Optimizer: move sketch-bench #129 MILP into asap-planner-rs (--planner milp)

Summary

sketch-bench PR #129 (rqe-optimizer) adds a HiGHS-backed MILP that picks sketch deployments (family, params, window, slide) for a repeating-query workload and shares deployments across compatible queries. Its output is meant to feed ASAPQuery's planner, so the solver should live in asap-planner-rs as mip_assign. That fills the Phase 3a slot in .design_docs/optimizer-v1-implementation-plan.md and closes the cross-AQE sharing gap (#650).

Goal

A production planner path, asap-planner --planner legacy|milp (default legacy), that solves the sharing-aware MILP over ASAPQuery's own candidates and cost model and emits deployable streaming_config.yaml / inference_config.yaml.

PR order

#	PR	Issues	Notes
1	Retention fix	#760	Standalone `asap_types` + translator bug. First: legacy already dedups configs across queries, so last-ref-wins may bite today.
2	Optimizer items + window rules	#755 + #758	Same code (AQE struct, `extract_aqes`, `window_candidates`); `T % S` needs per-item T. Base for the rest.
3	Label-set facts	#756	Independent of 2; can run in parallel.
4	SLA filters	#757	Needs 2 (items carry SLAs).
5	avg rewrite + remove EXACT	#419 + #759	One PR: removing EXACT alone makes every `avg` unservable.
6	Sketch families	#762 + #763	Both change the candidate family set; #763 is tiny.
7	Subtract cost	#765	After 2 (T ≠ W possible); before the MILP (objective depends on it).
8	Candidate dump + diff vs sketch-bench #129	#767	After 2, 4, 5, 6 so remaining diffs are real bugs.
9	MILP	#761 (+ #768 results in PR description)
10	Planner integration	#764	Last code PR.
—	Docs	#769	After 9.

Parallel, any time: atomic-costs export: merge rqe-optimizer grid, add CountSketch+heap top-k, settle CMS-heap variant sketch-bench#132. Only 4 and 6 need its data; both can start with CMS/HLL/KLL.
Not PRs yet: Optimizer: accuracy after merging n windows is unvalidated #766 (research), Optimizer MILP: explore memory as a hard bound instead of a weighted cost term #750 (exploration).
Caveat on 5: a rewritten avg references two aggregations; the engine doesn't support Avg yet (Support Avg (and other multi-statistic aggregations) in query engine #463), so in production those queries fall back to Prometheus until Support Avg (and other multi-statistic aggregations) in query engine #463 lands.

#760 ─────────────────────────────────────────┐
#755+#758 ─┬─ #757 ─┐                         │
           ├─ #765  ├─ #767 ── #761(+#768) ── #764 ── #769
#756 ──────┤        │
#419+#759 ─┤        │
#762+#763 ─┘────────┘
sketch-bench#132 ──┘ (feeds #757/#762 data)

Tracking

Design decisions: first comment below (kept in sync with the issues listed here).

Cost data

atomic-costs export: merge rqe-optimizer grid, add CountSketch+heap top-k, settle CMS-heap variant sketch-bench#132 atomic-costs export: merge rqe-optimizer grid, CountSketch+heap, CMS-heap variant

Model changes (before the MILP)

Optimizer: assignment unit = (AQE, repeat interval, accuracy_sla, latency_sla) #755 Assignment unit = (AQE, T, accuracy_sla, latency_sla)
Optimizer: accept externally provided label-set facts (series count, cardinality) #756 External label-set facts (series count, cardinality)
Optimizer: enforce accuracy_sla and latency_sla in candidate eligibility #757 Enforce accuracy_sla / latency_sla in eligibility
Optimizer: window compatibility = lookback%W, T%S, W%S per item #758 Window compatibility = lookback%W, T%S, W%S
Optimizer: remove EXACT candidate; error on unservable items #759 Remove EXACT; error on unservable items
planner/optimizer: decide support for multi-statistic AQEs (e.g. avg) #419 Rewrite avg → sum/count
Add optimizer aggregation families and capability/SLA metadata #762 Add DDSketch, CountSketch(+heap), UnivMon to AggregationType
Optimizer: HLL as the only cardinality candidate (drop Set/DeltaSet as cardinality values) #763 HLL as the only cardinality candidate
Retention: take max across shared aggregation refs; sliding depth (n-1)*W/S+1 #760 Retention: max across shared refs; sliding depth

