eqc-models 0.14.4__py3-none-any.whl → 0.15.0__py3-none-any.whl

eqc_models-0.15.0.data/platlib/eqc_models/algorithms/__init__.py

@@ -0,0 +1,12 @@
+# (C) Quantum Computing Inc., 2024.
+from .penaltymultiplier import PenaltyMultiplierAlgorithm
+from .alm import (
+    ALMAlgorithm,
+    ConstraintRegistry,
+    ALMConfig,
+    ALMConstraint,
+    ALMBlock
+)
+
+__all__ = ["PenaltyMultiplierAlgorithm", "ALMAlgorithm", "ConstraintRegistry",
+           "ALMConfig", "ALMConstraint", "ALMBlock",]

eqc_models-0.15.0.data/platlib/eqc_models/algorithms/alm.py

@@ -0,0 +1,464 @@
+# (C) Quantum Computing Inc., 2025.
+from dataclasses import dataclass
+from typing import Callable, Dict, List, Tuple, Optional, Sequence, Union
+import numpy as np
+from eqc_models.base.polynomial import PolynomialModel
+
+Array = np.ndarray
+PolyTerm = Tuple[Tuple[int, ...], float]
+
+
+@dataclass
+class ALMConstraint:
+    """One constraint family; fun returns a vector; jac returns its Jacobian."""
+    kind: str                                           # "eq" or "ineq"
+    fun: Callable[[Array], Array]                       # h(x) or g(x)
+    jac: Optional[Callable[[Array], Array]] = None
+    name: str = ""
+
+
+@dataclass
+class ALMBlock:
+    """Lifted discrete variable block (optional)."""
+    idx: Sequence[int]                                  # indices of block in the full x
+    levels: Array                                       # (k,) level values (b_i)
+    enforce_sum_to_one: bool = True                     # register as equality via helper
+    enforce_one_hot: bool = True                        # ALM linearization with M = 11^T - I
+
+
+@dataclass
+class ALMConfig:
+    # penalties
+    rho_h: float = 50.0                                 # equalities
+    rho_g: float = 50.0                                 # inequalities / one-hot
+    rho_min: float = 1e-3
+    rho_max: float = 1e3
+    # adaptation toggles
+    adapt: bool = True
+    tau_up_h: float = 0.90
+    tau_down_h: float = 0.50
+    tau_up_g: float = 0.90
+    tau_down_g: float = 0.50
+    gamma_up: float = 2.0
+    gamma_down: float = 1.0
+    # tolerances & loop
+    tol_h: float = 1e-6
+    tol_g: float = 1e-6
+    max_outer: int = 100
+    # stagnation safety net
+    use_stagnation_bump: bool = True
+    patience_h: int = 10
+    patience_g: int = 10
+    stagnation_factor: float = 1e-3
+    # smoothing (optional)
+    ema_alpha: float = 0.3
+    # finite diff (only used if jac=None)
+    fd_eps: float = 1e-6
+    # activation threshold for projected ALM
+    act_tol: float = 1e-10
+
+
+class ConstraintRegistry:
+    """
+    Holds constraints and block metadata; keeps ALMAlgorithm stateless. Register constraints and
+    (optional) lifted-discrete blocks here.
+    """
+    def __init__(self):
+        self.constraints: List[ALMConstraint] = []
+        self.blocks: List[ALMBlock] = []
+
+    def add_equality(self, fun, jac=None, name=""):
+        self.constraints.append(ALMConstraint("eq", fun, jac, name))
+
+    def add_inequality(self, fun, jac=None, name=""):
+        self.constraints.append(ALMConstraint("ineq", fun, jac, name))
+
+    def add_block(self, idx: Sequence[int], levels: Array, sum_to_one=True, one_hot=True):
+        self.blocks.append(ALMBlock(list(idx), np.asarray(levels, float), sum_to_one, one_hot))
+
+
+class ALMAlgorithm:
+    """Stateless ALM outer loop. Call `run(model, registry, core, cfg, **core_kwargs)`."""
