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askrene: use the new MCF solver

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Changelog-none: askrene: use the new MCF solver

Signed-off-by: Lagrang3 <lagrang3@protonmail.com>
This commit is contained in:
Lagrang3 2024-10-21 15:20:08 +01:00 • committed by Rusty Russell
parent 84a9476311
commit 937cf7a554
1 changed files with 124 additions and 515 deletions
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639
plugins/askrene/mcf.c
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@ -8,9 +8,11 @@
#include <common/utils.h> #include <common/utils.h>
#include <float.h> #include <float.h>
#include <math.h> #include <math.h>
#include <plugins/askrene/algorithm.h>
#include <plugins/askrene/askrene.h> #include <plugins/askrene/askrene.h>
#include <plugins/askrene/dijkstra.h> #include <plugins/askrene/dijkstra.h>
#include <plugins/askrene/flow.h> #include <plugins/askrene/flow.h>
#include <plugins/askrene/graph.h>
#include <plugins/askrene/mcf.h> #include <plugins/askrene/mcf.h>
#include <plugins/libplugin.h> #include <plugins/libplugin.h>
#include <stdint.h> #include <stdint.h>
@ -163,7 +165,6 @@
static const double CHANNEL_PIVOTS[]={0,0.5,0.8,0.95}; static const double CHANNEL_PIVOTS[]={0,0.5,0.8,0.95};
static const s64 INFINITE = INT64_MAX; static const s64 INFINITE = INT64_MAX;
static const u32 INVALID_INDEX = 0xffffffff;
static const s64 MU_MAX = 100; static const s64 MU_MAX = 100;
/* Let's try this encoding of arcs: /* Let's try this encoding of arcs:
@ -234,10 +235,6 @@ static const s64 MU_MAX = 100;
* [ 0 1 2 3 4 5 6 ... 31 ] * [ 0 1 2 3 4 5 6 ... 31 ]
* dual part chandir chanidx * dual part chandir chanidx
*/ */
struct arc {
u32 idx;
};
#define ARC_DUAL_BITOFF (0) #define ARC_DUAL_BITOFF (0)
#define ARC_PART_BITOFF (1) #define ARC_PART_BITOFF (1)
#define ARC_CHANDIR_BITOFF (1 + PARTS_BITS) #define ARC_CHANDIR_BITOFF (1 + PARTS_BITS)
@ -304,19 +301,12 @@ struct pay_parameters {
* capacity; these quantities remain constant during MCF execution. */ * capacity; these quantities remain constant during MCF execution. */
struct linear_network struct linear_network
{ {
u32 *arc_tail_node; struct graph *graph;
// notice that a tail node is not needed,
// because the tail of arc is the head of dual(arc)
struct arc *node_adjacency_next_arc;
struct arc *node_adjacency_first_arc;
// probability and fee cost associated to an arc // probability and fee cost associated to an arc
double *arc_prob_cost; double *arc_prob_cost;
s64 *arc_fee_cost; s64 *arc_fee_cost;
s64 *capacity; s64 *capacity;
size_t max_num_arcs,max_num_nodes;
}; };
/* This is the structure that keeps track of the network properties while we /* This is the structure that keeps track of the network properties while we
@ -330,78 +320,22 @@ struct residual_network {
/* potential function on nodes */ /* potential function on nodes */
s64 *potential; s64 *potential;
};
/* Helper function. /* auxiliary data, the excess of flow on nodes */
* Given an arc idx, return the dual's idx in the residual network. */ s64 *excess;
static struct arc arc_dual(struct arc arc) };
{
arc.idx ^= (1U << ARC_DUAL_BITOFF);
return arc;
}
/* Helper function. */
static bool arc_is_dual(struct arc arc)
{
bool dual;
arc_to_parts(arc, NULL, NULL, NULL, &dual);
return dual;
}
/* Helper function. /* Helper function.
* Given an arc of the network (not residual) give me the flow. */ * Given an arc of the network (not residual) give me the flow. */
static s64 get_arc_flow( static s64 get_arc_flow(
const struct residual_network *network, const struct residual_network *network,
const struct graph *graph,
const struct arc arc) const struct arc arc)
{ {
assert(!arc_is_dual(arc)); assert(!arc_is_dual(graph, arc));
assert(arc_dual(arc).idx < tal_count(network->cap)); struct arc dual = arc_dual(graph, arc);
return network->cap[ arc_dual(arc).idx ]; assert(dual.idx < tal_count(network->cap));
} return network->cap[dual.idx];
/* Helper function.
* Given an arc idx, return the node from which this arc emanates in the residual network. */
static u32 arc_tail(const struct linear_network *linear_network,
const struct arc arc)
{
assert(arc.idx < linear_network->max_num_arcs);
return linear_network->arc_tail_node[ arc.idx ];
}
/* Helper function.
* Given an arc idx, return the node that this arc is pointing to in the residual network. */
static u32 arc_head(const struct linear_network *linear_network,
const struct arc arc)
{
const struct arc dual = arc_dual(arc);
assert(dual.idx < linear_network->max_num_arcs);
return linear_network->arc_tail_node[dual.idx];
}
/* Helper function.
