ELEC 7770 Advanced VLSI Design Spring 2014 Linear Programming – A Mathematical Optimization Technique Vishwani D. Agrawal James J. Danaher Professor ECE Department, Auburn University Auburn, AL 36849 vagrawal@eng.auburn.edu http://www.eng.auburn.edu/~vagrawal/COURSE/E7770_Spr14/course.html Spring 2014, Feb 26 . . . ELEC 7770: Advanced VLSI Design (Agrawal) 1 What is Linear Programming Linear programming (LP) is a mathematical method for selecting the best solution from the available solutions of a problem. Method: State the problem and define variables whose values will be determined. Develop a linear programming model: Write the problem as an optimization formula (a linear expression to be minimized or maximized) Write a set of linear constraints An available LP solver (computer program) gives the values of variables. Spring 2014, Feb 26 . . . ELEC 7770: Advanced VLSI Design (Agrawal) 2 Types of LPs LP – all variables are real. ILP – all variables are integers. MILP – some variables are integers, others are real. A reference: S. I. Gass, An Illustrated Guide to Linear Programming, New York: Dover, 1990. Spring 2014, Feb 26 . . . ELEC 7770: Advanced VLSI Design (Agrawal) 3 A Single-Variable Problem Consider variable x Problem: find the maximum value of x subject to constraint, 0 ≤ x ≤ 15. Solution: x = 15. Constraint satisfied 0 15 x Solution x = 15 Spring 2014, Feb 26 . . . ELEC 7770: Advanced VLSI Design (Agrawal) 4 Single Variable Problem (Cont.) Consider more complex constraints: Maximize x, subject to following constraints: x≥0 5x ≤ 75 6x ≤ 30 x ≤ 10 0 (1) (2) (3) (4) 5 10 (3) 15 (2) x (1) (4) All constraints satisfied Solution, x = 5 Spring 2014, Feb 26 . . . ELEC 7770: Advanced VLSI Design (Agrawal) 5 A Two-Variable Problem Manufacture of chairs and tables: Resources available: Material: 400 boards of wood Labor: 450 man-hours Profit: Chair: $45 Table: $80 Resources needed: Chair 5 boards of wood 10 man-hours Table 20 boards of wood 15 man-hours Problem: How many chairs and how many tables should be manufactured to maximize the total profit? Spring 2014, Feb 26 . . . ELEC 7770: Advanced VLSI Design (Agrawal) 6 Formulating Two-Variable Problem Manufacture x1 chairs and x2 tables to maximize profit: P = 45x1 + 80x2 dollars Subject to given resource constraints: 400 boards of wood, 5x1 + 20x2 ≤ 400 450 man-hours of labor, 10x1 + 15x2 ≤ 450 x1 ≥ 0 x2 ≥ 0 Spring 2014, Feb 26 . . . ELEC 7770: Advanced VLSI Design (Agrawal) (1) (2) (3) (4) 7 Solution: Two-Variable Problem 40 Tables, x2 30 Best solution: 24 chairs, 14 tables Profit = 45×24 + 80×14 = 2200 dollars (1) 20 (24, 14) 10 (3) 0 0 (4) 10 20 30 40 50 Chairs, x1 60 70 (2) 80 90 increasing decresing Spring 2014, Feb 26 . . . ELEC 7770: Advanced VLSI Design (Agrawal) 8 Change Profit of Chair to $64/Unit Manufacture x1 chairs and x2 tables to maximize profit: P = 64x1 + 80x2 dollars Subject to given resource constraints: 400 boards of wood, 5x1 + 20x2 ≤ 400 450 man-hours of labor, 10x1 + 15x2 ≤ 450 x1 ≥ 0 x2 ≥ 0 Spring 2014, Feb 26 . . . ELEC 7770: Advanced VLSI Design (Agrawal) (1) (2) (3) (4) 9 Solution: $64 Profit/Chair 40 Tables, x2 30 Best solution: 45 chairs, 0 tables Profit = 64×45 + 80×0 = 2880 dollars (1) 20 (24, 14) 10 (3) 0 0 Spring 2014, Feb 26 . . . (4) 10 20 30 40 50 Chairs, x1 ELEC 