path: root/doc/sphinx/addendum/micromega.rst

.. _ micromega:

Micromega: tactics for solving 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{Z}`, :math:`\mathbb{Q}`, and :math:`\mathbb{R}` [#]_.
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` [#]_. Note that the `csdp` driver is
  generating a *proof cache* which makes it possible to rerun scripts
  even without `csdp`.

The tactics solve propositional formulas parameterized by atomic
arithmetic expressions interpreted over a domain :math:`D` ∈ {ℤ, ℚ, ℝ}.
The syntax of the formulas is the following:

 .. productionlist:: `F`
   F : A ∣ P ∣ True ∣ False ∣ F 1 ∧ F 2 ∣ F 1 ∨ F 2 ∣ F 1 ↔ F 2 ∣ F 1 → F 2 ∣ ¬ F
   A : p 1 = p 2 ∣ p 1 > p 2 ∣ p 1 < p 2 ∣ p 1 ≥ p 2 ∣ p 1 ≤ p 2
   p : c ∣ x ∣ −p ∣ p 1 − p 2 ∣ p 1 + p 2 ∣ p 1 × p 2 ∣ p ^ n
		     
where :math:`c` is a numeric constant, :math:`x \in D` is a numeric variable, the
operators :math:`−, +, ×` are respectively subtraction, addition, and product;
:math:`p ^ n` is exponentiation by a constant :math:`n`, :math:`P` is an arbitrary proposition.
For :math:`\mathbb{Q}`, equality is not Leibniz equality = but the equality of
rationals ==.

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 [#]_.

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

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

.. tacn:: lra
   :name: lra

This tactic is searching for *linear* refutations using Fourier
elimination [#]_. 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 `lra` is the combined deductive power of
`ring_simplify` and `fourier`. There is also an overlap with the field
tactic *e.g.*, :math:`x = 10 * x / 10` is solved by `lra`.


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

.. tacn:: lia
   :name: lia

This tactic offers an alternative to the :tacn:`omega` and :tacn:`romega`
tactics. Roughly speaking, the deductive power of lia is the combined deductive
power of :tacn:`ring_simplify` and :tacn:`omega`. However, it solves linear
goals that :tacn:`omega` and :tacn:`romega` do not solve, such as the following
so-called *omega nightmare* :cite:`TheOmegaPaper`.

.. coqtop:: in

   Goal forall x y,
     27 <= 11 * x + 13 * y <= 45 ->
     -10 <= 7 * x - 9 * y <= 4 -> False.

The estimation of the relative efficiency of :tacn:`lia` *vs* :tacn:`omega` and
:tacn:`romega` is under evaluation.

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

Over :math:`\mathbb{R}`, *positivstellensatz* refutations are a complete proof
principle [#]_. 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 -> \mathtt{False}`
which is a theorem of :math:`\mathbb{Z}` but not a theorem of :math:`{\mathbb{R}}`. To remedy this
weakness, the `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:

**Theorem**. 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 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
   :name: 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 `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 `lra` searches for a
proof by abstracting monomials by variables.

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

.. tacn:: nia
   :name: nia

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

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

.. tacn:: psatz
   :name: psatz

This tactic explores the :math:`\mathit{Cone}` by increasing degrees – hence the
depth parameter :math:`n`. 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:

.. coqtop:: all

  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 `ring` we
obtain :math:`-1`. By Theorem :ref:`Psatz <psatz_thm>`, the goal is valid.

.. [#] Support for `nat` and :math:`\mathbb{N}` is obtained by pre-processing the goal with
  the `zify` tactic.
.. [#] Sources and binaries can be found at https://projects.coin-or.org/Csdp
.. [#] Variants deal with equalities and strict inequalities.
.. [#] More efficient linear programming techniques could equally be employed.
.. [#] 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.}, $Cone(\{\})$.