* Given node idx `node`, return the idx of the first arc whose tail is `node`.
* */
static struct arc node_adjacency_begin(
const struct linear_network * linear_network,
const u32 node)
{
assert(node < linear_network->max_num_nodes);
return linear_network->node_adjacency_first_arc[node];
}
/* Helper function.
* Is this the end of the adjacency list. */
static bool node_adjacency_end(const struct arc arc)
{
return arc.idx == INVALID_INDEX;
}
/* Helper function.
* Given node idx `node` and `arc`, returns the idx of the next arc whose tail is `node`. */
static struct arc node_adjacency_next(
const struct linear_network *linear_network,
const struct arc arc)
{
assert(arc.idx < linear_network->max_num_arcs);
return linear_network->node_adjacency_next_arc[arc.idx];
} }
/* Set *capacity to value, up to *cap_on_capacity. Reduce cap_on_capacity */ /* Set *capacity to value, up to *cap_on_capacity. Reduce cap_on_capacity */
@ -456,6 +390,8 @@ alloc_residual_network(const tal_t *ctx, const size_t max_num_nodes,
residual_network->cost = tal_arrz(residual_network, s64, max_num_arcs); residual_network->cost = tal_arrz(residual_network, s64, max_num_arcs);
residual_network->potential = residual_network->potential =
tal_arrz(residual_network, s64, max_num_nodes); tal_arrz(residual_network, s64, max_num_nodes);
residual_network->excess =
tal_arrz(residual_network, s64, max_num_nodes);
return residual_network; return residual_network;
} }
@ -464,23 +400,25 @@ static void init_residual_network(
const struct linear_network * linear_network, const struct linear_network * linear_network,
struct residual_network* residual_network) struct residual_network* residual_network)
{ {
const size_t max_num_arcs = linear_network->max_num_arcs; const struct graph *graph = linear_network->graph;
const size_t max_num_nodes = linear_network->max_num_nodes; const size_t max_num_arcs = graph_max_num_arcs(graph);
const size_t max_num_nodes = graph_max_num_nodes(graph);
for(struct arc arc = {0};arc.idx < max_num_arcs; ++arc.idx) for (struct arc arc = {.idx = 0}; arc.idx < max_num_arcs; ++arc.idx) {
{ if (arc_is_dual(graph, arc) || !arc_enabled(graph, arc))
if(arc_is_dual(arc))
continue; continue;
struct arc dual = arc_dual(arc); struct arc dual = arc_dual(graph, arc);
residual_network->cap[arc.idx]=linear_network->capacity[arc.idx]; residual_network->cap[arc.idx] =
residual_network->cap[dual.idx]=0; linear_network->capacity[arc.idx];
residual_network->cap[dual.idx] = 0;
residual_network->cost[arc.idx]=residual_network->cost[dual.idx]=0; residual_network->cost[arc.idx] =
residual_network->cost[dual.idx] = 0;
} }
for(u32 i=0;i<max_num_nodes;++i) for (u32 i = 0; i < max_num_nodes; ++i) {
{ residual_network->potential[i] = 0;
residual_network->potential[i]=0; residual_network->excess[i] = 0;
} }
} }
@ -505,14 +443,16 @@ static int cmp_double(const double *a, const double *b, void *unused)
static double get_median_ratio(const tal_t *working_ctx, static double get_median_ratio(const tal_t *working_ctx,
const struct linear_network* linear_network) const struct linear_network* linear_network)
{ {
u64 *u64_arr = tal_arr(working_ctx, u64, linear_network->max_num_arcs/2); const struct graph *graph = linear_network->graph;
double *double_arr = tal_arr(working_ctx, double, linear_network->max_num_arcs/2); const size_t max_num_arcs = graph_max_num_arcs(graph);
u64 *u64_arr = tal_arr(working_ctx, u64, max_num_arcs);
double *double_arr = tal_arr(working_ctx, double, max_num_arcs);
size_t n = 0; size_t n = 0;
for (struct arc arc = {0};arc.idx < linear_network->max_num_arcs; ++arc.idx) { for (struct arc arc = {.idx=0};arc.idx < max_num_arcs; ++arc.idx) {
if (arc_is_dual(arc)) if (arc_is_dual(graph, arc) || !arc_enabled(graph, arc))
continue; continue;
assert(n < linear_network->max_num_arcs/2); assert(n < max_num_arcs/2);
u64_arr[n] = linear_network->arc_fee_cost[arc.idx]; u64_arr[n] = linear_network->arc_fee_cost[arc.idx];
double_arr[n] = linear_network->arc_prob_cost[arc.idx]; double_arr[n] = linear_network->arc_prob_cost[arc.idx];
n++; n++;
@ -539,10 +479,12 @@ static void combine_cost_function(
* Scale by ratio of (positive) medians. */ * Scale by ratio of (positive) medians. */
const double k = get_median_ratio(working_ctx, linear_network); const double k = get_median_ratio(working_ctx, linear_network);
const double ln_30 = log(30); const double ln_30 = log(30);
const struct graph *graph = linear_network->graph;
const size_t max_num_arcs = graph_max_num_arcs(graph);
for(struct arc arc = {0};arc.idx < linear_network->max_num_arcs; ++arc.idx) for(struct arc arc = {.idx=0};arc.idx < max_num_arcs; ++arc.idx)
{ {
if(arc_tail(linear_network,arc)==INVALID_INDEX) if (!arc_enabled(graph, arc))
continue; continue;
const double pcost = linear_network->arc_prob_cost[arc.idx]; const double pcost = linear_network->arc_prob_cost[arc.idx];
@ -573,21 +515,6 @@ static void combine_cost_function(
} }
} }
static void linear_network_add_adjacenct_arc(
struct linear_network *linear_network,
const u32 node_idx,
const struct arc arc)
{
assert(arc.idx < linear_network->max_num_arcs);
linear_network->arc_tail_node[arc.idx] = node_idx;
assert(node_idx < linear_network->max_num_nodes);
const struct arc first_arc = linear_network->node_adjacency_first_arc[node_idx];
linear_network->node_adjacency_next_arc[arc.idx]=first_arc;
linear_network->node_adjacency_first_arc[node_idx]=arc;
}
/* Get the fee cost associated to this directed channel. /* Get the fee cost associated to this directed channel.
