Categorical Combinators for Convex Optimization and Model Predictive Control using Cvxpy

We’re gonna pump this well until someone MAKES me stop.

This particular example is something that I’ve been trying to figure out for a long time, and I am pleasantly surprised at how simple it all seems to be. The key difference with my previous abortive attempts is that I’m not attempting the heavy computational lifting myself.

We can take pointful DSLs and convert them into point-free category theory inspired interface. In this case a very excellent pointful dsl for convex optimization: cvxpy. Some similar and related posts converting dsls to categorical form

A convex optimization problem optimizes a convex objective function with constraints that define a convex set like polytopes or balls. They are polynomial time tractable and shockingly useful. We can make a category out of convex optimization problems. We consider some variables to be “input” and some to be “output”. This choice is somewhat arbitrary as is the case for many “relation” feeling things that aren’t really so rigidly oriented.

Convex programming problems do have a natural notion of composition. Check out the last chapter of Rockafeller, where he talks about the convex algebra of bifunctions. Instead of summing over the inner composition variable like in Vect \sum_j A_{ij}B_{jk}, or existentializing like in Rel \{ (a,c) |\exists b. (a,b)\in A, (b,c) \in B \}, we instead minimize over the inner composition variable min_y A(x,y) + B(y,z). These are similar operations in that they all produce bound variables.

The identity morphism is just the simple constraint that the input variables equal to output variables with an objective function of 0. This is an affine constraint, hence convex.

In general, if we ignore the objective part entirely by just setting it to zero, we’re actually working in a very computationally useful subcategory of Rel, ConvexRel, the category of relations which are convex sets. Composition corresponds to an existential operation, which is quickly solvable by convex optimization techniques. In operations research terms, these are feasibility problems rather than optimization problems. Many of the combinators do nothing to the objective.

The monoidal product just stacks variables side by side and adds the objectives and combines the constraints. They really are still independent problems. Writing things in this way opens up a possibility for parallelism. More on that some other day.

We can code this all up in python with little combinators that return the input, output, objective, constraintlist. We need to hide these in inner lambdas for appropriate fresh generation of variables.

Now for a somewhat more concrete example: Model Predictive control of an unstable (linearized) pendulum.

Model predictive control is where you solve an optimization problem of the finite time rollout of a control system online. In other words, you take measurement of the current state, update the constraint in an optimization problem, ask the solver to solve it, and then apply the force or controls that the solver says is the best.

This gives the advantage over the LQR controller in that you can set hard inequality bounds on total force available, or positions where you wish to allow the thing to go. You don’t want your system crashing into some wall or falling over some cliff for example. These really are useful constraints in practice. You can also include possibly time dependent aspects of the dynamics of your system, possibly helping you model nonlinear dynamics of your system.

I have more posts on model predictive control here http://www.philipzucker.com/model-predictive-control-of-cartpole-in-openai-gym-using-osqp/ http://www.philipzucker.com/flappy-bird-as-a-mixed-integer-program/

Here we model the unstable point of a pendulum and ask the controller to find forces to balance the pendulum.

We can interpret the controller in GraphCat in order to produce a diagram of the 10 step lookahead controller. This is an advantage of the categorical style a la compiling to categories

We can also actually run it in model predictive control configuration in simulation.

And some curves. How bout that.

Bits and Bobbles

LazySets https://github.com/JuliaReach/LazySets.jl

ADMM – It’s a “lens”. I’m pretty sure I know how to do it pointfree. Let’s do it next time.

The minimization can be bubbled out to the top is we are always minimizing. If we mix in maximization, then we can’t and we’re working on a more difficult problem. This is similar to what happens in Rel when you have relational division, which is a kind of universal quantification \forall . Mixed quantifier problems in general are very tough. These kinds of problems include games, synthesis, and robustness. More on this some other day.

Convex-Concave programming minimax https://web.stanford.edu/~boyd/papers/pdf/dccp_cdc.pdf https://web.stanford.edu/class/ee364b/lectures/cvxccv.pdf

The minimization operation can be related to the summation operation by the method of steepest descent in some cases. The method of steepest descent approximates a sum or integral by evaluating it at it’s most dominant position and expanding out from there, hence converts a linear algebra thing into an optimization problem. Examples include the connection between statistical mechanics and thermodynamics and classical mechanics and quantum mechanics.

Legendre Transformation ~ Laplace Transformation via steepest descent https://en.wikipedia.org/wiki/Convex_conjugate yada yada, all kinds of good stuff.

Intersection is easy. Join/union is harder. Does MIP help?

def meet(f,g):
   def res():
      x,y,o,c = f()
      x1,y1,o1,c1 = g()
      return x,y,o+o1, c+ c1 + [x ==  x1, y == y1]
   return res

Quantifier elimination

MIP via adjunction

Naive Synthesis of Sorting Networks using Z3Py

As a simple extension of verifying the sorting networks from before, we can synthesize optimally small sorting networks. The “program” of the sorting network is specified by a list of tuples of the elements we wish to compare and swap in order. We just generate all possible sequences of comparison operations and ask z3 to try verifying. If z3 says it verifies, we’re done.

Here are some definitions for running the thing

and here is a simple generating thing for all possible pairs.

As is, this is astoundingly slow. Truly truly abysmally slow. The combinatorics of really naively search through this space is abysmal. I doubt you’re going to get more than a network of size 6 out of this as is.

Some possible optimizations: early pruning of bad networks with testing, avoiding ever looking at obviously bad networks. Maybe a randomized search might be faster if one doesn’t care about optimality. We could also ask z3 to produce networks.