Verification before the MILP

Optimizer: print candidates for a workload and diff against sketch-bench #129 #767 Print candidates for a workload and diff against sketch-bench Re-organize code in repo to be more OSS friendly #129

MILP

Optimizer: mip_assign (good_lp + HiGHS) and asap-optimizer-cli --solver greedy|mip #761 mip_assign (good_lp + HiGHS) + asap-optimizer-cli --solver
Optimizer: compare mip_assign against sketch-bench #129 MILP (one-off script) #768 Compare mip_assign against sketch-bench Re-organize code in repo to be more OSS friendly #129 (one-off)
asap-planner: --planner legacy|milp integration #764 asap-planner --planner legacy|milp integration

Docs

Docs: update optimizer-mip-formulation.md for the implemented MILP #769 Update optimizer-mip-formulation.md (with docs(optimizer): reconcile optimization and sketch-bench formulations #652)

Known model limitations / follow-ups

Optimizer cost model: Subtract cost assumes T = W #765 Subtract cost assumes T = W
Optimizer: accuracy after merging n windows is unvalidated #766 Accuracy after merging n windows unvalidated
Optimizer MILP: explore memory as a hard bound instead of a weighted cost term #750 Memory as hard bounds instead of a cost term
labels_compatible() is exact-match only, not superset matching #649 Label superset matching

Design decisions (revised)

Revised after follow-up scoping; each row links the issue that implements it.

Topic	Decision	Issue
Purpose	Production path behind `--planner legacy\|milp`; default stays `legacy`. Greedy remains an `asap-optimizer-cli` baseline.	#764
Assignment unit	Item = (AQE, repeat interval T, accuracy_sla, latency_sla). RQEs agreeing on all four merge with `frequency = count / T`; no collapsing into `Σ1/T` / `t_repeat_gcd` across differing T or SLAs.	#755
Inputs	`--atomic-costs`, `--atomic-cost-workload`, and an externally provided label-set facts file: `series_count` per (metric, spatial filter) and `cardinality` per (metric, spatial filter, grouping labels); arrival rate derived as `series_count / scrape_interval`. Label schema from the workload's `metrics:` hints. Replaces `--dataset` / `--rho` / `SUBPOPULATION_COUNT`. Missing facts → error. Cardinality scales cost per sketch class (per-group, unbounded keyed `Multiple*`, bounded keyed CMS/HydraKLL); trivial accumulators use an analytical per-key memory estimate.	#756
Query languages	PromQL only. `--planner milp` with `sql`/`elastic` is an argument error.	#764
Legacy knobs	`windowing`, `sketch_parameters`, non-zero `range_duration_ms`/`step_ms` → error. `aggregate_cleanup` → honored. `enable_punting`, `existing_*_config` → ignored.	#764
Capability / labels	Reuse the engine's `asap_types::capability_matching` (exact labels; unfiltered config serves filtered queries). Label superset matching stays separate.	#649
Window compatibility	Config (W, S) serves item (lookback L, T) iff `L % W == 0`, `T % S == 0`, `W % S == 0` (tumbling: S = W). Same as #129's `is_eligible`. Replaces the doc's FRESHt/FRESHs bounds.	#758
Candidate pool	ASAPQuery's `enumerate_candidates`, per item, unioned and deduplicated by config. Dominance pruning (from #129) later if solve time requires it.	#761
Accuracy	Eligibility filter: measured `query_accuracy[metric(family)]` vs `accuracy_sla`, via a fixed per-family metric table (CMS → `relative_error_mean`, KLL → `mean_rank_err`, HLL → `relative_error`, CMS-heap → `1 − recall_at_k`, ...). `0.0` = unconstrained; missing measurement = ineligible; exact accumulators pass.	#757
Latency	Eligibility filter: estimated query CPU seconds ≤ `latency_sla` (seconds). `0.0` = unconstrained.	#757
EXACT	Removed. Every item must be served by a deployed config. An item with no eligible candidate → planner errors before solving, listing unservable items.	#759
Multi-statistic AQEs	Rewrite `avg` into `sum` / `count` AQEs (divide at query time).	#419
Objective	ASAPQuery's weighted `cost_model`: `Σ u[g]·ingest_cost(g) + Σ z[i,g]·freq_i·query_cost(i,g)`. No peak-memory variable. Alternative (CPU-only + memory as hard bounds) explored separately.	#761, #750
MILP structure	Binary `z[i,g]`, `u[g]`; `Σ_g z[i,g] = 1`, `z ≤ u`, `u ≤ Σ_i z[i,g]`.	#761
Solver	`good_lp` + HiGHS. Add `cmake` (and `clang` if needed) to Dockerfile and CI. No cargo feature gate.	#761, #764
Time limit	`--milp-time-limit-secs` (default ~60): on timeout use the best incumbent and log the gap; no incumbent → error. No fallback to greedy/legacy.	#761
Output	Map `OptimizerSolution` → `IntermediateAggConfig` + query refs; reuse the legacy YAML writer (`build_aggregation_entry`, `build_queries_yaml`). Typed `to_yaml` deferred.	#764
Retention	Shared aggregation retains the max `num_aggregates_to_retain` across query refs (today: last one wins). Sliding Merge retains `(n−1)·W/S + 1`.	#760
Sketch families	Add `DDSketch`, `CountSketch` (+heap for top-k), `UnivMon` to `AggregationType`; engine returns "unsupported"; optimizer considers them only with `--milp-allow-unsupported-sketches` (default off).	#762
Cardinality	HLL is the only cardinality candidate in the optimizer; Set/DeltaSet dropped as cardinality values (planner-side only). DeltaSet stays as the key aggregator.	#763
Cost data	Merge #129's grid into sketch-bench `export_atomic_costs.sh` (one document, one profile); add CountSketch+heap top-k; settle CMS-heap fastpath vs regularpath from engine code.	sketch-bench#132
sketch-bench #129	Stays open as the reference implementation until ASAPQuery's behavior is verified against it.	—
Verification	(1) Before the MILP: print candidates for the same workload on both sides and diff. (2) After: one-off comparison of `mip_assign` vs #129, including the query-memory definition difference. PR 3 also tests `mip_cost ≤ greedy_cost` under identical weights.	#767, #768
Docs	Update `optimizer-mip-formulation.md` to the implemented MILP, coordinated with #652; fold this file in.	#769