* Cost is expressed as PPM of the payment. * Cost is expressed as PPM of the payment.
* *
@ -651,20 +578,8 @@ init_linear_network(const tal_t *ctx, const struct pay_parameters *params)
const size_t max_num_arcs = max_num_chans * ARCS_PER_CHANNEL; const size_t max_num_arcs = max_num_chans * ARCS_PER_CHANNEL;
const size_t max_num_nodes = gossmap_max_node_idx(gossmap); const size_t max_num_nodes = gossmap_max_node_idx(gossmap);
linear_network->max_num_arcs = max_num_arcs; linear_network->graph =
linear_network->max_num_nodes = max_num_nodes; graph_new(ctx, max_num_nodes, max_num_arcs, ARC_DUAL_BITOFF);
linear_network->arc_tail_node = tal_arr(linear_network,u32,max_num_arcs);
for(size_t i=0;i<max_num_arcs;++i)
linear_network->arc_tail_node[i]=INVALID_INDEX;
linear_network->node_adjacency_next_arc = tal_arr(linear_network,struct arc,max_num_arcs);
for(size_t i=0;i<max_num_arcs;++i)
linear_network->node_adjacency_next_arc[i].idx=INVALID_INDEX;
linear_network->node_adjacency_first_arc = tal_arr(linear_network,struct arc,max_num_nodes);
for(size_t i=0;i<max_num_nodes;++i)
linear_network->node_adjacency_first_arc[i].idx=INVALID_INDEX;
linear_network->arc_prob_cost = tal_arr(linear_network,double,max_num_arcs); linear_network->arc_prob_cost = tal_arr(linear_network,double,max_num_arcs);
for(size_t i=0;i<max_num_arcs;++i) for(size_t i=0;i<max_num_arcs;++i)
@ -722,25 +637,24 @@ init_linear_network(const tal_t *ctx, const struct pay_parameters *params)
// when the `i` hits the `next` node. // when the `i` hits the `next` node.
for(size_t k=0;k<CHANNEL_PARTS;++k) for(size_t k=0;k<CHANNEL_PARTS;++k)
{ {
// if(capacity[k]==0)continue; /* FIXME: Can we prune arcs with 0 capacity?
* if(capacity[k]==0)continue; */
struct arc arc = arc_from_parts(chan_id, half, k, false); struct arc arc = arc_from_parts(chan_id, half, k, false);
linear_network_add_adjacenct_arc(linear_network,node_id,arc); graph_add_arc(linear_network->graph, arc,
node_obj(node_id),
node_obj(next_id));
linear_network->capacity[arc.idx] = capacity[k]; linear_network->capacity[arc.idx] = capacity[k];
linear_network->arc_prob_cost[arc.idx] = prob_cost[k]; linear_network->arc_prob_cost[arc.idx] = prob_cost[k];
linear_network->arc_fee_cost[arc.idx] = fee_cost; linear_network->arc_fee_cost[arc.idx] = fee_cost;
// + the respective dual // + the respective dual
struct arc dual = arc_dual(arc); struct arc dual = arc_dual(linear_network->graph, arc);
linear_network_add_adjacenct_arc(linear_network,next_id,dual);
linear_network->capacity[dual.idx] = 0; linear_network->capacity[dual.idx] = 0;
linear_network->arc_prob_cost[dual.idx] = -prob_cost[k]; linear_network->arc_prob_cost[dual.idx] = -prob_cost[k];
linear_network->arc_fee_cost[dual.idx] = -fee_cost; linear_network->arc_fee_cost[dual.idx] = -fee_cost;
} }
} }
@ -749,321 +663,6 @@ init_linear_network(const tal_t *ctx, const struct pay_parameters *params)
return linear_network; return linear_network;
} }
// TODO(eduardo): unit test this
/* Finds an admissible path from source to target, traversing arcs in the
* residual network with capacity greater than 0.