For more on program synthesis, check out Nadia Polikarpova’s sick course here.

https://github.com/nadia-polikarpova/cse291-program-synthesis

Notes on Finally Tagless

For reading group this week we read finally tagless partially evaluated http://okmij.org/ftp/tagless-final/JFP.pdf. It took me a couple minutes to regain my footing on my preferred explanation of what tagless is. This is why we write blog posts, to remember that kind of thing.

One thing that is very confusing about finally tagless as presented is that people tend to be talking about dsls with binding forms, like embedded lambda calculi, or tensor summation and things. This is complicated and I think to some degree orthogonal to the core of the the idea. Instead I’ll use Bool as my running example, which is so simple that it perhaps obscures the idea in the opposite direction.

When you define a data type, you define constructors. Constructors are just functions. This is more readily apparent using GADT syntax.

What makes constructor feel like more than just ordinary functions is that you can pattern match out of them too. Applying constructors and pattern matching out of them is a completely lossless process. The two processes are dual in some sense. In some sense, it seems like programming is one big shuffling game. In some sense. In some sense. In some sense.

In some sense. iN SoME SeNSe

Anyway, pattern matching is it’s own thing that doesn’t feel like other piece of the language. But pattern matching can be captured as a first class object with the notion of an eliminator / recursor function. If you think about it, what pattern matching is is a thing that takes that data type and then gives you the stuff inside the data type. So pattern matching is the same as function that takes in a functions that tell me what to do with that stuff for each case.

The bohm-berarducci encoding of data types makes the pattern matching function the data type itself.

data BoolI where
  TrueI  :: BoolI
  FalseI :: BoolI

type BoolC = forall s. s -> s -> s
truec :: BoolC
truec = \x y -> x
falsec :: BoolC 
falsec = \x y -> y

to :: BoolI -> BoolC
to TrueI = truec
to FalseI = falsec

from :: BoolC -> BoolI
from f = f TrueI FalseI

In the final encoding of the datatype, we replace the data keyword with the class keyword. We can witness the isomorphism with an instance for BoolI and an intepretation function from BoolI to BoolF

class BoolF a where
   truef :: a
   falsef :: a

instance BoolF BoolI where
   truef = TrueI
   falsef = FalseI

interpf :: BoolF a => BoolI -> a
interpf TrueI = truef
interpf FalseI = falsef

However, there are some very nice features of this encoding. Typeclass resolution happens completely at compile time. This means that you can write something once and have it run many ways, with no runtime overhead. This is useful for dsls, especially ones you intend to just immediately interpret out of.

Once way you can have something run many ways is by having a syntax tree for the thing you want to do. Then you can write different intepreters. But then you have the runtime cost of interpretation.

interpi :: BoolI -> Int
interpi TrueI = 40
interpi FalseF = 27

interps :: BoolI -> String
interps TrueI = "hi"
interps FalseF = "fred"

instance BoolF Int where
   truef = 40
   falsef = 27

instance BoolF String where
  truef = "hi"
  falsef = "fred" 

A second feature is the openness of typeclasses compared to data types. Suppose you wanted to add another field to BoolI. Now you need to correct all your functions. However, you can make the new field a new typeclass and all your old functions still work. You can require the power you need.

A third thing is that finally tagless does get you some of the type restriction available with GADTs in a language without them. GADTs are IN SOME SENSE just constructors without the most general inferred type. But they also let you recover the type information you hid away upon pattern matching.

We can see the correspondence in a different way. A typeclass constraint corresponds to the implicit supplying of a dictionary with fields correspond to the typeclass.

s -> s -> s ~ (s,s) -> s ~ {truef :: s, falsef :: s} -> s ~ BoolF s => s

What is finally tagless not so good for? Brains mostly. It is quite a mind bending style to use. If you want to do deep pattern matching in some simplifier, it is possible, yet rather difficult to achieve. I’ve seen this done in some Oleg papers somewhere (on SQL query optimization I think?)

Here’s another example on list

class ListF f where
  cons :: a -> f a -> f a
  nil :: f a

instance ListF [] where
  cons = (:)
  nil = []

interpl :: LiftF f => [a] -> f a
interpl (x : xs) = cons x (interpl xs)
interpl [] = nil


type ListC a = forall s. (a -> s -> s) -> s -> s

Going the other direction from finally tagless is interesting as well. If you take a typeclass and replace the keyword class with data, you get something like the “free” version of that class. Two cases in mind are that of the free monoid and free monad. The usual presentation of these looks different though. That is because they are canonized. These data types need to be thought of as “modulo” the laws of the typeclass, which probably shows up in a custom Eq instance. I’m a little hazy on exactly how to explain the Pure constructors, but you do need them I think.

data FreeMonoid a where
   Mappend :: FreeMonoid a -> FreeMonoid a -> FreeMonoid a
   Mempty :: FreeMonoid a
   Pure :: a -> Freemonoid a
data FreeMonad f a where
   Bind :: FreeMond f a -> (a -> FreeMonad f b) -> FreeMonad f b
   Return :: a -> FreeMonad f a
   Pure' :: f a -> FreeMonad f a
 

http://okmij.org/ftp/tagless-final/JFP.pdf – tagless final paper. Also some very interesting things related to partial evaluation

https://oleg.fi/gists/posts/2019-06-26-linear-church-encodings.html – interesting explanation of bohm-berarducci

http://okmij.org/ftp/tagless-final/course/lecture.pdf – oleg’s course

I thought reflection without remorse had some related form of free monad http://okmij.org/ftp/Haskell/zseq.pdf

Rough Ideas on Categorical Combinators for Model Checking Petri Nets using Cvxpy

Petri nets are a framework for modeling dynamical systems that is very intuitive to some people. The vanilla version is that there are discrete tokens at nodes on a graph representing resources of some kind and tokens can be combined according to the firing of transition rules into new tokens in some other location.