Delivery order

sketch-bench#132 (cost export)
Model changes: Optimizer: assignment unit = (AQE, repeat interval, accuracy_sla, latency_sla) #755, Optimizer: accept externally provided label-set facts (series count, cardinality) #756, Optimizer: enforce accuracy_sla and latency_sla in candidate eligibility #757, Optimizer: window compatibility = lookback%W, T%S, W%S per item #758, Optimizer: remove EXACT candidate; error on unservable items #759, planner/optimizer: decide support for multi-statistic AQEs (e.g. avg) #419, Add optimizer aggregation families and capability/SLA metadata #762, Optimizer: HLL as the only cardinality candidate (drop Set/DeltaSet as cardinality values) #763, Retention: take max across shared aggregation refs; sliding depth (n-1)*W/S+1 #760
Optimizer: print candidates for a workload and diff against sketch-bench #129 #767 candidate diff vs Re-organize code in repo to be more OSS friendly #129
Optimizer: mip_assign (good_lp + HiGHS) and asap-optimizer-cli --solver greedy|mip #761 mip_assign + asap-optimizer-cli --solver greedy|mip, then Optimizer: compare mip_assign against sketch-bench #129 MILP (one-off script) #768
asap-planner: --planner legacy|milp integration #764 asap-planner integration
Docs: update optimizer-mip-formulation.md for the implemented MILP #769 docs

Known model limitations

Optimizer cost model: Subtract cost assumes T = W #765 Subtract cost assumes T = W.
Optimizer: accuracy after merging n windows is unvalidated #766 Accuracy after merging n windows is unvalidated; quantile rank error ≠ value error.
Optimizer MILP: explore memory as a hard bound instead of a weighted cost term #750 Memory as hard bounds instead of a weighted cost term.
labels_compatible() is exact-match only, not superset matching #649 Label superset matching.

