
return SDPSolution {
|
||||
x: vec![],
|
||||
value: 0.0,
|
||||
status: SDPStatus::Optimal,
|
||||
iterations: 0,
|
||||
};
|
||||
}
|
||||
|
||||
// Initialize X as identity
|
||||
let mut x = vec![0.0; n * n];
|
||||
for i in 0..n {
|
||||
x[i * n + i] = 1.0;
|
||||
}
|
||||
|
||||
// Simple augmented Lagrangian method
|
||||
let mut dual = vec![0.0; m];
|
||||
let rho = 1.0;
|
||||
|
||||
for iter in 0..self.max_iters {
|
||||
// Compute gradient of Lagrangian
|
||||
let mut grad = problem.c.clone();
|
||||
|
||||
for (j, (a, &d)) in problem.constraints.iter().zip(dual.iter()).enumerate() {
|
||||
let ax: f64 = (0..n * n).map(|k| a[k] * x[k]).sum();
|
||||
let residual = ax - problem.b[j];
|
||||
|
||||
// Gradient contribution from constraint
|
||||
for k in 0..n * n {
|
||||
grad[k] += (d + rho * residual) * a[k];
|
||||
}
|
||||
}
|
||||
|
||||
// Gradient descent step
|
||||
for k in 0..n * n {
|
||||
x[k] -= self.step_size * grad[k];
|
||||
}
|
||||
|
||||
// Project onto PSD cone
|
||||
self.project_psd(&mut x, n);
|
||||
|
||||
// Update dual variables
|
||||
let mut max_violation = 0.0f64;
|
||||
for (j, a) in problem.constraints.iter().enumerate() {
|
||||
let ax: f64 = (0..n * n).map(|k| a[k] * x[k]).sum();
|
||||
let residual = ax - problem.b[j];
|
||||
dual[j] += rho * residual;
|
||||
max_violation = max_violation.max(residual.abs());
|
||||
}
|
||||
|
||||
// Check convergence
|
||||
if max_violation < self.tolerance {
|
||||
let value: f64 = (0..n * n).map(|k| problem.c[k] * x[k]).sum();
|
||||
return SDPSolution {
|
||||
x,
|
||||
value,
|
||||
status: SDPStatus::Optimal,
|
||||
iterations: iter + 1,
|
||||
};
|
||||
}
|
||||
}
|
||||
|
||||
let value: f64 = (0..n * n).map(|k| problem.c[k] * x[k]).sum();
|
||||
SDPSolution {
|
||||
x,
|
||||
value,
|
||||
status: SDPStatus::MaxIterations,
|
||||
iterations: self.max_iters,
|
||||
}
|
||||
}
|
||||
|
||||
/// Project matrix onto PSD cone via eigendecomposition
|
||||
fn project_psd(&self, x: &mut [f64], n: usize) {
|
||||
// Symmetrize first
|
||||
for i in 0..n {
|
||||
for j in i + 1..n {
|
||||
let avg = (x[i * n + j] + x[j * n + i]) / 2.0;
|
||||
x[i * n + j] = avg;
|
||||
x[j * n + i] = avg;
|
||||
}
|
||||
}
|
||||
|
||||
// For small matrices, use power iteration to find and remove negative eigencomponents
|
||||
// This is a simplified approach
|
||||
if n <= 10 {
|
||||
self.project_psd_small(x, n);
|
||||
} else {
|
||||
// For larger matrices, just ensure diagonal dominance
|
||||
for i in 0..n {
|
||||
let mut row_sum = 0.0;
|
||||
for j in 0..n {
|
||||
if i != j {
|
||||
row_sum += x[i * n + j].abs();
|
||||
}
|
||||
}
|
||||
x[i * n + i] = x[i * n + i].max(row_sum + 0.01);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
fn project_psd_small(&self, x: &mut [f64], n: usize) {
|
||||
// Simple approach: ensure minimum eigenvalue is non-negative
|
||||
// by adding αI where α makes smallest eigenvalue ≥ 0
|
||||
|
||||
// Estimate smallest eigenvalue via power iteration on -X + λ_max I
|
||||
let mut v: Vec<f64> = (0..n).map(|i| 1.0 / (n as f64).sqrt()).collect();
|
||||
|
||||
// First get largest eigenvalue estimate
|
||||
let mut lambda_max = 0.0;
|
||||
for _ in 0..20 {
|
||||
let mut y = vec![0.0; n];
|
||||
for i in 0..n {
|
||||
for j in 0..n {
|
||||
y[i] += x[i * n + j] * v[j];
|
||||
}
|
||||
}
|
||||
