.. _micromega:

Micromega: solvers for arithmetic goals over ordered rings
==================================================================

:Authors: Frédéric Besson and Evgeny Makarov

Short description of the tactics
--------------------------------

The Psatz module (``Require Import Psatz.``) gives access to several
tactics for solving arithmetic goals over :math:`\mathbb{Q}`,
:math:`\mathbb{R}`, and :math:`\mathbb{Z}` but also :g:`nat` and
:g:`N`.  It also possible to get the tactics for integers by a
``Require Import Lia``, rationals ``Require Import Lqa`` and reals
``Require Import Lra``.

+ :tacn:`lia` is a decision procedure for linear integer arithmetic;
+ :tacn:`nia` is an incomplete proof procedure for integer non-linear
  arithmetic;
+ :tacn:`lra` is a decision procedure for linear (real or rational) arithmetic;
+ :tacn:`nra` is an incomplete proof procedure for non-linear (real or
  rational) arithmetic;
+ :tacn:`psatz` ``D n`` where ``D`` is :math:`\mathbb{Z}` or :math:`\mathbb{Q}` or :math:`\mathbb{R}`, and
  ``n`` is an optional integer limiting the proof search depth,
  is an incomplete proof procedure for non-linear arithmetic.
  It is based on John Harrison’s HOL Light
  driver to the external prover `csdp` [#csdp]_. Note that the `csdp` driver
  generates a *proof cache* which makes it possible to rerun scripts
  even without `csdp`.

.. flag:: Simplex

   This flag (set by default) instructs the decision procedures to
   use the Simplex method for solving linear goals. If it is not set,
   the decision procedures are using Fourier elimination.

.. opt:: Dump Arith

   This option (unset by default) may be set to a file path where
   debug info will be written.

.. cmd:: Show Lia Profile

   This command prints some statistics about the amount of pivoting
   operations needed by :tacn:`lia` and may be useful to detect
   inefficiencies (only meaningful if flag :flag:`Simplex` is set).

.. flag:: Lia Cache

   This flag (set by default) instructs :tacn:`lia` to cache its results in the file `.lia.cache`

.. flag:: Nia Cache

   This flag (set by default) instructs :tacn:`nia` to cache its results in the file `.nia.cache`

.. flag:: Nra Cache

   This flag (set by default) instructs :tacn:`nra` to cache its results in the file `.nra.cache`


The tactics solve propositional formulas parameterized by atomic
arithmetic expressions interpreted over a domain :math:`D \in \{\mathbb{Z},\mathbb{Q},\mathbb{R}\}`.
The syntax for formulas over :math:`\mathbb{Z}` is:

   .. note the following is not an insertprodn

   .. prodn::
      F ::= {| @A | P | True | False | @F /\\ @F | @F \\/ @F | @F <-> @F | @F -> @F | ~ @F | @F = @F }
      A ::= {| @p = @p | @p > @p | @p < @p | @p >= @p | @p <= @p }
      p ::= {| c | x | −@p | @p − @p | @p + @p | @p * @p | @p ^ n }

where

  - :token:`F` is interpreted over either `Prop` or `bool`
  - :n:`P` is an arbitrary proposition
  - :n:`c` is a numeric constant of :math:`D`
  - :n:`x` :math:`\in D` is a numeric variable
  - :n:`−`, :n:`+` and :n:`*` are respectively subtraction, addition and product
  - :n:`p ^ n` is exponentiation by a constant :math:`n`

When :math:`F` is interpreted over `bool`, the boolean operators are
`&&`, `||`, `Bool.eqb`, `Bool.implb`, `Bool.negb` and the comparisons
in :math:`A` are also interpreted over the booleans (e.g., for
:math:`\mathbb{Z}`, we have `Z.eqb`, `Z.gtb`, `Z.ltb`, `Z.geb`,
`Z.leb`).

For :math:`\mathbb{Q}`, use the equality of rationals ``==`` rather than
Leibniz equality ``=``.

For :math:`\mathbb{Z}` (resp. :math:`\mathbb{Q}`), :math:`c` ranges over integer constants (resp. rational
constants). For :math:`\mathbb{R}`, the tactic recognizes as real constants the
following expressions:

::

   c ::= R0 | R1 | Rmul(c,c) | Rplus(c,c) | Rminus(c,c) | IZR z | IQR q | Rdiv(c,c) | Rinv c

where :math:`z` is a constant in :math:`\mathbb{Z}` and :math:`q` is a constant in :math:`\mathbb{Q}`.
This includes integer constants written using the decimal notation, *i.e.*, ``c%R``.