This is a natural generalization of chemical reaction kinetics, where tokens are particular kinds of atoms that need to come together. It also is a useful notion for computer systems, where tokens represent some computational resource.

To me, this becomes rather similar to a flow problem or circuit problem. Tokens feel a bit like charge transitions are a bit like current (although not necessarily conservative). In a circuit, one can have such a small current that the particulate nature of electric current in terms of electrons is important. This happens for shot noise or for coulomb blockade for example.

If the number of tokens is very large, it seems intuitively sensible to me that one can well approximate the behavior by relaxing to a continuum. Circuits have discrete electrons and yet are very well approximated by ohm’s laws and the like. Populations are made of individuals, and yet in the thousands their dynamics are well described by differential equations.

It seems to me that mixed integer programming is a natural fit for this problem. Mixed integer programming has had its implementations and theory heavily refined for over 70 years so now very general purpose and performant off the shelf solvers are available. The way mixed integer programs are solved is by considering their quickly solved continuous relaxation (allowing fractional tokens and fractional transitions more akin to continuous electrical circuit flow) and using this information to systematically inform a discrete search process. This seems to me a reasonable starting approximation. Another name for petri nets is Vector Addition Systems, which has more of the matrix-y flavor.

We can encode a bounded model checking for reachability of a petri net into a mixed integer program fairly easily. We use 2-index variables, the first of which will be used for time step. We again turn to the general purpose functional way of encoding pointful dsls into pointfree ones as I have done here and here. The key point is that you need to be careful where you generate fresh variables. This is basically copy catting my posts here. http://www.philipzucker.com/categorical-combinators-for-graphviz-in-python/ http://www.philipzucker.com/a-sketch-of-categorical-relation-algebra-combinators-in-z3py/

I’m like 70% sure what I did here makes sense, but I’m pretty sure the general idea makes sense with some fiddling.

The big piece is the weighted_block function. It let’s you build a combinator with an internal state and input and output flow variables. You give matrices with entries for every possible transition. Whether transitions occurred between t and t+1 is indicated by integer variables. There is also possible accumulation of tokens at nodes, which also requires integer variables. Perhaps we’d want to expose the token state of the nodes to the outside too?

Weighted block schematically looks something like this

We can also get out a graphical representation of the net by reinterpreting our program into GraphCat. This is part of the power of the categorical interface. http://www.philipzucker.com/categorical-combinators-for-graphviz-in-python/

When I talked to Zach about this, he seemed skeptical that MIP solvers wouldn’t eat die a horrible death if you threw a moderately large petri net into them. Hard to say without trying.

Thoughts

There is an interesting analogy to be found with quantum field theory in that if you lift up to considering distributions of tokens, it looks like an occupation number representation. See Baez. http://math.ucr.edu/home/baez/stoch_stable.pdf

If you relax the integer constraint and the positivity constraints, this really is a finite difference formulation for capacitor circuits. The internal states would then be the charge of the capacitor. Would the positivity constraint be useful for diodes?

I wonder how relevant the chunky nature of petri nets might be for considering superconducting circuits, which have quantization of quantities from quantum mechanical effects.

Cvxpy let’s you describe convex regions. We can use this to implement a the convex subcategory of Rel which you can ask reachability questions. Relational division won’t work probably. I wonder if there is something fun there with respect the the integerizing operation and galois connections.

Edit: I should have googled a bit first. https://www.sciencedirect.com/science/article/pii/S0377221705009240 mathemtical programming tecchniques for petri net reachability. So it has been tried, and it sounds like the results weren’t insanely bad.

Categorical Combinators for Graphviz in Python

Graphviz is a graph visualization tool https://www.graphviz.org/. In Conal Elliott’s Compiling to categories http://conal.net/papers/compiling-to-categories/, compiling code to its corresponding graphviz representation was one very compelling example. These graphs are very similar to the corresponding string diagram of the monoidal category expression, but they also look like boolean circuit diagrams. Besides in Conal Elliott’s Haskell implementation, there is an implementation in the Julia Catlab.jl project https://epatters.github.io/Catlab.jl/stable/

I’ve basically implemented a toy version of a similar thing in python. It lets you do things like this

Why python?

  • Python is the lingua franca of computing these days. Many people encounter it, even people whose main thing isn’t computers.
  • The python ecosystem is nutso good.
  • Julia is kind of an uphill battle for me. I’m fighting the battle ( https://github.com/philzook58/Rel.jl ) , but I already know python pretty well. I can rip this out and move on.

What I did was implement some wrappers around the graphviz python package. It exposes a not very feature rich stateful interface. It is pretty nice that it prints the graphs inline in jupyter notebooks though.

The code is written in a style very similar (and hopefully overloadable with) to that of z3py relation algebra. http://www.philipzucker.com/a-sketch-of-categorical-relation-algebra-combinators-in-z3py/ . There is a fairly general cookbook method here for categorifying dsl. Since graphviz does not directly expose fresh node creation as far as I can tell, I made my own using a random number generator. The actual combinators are graphviz object processors, so we build up a giant functional chain of processors and then actually execute it with run. The inputs and outputs are represented by lists of node names. The is some design space to consider here.

I also had to use class based wrappers Based on the precedent set by the python 3 matrix multiplication operator @, I think it is a requirement that this also be used for category composition. id is a keyword or something in python unfortunately. For monoidal product, I feel like overloading power ** looks nice even if it is a nonsensical analogy, * is also not too bad. I went with * for now.

The graphviz graphs aren’t quite string diagrams. They make no promise to preserve the ordering of your operations, but they seem to tend to.