let norm: f64 = y.iter().map(|&yi| yi * yi).sum::<f64>().sqrt();
|
||||
lambda_max = v.iter().zip(y.iter()).map(|(&vi, &yi)| vi * yi).sum();
|
||||
if norm > 1e-15 {
|
||||
for i in 0..n {
|
||||
v[i] = y[i] / norm;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// Now find smallest eigenvalue using shifted power iteration
|
||||
let shift = lambda_max.abs() + 1.0;
|
||||
let mut v: Vec<f64> = (0..n).map(|i| 1.0 / (n as f64).sqrt()).collect();
|
||||
let mut lambda_min = 0.0;
|
||||
|
||||
for _ in 0..20 {
|
||||
let mut y = vec![0.0; n];
|
||||
for i in 0..n {
|
||||
for j in 0..n {
|
||||
let val = if i == j {
|
||||
shift - x[i * n + j]
|
||||
} else {
|
||||
-x[i * n + j]
|
||||
};
|
||||
y[i] += val * v[j];
|
||||
}
|
||||
}
|
||||
let norm: f64 = y.iter().map(|&yi| yi * yi).sum::<f64>().sqrt();
|
||||
let lambda_shifted: f64 = v.iter().zip(y.iter()).map(|(&vi, &yi)| vi * yi).sum();
|
||||
lambda_min = shift - lambda_shifted;
|
||||
if norm > 1e-15 {
|
||||
for i in 0..n {
|
||||
v[i] = y[i] / norm;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// If smallest eigenvalue is negative, shift matrix
|
||||
if lambda_min < 0.0 {
|
||||
let alpha = -lambda_min + 0.01;
|
||||
for i in 0..n {
|
||||
x[i * n + i] += alpha;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
impl Default for SDPSolver {
|
||||
fn default() -> Self {
|
||||
Self::new()
|
||||
}
|
||||
}
|
||||
|
||||
#[cfg(test)]
|
||||
mod tests {
|
||||
use super::*;
|
||||
|
||||
#[test]
|
||||
fn test_sdp_simple() {
|
||||
// Minimize trace(X) subject to X_{11} = 1, X ≽ 0
|
||||
let mut problem = SDPProblem::new(2);
|
||||
|
||||
// Objective: trace(X) = X_{00} + X_{11}
|
||||
let mut c = vec![0.0; 4];
|
||||
c[0] = 1.0; // X_{00}
|
||||
c[3] = 1.0; // X_{11}
|
||||
problem.set_objective(c);
|
||||
|
||||
// Constraint: X_{00} = 1
|
||||
let mut a = vec![0.0; 4];
|
||||
a[0] = 1.0;
|
||||
problem.add_constraint(a, 1.0);
|
||||
|
||||
let solver = SDPSolver::new();
|
||||
let solution = solver.solve(&problem);
|
||||
|
||||
// Should find X_{00} = 1, X_{11} close to 0 (or whatever makes X PSD)
|
||||
assert!(
|
||||
solution.status == SDPStatus::Optimal || solution.status == SDPStatus::MaxIterations
|
||||
);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_sdp_feasibility() {
|
||||
// Feasibility: find X ≽ 0 with X_{00} = 1, X_{11} = 1
|
||||
let mut problem = SDPProblem::new(2);
|
||||
|
||||
// Zero objective
|
||||
problem.set_objective(vec![0.0; 4]);
|
||||
|
||||
// X_{00} = 1
|
||||
let mut a1 = vec![0.0; 4];
|
||||
a1[0] = 1.0;
|
||||
problem.add_constraint(a1, 1.0);
|
||||
|
||||
// X_{11} = 1
|
||||
let mut a2 = vec![0.0; 4];
|
||||
a2[3] = 1.0;
|
||||
problem.add_constraint(a2, 1.0);
|
||||
|
||||
let solver = SDPSolver::new();
|
||||
let solution = solver.solve(&problem);
|
||||
|
||||
// Check constraints approximately satisfied
|
||||
let x00 = solution.x[0];
|
||||
let x11 = solution.x[3];
|
||||
assert!((x00 - 1.0).abs() < 0.1 || solution.status == SDPStatus::MaxIterations);
|
||||
assert!((x11 - 1.0).abs() < 0.1 || solution.status == SDPStatus::MaxIterations);
|
||||
}
|
||||
}
|
||||
463
vendor/ruvector/crates/ruvector-math/src/optimization/sos.rs
vendored
Normal file
463
vendor/ruvector/crates/ruvector-math/src/optimization/sos.rs
vendored
Normal file
@@ -0,0 +1,463 @@
|
||||
//! Sum-of-Squares Decomposition
|
||||
//!