* The path is encoded into prev, which contains the idx of the arcs that are
* traversed. */
/* Note we eschew tmpctx here, as this can be called multiple times! */
static bool
find_admissible_path(const tal_t *working_ctx,
const struct linear_network *linear_network,
const struct residual_network *residual_network,
const u32 source, const u32 target, struct arc *prev)
{
bool target_found = false;
/* Simple linear queue of node indexes */
u32 *queue = tal_arr(working_ctx, u32, linear_network->max_num_arcs);
size_t qstart, qend, prev_len = tal_count(prev);
for(size_t i=0;i<prev_len;++i)
prev[i].idx=INVALID_INDEX;
// The graph is dense, and the farthest node is just a few hops away,
// hence let's BFS search.
queue[0] = source;
qstart = 0;
qend = 1;
while (qstart < qend) {
u32 cur = queue[qstart++];
if(cur==target)
{
target_found = true;
break;
}
for(struct arc arc = node_adjacency_begin(linear_network,cur);
!node_adjacency_end(arc);
arc = node_adjacency_next(linear_network,arc))
{
// check if this arc is traversable
if(residual_network->cap[arc.idx] <= 0)
continue;
u32 next = arc_head(linear_network,arc);
assert(next < prev_len);
// if that node has been seen previously
if(prev[next].idx!=INVALID_INDEX)
continue;
prev[next] = arc;
assert(qend < linear_network->max_num_arcs);
queue[qend++] = next;
}
}
return target_found;
}
/* Get the max amount of flow one can send from source to target along the path
* encoded in `prev`. */
static s64 get_augmenting_flow(
const struct linear_network* linear_network,
const struct residual_network *residual_network,
const u32 source,
const u32 target,
const struct arc *prev)
{
s64 flow = INFINITE;
u32 cur = target;
while(cur!=source)
{
assert(cur<tal_count(prev));
const struct arc arc = prev[cur];
flow = MIN(flow , residual_network->cap[arc.idx]);
// we are traversing in the opposite direction to the flow,
// hence the next node is at the tail of the arc.
cur = arc_tail(linear_network,arc);
}
assert(flow<INFINITE && flow>0);
return flow;
}
/* Augment a `flow` amount along the path defined by `prev`.*/
static void augment_flow(
const struct linear_network *linear_network,
struct residual_network *residual_network,
const u32 source,
const u32 target,
const struct arc *prev,
s64 flow)
{
u32 cur = target;
while(cur!=source)
{
assert(cur < tal_count(prev));
const struct arc arc = prev[cur];
const struct arc dual = arc_dual(arc);
assert(arc.idx < tal_count(residual_network->cap));
assert(dual.idx < tal_count(residual_network->cap));
residual_network->cap[arc.idx] -= flow;
residual_network->cap[dual.idx] += flow;
assert(residual_network->cap[arc.idx] >=0 );
// we are traversing in the opposite direction to the flow,
// hence the next node is at the tail of the arc.
cur = arc_tail(linear_network,arc);
}
}
// TODO(eduardo): unit test this
/* Finds any flow that satisfy the capacity and balance constraints of the
* uncertainty network. For the balance function condition we have:
* balance(source) = - balance(target) = amount
* balance(node) = 0 , for every other node
* Returns an error code if no feasible flow is found.
*
* 13/04/2023 This implementation uses a simple augmenting path approach.
* */
static bool find_feasible_flow(const tal_t *working_ctx,
const struct linear_network *linear_network,
struct residual_network *residual_network,
const u32 source, const u32 target, s64 amount)
{
assert(amount>=0);
/* path information
* prev: is the id of the arc that lead to the node. */
struct arc *prev = tal_arr(working_ctx,struct arc,linear_network->max_num_nodes);
while(amount>0)
{
// find a path from source to target
if (!find_admissible_path(working_ctx,
linear_network,
residual_network, source, target,
prev)) {
return false;
}
// traverse the path and see how much flow we can send
s64 delta = get_augmenting_flow(linear_network,
residual_network,
source,target,prev);
// commit that flow to the path
delta = MIN(amount,delta);
assert(delta>0 && delta<=amount);
augment_flow(linear_network,residual_network,source,target,prev,delta);
amount -= delta;
}
return true;
}
// TODO(eduardo): unit test this
/* Similar to `find_admissible_path` but use Dijkstra to optimize the distance
* label. Stops when the target is hit. */
static bool find_optimal_path(const tal_t *working_ctx,
struct dijkstra *dijkstra,
const struct linear_network *linear_network,
const struct residual_network *residual_network,
const u32 source, const u32 target,
struct arc *prev)
{
bool target_found = false;
bitmap *visited = tal_arrz(working_ctx, bitmap,
BITMAP_NWORDS(linear_network->max_num_nodes));
for(size_t i=0;i<tal_count(prev);++i)
prev[i].idx=INVALID_INDEX;
const s64 *const distance=dijkstra_distance_data(dijkstra);
dijkstra_init(dijkstra);
dijkstra_update(dijkstra,source,0);
while(!dijkstra_empty(dijkstra))
{
u32 cur = dijkstra_top(dijkstra);
dijkstra_pop(dijkstra);
if(bitmap_test_bit(visited,cur))
continue;
bitmap_set_bit(visited,cur);
if(cur==target)
{
target_found = true;
break;
}
for(struct arc arc = node_adjacency_begin(linear_network,cur);
!node_adjacency_end(arc);
arc = node_adjacency_next(linear_network,arc))
{
// check if this arc is traversable
if(residual_network->cap[arc.idx] <= 0)
continue;
u32 next = arc_head(linear_network,arc);
s64 cij = residual_network->cost[arc.idx]
- residual_network->potential[cur]
+ residual_network->potential[next];
// Dijkstra only works with non-negative weights
assert(cij>=0);
if(distance[next]<=distance[cur]+cij)
continue;
dijkstra_update(dijkstra,next,distance[cur]+cij);
prev[next]=arc;
}
}
return target_found;
}
/* Set zero flow in the residual network. */
static void zero_flow(
const struct linear_network *linear_network,
struct residual_network *residual_network)
{
for(u32 node=0;node<linear_network->max_num_nodes;++node)
{
residual_network->potential[node]=0;
for(struct arc arc=node_adjacency_begin(linear_network,node);
!node_adjacency_end(arc);
arc = node_adjacency_next(linear_network,arc))
{
if(arc_is_dual(arc))continue;
struct arc dual = arc_dual(arc);
residual_network->cap[arc.idx] = linear_network->capacity[arc.idx];
residual_network->cap[dual.idx] = 0;
}
}
}
// TODO(eduardo): unit test this
/* Starting from a feasible flow (satisfies the balance and capacity
* constraints), find a solution that minimizes the network->cost function.