Here’s some example usage

cup = GraphCat.cup()
cap = GraphCat.cap()
d =  cap @ (I * I) @ cup  #(I * cap) @ (I * I * I) @ (cup * I) 
d.run()
d = plus @ (GC.const(1) * GC.const(2))
d = d.run()
GC = GraphCat
f = GraphCat.named_simple("f")
g = GraphCat.named_simple("g")
I = GraphCat.idd()
dump = GC.dump()
dup = GC.dup()
diagram = ((f * I) @ dup @ g @ (dump * I)  @ (I * f) @ (f * f)) * g
diagram.run()

Class based overloading is the main paradigm of overloading in python. You overload a program into different categories, by making a program take in the appropriate category class as a parameter.

# by passing in different category classes, we can make polymorphic functions
# They have to have a uniform interface though, which is hard to constrain in python.
def polymorphic_prog(M):
    idd = M.idd()
    dump = M.dump()
    dup = M.dup()
    return (idd * dump) @ dup
polymorphic_prog(GraphCat).run()

For example something like this ought to work. Then you can get the graph of some matrix computation to go along with it’s numpy implementation

class FinVect(np.ndarray):

    def compose(f,g):
        return f @ g
    def idd(n):
        return np.eye(n)
    def par(f,g):
        return np.kron(f,g)
    def __mult__(self,rhs):
        return np.kron(f,g)
# and so on. 

Maybe outputting tikz is promising? https://github.com/negrinho/sane_tikz

Stupid is as Stupid Does: Floating Point in Z3Py

Floating points are nice and all. You can get pretty far pretending they are actually numbers. But they don’t obey some mathematical properties that feel pretty obvious. A classic to glance through is “What Every Computer Scientist Should Know About Floating-Point Arithmetic” https://docs.oracle.com/cd/E19957-01/806-3568/ncg_goldberg.html

We can check some properties with z3py. Here are a couple simple properties that succeed for mathematical integers and reals, but fail for floating point

I recently saw on twitter a reference to a Sylvie Boldo paper https://hal.archives-ouvertes.fr/hal-01148409/ “Stupid is as Stupid Does: Taking the Square Root of the Square of a Floating-Point Number”.

In it, she uses FlocQ and Coq to prove a somewhat surprising result that the naive formula \sqrt{x^2} = |x| actually is correct for the right rounding mode of floating point, something I wouldn’t have guessed.

Z3 confirms for Float16. I can’t get Float32 to come back after even a day on a fairly beefy computer. If I use FPSort(ebits,sbits) rather than a standard size, it just comes back unknown, so i can’t really see where the cutoff size is. This does not bode well for checking properties of floating point in z3 in general. I think a brute force for loop check of 32 bit float properties is feasible. I might even be pretty fast. To some degree, if z3 is taking forever to find a counterexample, I wonder to what to degree the property is probably true.

If anyone has suggestions, I’m all ears.

A Sketch of Gimped Interval Propagation with Lenses

David Sanders (who lives in Julia land https://github.com/JuliaIntervals ) explained a bit of how interval constraint propagation library worked to me last night. He described it as being very similar to backpropagation, which sets off alarm bells for me.

Backpropagation can be implemented in a point-free functional style using the lens pattern. http://www.philipzucker.com/reverse-mode-differentiation-is-kind-of-like-a-lens-ii/ Lenses are generally speaking a natural way to express in a functional style forward-backward pass algorithm that shares information between the two passes .

I also note Conal Elliot explicitly mentions interval computation in his compiling to categories work http://conal.net/papers/compiling-to-categories/ https://github.com/conal/concat and he does have something working there.

Interval arithmetic itself has already been implemented in Haskell in Ed Kmett’s interval package. https://hackage.haskell.org/package/intervals-0.9.1/docs/Numeric-Interval.html so we can just use that.

The interesting thing the backward pass gives you is that everything feels a bit more relational rather than functional. The backward pass allows you to infer new information using constraints given down the line. For example, fuse :: Lens (a,a) a let’s you enforce that two variables we actually equal. The lens pattern lets you store the forward pass intervals in a closure, so that you can intersect it with the backwards pass intervals.

I make no guarantees what I have here is right. It’s a very rough first pass. It compiles, so that is cool I guess.

Here’s my repo in case I fix more things up and you wanna check it out https://github.com/philzook58/ad-lens/blob/master/src/Numeric/ADLens/Interval.hs

Now having said that, to my knowledge Propagators are a more appropriate technique for this domain. https://www.youtube.com/watch?v=s2dknG7KryQ https://www.youtube.com/watch?v=nY1BCv3xn24 I don’t really know propagators though. It’s on my to do list.

Lens has a couple problems. It is probably doing way more work than it should, and we aren’t iterating to a fixed point.

Maybe an iterated lens would get us closer?

data Lens s t a b = Lens (a -> (b , (b -> (a, Lens s t a b))))

This is one way to go about the iterative process of updating a neural network in a functional way by evaluating it over and over and backpropagating. The updated weights will be stored in those closures. It seems kind of nice. It is clearly some relative of Iteratees and streaming libraries like pipes and conduit (which are also a compositional bidirectional programming pattern), the main difference being that it enforces a particular ordering of passes (for better or worse). Also I haven’t put in any monadic effects, which is to some degree the point of those libraries, but also extremely conceptually clouding to what is going on.