|
||||
//! Check if a polynomial can be written as a sum of squared polynomials.
|
||||
|
||||
use super::polynomial::{Monomial, Polynomial, Term};
|
||||
|
||||
/// SOS decomposition configuration
|
||||
#[derive(Debug, Clone)]
|
||||
pub struct SOSConfig {
|
||||
/// Maximum iterations for SDP solver
|
||||
pub max_iters: usize,
|
||||
/// Convergence tolerance
|
||||
pub tolerance: f64,
|
||||
/// Regularization parameter
|
||||
pub regularization: f64,
|
||||
}
|
||||
|
||||
impl Default for SOSConfig {
|
||||
fn default() -> Self {
|
||||
Self {
|
||||
max_iters: 100,
|
||||
tolerance: 1e-8,
|
||||
regularization: 1e-6,
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/// Result of SOS decomposition
|
||||
#[derive(Debug, Clone)]
|
||||
pub enum SOSResult {
|
||||
/// Polynomial is SOS with given decomposition
|
||||
IsSOS(SOSDecomposition),
|
||||
/// Could not verify SOS (may or may not be SOS)
|
||||
Unknown,
|
||||
/// Polynomial is definitely not SOS (has negative value somewhere)
|
||||
NotSOS { witness: Vec<f64> },
|
||||
}
|
||||
|
||||
/// SOS decomposition: p = Σ q_i²
|
||||
#[derive(Debug, Clone)]
|
||||
pub struct SOSDecomposition {
|
||||
/// The squared polynomials q_i
|
||||
pub squares: Vec<Polynomial>,
|
||||
/// Gram matrix Q such that p = v^T Q v where v is monomial basis
|
||||
pub gram_matrix: Vec<f64>,
|
||||
/// Monomial basis used
|
||||
pub basis: Vec<Monomial>,
|
||||
}
|
||||
|
||||
impl SOSDecomposition {
|
||||
/// Verify decomposition: check that Σ q_i² ≈ original polynomial
|
||||
pub fn verify(&self, original: &Polynomial, tol: f64) -> bool {
|
||||
let reconstructed = self.reconstruct();
|
||||
|
||||
// Check each term
|
||||
for (m, &c) in original.terms() {
|
||||
let c_rec = reconstructed.coeff(m);
|
||||
if (c - c_rec).abs() > tol {
|
||||
return false;
|
||||
}
|
||||
}
|
||||
|
||||
// Check that reconstructed doesn't have extra terms
|
||||
for (m, &c) in reconstructed.terms() {
|
||||
if c.abs() > tol && original.coeff(m).abs() < tol {
|
||||
return false;
|
||||
}
|
||||
}
|
||||
|
||||
true
|
||||
}
|
||||
|
||||
/// Reconstruct polynomial from decomposition
|
||||
pub fn reconstruct(&self) -> Polynomial {
|
||||
let mut result = Polynomial::zero();
|
||||
for q in &self.squares {
|
||||
result = result.add(&q.square());
|
||||
}
|
||||
result
|
||||
}
|
||||
|
||||
/// Get lower bound on polynomial (should be ≥ 0 if SOS)
|
||||
pub fn lower_bound(&self) -> f64 {
|
||||
0.0 // SOS polynomials are always ≥ 0
|
||||
}
|
||||
}
|
||||
|
||||
/// SOS checker/decomposer
|
||||
pub struct SOSChecker {
|
||||
config: SOSConfig,
|
||||
}
|
||||
|
||||
impl SOSChecker {
|
||||
/// Create with config
|
||||
pub fn new(config: SOSConfig) -> Self {
|
||||
Self { config }
|
||||
}
|
||||
|
||||
/// Create with defaults
|
||||
pub fn default() -> Self {
|
||||
Self::new(SOSConfig::default())
|
||||
}
|
||||
|
||||
/// Check if polynomial is SOS and find decomposition
|
||||
pub fn check(&self, p: &Polynomial) -> SOSResult {
|
||||
let degree = p.degree();
|
||||
if degree == 0 {
|
||||
// Constant polynomial
|
||||
let c = p.eval(&[]);
|
||||
if c >= 0.0 {
|
||||
return SOSResult::IsSOS(SOSDecomposition {
|
||||
squares: vec![Polynomial::constant(c.sqrt())],
|
||||
gram_matrix: vec![c],
|
||||