*
* TODO(eduardo) The MCF must be called several times until we get a good
* compromise between fees and probabilities. Instead of re-computing the MCF at
* each step, we might use the previous flow result, which is not optimal in the
* current iteration but I might be not too far from the truth.
* It comes to mind to use cycle cancelling. */
static bool optimize_mcf(const tal_t *working_ctx,
struct dijkstra *dijkstra,
const struct linear_network *linear_network,
struct residual_network *residual_network,
const u32 source, const u32 target, const s64 amount)
{
assert(amount>=0);
zero_flow(linear_network,residual_network);
struct arc *prev = tal_arr(working_ctx,struct arc,linear_network->max_num_nodes);
const s64 *const distance = dijkstra_distance_data(dijkstra);
s64 remaining_amount = amount;
while(remaining_amount>0)
{
if (!find_optimal_path(working_ctx, dijkstra, linear_network,
residual_network, source, target, prev)) {
return false;
}
// traverse the path and see how much flow we can send
s64 delta = get_augmenting_flow(linear_network,residual_network,source,target,prev);
// commit that flow to the path
delta = MIN(remaining_amount,delta);
assert(delta>0 && delta<=remaining_amount);
augment_flow(linear_network,residual_network,source,target,prev,delta);
remaining_amount -= delta;
// update potentials
for(u32 n=0;n<linear_network->max_num_nodes;++n)
{
// see page 323 of Ahuja-Magnanti-Orlin
residual_network->potential[n] -= MIN(distance[target],distance[n]);
/* Notice:
* if node i is permanently labeled we have
* d_i<=d_t
* which implies
* MIN(d_i,d_t) = d_i
* if node i is temporarily labeled we have
* d_i>=d_t
* which implies
* MIN(d_i,d_t) = d_t
* */
}
}
return true;
}
// flow on directed channels // flow on directed channels
struct chan_flow struct chan_flow
{ {
@ -1074,11 +673,11 @@ struct chan_flow
* positive balance (returns a node idx with positive balance) * positive balance (returns a node idx with positive balance)
* or we discover a cycle (returns a node idx with 0 balance). * or we discover a cycle (returns a node idx with 0 balance).
* */ * */
static u32 find_path_or_cycle( static struct node find_path_or_cycle(
const tal_t *working_ctx, const tal_t *working_ctx,
const struct gossmap *gossmap, const struct gossmap *gossmap,
const struct chan_flow *chan_flow, const struct chan_flow *chan_flow,
const u32 start_idx, const struct node source,
const s64 *balance, const s64 *balance,
const struct gossmap_chan **prev_chan, const struct gossmap_chan **prev_chan,
@ -1088,8 +687,8 @@ static u32 find_path_or_cycle(
const size_t max_num_nodes = gossmap_max_node_idx(gossmap); const size_t max_num_nodes = gossmap_max_node_idx(gossmap);
bitmap *visited = bitmap *visited =
tal_arrz(working_ctx, bitmap, BITMAP_NWORDS(max_num_nodes)); tal_arrz(working_ctx, bitmap, BITMAP_NWORDS(max_num_nodes));
u32 final_idx = start_idx; u32 final_idx = source.idx;
bitmap_set_bit(visited, start_idx); bitmap_set_bit(visited, final_idx);
/* It is guaranteed to halt, because we either find a node with /* It is guaranteed to halt, because we either find a node with
* balance[]>0 or we hit a node twice and we stop. */ * balance[]>0 or we hit a node twice and we stop. */
@ -1110,9 +709,9 @@ static u32 find_path_or_cycle(
/* follow the flow */ /* follow the flow */
if (chan_flow[c_idx].half[dir] > 0) { if (chan_flow[c_idx].half[dir] > 0) {
const struct gossmap_node *next = const struct gossmap_node *n =
gossmap_nth_node(gossmap, c, !dir); gossmap_nth_node(gossmap, c, !dir);
u32 next_idx = gossmap_node_idx(gossmap, next); u32 next_idx = gossmap_node_idx(gossmap, n);
prev_dir[next_idx] = dir; prev_dir[next_idx] = dir;