7770: Advanced VLSI Design (Agrawal) 60 (2) 70 80 90 increasing decresing 10 A Dual Problem Explore an alternative. Questions: Should we make tables and chairs? Or, auction off the available resources? To answer this question we need to know: What is the minimum price for the resources that will provide us with same amount of revenue from sale as the profits from tables and chairs? This is the dual of the original problem. Spring 2014, Feb 26 . . . ELEC 7770: Advanced VLSI Design (Agrawal) 11 Formulating the Dual Problem Revenue received by selling off resources: For each board, w1 For each man-hour, w2 Minimize 400w1 + 450w2 Subject to constraints: 5w1 + 10w2 ≥ 45 20w1 + 15w2 ≥ 80 w1 ≥0 w2 ≥0 Spring 2014, Feb 26 . . . ELEC 7770: Advanced VLSI Design (Agrawal) Resources: Material: 400 boards Labor: 450 man-hrs Profit: Chair: $45 Table: $80 Resources needed: Chair 5 boards of wood 10 man-hours Table 20 boards of wood 15 man-hours 12 The Duality Theorem If the primal has a finite optimum solution, so does the dual, and the optimum values of the objective functions are equal. Reference: G. Strang, Linear Algebra and Its Applications. Fort Worth: Harcourt Brace Javanovich College Publishers, third edition, 1988. Spring 2014, Feb 26 . . . ELEC 7770: Advanced VLSI Design (Agrawal) 13 Primal-Dual Problems Primal problem Fixed resources Maximize profit Variables: Dual Problem Fixed profit Minimize value Variables: x1 (number of chairs) w1 ($ value/board of wood) x2 (number of tables) w2 ($ value/man-hour) Maximize profit 45x1+80x2 Minimize value 400w1+450w2 Subject to: Subject to: 5x1 + 20x2 ≤ 400 5w1 + 10w2 ≥ 45 10x1 + 15x2 ≤ 450 20w1 + 15w2 ≥ 80 x1 ≥0 w1 ≥0 x2 ≥0 w2 ≥0 Solution: Solution: x1 = 24 chairs, x2 = 14 tables w1 = $1, w2 = $4 Profit = $2200 value = $2200 Spring 2014, Feb 26 . . . ELEC 7770: Advanced VLSI Design (Agrawal) 14 LP for n Variables n minimize Σ cj xj Objective function j =1 n subject to Σ aij xj ≤ bi, i = 1, 2, . . ., m = di, i = 1, 2, . . ., p j =1 n Σ cij xj j =1 Variables: xj Constants: cj, aij, bi, cij, di Spring 2014, Feb 26 . . . ELEC 7770: Advanced VLSI Design (Agrawal) 15 Algorithms for Solving LP Simplex method G. B. Dantzig, Linear Programming and Extension, Princeton, New Jersey, Princeton University Press, 1963. Ellipsoid method L. G. Khachiyan, “A Polynomial Algorithm for Linear Programming,” Soviet Math. Dokl., vol. 20, pp. 191-194, 1984. Interior-point method N. K. Karmarkar, “A New Polynomial-Time Algorithm for Linear Programming,” Combinatorica, vol. 4, pp. 373-395, 1984. Course website of Prof. Lieven Vandenberghe (UCLA), http://www.ee.ucla.edu/ee236a/ee236a.html Spring 2014, Feb 26 . . . ELEC 7770: Advanced VLSI Design (Agrawal) 16 Basic Ideas of Solution methods Extreme points Constraints Extreme points Objective function Simplex: search on extreme points. Complexity: polynomial in n, number of variables Spring 2014, Feb 26 . . . Constraints Objective function Interior-point methods: Successively iterate with interior spaces of analytic convex boundaries. Complexity: O(n3.5L), L = no. of int. values ELEC 7770: Advanced VLSI Design (Agrawal) 17 Integer Linear Programming (ILP) Variables are integers. Complexity is exponential – higher than LP. LP relaxation Convert all variables to real, preserve ranges. LP solution provides guidance. Rounding LP solution can provide a non-optimal solution. Spring 2014, Feb 26 . . . ELEC 7770: Advanced VLSI Design (Agrawal) 18 Traveling Salesperson Problem (TSP) 6 4 12 5 27 1 18 12 15 19 10 3 Spring 2014, Feb 26 . . . 