Another interesting possiblity is the type

type Lens s t a b = s -> (a, b -> t)

Lens s (Interval s) a (Interval a)

This has pieces that might be helpful for talking about continuous functions in a constructive way. It has the forward definition of the function, and then the inverse image of intervals. The inverse image function depends on the original evaluation point? Does this actually make sense? The definition of continuity is that this inverse image function must make arbitrarily small image intervals as you give it smaller and smaller range intervals. Continuity is compositional and plays nice with many arithmetic and structural combinators. So maybe something like this might be a nice abstraction for proof carrying continuous functions in Coq or Agda? Pure conjecture.

Has My Blog Been Hacked?

This morning I got a DM saying that a third party had seen some kind of plugin installation popup show up on my website, specifically on my about me page.

If you experience anything like this PLEASE PLEASE LET ME KNOW. (comments below, or DM me @sandmouth https://twitter.com/SandMouth )

I haven’t been able to replicate this behavior in any way, nor can anyone else I’ve asked, upon cursory examination of the code of my blog I can’t find anything, everything is up to date, and scans aren’t finding anything.

Maybe it’s time to finally transfer out of wordpress. I liked that it was easy, but the internet is too scary.

Also, if you’re a hacker, please pick on someone else. I really like my blog.

A Sketch of Categorical Relation Algebra Combinators in Z3Py

I’ve discussed relation algebra before. Relations are sets of tuples. There, I implemented the relations naively using lists for sets. This is very simple, and very clean especially with list comprehension syntax. It is however horrifically inefficient, and we could only deal with finitely enumerable domains. The easiest path to fixing these problems is to cash out to an external solver, in this case z3.

There are many beautifully implemented solvers out there and equally beautiful DSL/modeling languages. Examples in mind include sympy, cvxpy, and z3. These modeling languages require you to instantiate variable objects and build expressions out of them and then hand it off to the solver. This is a reasonable interface, but there are advantages to a more categorical/point-free style DSL.

Point-free languages are ones that do not include binding forms that introduce bound/dummy variables. Examples of binding forms like this are \lambda \sum \max \min \int \sup \lim \forall \exists. One problem lies in the fact that the names of bound variables don’t matter, and that they end up accidentally smashing into each other. You may have experienced this in physics or math class as the dummy indices or dummy variable problem causing you to screw up your calculation of some cross product identity or some complicated tensor sum. These are surprisingly subtle problems, very difficult to diagnose and get right. de Bruijn indices is a technique for giving the bound variables canonical names, but it sucks to implement in its own way. When you make a DSL point free, it is a joy to manipulate, optimize, and search. I think this may be the core of why category theory is good language for mathematics and programming.

Point-free style also tends to have significant economy of size, for better or worse. Sometimes it is better to have an expression very dense in information. This is important if you are about the algebraically manipulate an expression with paper and pencil. Every manipulation requires a great deal of mind numbing copying as you proceed line by line, so it can be excruciating if your notation has a lot of unnecessary bulk.

Relations are like functions. The two pieces of the tuple can be roughly thought of as the “input” and the “output”. Relations are only loosely directional though. Part of the point of relations is that the converse (inverse) of a relation is easy to define.

When we are implement relations, we have a choice. Do we want the relation to produce its variables, accept its variable, or accept one and produce the other? There are advantages to each. When relations were [(a,b)], a -> b -> Bool, and a -> [b] converting between these forms was a rather painful enumeration process. The sting of converting between them is taken out by the fact that the conversion is no longer a very computationally expensive process, since we’re working at the modeling layer.

When you’re converting a pointful DSL to pointfree DSL, you have to be careful where you instantiate fresh variables or else you’ll end up with secret relations that you didn’t intend. Every instantiation of id needs to be using fresh variables for example. You don’t want the different id talking to each other. Sometimes achieving this involves a little currying and/or thunking.

There is a pattern that I have notice when I’m using modeling languages. When you have a function or relation on variables, there are constraints produced that you have to keep a record of. The pythonic way is to have a Model or Solver object, and then have that objects mutate an internal record of the set of constraints. I don’t particularly enjoy this style though. It feels like too much boiler plate.

In Haskell, I would use something like a Writer monad to automatically record the constraints that are occurring. Monads are not really all that pleasant even in Haskell, and especially a no go in python without “do” syntax.

However, because we are going point free it is no extra cost at all to include this pipework along for the ride in the composition operation.

Here are implementations of the identity and composition for three different styles. Style 1 is fully receptive, style 2 is mixed (function feeling) and style 3 is fully productive of variables.

Fair warning, I’m being sketchy here. I haven’t really tried this stuff out.

z3 is a simply typed language. You can get away with some polymorphism at the python level (for example the == dispatches correctly accord to the object) but sometimes you need to manually specify the sort of the variables. Given these types, the different styles are interconvertible

We can create the general cadre of relation algebra operators. Here is a somewhat incomplete list

Questions about relation algebra expressions are often phrased in term of relational inclusion. You can construct a relation algebra expression, use the rsub in the appropriate way and ask z3’s prove function if it is true.

Z3 has solvers for

  • Combinatorial Relations
  • Linear Relations
  • Polyhedral Relations
  • Polynomial Relations
  • Interval Relations – A point I was confused on. I thought interval relations were not interesting. But I was interpetting the term incorrectly. I was thinking of relations on AxB that are constrained to take the form of a product of intervals. In this case, the choice of A has no effect on the possible B whatsoever, so it feels non relational. However, there is also I_A x I_B , relations over the intervals of A and B. This is much closer to what is actually being discussed in interval arithmetic.

Applications we can use this for:

  • Graph Problems. The Edges can be thought of as a relation between vertices. Relation composition Using the starn operator is a way to ask for paths through the graph.
  • Linear Relations – To some degree this might supplant my efforts on linear relations. http://www.philipzucker.com/linear-relation-algebra-of-circuits-with-hmatrix/ Z3 is fully capable of understanding linear relations.
  • Safety and liveness of control systems. Again. a transition relation is natural here. It is conceivable that the state space can be heterogenous in time, which is the interesting power of the categorical style. I feel like traditional control systems usually maintain the same state space throughout.
  • Program verification
  • Games? Nash equilibria?

