opt: Skip evaluation of equivalent input sets

When two successive UTXOs match in effective value and weight, we can
skip the second if the prior is not selected: adding it would create an
equivalent input set to a previously evaluated.

E.g. if we have three UTXOs with effective values {5, 3, 3} of the same
weight each, we want to evaluate
{5, _, _}, {5, 3, _}, {5, 3, 3}, {_, 3, _}, {_, 3, 3},
but skip {5, _, 3}, and {_, _, 3}, because the first 3 is not selected,
and we therefore do not need to evaluate the second 3 at the same
position in the input set.

If we reach the end of the branch, we must SHIFT the previously selected
UTXO group instead.
This commit is contained in:
Murch
2025-03-26 18:46:21 -07:00
parent ba1807b981
commit 5204291860
2 changed files with 26 additions and 5 deletions

View File

@@ -68,9 +68,11 @@ struct {
*
* waste = selectionTotal - target + inputs × (currentFeeRate - longTermFeeRate)
*
* The algorithm uses one additional optimization: a lookahead keeps track of the total value of
* The algorithm uses two additional optimizations. A lookahead keeps track of the total value of
* the unexplored UTXOs. A subtree is not explored if the lookahead indicates that the target range
* cannot be reached.
* cannot be reached. Further, it is unnecessary to test equivalent combinations. This allows us
* to skip testing the inclusion of UTXOs that match the effective value and waste of an omitted
* predecessor.
*
* The Branch and Bound algorithm is described in detail in Murch's Master Thesis:
* https://murch.one/wp-content/uploads/2016/11/erhardt2016coinselection.pdf
@@ -140,9 +142,10 @@ util::Result<SelectionResult> SelectCoinsBnB(std::vector<OutputGroup>& utxo_pool
size_t curr_try = 0;
SelectionResult result(selection_target, SelectionAlgorithm::BNB);
bool is_done = false;
// We dont have access to the feerate here, but fee to long_term_fee is as feerate to LTFRE
bool is_feerate_high = utxo_pool.at(0).fee > utxo_pool.at(0).long_term_fee;
while (true) {
while (!is_done) {
bool should_shift{false}, should_cut{false};
// Select `next_utxo`
OutputGroup& utxo = utxo_pool[next_utxo];
@@ -204,15 +207,33 @@ util::Result<SelectionResult> SelectCoinsBnB(std::vector<OutputGroup>& utxo_pool
should_shift = true;
}
if (should_shift) {
while (should_shift) {
if (curr_selection.empty()) {
// Exhausted search space before running into attempt limit
is_done = true;
result.SetAlgoCompleted(true);
break;
}
// Set `next_utxo` to one after last selected, then deselect last selected UTXO
next_utxo = curr_selection.back() + 1;
deselect_last();
should_shift = false;
// After SHIFTing to an omission branch, the `next_utxo` might have the same value and same weight as the
// UTXO we just omitted (i.e. it is a "clone"). If so, selecting `next_utxo` would produce an equivalent
// selection as one we previously evaluated. In that case, increment `next_utxo` until we find a UTXO with a
// differing amount or weight.
Assume(next_utxo < utxo_pool.size());
while (utxo_pool[next_utxo - 1].GetSelectionAmount() == utxo_pool[next_utxo].GetSelectionAmount()
&& utxo_pool[next_utxo - 1].m_weight == utxo_pool[next_utxo].m_weight) {
if (next_utxo >= utxo_pool.size() - 1) {
// Reached end of UTXO pool skipping clones: SHIFT instead
should_shift = true;
break;
}
// Skip clone: previous UTXO is equivalent and unselected
++next_utxo;
}
}
}

View File

@@ -175,7 +175,7 @@ BOOST_AUTO_TEST_CASE(bnb_test)
std::vector<OutputGroup> clone_pool;
AddCoins(clone_pool, {2 * CENT, 7 * CENT, 7 * CENT}, cs_params);
AddDuplicateCoins(clone_pool, /*count=*/50'000, /*amount=*/5 * CENT, cs_params);
TestBnBSuccess("Skip equivalent input sets", clone_pool, /*selection_target=*/16 * CENT, /*expected_input_amounts=*/{2 * CENT, 7 * CENT, 7 * CENT}, /*expected_attempts=*/100'000, cs_params);
TestBnBSuccess("Skip equivalent input sets", clone_pool, /*selection_target=*/16 * CENT, /*expected_input_amounts=*/{2 * CENT, 7 * CENT, 7 * CENT}, /*expected_attempts=*/16, cs_params);
/* Test BnB attempt limit (`TOTAL_TRIES`)
*