+
+    # ---- helpers (static) ----
+    @staticmethod
+    def _finite_diff_jac(fun: Callable[[Array], Array], x: Array, eps: float) -> Array:
+        y0 = fun(x)
+        m = int(np.prod(y0.shape))
+        y0 = y0.reshape(-1)
+        n = x.size
+        J = np.zeros((m, n), dtype=float)
+        for j in range(n):
+            xp = x.copy()
+            xp[j] += eps
+            J[:, j] = (fun(xp).reshape(-1) - y0) / eps
+        return J
+
+    @staticmethod
+    def _pairwise_M(k: int) -> Array:
+        return np.ones((k, k), dtype=float) - np.eye(k, dtype=float)
+
+    @staticmethod
+    def _sum_to_one_selector(n: int, idx: Sequence[int]) -> Array:
+        S = np.zeros((1, n), dtype=float)
+        S[0, np.array(list(idx), int)] = 1.0
+        return S
+
+    @staticmethod
+    def _make_sum1_fun(S):
+        return lambda x: S @ x - np.array([1.0])
+
+    @staticmethod
+    def _make_sum1_jac(S):
+        return lambda x: S
+
+    @staticmethod
+    def _make_onehot_fun(sl, M):
+        sl = np.array(sl, int)
+
+        def _f(x):
+            s = x[sl]
+            return np.array([float(s @ (M @ s))])  # shape (1,)
+
+        return _f
+
+    @staticmethod
+    def _make_onehot_jac(sl, M, n):
+        sl = np.array(sl, int)
+
+        def _J(x):
+            s = x[sl]
+            grad_blk = 2.0 * (M @ s)  # (k,)
+            J = np.zeros((1, n), dtype=float)  # shape (1, n)
+            J[0, sl] = grad_blk
+            return J
+
+        return _J
+
+    @staticmethod
+    def _poly_value(poly_terms: List[PolyTerm], x: Array) -> float:
+        val = 0.0
+        for inds, coeff in poly_terms:
+            prod = 1.0
+            for j in inds:
+                if j == 0:
+                    continue
+                else:
+                    prod *= x[j - 1]
+            val += coeff * prod
+        return float(val)
+
+    @staticmethod
+    def _merge_poly(poly_terms: Optional[List[PolyTerm]], Q_aug: Optional[Array],
+                                c_aug: Optional[Array]) -> List[PolyTerm]:
+        """
+        Merge ALM's quadratic/linear increments (Q_aug, c_aug) into the base polynomial term list `poly_terms`.
+        If 'poly_terms' is None, then turn x^T Q_aug x + c_aug^T x into polynomial monomials.
+        Terms are of the form:
+            ((0, i), w) for linear, ((i, j), w) for quadratic.
+        """
+        merged = list(poly_terms) if poly_terms is not None else []
+
+        if Q_aug is not None:
+            Qs = 0.5 * (Q_aug + Q_aug.T)
+            n = Qs.shape[0]
+            for i in range(n):
+                # diagonal contributes Qii * x_i^2
+                if Qs[i, i] != 0.0:
+                    merged.append(((i + 1, i + 1), float(Qs[i, i])))
+                for j in range(i + 1, n):
+                    q = 2.0 * Qs[i, j]  # x^T Q x -> sum_{i<j} 2*Q_ij x_i x_j
+                    if q != 0.0:
+                        merged.append(((i + 1, j + 1), float(q)))
+        if c_aug is not None:
+            for i, ci in enumerate(c_aug):
+                if ci != 0.0:
+                    merged.append(((0, i + 1), float(ci)))
+        return merged
+
+    # ---- main entrypoint ----
+    @staticmethod
+    def run(
+            model: PolynomialModel,
+            registry: ConstraintRegistry,
+            solver,
+            cfg: ALMConfig = ALMConfig(),
+            x0: Optional[Array] = None,
+            *,
+            parse_output=None,
+            verbose: bool = True,
+            **solver_kwargs,
+    ) -> Dict[str, Union[Array, Dict[int, float], Dict]]:
+        """
+        Solve with ALM. Keep all ALM state local to this call (no global side-effects).