Other Thoughts

  • Maybe we are just building a shitty version of alloy. https://alloytools.org/
  • What about uninterpeted relations? What about higher order relations? What about reflecting into a z3 ADT for a relational language. Then we could do relational program synthesis. This is one style, just hand everything off to smt. https://github.com/nadia-polikarpova/cse291-program-synthesis/tree/master/lectures
  • I should try to comply with python conventions, in particular numpy and pandas conventions. @ should be composition for example, since relation composition has a lot of flavor of matrix composition. I should overload a lot of operators, but then I’d need to wrap in a class 🙁
  • Z3 has special support for some relations. How does that play in? https://theory.stanford.edu/~nikolaj/programmingz3.html#sec-special-relations https://z3prover.github.io/api/html/ml/Z3.Relation.html
  • As long as you only use composition, there is a chaining of existentials, which really isn’t so bad.
  • What we’ve done here is basically analogous/identical to what John Wiegley did compiling to the category of z3. Slightly different in that he only allowed for existential composition rather than relational division. http://newartisans.com/2017/04/haskell-and-z3/
  • We can reduced the burden on z3 if we know the constructive proof objects that witness our various operations. Z3 is gonna do better if we can tell it exactly which y witness the composition of operators, or clues to which branch of an Or it should use.
  • It’s a bummer, but when you use quantifiers, you don’t see countermodels? Maybe there is some hook where you can, or in the dump of the proof object.
  • What about recursion schemes? The exact nature of z3 to handle unbounded problems is fuzzy to me. It does have the support to define recursive functions. Also explicit induction predicates can go through sometimes. Maybe look at the Cata I made in fancy relaion algebra post
  • I think most proof assistants have implementations of relation algebra available. I find you can do a surprising amount in z3.

Fiddling around with validated ODE integration, Sum of Squares, Taylor Models.

As I have gotten more into the concerns of formal methods, I’ve become unsure that ODEs actually exist. These are concerns that did not bother me much when I defined myself as being more in the physics game. How times change. Here’s a rough cut.

A difficulty with ODE error analysis is that it is very confusing how to get the error on something you are having difficulty approximating in the first place.

If I wanted to know the error of using a finite step size dt vs a size dt/10, great. Just compute both and compare. However, no amount of this seems to bootstrap you down to the continuum. And so I thought, you’re screwed in regards to using numerics in order to get true hard facts about the true solution. You have to go to paper and pencil considerations of equations and variables and epsilons and deltas and things. It is now clearer to me that this is not true. There is a field of verified/validated numerics.

A key piece of this seems to be interval arithmetic. https://en.wikipedia.org/wiki/Interval_arithmetic An interval can be concretely represented by its left and right point. If you use rational numbers, you can represent the interval precisely. Interval arithmetic over approximates operations on intervals in such a way as to keep things easily computable. One way it does this is by ignoring dependencies between different terms. Check out Moore et al’s book for more.

What switching over to intervals does is you think about sets as the things you’re operating on rather than points. For ODEs (and other things), this shift of perspective is to no longer consider individual functions, but instead sets of functions. And not arbitrary extremely complicated sets, only those which are concretely manipulable and storable on a computer like intervals. Taylor models are a particular choice of function sets. You are manipulating an interval tube around a finite polynomial. If during integration / multiplication you get higher powers, truncate the polynomials by dumping the excess into the interval term. This keeps the complexity under wraps and closes the loop of the descriptive system.

If we have an iterative, contractive process for getting better and better solutions of a problem (like a newton method or some iterative linear algebra method), we can get definite bounds on the solution if we can demonstrate that a set maps into itself under this operation. If this is the case and we know there is a unique solution, then it must be in this set.

It is wise if at all possible to convert an ODE into integral form. \dot{x}= f(x,t) is the same as x(t) = x_0 + \int f(x,t)dt.

For ODEs, the common example of such an operation is known as Picard iteration. In physical terms, this is something like the impulse approximation / born approximation. One assumes that the ODE evolves according to a known trajectory x_0(t) as a first approximation. Then one plugs in the trajectory to the equations of motion f(x_0,t) to determine the “force” it would feel and integrate up all this force. This creates a better approximation x_1(t) (probably) which you can plug back in to create an even better approximation.

If we instead do this iteration on an intervally function set / taylor model thing, and can show that the set maps into itself, we know the true solution lies in this interval. The term to search for is Taylor Models (also some links below).

I was tinkering with whether sum of squares optimization might tie in to this. I have not seen SOS used in this context, but it probably has or is worthless.

An aspect of sum of squares optimization that I thought was very cool is that it gives you a simple numerical certificate that confirms that at the infinitude of points for which you could evaluate a polynomial, it comes out positive. This is pretty cool. http://www.philipzucker.com/deriving-the-chebyshev-polynomials-using-sum-of-squares-optimization-with-sympy-and-cvxpy/

But that isn’t really what makes Sum of squares special. There are other methods by which to do this.

There are very related methods called DSOS and SDSOS https://arxiv.org/abs/1706.02586 which are approximations of the SOS method. They replace the SDP constraint at the core with a more restrictive constraint that can be expressed with LP and socp respectively. These methods lose some of the universality of the SOS method and became basis dependent on your choice of polynomials. DSOS in fact is based around the concept of a diagonally dominant matrix, which means that you should know roughly what basis your certificate should be in.