20 2 5 ELEC 7770: Advanced VLSI Design (Agrawal) 19 Solving TSP: Five Cities Distances (dij) in miles (symmetric TSP, general TSP is asymmetric) City j=1 j=2 j=3 j=4 j=5 i=1 0 18 10 12 27 i=2 18 0 5 12 20 i=3 10 5 0 15 19 i=4 12 12 15 0 6 i=5 27 20 19 6 0 Spring 2014, Feb 26 . . . ELEC 7770: Advanced VLSI Design (Agrawal) 20 Search Space: No. of Tours Asymmetric TSP tours Five-city problem: 4 × 3 × 2 × 1 = 24 tours Ten-city problem: 362,880 tours 15-city problem: 87,178,291,200 tours 50-city problem: 49! = 6.08×1062 tours Time for enumerative search assuming 1 μs per tour evaluation = 1.93×1055 years Spring 2014, Feb 26 . . . ELEC 7770: Advanced VLSI Design (Agrawal) 21 A Greedy Heuristic Solution Tour length = 10 + 5 + 12 + 6 + 27 = 60 miles (non-optimal) City j=1 j=2 j=3 j=4 j=5 i=1 (start) 0 18 10 12 27 i=2 18 0 5 12 20 i=3 10 5 0 15 19 i=4 12 12 15 0 6 i=5 27 20 19 6 0 Spring 2014, Feb 26 . . . ELEC 7770: Advanced VLSI Design (Agrawal) 22 ILP Variables, Constants and Constraints x14 ε [0,1] d14 = 12 4 5 x15 ε [0,1] d15 = 27 x12 ε [0,1] d12 = 18 1 x13 ε [0,1] d13 = 10 3 Integer variables: xij = 1, travel i to j xij = 0, do not travel i to j 2 Real constants: dij = distance from i to j x12 + x13 + x14 + x15 = 1 four other similar equations Spring 2014, Feb 26 . . . ELEC 7770: Advanced VLSI Design (Agrawal) 23 Objective Function and ILP Solution 5 Minimize ∑ i=1 i-1 ∑ xij × dij j=1 ∑ xij = 1 and xii = 0 j≠i Spring 2014, Feb 26 . . . for all i xij j=1 2 3 4 5 i=1 0 0 1 0 0 2 1 0 0 0 0 3 0 1 0 0 0 4 0 0 0 0 1 5 0 0 0 1 0 ELEC 7770: Advanced VLSI Design (Agrawal) 24 ILP Solution d54 = 6 4 5 d45 = 6 1 d21 = 18 d13 = 10 3 2 d32 = 5 Total length = 45 but not a single tour Spring 2014, Feb 26 . . . ELEC 7770: Advanced VLSI Design (Agrawal) 25 Additional Constraints for Single Tour Following constraints prevent split tours. For any subset S of cities, the tour must enter and exit that subset: ∑ xij ≥ 2 for all S, |S| < 5 i ε S j ε S Remaining set At least two arrows must cross this boundary. Any subset Spring 2014, Feb 26 . . . ELEC 7770: Advanced VLSI Design (Agrawal) 26 ILP Solution d41 = 12 4 d54 = 6 5 1 d25 = 20 d13 = 10 3 2 d32 = 5 Total length = 53 Spring 2014, Feb 26 . . . ELEC 7770: Advanced VLSI Design (Agrawal) 27 ILP Example: Test Minimization A combinational circuit has n test vectors that detect m faults. Each vector detects a subset of faults. Find the smallest subset of test vectors such that each fault is detected by at least N vectors. Simulate vectors without dropping faults. Faults Test vectors T1 T2 . . Tj . . . Tn F1 1 0 0 1 1 0 1 0 0 F2 0 0 1 1 0 0 0 1 0 . . . . . . . . . . . . . . . . . . . . Fj 1 0 0 1 1 0 0 1 1 . . . . . . . . . . Fm 0 1 1 1 0 0 0 0 1 Spring 2014, Feb 26 . . . ELEC 7770: Advanced VLSI Design (Agrawal) fij = 1, if test Ti detects fault Fj 28 Test Minimization by ILP Construct an ILP model: 1. Assign an integer variable ti ε [0,1] to ith test vector such that ti = 1, if we select ti, otherwise ti= 0. 