*Positivstellensatz* refutations
--------------------------------

The name `psatz` is an abbreviation for *positivstellensatz* – literally
"positivity theorem" – which generalizes Hilbert’s *nullstellensatz*. It
relies on the notion of Cone. Given a (finite) set of polynomials :math:`S`,
:math:`\mathit{Cone}(S)` is inductively defined as the smallest set of polynomials
closed under the following rules:

:math:`\begin{array}{l}
\dfrac{p \in S}{p \in \mathit{Cone}(S)} \quad
\dfrac{}{p^2 \in \mathit{Cone}(S)} \quad
\dfrac{p_1 \in \mathit{Cone}(S) \quad p_2 \in \mathit{Cone}(S) \quad
\Join \in \{+,*\}} {p_1 \Join p_2 \in \mathit{Cone}(S)}\\
\end{array}`

The following theorem provides a proof principle for checking that a
set of polynomial inequalities does not have solutions [#fnpsatz]_.

.. _psatz_thm:

**Theorem (Psatz)**. Let :math:`S` be a set of polynomials.
If :math:`-1` belongs to :math:`\mathit{Cone}(S)`, then the conjunction
:math:`\bigwedge_{p \in S} p\ge 0`  is unsatisfiable.
A proof based on this theorem is called a *positivstellensatz*
refutation. The tactics work as follows. Formulas are normalized into
conjunctive normal form :math:`\bigwedge_i C_i` where :math:`C_i` has the
general form :math:`(\bigwedge_{j\in S_i} p_j \Join 0) \to \mathit{False}` and
:math:`\Join \in \{>,\ge,=\}` for :math:`D\in \{\mathbb{Q},\mathbb{R}\}` and
:math:`\Join \in \{\ge, =\}` for :math:`\mathbb{Z}`.

For each conjunct :math:`C_i`, the tactic calls an oracle which searches for
:math:`-1` within the cone. Upon success, the oracle returns a *cone
expression* that is normalized by the :tacn:`ring` tactic (see :ref:`theringandfieldtacticfamilies`)
and checked to be :math:`-1`.

`lra`: a decision procedure for linear real and rational arithmetic
-------------------------------------------------------------------

.. tacn:: lra

   This tactic is searching for *linear* refutations. As a result, this tactic explores a subset of the *Cone*
   defined as

   :math:`\mathit{LinCone}(S) =\left\{ \left. \sum_{p \in S} \alpha_p \times p~\right|~\alpha_p \mbox{ are positive constants} \right\}`

   The deductive power of :tacn:`lra` overlaps with the one of :tacn:`field`
   tactic *e.g.*, :math:`x = 10 * x / 10` is solved by :tacn:`lra`.

`lia`: a tactic for linear integer arithmetic
---------------------------------------------

.. tacn:: lia

   This tactic solves linear goals over :g:`Z` by searching for *linear* refutations and cutting planes.
   :tacn:`lia` provides support for :g:`Z`, :g:`nat`, :g:`positive` and :g:`N` by pre-processing via the :tacn:`zify` tactic.


High level view of `lia`
~~~~~~~~~~~~~~~~~~~~~~~~

Over :math:`\mathbb{R}`, *positivstellensatz* refutations are a complete proof
principle [#mayfail]_. However, this is not the case over :math:`\mathbb{Z}`. Actually,
*positivstellensatz* refutations are not even sufficient to decide
linear *integer* arithmetic. The canonical example is :math:`2 * x = 1 \to \mathtt{False}`
which is a theorem of :math:`\mathbb{Z}` but not a theorem of :math:`{\mathbb{R}}`. To remedy this
weakness, the :tacn:`lia` tactic is using recursively a combination of:

+ linear *positivstellensatz* refutations;
+ cutting plane proofs;
+ case split.

Cutting plane proofs
~~~~~~~~~~~~~~~~~~~~~~

are a way to take into account the discreteness of :math:`\mathbb{Z}` by rounding up
(rational) constants up-to the closest integer.

.. _ceil_thm:

.. thm:: Bound on the ceiling function

   Let :math:`p` be an integer and :math:`c` a rational constant. Then
   :math:`p \ge c \rightarrow p \ge \lceil{c}\rceil`.