+
+        Returns:
+             {
+                "x": final iterate,
+                "decoded": {start_idx_of_block: level_value, ...} for lifted blocks,
+                "hist": { "eq_inf": [...], "ineq_inf": [...], "obj": [...], "x": [...] }
+             }
+        """
+        n = int(getattr(model, "n", len(getattr(model, "upper_bound", [])) or 0))
+        x = (np.asarray(x0, float).copy() if x0 is not None else
+             np.zeros(n, float))
+        lb = getattr(model, "lower_bound", None)
+        ub = getattr(model, "upper_bound", None)
+
+        # ---- collect constraints ----
+        problem_eqs = [c for c in registry.constraints if c.kind == "eq"]
+        problem_ineqs = [c for c in registry.constraints if c.kind == "ineq"]
+
+        # auto-install sum-to-one and one-hot as equalities
+        # (One-hot: s^T (11^T - I) s = 0))
+        def _install_block_equalities() -> List[ALMConstraint]:
+            eqs: List[ALMConstraint] = []
+            for blk in registry.blocks:
+                if blk.enforce_sum_to_one:
+                    S = ALMAlgorithm._sum_to_one_selector(n, blk.idx)
+                    eqs.append(ALMConstraint(
+                        "eq",
+                        fun=ALMAlgorithm._make_sum1_fun(S),
+                        jac=ALMAlgorithm._make_sum1_jac(S),
+                        name=f"sum_to_one_block_{blk.idx[0]}",
+                    ))
+                if blk.enforce_one_hot:
+                    k = len(blk.idx)
+                    M = ALMAlgorithm._pairwise_M(k)
+                    eqs.append(ALMConstraint(
+                        "eq",
+                        fun=ALMAlgorithm._make_onehot_fun(blk.idx, M),
+                        jac=ALMAlgorithm._make_onehot_jac(blk.idx, M, n),
+                        name=f"onehot_block_{blk.idx[0]}",
+                    ))
+            return eqs
+
+        block_eqs = _install_block_equalities()
+
+        # Unified equality list (order is fixed for whole run)
+        full_eqs = problem_eqs + block_eqs
+
+        # Allocate multipliers for every equality in full_eqs
+        lam_eq = []
+        for csp in full_eqs:
+            r0 = csp.fun(x).reshape(-1)
+            lam_eq.append(np.zeros_like(r0, dtype=float))
+
+        # Inequality multipliers per user inequality
+        mu_ineq = []
+        for csp in problem_ineqs:
+            r0 = csp.fun(x).reshape(-1)
+            mu_ineq.append(np.zeros_like(r0, dtype=float))
+
+        # -------- running stats for adaptive penalties --------
+        rho_h, rho_g = cfg.rho_h, cfg.rho_g
+        best_eq, best_ineq = np.inf, np.inf
+        no_imp_eq = no_imp_ineq = 0
+        prev_eq_inf, prev_ineq_inf = np.inf, np.inf
+        eps = 1e-12
+
+        hist = {"eq_inf": [], "ineq_inf": [], "obj": [], "x": [],
+                # per-iteration logs for parameters/multipliers
+                "rho_h": [], "rho_g": [],
+                }
+        for k_idx, csp in enumerate(full_eqs):
+            if csp.kind != "eq":
+                continue
+            hist[f"lam_eq_max_idx{k_idx}"] = []
+            hist[f"lam_eq_min_idx{k_idx}"] = []
+        for k_idx, csp in enumerate(problem_ineqs):
+            if csp.kind != "ineq":
+                continue
+            hist[f"mu_ineq_max_idx{k_idx}"] = []
+            hist[f"mu_ineq_min_idx{k_idx}"] = []
+
+        for it in range(cfg.max_outer):
+            # -------- base polynomial (does not include fixed penalties here) --------
+            # base_terms: List[PolyTerm] = list(getattr(model, "polynomial"))
+            base_terms: List[PolyTerm] = list(zip(model.polynomial.indices, model.polynomial.coefficients))
+
+            # -------- ALM quadratic/linear pieces (assembled here, kept separate) --------
+            Q_aug = np.zeros((n, n), dtype=float)
+            c_aug = np.zeros(n, dtype=float)
+            have_aug = False
+
+            # (A) Equalities: linearize h near x^t => (rho/2)||A x - b||^2 + lam^T(Ax - b)
+            for k_idx, csp in enumerate(full_eqs):
+                if csp.kind != "eq":
+                    continue
+                h = csp.fun(x).reshape(-1)
+                A = csp.jac(x) if csp.jac is not None else ALMAlgorithm._finite_diff_jac(csp.fun, x, cfg.fd_eps)
+                A = np.atleast_2d(A)
+                assert A.shape[1] == n, f"A has {A.shape[1]} cols, expected {n}"
+                # linearization about current x: residual model r(x) = A x - b, with b = A x - h
+                b = A @ x - h
+                Qk = 0.5 * rho_h * (A.T @ A)
+                ck = (A.T @ lam_eq[k_idx]) - rho_h * (A.T @ b)
+                Q_aug += Qk
+                c_aug += ck
+                have_aug = True
+
+            # (B) Inequalities: projected ALM. Linearize g near x^t.