2. Define an integer constant fij ε [0,1] such that fij = 1, if ith vector detects jth fault, otherwise fij = 0. Values of constants fij are determined by fault simulation. n minimize Σ ti Objective function i=1 n subject to Σ fij ti ≥ N, j = 1, 2, . . ., m i=1 Spring 2014, Feb 26 . . . ELEC 7770: Advanced VLSI Design (Agrawal) 29 N-Detect Tests (N = 5) Circuit Unoptimized vectors c432 ILP (exact) Minimum vectors CPU s 608 197 1.0 c499 379 260 2.3 c880 1,023 127 881.8 c1355 755 420 4.4 c1908 1,055 543 6.9 c2670 959 477 7.2 c3540 1,971 471 20008.5 c5315 1,079 376 40.7 c6288 243 57 34740.0 c7552 2,165 841 114.3 Spring 2014, Feb 26 . . . ELEC 7770: Advanced VLSI Design (Agrawal) 30 Why ILP Solution is Exponential? LP solution found in polynomial time (bound on ILP solution) Second variable Must try all 2n roundoff points Constraints First variable Spring 2014, Feb 26 . . . ELEC 7770: Advanced VLSI Design (Agrawal) Objective (maximize) 31 Characteristics of ILP Worst-case complexity is exponential in number of variables. Linear programming (LP) relaxation, where integer variables are treated as real, gives a lower bound on the objective function. Recursive rounding of relaxed LP solution to nearest integers gives an approximate solution to the ILP problem. K. R. Kantipudi and V. D. Agrawal, “A Reduced Complexity Algorithm for Minimizing N-Detect Tests,” Proc. 20th International Conf. VLSI Design, January 2007, pp. 492-497. Spring 2014, Feb 26 . . . ELEC 7770: Advanced VLSI Design (Agrawal) 32 Recursive Rounding Algorithm 1. Obtain a relaxed LP solution. Stop if each variable in the solution is an integer. 2. Round the variable closest to an integer. 3. Remove any constraints that are now unconditionally satisfied. 4. Go to step 1. Spring 2014, Feb 26 . . . ELEC 7770: Advanced VLSI Design (Agrawal) 33 Complexity of Approximation Recursive rounding: ILP is transformed into k LPs with progressively reducing number of variables, where k is the size of the solution. A solution that satisfies all constraints is guaranteed; this solution is often close to optimal. Number of LPs, k, is the size of the final solution, i.e., the number of non-zero variables in the test minimization problem. Recursive rounding complexity is k × O(np), where k ≤ n, n is number of variables. Spring 2014, Feb 26 . . . ELEC 7770: Advanced VLSI Design (Agrawal) 34 Four-Bit ALU Circuit 14 inputs, 8 outputs Initial vectors ILP Recursive rounding Vectors CPU s Vectors CPU s 285 14 0.65 14 0.42 400 13 1.07 13 1.00 500 12 4.38 13 3.00 1,000 12 4.17 12 3.00 5,000 12 12.95 12 9.00 10,000 12 34.61 12 17.0 16,384 = 214 (exhaustive set) 12 87.47 12 37.0 Spring 2014, Feb 26 . . . ELEC 7770: Advanced VLSI Design (Agrawal) 35 ILP vs. Recursive Rounding 100 ILP 75 CPU s Recursive Rounding 50 25 0 0 Spring 2014, Feb 26 . . . 5,000 10,000 ELEC 7770: Advanced VLSI Design (Agrawal) 15,000 Vectors 36 N-Detect Tests (N = 5) Relaxed LP/Recur. rounding ILP (exact) Circuit Unoptimized vectors c432 608 196.38 197 1.0 197 1.0 c499 379 260.00 260 1.2 260 2.3 c880 1,023 125.97 128 14.0 127 881.8 c1355 755 420.00 420 3.2 420 4.4 c1908 1,055 543.00 543 4.6 543 6.9 c2670 959 477.00 477 4.7 477 7.2 c3540 1,971 467.25 477 72.0 471 20008.5 c5315 1,079 374.33 377 18.0 376 40.7 c6288 243 52.52 57 39.0 57 34740.0 c7552 2,165 841.00 841 52.0 841 114.3 Spring 2014, Feb 26 . . . Lower bound Min. Min. CPU