Skip to content
Draft
Show file tree
Hide file tree
Changes from all commits
Commits
File filter

Filter by extension

Filter by extension

Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
266 changes: 266 additions & 0 deletions dwave/optimization/include/dwave-optimization/interval.hpp
Original file line number Diff line number Diff line change
@@ -0,0 +1,266 @@
// Copyright 2026 D-Wave
//
// Licensed under the Apache License, Version 2.0 (the "License");
// you may not use this file except in compliance with the License.
// You may obtain a copy of the License at
//
// http://www.apache.org/licenses/LICENSE-2.0
//
// Unless required by applicable law or agreed to in writing, software
// distributed under the License is distributed on an "AS IS" BASIS,
// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
// See the License for the specific language governing permissions and
// limitations under the License.

#pragma once

#include <algorithm>
#include <cassert>
#include <cmath>
#include <iosfwd>
#include <type_traits>

#include "dwave-optimization/common.hpp" // for ssize_t
#include "dwave-optimization/typing.hpp"

namespace dwave::optimization {

// dev note: true interval arithmetic requires "outward" rounding. For right
// now I am ignoring this and focusing on getting the API solidified, but
// we should support it ASAP. I have marked the places we need to make changes
// with a "numeric issues" comment for easy future reference.

template <DType T>
requires(not std::is_const_v<T>) class interval {
public:
// by default we construct an empty interval
interval() = default;

// rule of five stuff all works the way you'd expect
interval(const interval&) = default;
interval(interval&&) = default;
~interval() = default;
interval& operator=(const interval&) = default;
interval& operator=(interval&&) = default;

// todo: note the difference between interval<int>(.5, .5) and union operations
explicit interval(T value) noexcept : interval(value, value) {}
interval(T infimum, T supremum) noexcept : infimum_(infimum), supremum_(supremum) {
assert(not std::isnan(infimum_) and "infimum must not be nan");
assert(not std::isnan(supremum_) and "supremum must not be nan");
}

template <DType U>
explicit(std::integral<T> != std::integral<U>) interval(const interval<U>& rhs) :
infimum_(rhs.infimum()), supremum_(rhs.supremum()) {}
template <DType U>
explicit(std::integral<T> != std::integral<U>) interval(interval<U>&& rhs) :
infimum_(rhs.infimum()), supremum_(rhs.supremum()) {}

template <DType U>
interval& operator=(const interval<U>& rhs) {
// dev note: numeric issues
infimum_ = rhs.infimum();
supremum_ = rhs.supremum();
return *this;
}

/// An interval evalutes to `true` if it is not empty.
explicit operator bool() const noexcept { return infimum_ <= supremum_; }

bool operator==(const interval& rhs) const {
return infimum_ == rhs.infimum_ and supremum_ == rhs.supremum_;
}

interval operator-() const { return interval(-supremum_, -infimum_); }

template <DType U>
interval& operator&=(const interval<U>& rhs) {
// if lhs is an empty interval than the result is also empty
if (not static_cast<bool>(*this)) return *this;

// if rhs is an empty interval, then set lhs to rhs (making lhs empty)
if (not static_cast<bool>(rhs)) {
// if lhs is an empty interval, then set it to rhs (which we know is not empty)
if constexpr (std::integral<T> and std::floating_point<U>) {
infimum_ = std::floor(rhs.infimum());
supremum_ = std::ceil(rhs.supremum());
} else {
infimum_ = rhs.infimum();
supremum_ = rhs.supremum();
}
} else {
// otherwise, adjust our interval to be the union
if constexpr (std::integral<T> and std::floating_point<U>) {
infimum_ = std::max<T>(infimum_, std::floor(rhs.infimum()));
supremum_ = std::min<T>(supremum_, std::ceil(rhs.supremum()));
} else {
infimum_ = std::max<T>(infimum_, rhs.infimum());
supremum_ = std::min<T>(supremum_, rhs.supremum());
}
}

return *this;
}

template <DType U>
friend auto operator&(interval lhs, const interval<U>& rhs) {
interval<decltype(T() + U())> out(std::move(lhs));
out &= rhs;
return out;
}

interval& operator|=(DType auto scalar) { return *this |= interval<decltype(scalar)>(scalar); }

template <DType U>
interval& operator|=(const interval<U>& rhs) {
// if rhs is an empty interval, do nothing
if (not static_cast<bool>(rhs)) return *this;