+            for k_idx, csp in enumerate(problem_ineqs):
+                if csp.kind != "ineq":
+                    continue
+                g = csp.fun(x).reshape(-1)
+                G = csp.jac(x) if csp.jac is not None else ALMAlgorithm._finite_diff_jac(csp.fun, x, cfg.fd_eps)
+                G = np.atleast_2d(G)
+                assert G.shape[1] == n, f"G has {G.shape[1]} cols, expected {n}"
+                d = G @ x - g
+                # Activation measure at current iterate; meaning, the current violating inequality components:
+                # g(x) + mu/rho; Powell-Hestenes-Rockafellar shifted residual
+                y = G @ x - d + mu_ineq[k_idx] / rho_g
+                active = (y > cfg.act_tol)
+                if np.any(active):
+                    GA = G[active, :]
+                    muA = mu_ineq[k_idx][active]
+                    gA = g[active]
+                    # Q += (rho/2) * GA^T GA
+                    Qk = 0.5 * rho_g * (GA.T @ GA)
+                    # c += GA^T mu - rho * GA^T (GA x - gA); where GA x - gA is active measures of d = G @ x - g
+                    ck = (GA.T @ muA) - rho_g * (GA.T @ (GA @ x - gA))
+                    Q_aug += Qk
+                    c_aug += ck
+                    have_aug = True
+
+            # -------- build merged polynomial for the core solver --------
+            all_terms = ALMAlgorithm._merge_poly(base_terms, Q_aug if have_aug else None,
+                                                 c_aug if have_aug else None)
+            idxs, coeffs = zip(*[(inds, w) for (inds, w) in all_terms]) if all_terms else ([], [])
+            poly_model = PolynomialModel(list(coeffs), list(idxs))
+            if lb is not None and hasattr(poly_model, "lower_bound"):
+                poly_model.lower_bound = np.asarray(lb, float)
+            if ub is not None and hasattr(poly_model, "upper_bound"):
+                poly_model.upper_bound = np.asarray(ub, float)
+
+            x_ws = x.copy()
+
+            # Convention: many cores look for one of these fields if present.
+            # Use one or more to be future-proof; harmless if ignored.
+            setattr(poly_model, "initial_guess", x_ws)
+            setattr(poly_model, "warm_start", x_ws)
+            setattr(poly_model, "x0", x_ws)
+
+            # -------- inner solve --------
+            out = solver.solve(poly_model, **solver_kwargs)
+
+            # -------- parse --------
+            if parse_output:
+                x = parse_output(out)
+            else:
+                # default: support (value, x) or `.x` or raw x
+                if isinstance(out, tuple) and len(out) == 2:
+                    _, x = out
+                elif isinstance(out, dict) and "results" in out and "solutions" in out["results"]:
+                    x = out["results"]["solutions"][0]
+                elif isinstance(out, dict) and "x" in out:
+                    x = out["x"]
+                else:
+                    x = getattr(out, "x", out)
+                x = np.asarray(x, float)
+
+            # -------- residuals + multiplier updates --------
+            eq_infs = []
+            for k_idx, csp in enumerate(full_eqs):
+                if csp.kind != "eq": continue
+                r = csp.fun(x).reshape(-1)
+                lam_eq[k_idx] = lam_eq[k_idx] + rho_h * r
+                if r.size:
+                    eq_infs.append(np.max(np.abs(r)))
+            eq_inf = float(np.max(eq_infs)) if eq_infs else 0.0
+
+            ineq_infs = []
+            for k_idx, csp in enumerate(problem_ineqs):
+                if csp.kind != "ineq": continue
+                r = csp.fun(x).reshape(-1)
+                mu_ineq[k_idx] = np.maximum(0.0, mu_ineq[k_idx] + rho_g * r)
+                if r.size:
+                    ineq_infs.append(np.max(np.maximum(0.0, r)))
+            ineq_inf = float(np.max(ineq_infs)) if ineq_infs else 0.0
+
+            assert len(lam_eq) == len(full_eqs)
+            assert len(mu_ineq) == len(problem_ineqs)