s vectors vectors ELEC 7770: Advanced VLSI Design (Agrawal) CPU s 37 A Primal-Dual Solution (N = 1) Lower Recursive LP minimization Primal-dual minimization bound on Unopt. LP Minimized Unopt. Total Minimized vectors vectors CPU s vectors vectors CPU s vectors c432 27 608 2.00 36 983 5.52 31 c499 52 379 1.00 52 221 1.35 52 c880 13 1023 31.00 28 1008 227.21 25 c1355 84 755 5.00 84 507 1.95 84 c1908 106 1055 8.00 107 728 2.50 107 c2670 44 959 9.00 84 1039 17.41 79 c3540 78 1971 197.00 105 2042 276.91 95 c5315 37 1079 464.00 72 1117 524.53 67 c6288 6 243 78.00 18 258 218.9 17 c7552 65 2165 151.00 145 2016 71.21 139 M. A. Shukoor and V. D. Agrawal, “A Primal-Dual Solution to Minimal Test Generation Problem,” Proc. 12th IEEE VLSI Design & Test Symp. (VDAT08), 2008, pp. 269-279. Circuit Name Spring 2014, Feb 26 . . . ELEC 7770: Advanced VLSI Design (Agrawal) 38 Finding LP/ILP Solvers R. Fourer, D. M. Gay and B. W. Kernighan, AMPL: A Modeling Language for Mathematical Programming, South San Francisco, California: Scientific Press, 1993. Several of programs described in this book are available to Auburn users. B. R. Hunt, R. L. Lipsman, J. M. Rosenberg, K. R. Coombes, J. E. Osborn and G. J. Stuck, A Guide to MATLAB for Beginners and Experienced Users, Cambridge University Press, 2006. Search the web. Many programs with small number of variables can be downloaded free. Spring 2014, Feb 26 . . . ELEC 7770: Advanced VLSI Design (Agrawal) 39 A Circuit Optimization Problem Given: Circuit netlist Cell library with multiple versions for each cell Select cell versions to optimize a specified characteristic of the circuit. Typical characteristics are: Area Power Delay Spring 2014, Feb 26 . . . ELEC 7770: Advanced VLSI Design (Agrawal) 40 Example: Cell(X), X = 0 or 1 X: an integer variable for each gate. X=0 Delay = d Power = 3 × p X=1 Delay = 2 × d Power = 0.5 × p Cell delay = (1 – X) d + 2 X d Power = 3(1 – X) p + 0.5 X p Spring 2014, Feb 26 . . . ELEC 7770: Advanced VLSI Design (Agrawal) 41 ILP Model: Minimum Power & Delay Arrival time = T1 Ti kth Cell Arrival time = Tk Ti = signal arrival time at ith input; Ti = 0 for all PIs Tk = signal arrival time at cell output Tk ≥ Ti + (1 – Xk) dk + 2 Xk dk, for all i Where, dk = nominal delay of gate Xk = 0 or 1, specifies version of cell Minimize α TPO + ∑ [3(1 – Xk) pk + 0.5 Xk pk] all k Spring 2014, Feb 26 . . . ELEC 7770: Advanced VLSI Design (Agrawal) α is constant 42 Given Clock Specification Tj = 0, for all primary inputs j Tk ≤ clock period, for all primary outputs k Tk ≥ Ti + (1 – Xk) dk + 2 Xk dk, for all gates k Combinational Logic Register Register with input i Clock Spring 2014, Feb 26 . . . ELEC 7770: Advanced VLSI Design (Agrawal) 43 Minimum Power Design Minimize ∑ 3(1 – Xk) pk + 0.5 Xk pk all k where Spring 2014, Feb 26 . . . pk = nominal power consumption of kth cell ELEC 7770: Advanced VLSI Design (Agrawal) 44 Logic Minimization Consider a four-variable function, {2,4,6,8,9,10,12,13,15} Karnaugh map shows prime implicants (PI) found by Quine-McCluskey procedure. Find the minimum number of Pis to cover all minterms. A 1 EPI’s 1 1 1 1 D 1 C 1 1 1 B Non-EPI’s Spring 2014, Feb 26 . . . ELEC 7770: Advanced VLSI Design (Agrawal) Non-EPI’s 45 Select a Minimal Set of PI’s Covered by EPI → Minterm → 2 4 6 PI1 PI2 x PI3 x x 8 9 x x 10 x x x 12 13 15 x x x x PI4 x PI5 x PI6 x x x x x PI7 x x 1. First select essential prime implicants (EPIs). 