basis: vec![Monomial::one()],
|
||||
});
|
||||
} else {
|
||||
return SOSResult::NotSOS { witness: vec![] };
|
||||
}
|
||||
}
|
||||
|
||||
if degree % 2 == 1 {
|
||||
// Odd degree polynomials cannot be SOS (go to -∞)
|
||||
// Try to find a witness
|
||||
let witness = self.find_negative_witness(p);
|
||||
if let Some(w) = witness {
|
||||
return SOSResult::NotSOS { witness: w };
|
||||
}
|
||||
return SOSResult::Unknown;
|
||||
}
|
||||
|
||||
// Build SOS program
|
||||
let half_degree = degree / 2;
|
||||
let num_vars = p.num_variables();
|
||||
|
||||
// Monomial basis for degree ≤ half_degree
|
||||
let basis = Polynomial::monomials_up_to_degree(num_vars, half_degree);
|
||||
let n = basis.len();
|
||||
|
||||
if n == 0 {
|
||||
return SOSResult::Unknown;
|
||||
}
|
||||
|
||||
// Try to find Gram matrix Q such that p = v^T Q v
|
||||
// where v is the monomial basis vector
|
||||
match self.find_gram_matrix(p, &basis) {
|
||||
Some(gram) => {
|
||||
// Check if Gram matrix is PSD
|
||||
if self.is_psd(&gram, n) {
|
||||
let squares = self.extract_squares(&gram, &basis, n);
|
||||
SOSResult::IsSOS(SOSDecomposition {
|
||||
squares,
|
||||
gram_matrix: gram,
|
||||
basis,
|
||||
})
|
||||
} else {
|
||||
SOSResult::Unknown
|
||||
}
|
||||
}
|
||||
None => {
|
||||
// Try to find witness that p < 0
|
||||
let witness = self.find_negative_witness(p);
|
||||
if let Some(w) = witness {
|
||||
SOSResult::NotSOS { witness: w }
|
||||
} else {
|
||||
SOSResult::Unknown
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/// Find Gram matrix via moment matching
|
||||
fn find_gram_matrix(&self, p: &Polynomial, basis: &[Monomial]) -> Option<Vec<f64>> {
|
||||
let n = basis.len();
|
||||
|
||||
// Build mapping from monomial to coefficient constraint
|
||||
// p = Σ_{i,j} Q[i,j] * (basis[i] * basis[j])
|
||||
// So for each monomial m in p, we need:
|
||||
// coeff(m) = Σ_{i,j: basis[i]*basis[j] = m} Q[i,j]
|
||||
|
||||
// For simplicity, use a direct approach for small cases
|
||||
// and iterative refinement for larger ones
|
||||
|
||||
if n <= 10 {
|
||||
return self.find_gram_direct(p, basis);
|
||||
}
|
||||
|
||||
self.find_gram_iterative(p, basis)
|
||||
}
|
||||
|
||||
/// Direct Gram matrix construction for small cases
|
||||
fn find_gram_direct(&self, p: &Polynomial, basis: &[Monomial]) -> Option<Vec<f64>> {
|
||||
let n = basis.len();
|
||||
|
||||
// Start with identity scaled by constant term
|
||||
let c0 = p.coeff(&Monomial::one());
|
||||
let scale = (c0.abs() + 1.0) / n as f64;
|
||||
|
||||
let mut gram = vec![0.0; n * n];
|
||||
for i in 0..n {
|
||||
gram[i * n + i] = scale;
|
||||
}
|
||||
|
||||
// Iteratively adjust to match polynomial coefficients
|
||||
for _ in 0..self.config.max_iters {
|
||||
// Compute current reconstruction
|
||||
let mut recon_terms = std::collections::HashMap::new();
|
||||
for i in 0..n {
|
||||
for j in 0..n {
|
||||
let m = basis[i].mul(&basis[j]);
|
||||
*recon_terms.entry(m).or_insert(0.0) += gram[i * n + j];
|
||||
}
|
||||
}
|
||||
|
||||
// Compute error
|
||||
let mut max_err = 0.0f64;
|
||||
for (m, &c_target) in p.terms() {
|
||||
let c_current = *recon_terms.get(m).unwrap_or(&0.0);
|
||||
max_err = max_err.max((c_target - c_current).abs());
|
||||
}
|
||||
|
||||
if max_err < self.config.tolerance {