prev_chan[next_idx] = c; prev_chan[next_idx] = c;
@ -1135,7 +734,7 @@ static u32 find_path_or_cycle(
} }
bitmap_set_bit(visited, updated_idx); bitmap_set_bit(visited, updated_idx);
} }
return final_idx; return node_obj(final_idx);
} }
struct list_data struct list_data
@ -1149,20 +748,21 @@ struct list_data
* the channels allocation. */ * the channels allocation. */
static struct flow *substract_flow(const tal_t *ctx, static struct flow *substract_flow(const tal_t *ctx,
const struct gossmap *gossmap, const struct gossmap *gossmap,
const u32 start_idx, const u32 final_idx, const struct node source,
const struct node sink,
s64 *balance, struct chan_flow *chan_flow, s64 *balance, struct chan_flow *chan_flow,
const u32 *prev_idx, const int *prev_dir, const u32 *prev_idx, const int *prev_dir,
const struct gossmap_chan *const *prev_chan) const struct gossmap_chan *const *prev_chan)
{ {
assert(balance[start_idx] < 0); assert(balance[source.idx] < 0);
assert(balance[final_idx] > 0); assert(balance[sink.idx] > 0);
s64 delta = -balance[start_idx]; s64 delta = -balance[source.idx];
size_t length = 0; size_t length = 0;
delta = MIN(delta, balance[final_idx]); delta = MIN(delta, balance[sink.idx]);
/* We can only walk backwards, now get me the legth of the path and the /* We can only walk backwards, now get me the legth of the path and the
* max flow we can send through this route. */ * max flow we can send through this route. */
for (u32 cur_idx = final_idx; cur_idx != start_idx; for (u32 cur_idx = sink.idx; cur_idx != source.idx;
cur_idx = prev_idx[cur_idx]) { cur_idx = prev_idx[cur_idx]) {
assert(cur_idx != INVALID_INDEX); assert(cur_idx != INVALID_INDEX);
const int dir = prev_dir[cur_idx]; const int dir = prev_dir[cur_idx];
@ -1183,9 +783,9 @@ static struct flow *substract_flow(const tal_t *ctx,
/* Walk again and substract the flow value (delta). */ /* Walk again and substract the flow value (delta). */
assert(delta > 0); assert(delta > 0);
balance[start_idx] += delta; balance[source.idx] += delta;
balance[final_idx] -= delta; balance[sink.idx] -= delta;
for (u32 cur_idx = final_idx; cur_idx != start_idx; for (u32 cur_idx = sink.idx; cur_idx != source.idx;
cur_idx = prev_idx[cur_idx]) { cur_idx = prev_idx[cur_idx]) {
const int dir = prev_dir[cur_idx]; const int dir = prev_dir[cur_idx];
const struct gossmap_chan *const chan = prev_chan[cur_idx]; const struct gossmap_chan *const chan = prev_chan[cur_idx];
@ -1204,7 +804,8 @@ static struct flow *substract_flow(const tal_t *ctx,
} }
/* Substract a flow cycle from the channel allocation. */ /* Substract a flow cycle from the channel allocation. */
static void substract_cycle(const struct gossmap *gossmap, const u32 final_idx, static void substract_cycle(const struct gossmap *gossmap,
const struct node sink,
struct chan_flow *chan_flow, const u32 *prev_idx, struct chan_flow *chan_flow, const u32 *prev_idx,
const int *prev_dir, const int *prev_dir,
const struct gossmap_chan *const *prev_chan) const struct gossmap_chan *const *prev_chan)
@ -1213,7 +814,7 @@ static void substract_cycle(const struct gossmap *gossmap, const u32 final_idx,
u32 cur_idx; u32 cur_idx;
/* Compute greatest flow in this cycle. */ /* Compute greatest flow in this cycle. */
for (cur_idx = final_idx; cur_idx!=INVALID_INDEX;) { for (cur_idx = sink.idx; cur_idx!=INVALID_INDEX;) {
const int dir = prev_dir[cur_idx]; const int dir = prev_dir[cur_idx];
const struct gossmap_chan *const chan = prev_chan[cur_idx]; const struct gossmap_chan *const chan = prev_chan[cur_idx];
const u32 chan_idx = gossmap_chan_idx(gossmap, chan); const u32 chan_idx = gossmap_chan_idx(gossmap, chan);