+
+            # evaluate base polynomial only (ca add aug value if want to track full L_A)
+            f_val = ALMAlgorithm._poly_value(base_terms, x)
+
+            hist["eq_inf"].append(eq_inf); hist["ineq_inf"].append(ineq_inf)
+            hist["obj"].append(float(f_val)); hist["x"].append(x.copy())
+            # parameter & multiplier tracking
+            hist["rho_h"].append(float(rho_h)); hist["rho_g"].append(float(rho_g))
+            for k_idx, csp in enumerate(full_eqs):
+                if csp.kind != "eq": continue
+                hist[f"lam_eq_max_idx{k_idx}"].append(float(np.max(lam_eq[k_idx])))
+                hist[f"lam_eq_min_idx{k_idx}"].append(float(np.min(lam_eq[k_idx])))
+            for k_idx, csp in enumerate(problem_ineqs):
+                if csp.kind != "ineq": continue
+                hist[f"mu_ineq_max_idx{k_idx}"].append(float(np.max(mu_ineq[k_idx])))
+                hist[f"mu_ineq_min_idx{k_idx}"].append(float(np.min(mu_ineq[k_idx])))
+
+            if verbose:
+                print(f"[ALM {it:02d}] f={f_val:.6g} | eq_inf={eq_inf:.2e} | ineq_inf={ineq_inf:.2e} "
+                      f"| rho_h={rho_h:.2e} | rho_g={rho_g:.2e}")
+
+            # stopping
+            if eq_inf <= cfg.tol_h and ineq_inf <= cfg.tol_g:
+                if verbose:
+                    print(f"[ALM] converged at iter {it}")
+                break
+
+            # EMA smoothing to reduce jitter
+            if it == 0:
+                eq_inf_smooth = eq_inf
+                ineq_inf_smooth = ineq_inf
+            else:
+                eq_inf_smooth = cfg.ema_alpha * eq_inf + (1 - cfg.ema_alpha) * eq_inf_smooth
+                ineq_inf_smooth = cfg.ema_alpha * ineq_inf + (1 - cfg.ema_alpha) * ineq_inf_smooth
+
+            # -------- Residual-ratio controller --------
+            if cfg.adapt and it > 0:
+                # Equality group
+                if eq_inf_smooth > cfg.tau_up_h * max(prev_eq_inf, eps):          # stalled or not shrinking
+                    rho_h = min(cfg.gamma_up * rho_h, cfg.rho_max)
+                elif eq_inf_smooth < cfg.tau_down_h * max(prev_eq_inf, eps):      # fast progress, allow relaxation
+                    rho_h = max(cfg.gamma_down * rho_h, cfg.rho_min)
+
+                # Inequality group
+                if ineq_inf_smooth > cfg.tau_up_g * max(prev_ineq_inf, eps):
+                    rho_g = min(cfg.gamma_up * rho_g, cfg.rho_max)
+                elif ineq_inf_smooth < cfg.tau_down_g * max(prev_ineq_inf, eps):
+                    rho_g = max(cfg.gamma_down * rho_g, cfg.rho_min)
+
+            # -------- Stagnation bump (safety net) --------
+            if cfg.use_stagnation_bump:
+                # Equality stagnation
+                if eq_inf <= best_eq * (1 - cfg.stagnation_factor):
+                    best_eq = eq_inf; no_imp_eq = 0
+                else:
+                    no_imp_eq += 1
+                    if no_imp_eq >= cfg.patience_h:
+                        rho_h = min(2.0 * rho_h, cfg.rho_max); no_imp_eq = 0
+
+                # Inequality stagnation
+                if ineq_inf <= best_ineq * (1 - cfg.stagnation_factor):
+                    best_ineq = ineq_inf; no_imp_ineq = 0
+                else:
+                    no_imp_ineq += 1
+                    if no_imp_ineq >= cfg.patience_g:
+                        rho_g = min(2.0 * rho_g, cfg.rho_max); no_imp_ineq = 0
+
+            # -------- finalize for next iteration --------
+            prev_eq_inf = max(eq_inf_smooth, eps)
+            prev_ineq_inf = max(ineq_inf_smooth, eps)
+
+        # optional decoding for lifted blocks
+        decoded: Dict[int, Union[int, float]] = {}
+        for blk in registry.blocks:
+            sl = np.array(blk.idx, int)
+            if len(sl) == 0:
+                continue
+            s = x[sl]
+            j = int(np.argmax(s))
+            decoded[sl[0]] = float(blk.levels[j])
+
+        return {"x": x, "decoded": decoded, "hist": hist}