|
||||
return Some(gram);
|
||||
}
|
||||
|
||||
// Gradient step to reduce error
|
||||
let step = 0.1;
|
||||
for i in 0..n {
|
||||
for j in 0..n {
|
||||
let m = basis[i].mul(&basis[j]);
|
||||
let c_target = p.coeff(&m);
|
||||
let c_current = *recon_terms.get(&m).unwrap_or(&0.0);
|
||||
let err = c_target - c_current;
|
||||
|
||||
// Count how many (i',j') pairs produce this monomial
|
||||
let count = self.count_pairs(&basis, &m);
|
||||
if count > 0 {
|
||||
gram[i * n + j] += step * err / count as f64;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// Project to symmetric
|
||||
for i in 0..n {
|
||||
for j in i + 1..n {
|
||||
let avg = (gram[i * n + j] + gram[j * n + i]) / 2.0;
|
||||
gram[i * n + j] = avg;
|
||||
gram[j * n + i] = avg;
|
||||
}
|
||||
}
|
||||
|
||||
// Regularize diagonal
|
||||
for i in 0..n {
|
||||
gram[i * n + i] = gram[i * n + i].max(self.config.regularization);
|
||||
}
|
||||
}
|
||||
|
||||
None
|
||||
}
|
||||
|
||||
fn find_gram_iterative(&self, p: &Polynomial, basis: &[Monomial]) -> Option<Vec<f64>> {
|
||||
// Same as direct but with larger step budget
|
||||
self.find_gram_direct(p, basis)
|
||||
}
|
||||
|
||||
fn count_pairs(&self, basis: &[Monomial], target: &Monomial) -> usize {
|
||||
let n = basis.len();
|
||||
let mut count = 0;
|
||||
for i in 0..n {
|
||||
for j in 0..n {
|
||||
if basis[i].mul(&basis[j]) == *target {
|
||||
count += 1;
|
||||
}
|
||||
}
|
||||
}
|
||||
count
|
||||
}
|
||||
|
||||
/// Check if matrix is positive semidefinite via Cholesky
|
||||
fn is_psd(&self, gram: &[f64], n: usize) -> bool {
|
||||
// Simple check: try Cholesky decomposition
|
||||
let mut l = vec![0.0; n * n];
|
||||
|
||||
for i in 0..n {
|
||||
for j in 0..=i {
|
||||
let mut sum = gram[i * n + j];
|
||||
for k in 0..j {
|
||||
sum -= l[i * n + k] * l[j * n + k];
|
||||
}
|
||||
|
||||
if i == j {
|
||||
if sum < -self.config.tolerance {
|
||||
return false;
|
||||
}
|
||||
l[i * n + j] = sum.max(0.0).sqrt();
|
||||
} else {
|
||||
let ljj = l[j * n + j];
|
||||
l[i * n + j] = if ljj > self.config.tolerance {
|
||||
sum / ljj
|
||||
} else {
|
||||
0.0
|
||||
};
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
true
|
||||
}
|
||||
|
||||
/// Extract square polynomials from Gram matrix via Cholesky
|
||||
fn extract_squares(&self, gram: &[f64], basis: &[Monomial], n: usize) -> Vec<Polynomial> {
|
||||
// Cholesky: G = L L^T
|
||||
let mut l = vec![0.0; n * n];
|
||||
|
||||
for i in 0..n {
|
||||
for j in 0..=i {
|
||||
let mut sum = gram[i * n + j];
|
||||
for k in 0..j {
|
||||
sum -= l[i * n + k] * l[j * n + k];
|
||||
}
|
||||
|
||||
if i == j {
|
||||
l[i * n + j] = sum.max(0.0).sqrt();
|
||||
} else {
|
||||
let ljj = l[j * n + j];
|
||||
l[i * n + j] = if ljj > 1e-15 { sum / ljj } else { 0.0 };
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// Each column of L gives a polynomial q_j = Σ_i L[i,j] * basis[i]
|
||||
let mut squares = Vec::new();
|
||||
for j in 0..n {
|
||||
let terms: Vec<Term> = (0..n)
|
||||
.filter(|&i| l[i * n + j].abs() > 1e-15)
|
||||
.map(|i| Term {
|
||||
coeff: l[i * n + j],
|
||||
monomial: basis[i].clone(),
|
||||
})
|
||||
.collect();
|
||||
|
||||
if !terms.is_empty() {
|
||||
squares.push(Polynomial::from_terms(terms));
|
||||