@ -1221,17 +822,17 @@ static void substract_cycle(const struct gossmap *gossmap, const u32 final_idx,
delta = MIN(delta, chan_flow[chan_idx].half[dir]); delta = MIN(delta, chan_flow[chan_idx].half[dir]);
cur_idx = prev_idx[cur_idx]; cur_idx = prev_idx[cur_idx];
if (cur_idx == final_idx) if (cur_idx == sink.idx)
/* we have come back full circle */ /* we have come back full circle */
break; break;
} }
assert(cur_idx==final_idx); assert(cur_idx==sink.idx);
/* Walk again and substract the flow value (delta). */ /* Walk again and substract the flow value (delta). */
assert(delta < INFINITE); assert(delta < INFINITE);
assert(delta > 0); assert(delta > 0);
for (cur_idx = final_idx;cur_idx!=INVALID_INDEX;) { for (cur_idx = sink.idx;cur_idx!=INVALID_INDEX;) {
const int dir = prev_dir[cur_idx]; const int dir = prev_dir[cur_idx];
const struct gossmap_chan *const chan = prev_chan[cur_idx]; const struct gossmap_chan *const chan = prev_chan[cur_idx];
const u32 chan_idx = gossmap_chan_idx(gossmap, chan); const u32 chan_idx = gossmap_chan_idx(gossmap, chan);
@ -1239,11 +840,11 @@ static void substract_cycle(const struct gossmap *gossmap, const u32 final_idx,
chan_flow[chan_idx].half[dir] -= delta; chan_flow[chan_idx].half[dir] -= delta;
cur_idx = prev_idx[cur_idx]; cur_idx = prev_idx[cur_idx];
if (cur_idx == final_idx) if (cur_idx == sink.idx)
/* we have come back full circle */ /* we have come back full circle */
break; break;
} }
assert(cur_idx==final_idx); assert(cur_idx==sink.idx);
} }
/* Given a flow in the residual network, build a set of payment flows in the /* Given a flow in the residual network, build a set of payment flows in the
@ -1268,7 +869,7 @@ get_flow_paths(const tal_t *ctx,
int *prev_dir = tal_arr(working_ctx,int,max_num_nodes); int *prev_dir = tal_arr(working_ctx,int,max_num_nodes);
u32 *prev_idx = tal_arr(working_ctx,u32,max_num_nodes); u32 *prev_idx = tal_arr(working_ctx, u32, max_num_nodes);
for (u32 node_idx = 0; node_idx < max_num_nodes; node_idx++) for (u32 node_idx = 0; node_idx < max_num_nodes; node_idx++)
prev_idx[node_idx] = INVALID_INDEX; prev_idx[node_idx] = INVALID_INDEX;
@ -1276,56 +877,52 @@ get_flow_paths(const tal_t *ctx,
// Convert the arc based residual network flow into a flow in the // Convert the arc based residual network flow into a flow in the
// directed channel network. // directed channel network.
// Compute balance on the nodes. // Compute balance on the nodes.
for(u32 n = 0;n<max_num_nodes;++n) const struct graph *graph = linear_network->graph;
{ for (struct node n = {.idx = 0}; n.idx < max_num_nodes; n.idx++) {
for(struct arc arc = node_adjacency_begin(linear_network,n); for(struct arc arc = node_adjacency_begin(graph,n);
!node_adjacency_end(arc); !node_adjacency_end(arc);
arc = node_adjacency_next(linear_network,arc)) arc = node_adjacency_next(graph,arc))
{ {
if(arc_is_dual(arc)) if(arc_is_dual(graph, arc))
continue; continue;
u32 m = arc_head(linear_network,arc); struct node m = arc_head(graph,arc);
s64 flow = get_arc_flow(residual_network,arc); s64 flow = get_arc_flow(residual_network,
graph, arc);
u32 chanidx; u32 chanidx;
int chandir; int chandir;
balance[n] -= flow; balance[n.idx] -= flow;
balance[m] += flow; balance[m.idx] += flow;
arc_to_parts(arc, &chanidx, &chandir, NULL, NULL); arc_to_parts(arc, &chanidx, &chandir, NULL, NULL);
chan_flow[chanidx].half[chandir] +=flow; chan_flow[chanidx].half[chandir] +=flow;
} }
} }
// Select all nodes with negative balance and find a flow that reaches a // Select all nodes with negative balance and find a flow that reaches a
// positive balance node. // positive balance node.