// dev note: numeric issues
if (not static_cast<bool>(*this)) {
// if lhs is an empty interval, then set it to rhs (which we know is not empty)
if constexpr (std::integral<T> and std::floating_point<U>) {
infimum_ = std::floor(rhs.infimum());
supremum_ = std::ceil(rhs.supremum());
} else {
infimum_ = rhs.infimum();
supremum_ = rhs.supremum();
}
} else {
// otherwise, adjust our interval to also contain the other.
if constexpr (std::integral<T> and std::floating_point<U>) {
infimum_ = std::min<T>(infimum_, std::floor(rhs.infimum()));
supremum_ = std::max<T>(supremum_, std::ceil(rhs.supremum()));
} else {
infimum_ = std::min<T>(infimum_, rhs.infimum());
supremum_ = std::max<T>(supremum_, rhs.supremum());
}
}

return *this;
}

template <DType U>
friend auto operator|(interval lhs, const interval<U>& rhs) {
interval<decltype(T() + U())> out(std::move(lhs));
out |= rhs;
return out;
}

template <DType U>
interval& operator+=(const interval<U>& rhs) {
// if lhs is an empty interval than the result is also empty
if (not static_cast<bool>(*this)) return *this;

// if rhs is an empty interval, then set lhs to rhs (making lhs empty)
if (not static_cast<bool>(rhs)) return *this = rhs;

// neither are empty! So add everything
// dev note: numeric issues
if constexpr (std::integral<T> and std::floating_point<U>) {
infimum_ += std::floor(rhs.infimum());
supremum_ += std::ceil(rhs.supremum());
} else {
infimum_ += rhs.infimum();
supremum_ += rhs.supremum();
}
return *this;
}

template <DType U>
friend auto operator+(interval lhs, const interval<U>& rhs) {

Copy link
Copy Markdown
Member

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Can we overload these operators for scalars as well?

Copy link
Copy Markdown
Member Author

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Yup!

interval<decltype(T() + U())> out(std::move(lhs));
out += rhs;
return out;
}

bool contains(auto&& value) const {
// dev note: numeric issues
return infimum_ <= value and value <= supremum_;
}

// Implement the get() to support the structured binding. It's not OK to
// overload std functions so this needs to be found via ADL.
// Unfortunately that prevents interval from satisfying the tuple-like
// concept. Why can't we have nice things C++?? See note below for
// more details.
template <std::size_t I>
friend const T& get(const interval& in) noexcept requires(I <= 1) {
if constexpr (I == 0) return in.infimum_;
if constexpr (I == 1) return in.supremum_;
}
template <std::size_t I>
friend T&& get(interval&& in) noexcept requires(I <= 1) {
if constexpr (I == 0) return std::move(in.infimum_);
if constexpr (I == 1) return std::move(in.supremum_);
}
template <std::size_t I>
friend const T&& get(const interval&& in) noexcept requires(I <= 1) {
if constexpr (I == 0) return std::move(in.infimum_);
if constexpr (I == 1) return std::move(in.supremum_);
}

const T& infimum() const noexcept { return infimum_; }

static interval nonnegative() {
using limits = std::numeric_limits<T>;
if constexpr (limits::has_infinity) {
return interval(0, limits::infinity());
} else {
return interval(0, limits::max());
}
}

/// The size of the interval is the max(supremum_ - infimum_, 0)
double size() const noexcept requires(std::floating_point<T>) {
if (supremum_ >= infimum_) return static_cast<double>(supremum_) - infimum_;
return 0;
}
std::ptrdiff_t size() const noexcept requires(std::integral<T>) {
if (supremum_ >= infimum_) return static_cast<std::ptrdiff_t>(supremum_) - infimum_ + 1;
return 0;
}

const T& supremum() const noexcept { return supremum_; }

static interval unbounded() {
using limits = std::numeric_limits<T>;
if constexpr (limits::has_infinity) {
return interval(-limits::infinity(), limits::infinity());
} else {
return interval(limits::lowest(), limits::max());
}
}

private:
T infimum_ = 1;
T supremum_ = 0;
};

std::ostream& operator<<(std::ostream& os, const interval<std::int64_t>& rhs);
std::ostream& operator<<(std::ostream& os, const interval<double>& rhs);

} // namespace dwave::optimization

// Do a lot of convoluted stuff to support structured binding.
// Unfortunately this doesn't support the full tuple-like concept that would let us work
// out of the box with a lot of nice methods.
// See https://stackoverflow.com/questions/79660771/stdapply-to-a-custom-tuple-like-type
// See https://lists.isocpp.org/std-discussion/2021/09/1438.php
namespace std {

template <dwave::optimization::DType T>
struct tuple_size<dwave::optimization::interval<T>> : integral_constant<size_t, 2> {};

template <dwave::optimization::DType T>
struct tuple_element<0, dwave::optimization::interval<T>> {
using type = T;
};

template <dwave::optimization::DType T>
struct tuple_element<1, dwave::optimization::interval<T>> {
using type = T;
};