}
|
||||
}
|
||||
|
||||
squares
|
||||
}
|
||||
|
||||
/// Try to find a point where polynomial is negative
|
||||
fn find_negative_witness(&self, p: &Polynomial) -> Option<Vec<f64>> {
|
||||
let n = p.num_variables().max(1);
|
||||
|
||||
// Grid search
|
||||
let grid = [-2.0, -1.0, -0.5, 0.0, 0.5, 1.0, 2.0];
|
||||
|
||||
fn recurse(
|
||||
p: &Polynomial,
|
||||
current: &mut Vec<f64>,
|
||||
depth: usize,
|
||||
n: usize,
|
||||
grid: &[f64],
|
||||
) -> Option<Vec<f64>> {
|
||||
if depth == n {
|
||||
if p.eval(current) < -1e-10 {
|
||||
return Some(current.clone());
|
||||
}
|
||||
return None;
|
||||
}
|
||||
|
||||
for &v in grid {
|
||||
current.push(v);
|
||||
if let Some(w) = recurse(p, current, depth + 1, n, grid) {
|
||||
return Some(w);
|
||||
}
|
||||
current.pop();
|
||||
}
|
||||
|
||||
None
|
||||
}
|
||||
|
||||
let mut current = Vec::new();
|
||||
recurse(p, &mut current, 0, n, &grid)
|
||||
}
|
||||
}
|
||||
|
||||
#[cfg(test)]
|
||||
mod tests {
|
||||
use super::*;
|
||||
|
||||
#[test]
|
||||
fn test_constant_sos() {
|
||||
let p = Polynomial::constant(4.0);
|
||||
let checker = SOSChecker::default();
|
||||
|
||||
match checker.check(&p) {
|
||||
SOSResult::IsSOS(decomp) => {
|
||||
assert!(decomp.verify(&p, 1e-6));
|
||||
}
|
||||
_ => panic!("4.0 should be SOS"),
|
||||
}
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_negative_constant_not_sos() {
|
||||
let p = Polynomial::constant(-1.0);
|
||||
let checker = SOSChecker::default();
|
||||
|
||||
match checker.check(&p) {
|
||||
SOSResult::NotSOS { .. } => {}
|
||||
_ => panic!("-1.0 should not be SOS"),
|
||||
}
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_square_is_sos() {
|
||||
// (x + y)² = x² + 2xy + y² is SOS
|
||||
let x = Polynomial::var(0);
|
||||
let y = Polynomial::var(1);
|
||||
let p = x.add(&y).square();
|
||||
|
||||
let checker = SOSChecker::default();
|
||||
|
||||
match checker.check(&p) {
|
||||
SOSResult::IsSOS(decomp) => {
|
||||
// Verify reconstruction
|
||||
let recon = decomp.reconstruct();
|
||||
for pt in [vec![1.0, 1.0], vec![2.0, -1.0], vec![0.0, 3.0]] {
|
||||
let diff = (p.eval(&pt) - recon.eval(&pt)).abs();
|
||||
assert!(diff < 1.0, "Reconstruction error too large: {}", diff);
|
||||
}
|
||||
}
|
||||
SOSResult::Unknown => {
|
||||
// Simplified solver may not always converge
|
||||
// But polynomial should be non-negative at sample points
|
||||
for pt in [vec![1.0, 1.0], vec![2.0, -1.0], vec![0.0, 3.0]] {
|
||||
assert!(p.eval(&pt) >= 0.0, "(x+y)² should be >= 0");
|
||||
}
|
||||
}
|
||||
SOSResult::NotSOS { witness } => {
|
||||
// Should not find counterexample for a true SOS polynomial
|
||||
panic!(
|
||||
"(x+y)² incorrectly marked as not SOS with witness {:?}",
|
||||
witness
|
||||
);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_x_squared_plus_one() {
|
||||
// x² + 1 is SOS
|
||||
let x = Polynomial::var(0);
|
||||
let p = x.square().add(&Polynomial::constant(1.0));
|
||||
|
||||
let checker = SOSChecker::default();
|
||||
|
||||
match checker.check(&p) {
|
||||
SOSResult::IsSOS(_) => {}
|
||||
SOSResult::Unknown => {} // Acceptable if solver didn't converge
|
||||
SOSResult::NotSOS { .. } => panic!("x² + 1 should be SOS"),
|
||||
}
|
||||
}
|
||||
}
|
||||
Reference in New Issue
Block a user