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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:
@@ -68,9 +68,11 @@ struct {
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*
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* waste = selectionTotal - target + inputs × (currentFeeRate - longTermFeeRate)
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*
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* The algorithm uses one additional optimization: a lookahead keeps track of the total value of
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* The algorithm uses two additional optimizations. A lookahead keeps track of the total value of
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* the unexplored UTXOs. A subtree is not explored if the lookahead indicates that the target range
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* cannot be reached.
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* cannot be reached. Further, it is unnecessary to test equivalent combinations. This allows us
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* to skip testing the inclusion of UTXOs that match the effective value and waste of an omitted
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* predecessor.
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*
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* The Branch and Bound algorithm is described in detail in Murch's Master Thesis:
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* https://murch.one/wp-content/uploads/2016/11/erhardt2016coinselection.pdf
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@@ -140,9 +142,10 @@ util::Result<SelectionResult> SelectCoinsBnB(std::vector<OutputGroup>& utxo_pool
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size_t curr_try = 0;
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SelectionResult result(selection_target, SelectionAlgorithm::BNB);
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bool is_done = false;
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// We don’t have access to the feerate here, but fee to long_term_fee is as feerate to LTFRE
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bool is_feerate_high = utxo_pool.at(0).fee > utxo_pool.at(0).long_term_fee;
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while (true) {
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while (!is_done) {
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bool should_shift{false}, should_cut{false};
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// Select `next_utxo`
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OutputGroup& utxo = utxo_pool[next_utxo];
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@@ -204,15 +207,33 @@ util::Result<SelectionResult> SelectCoinsBnB(std::vector<OutputGroup>& utxo_pool
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should_shift = true;
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}
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if (should_shift) {
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while (should_shift) {
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if (curr_selection.empty()) {
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// Exhausted search space before running into attempt limit
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is_done = true;
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result.SetAlgoCompleted(true);
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break;
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}
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// Set `next_utxo` to one after last selected, then deselect last selected UTXO
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next_utxo = curr_selection.back() + 1;
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deselect_last();
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should_shift = false;
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// After SHIFTing to an omission branch, the `next_utxo` might have the same value and same weight as the
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// UTXO we just omitted (i.e. it is a "clone"). If so, selecting `next_utxo` would produce an equivalent
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// selection as one we previously evaluated. In that case, increment `next_utxo` until we find a UTXO with a
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// differing amount or weight.
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Assume(next_utxo < utxo_pool.size());
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while (utxo_pool[next_utxo - 1].GetSelectionAmount() == utxo_pool[next_utxo].GetSelectionAmount()
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&& utxo_pool[next_utxo - 1].m_weight == utxo_pool[next_utxo].m_weight) {
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if (next_utxo >= utxo_pool.size() - 1) {
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// Reached end of UTXO pool skipping clones: SHIFT instead
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should_shift = true;
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break;
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}
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// Skip clone: previous UTXO is equivalent and unselected
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++next_utxo;
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}
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}
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}
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@@ -175,7 +175,7 @@ BOOST_AUTO_TEST_CASE(bnb_test)
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std::vector<OutputGroup> clone_pool;
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AddCoins(clone_pool, {2 * CENT, 7 * CENT, 7 * CENT}, cs_params);
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AddDuplicateCoins(clone_pool, /*count=*/50'000, /*amount=*/5 * CENT, cs_params);
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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);
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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);
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/* Test BnB attempt limit (`TOTAL_TRIES`)
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*
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