For instance, from :math:`2 x = 1` we can deduce

+ :math:`x \ge 1/2` whose cut plane is :math:`x \ge \lceil{1/2}\rceil = 1`;
+ :math:`x \le 1/2` whose cut plane is :math:`x \le \lfloor{1/2}\rfloor = 0`.

By combining these two facts (in normal form) :math:`x − 1 \ge 0` and
:math:`-x \ge 0`, we conclude by exhibiting a *positivstellensatz* refutation:
:math:`−1 \equiv x−1 + −x \in \mathit{Cone}({x−1,x})`.

Cutting plane proofs and linear *positivstellensatz* refutations are a
complete proof principle for integer linear arithmetic.

Case split
~~~~~~~~~~~

enumerates over the possible values of an expression.

.. _casesplit_thm:

**Theorem**. Let :math:`p` be an integer and :math:`c_1` and :math:`c_2`
integer constants. Then:

  :math:`c_1 \le p \le c_2 \Rightarrow \bigvee_{x \in [c_1,c_2]} p = x`

Our current oracle tries to find an expression :math:`e` with a small range
:math:`[c_1,c_2]`. We generate :math:`c_2 − c_1` subgoals which contexts are enriched
with an equation :math:`e = i` for :math:`i \in [c_1,c_2]` and recursively search for
a proof.

`nra`: a proof procedure for non-linear arithmetic
--------------------------------------------------

.. tacn:: nra

   This tactic is an *experimental* proof procedure for non-linear
   arithmetic. The tactic performs a limited amount of non-linear
   reasoning before running the linear prover of :tacn:`lra`. This pre-processing
   does the following:


+ If the context contains an arithmetic expression of the form
  :math:`e[x^2]` where :math:`x` is a monomial, the context is enriched with
  :math:`x^2 \ge 0`;
+ For all pairs of hypotheses :math:`e_1 \ge 0`, :math:`e_2 \ge 0`, the context is
  enriched with :math:`e_1 \times e_2 \ge 0`.

After this pre-processing, the linear prover of :tacn:`lra` searches for a
proof by abstracting monomials by variables.

`nia`: a proof procedure for non-linear integer arithmetic
----------------------------------------------------------

.. tacn:: nia

   This tactic is a proof procedure for non-linear integer arithmetic.
   It performs a pre-processing similar to :tacn:`nra`. The obtained goal is
   solved using the linear integer prover :tacn:`lia`.

`psatz`: a proof procedure for non-linear arithmetic
----------------------------------------------------

.. tacn:: psatz @one_term {? @nat_or_var }

   This tactic explores the *Cone* by increasing degrees – hence the
   depth parameter :token:`nat_or_var`. In theory, such a proof search is complete – if the
   goal is provable the search eventually stops. Unfortunately, the
   external oracle is using numeric (approximate) optimization techniques
   that might miss a refutation.

   To illustrate the working of the tactic, consider we wish to prove the
   following Coq goal:

.. needs csdp
.. coqdoc::

   Require Import ZArith Psatz.
   Open Scope Z_scope.
   Goal forall x, -x^2 >= 0 -> x - 1 >= 0 -> False.
   intro x.
   psatz Z 2.

As shown, such a goal is solved by ``intro x. psatz Z 2.``. The oracle returns the
cone expression :math:`2 \times (x-1) + (\mathbf{x-1}) \times (\mathbf{x−1}) + -x^2`
(polynomial hypotheses are printed in bold). By construction, this expression
belongs to :math:`\mathit{Cone}({−x^2,x -1})`. Moreover, by running :tacn:`ring` we
obtain :math:`-1`. By Theorem :ref:`Psatz <psatz_thm>`, the goal is valid.

`zify`: pre-processing of arithmetic goals
------------------------------------------

.. tacn:: zify

   This tactic is internally called by :tacn:`lia` to support additional types, e.g., :g:`nat`, :g:`positive` and :g:`N`.
   Additional support is provided by the following modules:

   + For boolean operators (e.g., :g:`Nat.leb`), require the module :g:`ZifyBool`.