This made me realize there is an even more elementary version of DSOS that perhaps should have been obvious to me from the outset. Suppose we have a set of functions we already know are positive everywhere on a domain of interest. A useful example is the raised chebyshev polynomials. https://en.wikipedia.org/wiki/Chebyshev_polynomials The appropriate chebyshev polynomials oscillate between [-1,1] on the interval [-1,1], so if you add 1 to them they are positive over the whole interval [-1,1]. Then nonnegative linear sums of them are also positive. Bing bang boom. And that compiles down into a simple linear program (inequality constraints on the coefficients) with significantly less variables than DSOS. What we are doing is restricting ourselves to completely positive diagonal matrices again, which are of course positive semidefinite. It is less flexible, but it also has more obvious knobs to throw in domain specific knowledge. You can use a significantly over complete basis and finding this basis is where you can insert your prior knowledge.

It is not at all clear there is any benefit over interval based methods.

Here is a sketch I wrote for x'=x which has solution e^t. I used raised chebyshev polynomials to enforce positive polynomial constraints and tossed in a little taylor model / interval arithmetic to truncate off the highest terms.

I’m using my helper functions for translating between sympy and cvxpy expressions. https://github.com/philzook58/cvxpy-helpers Sympy is great for collecting up the coefficients on terms and polynomial multiplication integration differentiation etc. I do it by basically creating sympy matrix variables corresponding to cvxpy variables which I compile to cvxpy expressions using lambdify with an explicit variable dictionary.

Seems to work, but I’ve been burned before.

man, LP solvers are so much better than SDP solvers


Random junk and links: Should I be more ashamed of dumps like this? I don’t expect you to read this.

https://github.com/JuliaIntervals/TaylorModels.jl

https://github.com/JuliaIntervals

Functional analysis by and large analyzes functions by analogy with more familiar properties of finite dimensional vector spaces. In ordinary 2d space, it is convenient to work with rectangular regions or polytopic regions.

Suppose I had a damped oscillator converging to some unknown point. If we can show that every point in a set maps within the set, we can show that the function

One model of a program is that it is some kind of kooky complicated hyper nonlinear discrete time dynamical system. And vice versa, dynamical systems are continuous time programs. The techniques for analyzing either have analogs in the other domain. Invariants of programs are essential for determining correctness properties of loops. Invariants like energy and momentum are essential for determining what physical systems can and cannot do. Lyapunov functions demonstrate that control systems are converging to the set point. Terminating metrics are showing that loops and recursion must eventually end.

If instead you use interval arithmetic for a bound on your solution rather than your best current solution, and if you can show the interval maps inside itself, then you know that the iterative process must converge inside of the interval, hence that is where the true solution lies.

A very simple bound for an integral \int_a^b f(x)dx is \int max_{x \in [a,b]}f(x)  dx= max_{x \in [a,b]}f(x) \int dx = max_{x \in [a,b]}f(x) (b - a)

The integral is a very nice operator. The result of the integral is a positive linear sum of the values of a function. This means it plays nice with inequalities.

Rigorously Bounding ODE solutions with Sum of Squares optimization – Intervals

Intervals – Moore book. Computational functional analaysis. Tucker book. Coqintervals. fixed point theorem. Hardware acceleration? Interval valued functions. Interval extensions.

  • Banach fixed point – contraction mapping
  • Brouwer fixed point
  • Schauder
  • Knaster Tarski

Picard iteration vs? Allowing flex on boundary conditions via an interval?

Interval book had an interesting integral form for the 2-D

sympy has cool stuff

google scholar search z3, sympy brings up interesting things

https://moorepants.github.io/eme171/resources.html

The pydy guy Moore has a lot of good shit. resonance https://www.moorepants.info/blog/introducing-resonance.html

Lyapunov functions. Piecewise affine lyapunov funcions. Are lyapunov functions kind of like a PDE? Value functions are pdes. If the system is piecewise affine we can define a grid on the same piecewise affine thingo. Compositional convexity. Could we use compositional convexity + Relu style piecewise affinity to get complicated lyapunov functions. Lyapunov functions don’t have to be continiuous, they just have to be decreasing. The Lie derivative wrt the flow is always negative, i.e gradeint of function points roughly in direction of flow. trangulate around equilibrium if you want to avoid quadratic lyapunov. For guarded system, can relax lyapunov constrain outside of guard if you tighten inside guard. Ax>= 0 is guard. Its S-procedure.

Best piecewise approximation with point choice?

http://theory.stanford.edu/~arbrad/papers/lr.ps linear ranking functions

Connection to petri nets?

https://ths.rwth-aachen.de/wp-content/uploads/sites/4/hs_lecture_notes.pdf

https://www.cs.colorado.edu/~xich8622/papers/rtss12.pdf

KoAt, LoAT. AProve. Integer transition systems. Termination analysis. Loops?

https://lfcps.org/pub/Pegasus.pdf darboux polynomials. barreir certificates. prelle-singer method. first integrals.

method 1. arbitrary polynomial p(t). calculate p'(t). find coefficents that make p'(t) = 0 by linear algebra. Idea: near invaraints? min max|p'(t) |

Lie Algebra method

https://www.researchgate.net/publication/233653257_Solving_Differential_Equations_by_Symmetry_Groups sympy links this paper. Sympy has some lie algebra stuff in there

https://www-users.math.umn.edu/~olver/sm.html Peter Olver tutorial

http://www-users.math.umn.edu/~olver/talk.html olver talks

https://www-sop.inria.fr/members/Evelyne.Hubert/publications/PDF/Hubert_HDR.pdf

https://www.cs.cmu.edu/~aplatzer/logic/diffinv.html andre platzer. Zach says Darboux polynomials?