2. Cover remaining minterms with smallest number of prime implicants (Pis). Spring 2014, Feb 26 . . . ELEC 7770: Advanced VLSI Design (Agrawal) 46 Cover Remaining Minterms Remaining minterms → 2 PI2 x PI3 x 4 6 10 x x PI4 x PI5 x PI6 x x Integer linear program (ILP): Define integer {0,1} variables, xk = 1, select PIk; xk = 0, do not select PIk. Minimize k xk, subject to following constraints: x2 + x3 ≥ 1 (cover minterm 2) x4 + x5 ≥ 1 (cover minterm 4) x2 + x4 ≥ 1 (cover minterm 6) x3 + x6 ≥ 1 (cover minterm 10) A solution is x3 = x4 = 1, x2 = x5 = x6 = 0 Spring 2014, Feb 26 . . . ELEC 7770: Advanced VLSI Design (Agrawal) 47 Minimized Function F(A,B,C,D) = = PI1 + PI3 + PI4 + PI7 AC +B CD +A BD + A B D A 1 EPI’s in MSOP 1 1 1 1 D 1 C 1 1 1 B Selected PIs Spring 2014, Feb 26 . . . ELEC 7770: Advanced VLSI Design (Agrawal) Pis not selected 48 Comb. Circuit Power Optimization Given a set of test vectors Reorder vectors to minimize the number of transitions at primary inputs 01010101 00110011 00001111 11 transitions Combinational circuit (tested by exhaustive vectors) 01111000 Rearranged vector set 00110011 00011110 Spring 2014, Feb 26 . . . produces 7 transitions ELEC 7770: Advanced VLSI Design (Agrawal) 49 Reducing Comb. Test Power Original tests: V1 V2 V3 V4 V5 1 1 0 0 0 1 0 1 0 0 1 0 1 0 1 1 0 1 1 1 10 input transitions Reordered tests: V1 V3 V5 V4 V2 1 0 0 0 1 1 1 0 0 0 1 1 1 0 0 1 1 1 1 0 5 input transitions Spring 2014, Feb 26 . . . 1 V1 3 4 V2 3 3 2 V4 2 1 V3 1 V5 2 Traveling salesperson problem (TSP) finds the shortest distance closed path (or cycle) to visit all nodes exactly once. But, we need an open loop solution. ELEC 7770: Advanced VLSI Design (Agrawal) 50 Open-Loop TSP 1 0 3 V1 0 0 2 3 V0 0 V4 4 V2 2 1 3 V3 1 V5 2 0 Add a node V0 at distance 0 from all other nodes. Solve TSP for the new graph. Delete V0 from the solution. Spring 2014, Feb 26 . . . ELEC 7770: Advanced VLSI Design (Agrawal) 51 Combinational Vector Ordering See: P. Wray, “Minimize test power for benchmark circuit c6288 by optimal ordering of vectors,” ELEC 6270 Class Project Report, Spring 2009, www.eng.auburn.edu/~vagrawal/COURSE/E6270_Spr09/PROJECT/WRAY/ TSP has exponential complexity; good heuristics are available. For other extensions: V. Dabholkar, S. Chakravarty, I Pomeranz and S. Reddy, “Techniques for Minimizing Power Dissipation in Scan and Combinational Circuits During Test Application,” IEEE Trans. CAD, vol. 17, no. 12, pp. 1325-1333, Dec. 1998. Typical average power saving: 30-50% 50-60% with vector repetition (to satisfy peak power) ? ? ? With inserted vectors (to satisfy peak power) Spring 2014, Feb 26 . . . ELEC 7770: Advanced VLSI Design (Agrawal) 52 Traveling Salesperson Problem A. V. Aho, J. E. Hopcroft anf J. D. Ullman, Data Structures and Algorithms, Reading, Massachusetts: Addison-Wesley, 1983. E. Horowitz and S. Sahni, Fundamentals of Computer Algorithms, Computer Science Press, 1984. B. R. Hunt, R. L. Lipsman, J. M. Rosenberg, K. R. Coombes, J. E. Osborn and G. J. Stuck, A Guide to MATLAB for Beginners and Experienced Users, Cambridge University Press, 2006. Spring 2014, Feb 26 . . . ELEC 7770: Advanced VLSI Design (Agrawal) 53