for(u32 node_idx=0;node_idx<max_num_nodes;++node_idx) for (struct node source = {.idx = 0}; source.idx < max_num_nodes;
{ source.idx++) {
// this node has negative balance, flows leaves from here // this node has negative balance, flows leaves from here
while(balance[node_idx]<0) while (balance[source.idx] < 0) {
{ prev_chan[source.idx] = NULL;
prev_chan[node_idx] = NULL; struct node sink = find_path_or_cycle(
u32 final_idx = find_path_or_cycle( working_ctx, rq->gossmap, chan_flow, source,
working_ctx, balance, prev_chan, prev_dir, prev_idx);
rq->gossmap, chan_flow, node_idx, balance,
prev_chan, prev_dir, prev_idx);
if (balance[final_idx] > 0) if (balance[sink.idx] > 0)
/* case 1. found a path */ /* case 1. found a path */
{ {
struct flow *fp = substract_flow( struct flow *fp = substract_flow(
flows, rq->gossmap, node_idx, final_idx, flows, rq->gossmap, source, sink, balance,
balance, chan_flow, prev_idx, prev_dir, chan_flow, prev_idx, prev_dir, prev_chan);
prev_chan);
tal_arr_expand(&flows, fp); tal_arr_expand(&flows, fp);
} else } else
/* case 2. found a cycle */ /* case 2. found a cycle */
{ {
substract_cycle(rq->gossmap, final_idx, substract_cycle(rq->gossmap, sink, chan_flow,
chan_flow, prev_idx, prev_dir, prev_idx, prev_dir, prev_chan);
prev_chan);
} }
} }
} }
@ -1357,7 +954,6 @@ struct flow **minflow(const tal_t *ctx,
* as we can be called multiple times without cleaning tmpctx! */ * as we can be called multiple times without cleaning tmpctx! */
tal_t *working_ctx = tal(NULL, char); tal_t *working_ctx = tal(NULL, char);
struct pay_parameters *params = tal(working_ctx, struct pay_parameters); struct pay_parameters *params = tal(working_ctx, struct pay_parameters);
struct dijkstra *dijkstra;
params->rq = rq; params->rq = rq;
params->source = source; params->source = source;
@ -1373,9 +969,6 @@ struct flow **minflow(const tal_t *ctx,
params->cost_fraction[i]= params->cost_fraction[i]=
log((1-CHANNEL_PIVOTS[i-1])/(1-CHANNEL_PIVOTS[i])) log((1-CHANNEL_PIVOTS[i-1])/(1-CHANNEL_PIVOTS[i]))
/params->cap_fraction[i]; /params->cap_fraction[i];
// printf("channel part: %ld, fraction: %lf, cost_fraction: %lf\n",
// i,params->cap_fraction[i],params->cost_fraction[i]);
} }
params->delay_feefactor = delay_feefactor; params->delay_feefactor = delay_feefactor;
@ -1383,13 +976,14 @@ struct flow **minflow(const tal_t *ctx,
// build the uncertainty network with linearization and residual arcs // build the uncertainty network with linearization and residual arcs
struct linear_network *linear_network= init_linear_network(working_ctx, params); struct linear_network *linear_network= init_linear_network(working_ctx, params);
const struct graph *graph = linear_network->graph;
const size_t max_num_arcs = graph_max_num_arcs(graph);
const size_t max_num_nodes = graph_max_num_nodes(graph);
struct residual_network *residual_network = struct residual_network *residual_network =
alloc_residual_network(working_ctx, linear_network->max_num_nodes, alloc_residual_network(working_ctx, max_num_nodes, max_num_arcs);
linear_network->max_num_arcs);
dijkstra = dijkstra_new(working_ctx, gossmap_max_node_idx(rq->gossmap));
const u32 target_idx = gossmap_node_idx(rq->gossmap,target); const struct node dst = {.idx = gossmap_node_idx(rq->gossmap, target)};
const u32 source_idx = gossmap_node_idx(rq->gossmap,source); const struct node src = {.idx = gossmap_node_idx(rq->gossmap, source)};
init_residual_network(linear_network,residual_network); init_residual_network(linear_network,residual_network);
@ -1409,20 +1003,25 @@ struct flow **minflow(const tal_t *ctx,
* flow units. */ * flow units. */
const u64 pay_amount_sats = (params->amount.millisatoshis + 999)/1000; /* Raw: minflow */ const u64 pay_amount_sats = (params->amount.millisatoshis + 999)/1000; /* Raw: minflow */
if (!find_feasible_flow(working_ctx, linear_network, residual_network, if (!simple_feasibleflow(working_ctx, linear_network->graph, src, dst,
source_idx, target_idx, pay_amount_sats)) { residual_network->cap, pay_amount_sats)) {
tal_free(working_ctx); rq_log(tmpctx, rq, LOG_INFORM,
return NULL; "%s failed: unable to find a feasible flow.", __func__);
goto fail;
} }
combine_cost_function(working_ctx, linear_network, residual_network, combine_cost_function(working_ctx, linear_network, residual_network,
rq->biases, mu); rq->biases, mu);
/* We solve a linear MCF problem. */ /* We solve a linear MCF problem. */
if(!optimize_mcf(working_ctx, dijkstra,linear_network,residual_network, if (!mcf_refinement(working_ctx,
source_idx,target_idx,pay_amount_sats)) linear_network->graph,
{ residual_network->excess,
tal_free(working_ctx); residual_network->cap,
return NULL; residual_network->cost,
residual_network->potential)) {
rq_log(tmpctx, rq, LOG_BROKEN,
"%s: MCF optimization step failed", __func__);
goto fail;
} }
/* We dissect the solution of the MCF into payment routes. /* We dissect the solution of the MCF into payment routes.
@ -1430,6 +1029,16 @@ struct flow **minflow(const tal_t *ctx,
* channel in the routes. */ * channel in the routes. */
flow_paths = get_flow_paths(ctx, working_ctx, rq, flow_paths = get_flow_paths(ctx, working_ctx, rq,
linear_network, residual_network); linear_network, residual_network);
if(!flow_paths){
rq_log(tmpctx, rq, LOG_BROKEN,
"%s: failed to extract flow paths from the MCF solution",
__func__);
goto fail;
}
tal_free(working_ctx); tal_free(working_ctx);
return flow_paths; return flow_paths;
fail:
tal_free(working_ctx);
return NULL;
} }