z3py

How to solve a system of equations and constraints for portfolio optimization?

痴心易碎 提交于 2021-02-19 08:00:07
问题 I have a DataFrame as follows : Name Volatility Return a 0.0243 0.212 b 0.0321 0.431 c 0.0323 0.443 d 0.0391 0.2123 e 0.0433 0.3123 I'd like to have a Volatility of 0.035 and the maximized Return for that volatility. That is, I'd like, in a new Df the Name and the percentage of that asset that will be in my portfolio that gives the maximum Return for a Volatility equals to 0.035 . Therefore, I need to solve a system of equations with multiple conditions, to obtain the best solution (Highest

Turning Off Z3py Print Truncation

家住魔仙堡 提交于 2021-02-11 14:55:24
问题 I need to print an entire Z3 problem to debug it, but when I print it the output is truncated. from z3 import * s = Solver() ... Add many assertions to s ... print(s) How do I display everything? 回答1: Try: set_option(max_args=10000000, max_lines=1000000, max_depth=10000000, max_visited=1000000) You might want to play with actual values to come up with something that suits your needs. 来源: https://stackoverflow.com/questions/62008181/turning-off-z3py-print-truncation

Getting proof from z3py

醉酒当歌 提交于 2021-02-08 02:26:13
问题 I've been skimming through the documentation of Z3Py and for the likes of me have not been able to figure out how to get the proof from a Solver (E.g. if I start from an instance of De Morgan's Laws how can I extract the proof from Z3Py of the instance, step by step). The only reference I saw was for proof(self) in the Solver class which supposedly gets the proof of the last check if proof construction is enabled, but I keep getting back the very vague error: Traceback (most recent call last)

Getting proof from z3py

拟墨画扇 提交于 2021-02-08 02:22:39
问题 I've been skimming through the documentation of Z3Py and for the likes of me have not been able to figure out how to get the proof from a Solver (E.g. if I start from an instance of De Morgan's Laws how can I extract the proof from Z3Py of the instance, step by step). The only reference I saw was for proof(self) in the Solver class which supposedly gets the proof of the last check if proof construction is enabled, but I keep getting back the very vague error: Traceback (most recent call last)

Getting all solutions of a boolean expression in Z3Py never ends

风格不统一 提交于 2021-02-05 08:43:05
问题 Probably a basic question related to Z3: i am trying to get all solutions of a boolean expression, e.g. for a OR b , i want to get {(true, true),(false,true),(true,false)} Based on other responses found, e.g. Z3: finding all satisfying models, i have the following code: a = Bool('a') b = Bool('b') f1=Or(a,b) s=Solver() s.add(f1) while s.check() == sat: print s s.add(Not(And(a == s.model()[a], b == s.model()[b]))) The issue is that it enters an infinite loop as at the second iteration: the

ord() Function or ASCII Character Code of String with Z3 Solver

让人想犯罪 __ 提交于 2021-01-29 21:32:37
问题 How can I convert a z3.String to a sequence of ASCII values? For example, here is some code that I thought would check whether the ASCII values of all the characters in the string add up to 100: import z3 def add_ascii_values(password): return sum(ord(character) for character in password) password = z3.String("password") solver = z3.Solver() ascii_sum = add_ascii_values(password) solver.add(ascii_sum == 100) print(solver.check()) print(solver.model()) Unfortunately, I get this error:

Floor and Ceiling Function implementation in Z3

余生长醉 提交于 2021-01-29 16:20:33
问题 I have tried to implement Floor and Ceiling Function as defined in the following link https://math.stackexchange.com/questions/3619044/floor-or-ceiling-function-encoding-in-first-order-logic/3619320#3619320 But Z3 query returning counterexample. Floor Function _X=Real('_X') _Y=Int('_Y') _W=Int('_W') _n=Int('_n') _Floor=Function('_Floor',RealSort(),IntSort()) .. _s.add(_X>=0) _s.add(_Y>=0) _s.add(Implies(_Floor(_X)==_Y,And(Or(_Y==_X,_Y<_X),ForAll(_W,Implies(And(_W>=0,_W<_X),And(_W ==_Y,_W<_Y))

Timeout for Z3 Optimize

守給你的承諾、 提交于 2021-01-27 11:59:44
问题 How do you set a timeout for the z3 optimizer such that it will give you the best known solution when it runs out of time? from z3 import * s = Optimize() # Hard Problem print(s.check()) print(s.model()) Follow-up question, can you set z3 to randomized hill climbing or does it always perform a complete search? 回答1: Long answer short, you can't . That's simply not how the optimizer works. That is, it doesn't find a solution and then try to improve it. If you interrupt it or set a time-out,

Timeout for Z3 Optimize

不问归期 提交于 2021-01-27 11:54:43
问题 How do you set a timeout for the z3 optimizer such that it will give you the best known solution when it runs out of time? from z3 import * s = Optimize() # Hard Problem print(s.check()) print(s.model()) Follow-up question, can you set z3 to randomized hill climbing or does it always perform a complete search? 回答1: Long answer short, you can't . That's simply not how the optimizer works. That is, it doesn't find a solution and then try to improve it. If you interrupt it or set a time-out,

Z3python XOR sum?

放肆的年华 提交于 2021-01-05 09:45:48
问题 I'm currently trying to solve some equation with z3python, and I am coming across a situation I could not deal with. I need to xor certain BitVecs with specific non ascii char values, and sum them up to check a checksum. Here is an example : pbInput = [BitVec("{}".format(i), 8) for i in range(KEY_LEN)] password = "\xff\xff\xde\x8e\xae" solver.add(Xor(pbInput[0], password[0]) + Xor(pbInput[3], password[3]) == 300) It results in a z3 type exception : z3.z3types.Z3Exception: Value cannot be