} // namespace std
28 changes: 28 additions & 0 deletions dwave/optimization/src/functional_.hpp
Original file line number Diff line number Diff line change
Expand Up @@ -24,8 +24,11 @@

#pragma once

#include <cmath>

#include "dwave-optimization/array.hpp"
#include "dwave-optimization/functional.hpp"
#include "dwave-optimization/interval.hpp"
#include "dwave-optimization/typing.hpp"

namespace dwave::optimization::functional_ {
Expand Down Expand Up @@ -87,6 +90,31 @@ struct BinaryFunctionMixin {
}
};

template <typename UnaryFunction>
struct UnaryFunctionMixin {};

template <DType T>
struct Abs : UnaryFunctionMixin<Abs<T>> {
using result_type = T;

constexpr T operator()(DType auto&& x) const noexcept { return std::abs(x); }

template <DType U>
interval<T> operator()(const interval<U>& in) const noexcept {
// first get the absolute value, using the type of the input interval

Copy link
Copy Markdown
Member

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

First?

Copy link
Copy Markdown
Member Author

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

leftover from an old implementation

return static_cast<interval<T>>((-in | in) & interval<U>::nonnegative());
}

Copy link
Copy Markdown
Member

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Partially to check my understanding

Suggested change
}
}
template<DType U>
interval<T> inverse(const interval<U>& in) const noexcept {
assert((interval<U>::nonnegative() | in) == in and
"argument for inverse of abs should be nonnegative");
return in | -in;
}

Copy link
Copy Markdown
Member Author

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Yup! I think so


template <DType U>
interval<T> inverse(const interval<U>& in) const noexcept {
assert(
(interval<U>::nonnegative() | in) == in and
"argument for inverse of abs should be nonnegative"
);
return in | -in;
}
};

/// Add two elements.
template <DType T>
struct Add : BinaryFunctionMixin<Add<double>> {
Expand Down
30 changes: 30 additions & 0 deletions dwave/optimization/src/interval.cpp
Original file line number Diff line number Diff line change
@@ -0,0 +1,30 @@
// Copyright 2026 D-Wave
//
// Licensed under the Apache License, Version 2.0 (the "License");
// you may not use this file except in compliance with the License.
// You may obtain a copy of the License at
//
// http://www.apache.org/licenses/LICENSE-2.0
//
// Unless required by applicable law or agreed to in writing, software
// distributed under the License is distributed on an "AS IS" BASIS,
// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
// See the License for the specific language governing permissions and
// limitations under the License.

#include "dwave-optimization/interval.hpp"
#include "dwave-optimization/common.hpp" // for ssize_t
#include "dwave-optimization/typing.hpp"

#include <iostream>

namespace dwave::optimization {

std::ostream& operator<<(std::ostream& os, const interval<std::int64_t>& rhs) {
return os << "[" << rhs.infimum() << ", " << rhs.supremum() << "]";
}
std::ostream& operator<<(std::ostream& os, const interval<double>& rhs) {
return os << "[" << rhs.infimum() << ", " << rhs.supremum() << "]";
}

} // namespace dwave::optimization
1 change: 1 addition & 0 deletions meson.build
Original file line number Diff line number Diff line change
Expand Up @@ -52,6 +52,7 @@ dwave_optimization_src = [
'dwave/optimization/src/array.cpp',
'dwave/optimization/src/fraction.cpp',
'dwave/optimization/src/graph.cpp',
'dwave/optimization/src/interval.cpp',
'dwave/optimization/src/simplex.cpp',
]

Expand Down
3 changes: 3 additions & 0 deletions releasenotes/notes/feature-cpp-interval-232c1ed8d06f7fec.yaml
Original file line number Diff line number Diff line change
@@ -0,0 +1,3 @@
---
features:
- Add C++ ``interval<T>()`` class for interval arithmetic.
1 change: 1 addition & 0 deletions tests/cpp/meson.build
Original file line number Diff line number Diff line change
Expand Up @@ -35,6 +35,7 @@ tests_all = executable(
'test_functional.cpp',
'test_functional_.cpp',
'test_graph.cpp',
'test_interval.cpp',
'test_iterators.cpp',
'test_simplex.cpp',
'test_type_list.cpp',
Expand Down
Loading