https://sylph.io/blog/math.html

Books: Birhoff and Rota, Guggenheimer, different Olver books, prwctical guide to invaraints https://www.amazon.com/Practical-Invariant-Monographs-Computational-Mathematics/dp/0521857015

Idea: Approximate invariants? At least this ought to make a good coordinate system to work in where the dynamics are slow. Like action-angle and adiabatic transformations. Could also perhaps bound the

Picard Iteration

I have a method that I’m not sure is ultimately sound. The idea is to start with

Error analysis most often uses an appeal to Taylor’s theorem and Taylor’s theorem is usually derived from them mean value theorem or intermediate value theorem. Maybe that’s fine. But the mean value theorem is some heavy stuff. There are computational doo dads that use these bounds + interval analysis to rigorously integrate ODEs. See https://github.com/JuliaIntervals/TaylorModels.jl

The beauty of sum of squares certificates is that they are very primitive proofs of positivity for a function on a domain of infinitely many values. If I give you a way to write an expression as a sum of square terms, it is then quite obvious that it has to be always positive. This is algebra rather than analysis.

y(t) = \lambda(t) \and \lambda(t) is SOS \Rightarrow \forall t. y(t) >= 0. Sum of squares is a kind of a quantifier elimination method. The reverse direction of the above implication is the subject of the positivstullensatz, a theorem of real algebraic geometry. At the very least, we can use the SOS constraint as a relaxation of the quantified constraint.

So, I think by using sum of squares, we can turn a differential equation into a differential inequation. If we force the highest derivative to be larger than the required differential equation, we will get an overestimate of the required function.

A function that is dominated by another in derivative, will be dominated in value also. You can integrate over inequalities (I think. You have to be careful about such things. ) \forall t. \frac{dx}{dt} >= \frac{dx}{dt} \Rightarrow x(t) – x(0) >= y(t) – y(0) $

The derivative of a polynomial can be thought of as a completely formal operation, with no necessarily implied calculus meaning. It seems we can play a funny kind of shell game to avoid the bulk of calculus.

As an example, let’s take \frac{dx}{dt}=y y(0) = 1 with the solution y = e^t. e is a transcendental

The S-procedure is trick by which you can relax a sum of squares inequality to only need to be enforced in a domain. If you build a polynomials function that describes the domain, it that it is positive inside the domain and negative outside the domain, you can add a positive multiple of that to your SOS inequalities. Inside the domain you care about, you’ve only made them harder to satisfy, not easier. But outside the domain you have made it easier because you can have negative slack.

For the domain t \in [0,1] the polynomial (1 - t)t works as our domain polynomial.

We parametrize our solution as an explicit polynomial x(t) = a_0 + a_1 t + a_2 t^2 + .... It is important to note that what follows is always linear in the a_i.

\frac{dx}{dt} - x >= 0 can be relaxed to \frac{dx}{dt} - x(t) + \lambda(t)(1-t)t >= 0 with \lambda(t) is SOS.

So with that we get a reasonable formulation of finding a polynomial upper bound solution of the differential equation

\min x(1)

\frac{dx}{dt} - x(t) + \lambda_1(t)(1-t)t =  \lambda_2(t)

\lambda_{1,2}(t) is SOS.

And here it is written out in python using my cvxpy-helpers which bridge the gap between sympy polynomials and cvxpy.

We can go backwards to figure out sufficient conditions for a bound. We want x_u(t_f) \gte x(t_f). It is sufficient that \forall t. x_u(t) \gte x(t). For this it is sufficient that \forall t. x_u'(t)  >= x'(t) \and x_u(t_i) >= x(t_i) . We follow this down in derivative until we get the lowest derivative in the differential equation. Then we can use the linear differential equation itself x^{(n)}(t) = \sum_i a_i(t) x^{(i)}(t). x_u^{(n)}(t) >= \sum max(a_i x^{(i)}_u, x^{(i)}_l).

a(t) * x(t) >= \max a(t) x_u(t), a(t) x_l(t). This accounts for the possibility of terms changing signs. Or you could separate the terms into regions of constant sign.

The minimization characterization of the bound is useful. For any class of functions that contains our degree-d polynomial, we can show that the minimum of the same optimization problem is less than or equal to our value.

Is the dual value useful? The lower bound on the least upper bound

Doesn’t seem like the method will work for nonlinear odes. Maybe it will if you relax the nonlinearity. Or you could use perhaps a MIDSP to make piecewise linear approximations of the nonlinearity?

It is interesting to investigtae linear programming models. It is simpler and more concrete to examine how well different step sizes approximate each other rather than worry about the differential case.

We can explicit compute a finite difference solution in the LP, which is a power that is difficult to achieve in general for differential equations.

We can instead remove the exact solution by a convservative bound.

While we can differentiate through an equality, we can’t differentiate through an inequality. Differentiation involves negation, which plays havoc with inequalities. We can however integrate through inequalities.

\frac{dx}{dt} >= f \and x(0) >= a \Rightarrow x(t) >= \int^t_0 f(x) + a$

As a generalization we can integrate \int p(x) over inequalities as long as p(x) \gte 0

In particular \forall t. \frac{dx}{dt} >= \frac{dx}{dt} \Rightarrow x(t) – x(0) >= y(t) – y(0) $

We can convert a differential equation into a differential inequation. It is not entirely clear to me that there is a canonical way to do this. But it works to take the biggest.

\frac{dx}{dt} = A(t)x + f(t)

Is there a tightest

We can integrate

Here let’s calculate e

https://tel.archives-ouvertes.fr/tel-00657843v2/document Thesis on ODE bounds in Isabelle

myfunc x y = 3

not so good. very small