   + For comparison operators (e.g., :g:`Z.compare`), require the module :g:`ZifyComparison`.
   + For native 63 bit integers, require the module :g:`ZifyInt63`.

   :tacn:`zify` can also be extended by rebinding the tactics `Zify.zify_pre_hook` and `Zify.zify_post_hook` that are
   respectively run in the first and the last steps of :tacn:`zify`.

   + To support :g:`Z.div` and :g:`Z.modulo`: ``Ltac Zify.zify_post_hook ::= Z.div_mod_to_equations``.
   + To support :g:`Z.quot` and :g:`Z.rem`: ``Ltac Zify.zify_post_hook ::= Z.quot_rem_to_equations``.
   + To support :g:`Z.div`, :g:`Z.modulo`, :g:`Z.quot` and :g:`Z.rem`: either ``Ltac Zify.zify_post_hook ::= Z.to_euclidean_division_equations`` or ``Ltac Zify.zify_convert_to_euclidean_division_equations_flag ::= constr:(true)``.

   The :tacn:`zify` tactic can be extended with new types and operators by declaring and registering new typeclass instances using the following commands.
   The typeclass declarations can be found in the module ``ZifyClasses`` and the default instances can be found in the module ``ZifyInst``.

.. cmd:: Add Zify @add_zify @one_term

   .. insertprodn add_zify add_zify

   .. prodn::
      add_zify ::= {| InjTyp | BinOp | UnOp | CstOp | BinRel | UnOpSpec | BinOpSpec }
      | {| PropOp | PropBinOp | PropUOp | Saturate }

   Registers an instance of the specified typeclass.

.. cmd:: Show Zify @show_zify

   .. insertprodn show_zify show_zify

   .. prodn::
      show_zify ::= {| InjTyp | BinOp | UnOp | CstOp | BinRel | UnOpSpec | BinOpSpec | Spec }

   Prints instances for the specified typeclass.  For instance, :cmd:`Show Zify` ``InjTyp``
   prints the list of types that supported by :tacn:`zify` i.e.,
   :g:`Z`, :g:`nat`, :g:`positive` and :g:`N`.

.. cmd:: Show Zify Spec

   .. deprecated:: 8.13
       Use :cmd:`Show Zify` ``UnOpSpec`` or :cmd:`Show Zify` ``BinOpSpec`` instead.

.. cmd:: Add InjTyp @one_term

   .. deprecated:: 8.13
       Use :cmd:`Add Zify` ``InjTyp`` instead.

.. cmd:: Add BinOp @one_term

   .. deprecated:: 8.13
       Use :cmd:`Add Zify` ``BinOp`` instead.

.. cmd:: Add BinOpSpec @one_term

   .. deprecated:: 8.13
       Use :cmd:`Add Zify` ``BinOpSpec`` instead.

.. cmd:: Add UnOp @one_term

   .. deprecated:: 8.13
       Use :cmd:`Add Zify` ``UnOp`` instead.

.. cmd:: Add UnOpSpec @one_term

   .. deprecated:: 8.13
       Use :cmd:`Add Zify` ``UnOpSpec`` instead.

.. cmd:: Add CstOp @one_term

   .. deprecated:: 8.13
       Use :cmd:`Add Zify` ``CstOp`` instead.

.. cmd:: Add BinRel @one_term

   .. deprecated:: 8.13
       Use :cmd:`Add Zify` ``BinRel`` instead.

.. cmd:: Add PropOp @one_term

   .. deprecated:: 8.13
       Use :cmd:`Add Zify` ``PropOp`` instead.

.. cmd:: Add PropBinOp @one_term

   .. deprecated:: 8.13
       Use :cmd:`Add Zify` ``PropBinOp`` instead.

.. cmd:: Add PropUOp @one_term

   .. deprecated:: 8.13
       Use :cmd:`Add Zify` ``PropUOp`` instead.

.. cmd:: Add Saturate @one_term

   .. deprecated:: 8.13
       Use :cmd:`Add Zify` ``Saturate`` instead.




.. [#csdp] Sources and binaries can be found at https://projects.coin-or.org/Csdp
.. [#fnpsatz] Variants deal with equalities and strict inequalities.
.. [#mayfail] In practice, the oracle might fail to produce such a refutation.

.. comment in original TeX:
.. %% \paragraph{The {\tt sos} tactic} -- where {\tt sos} stands for \emph{sum of squares} -- tries to prove that a
.. %% single polynomial $p$ is positive by expressing it as a sum of squares \emph{i.e.,} $\sum_{i\in S} p_i^2$.
.. %% This amounts to searching for $p$ in the cone without generators \emph{i.e.}, $Cone(\{\})$.