References

sketch-bench Re-organize code in repo to be more OSS friendly #129: rqe-optimizer/src/{milp,candidates,objectives}.rs, docs/rqe_sketch_deployment_v1.md
No cross-AQE sharing — greedy deploys one sketch per AQE even when they could share #650 cross-AQE sharing, docs(optimizer): reconcile optimization and sketch-bench formulations #652 doc reconciliation, Optimizer: CMS accuracy constraint (ACC) using accuracy_sla #526 accuracy constraint, Support Avg (and other multi-statistic aggregations) in query engine #463 engine Avg, Planner reconfiguration ignores existing deployed configs, reassigns fresh aggregation IDs every run #533 stable aggregation ids
.design_docs/optimizer-mip-formulation.md, .design_docs/optimizer-v1-implementation-plan.md

ASAPQuery optimizer vs sketch-bench `rqe-optimizer`: differences (as of 2026-10-05)

Compared: ASAPQuery main (after #776, #780; #781 and #786 still open) vs sketch-bench main (after #129, #131, #135, #137).

Inputs

	sketch-bench `rqe-optimizer`	ASAPQuery optimizer
Workload unit	`Rqe {capability, labels, lookback_secs, interval_secs, accuracy_metric, accuracy_tolerance, accuracy_direction}`, built by the caller (no query parser)	`OptimizerItem {requirements (metric, statistics, range, grouping labels, spatial filter, topk), query_strings, query_frequency_hz = count/T, t_repeat_ms, accuracy_sla, latency_sla}`, parsed from PromQL
Stream identity	label set only; no metric, no spatial filter	(metric, spatial filter, grouping labels)
Label-set facts	`LabelSetInfo {cardinality, arrival_rate_per_sec}` per label set	facts YAML: `series_count` per (metric, filter) + `cardinality` per (metric, filter, labels) → `ItemFacts {output_group_count, topk_by_group_count, arrival_rate_per_sec}`
Cost table	`aqpbm_core::AtomicCostEntry` directly; sketches named by sketch-bench variant string	copy of `AtomicCostEntry` in a versioned document with workload-profile selection; mapped to `AggregationType` + params via `sketch_bench_key`
Accuracy	per-RQE metric name + tolerance + direction	one `accuracy_sla` per item, metric chosen per family by the planner (#781)
Latency	optional per-RQE bound (`MilpBounds`)	`latency_sla` per item (#781)
Memory bound	optional peak query-memory bound	none
Pricing	optional `MachineFamily` (EC2 vCPU, GiB, $/h)	`CostWeights` (w_ingest_mem, w_ingest_cpu, w_query_mem, w_query_cpu)
Units	whole seconds	milliseconds, plus scrape-interval alignment

Candidates and constraints

	sketch-bench	ASAPQuery
Window rules	`x%y`, `L%x`, `T%y`	same three (#758), plus W and S multiples of the scrape interval; separate Tumbling/Sliding types; DeltaSet tumbling-only
Query method	always merge `L/x` instances	Direct / Merge / Subtract
Keyed sketches	no key tracker modeled	CMS-family candidates paired with a key aggregator (DeltaSet), costed via `key_tracker_ingest_cost`
Spatial filter sharing	n/a	unfiltered config can serve filtered queries
Families	CMS, CountSketch, KLL, DD, HLL, UnivMon, CMS-heap (fastpath)	Sum, Increase, MinMax (+ `Multiple*`), CMS, CMS-heap, KLL, HydraKLL, HLL, Set, DeltaSet
Multi-statistic (avg)	n/a	currently unservable (EXACT removed in #776; #419 open)
Unservable items	caller checks with `enumerate::unservable`	error listing unservable items
Dominance pruning	yes	no

Objective

	sketch-bench	ASAPQuery
`minimize_tco` / weighted	ingest CPU + query CPU + merge CPU (normalized by a reference plan)	`w·ingest_mem + w·ingest_cpu + w·query_mem + w·query_cpu` (+ key-tracker cost). #750 closed: memory stays in the objective
`minimize_cost`	$/h on one EC2 family: fractional instances `n ≥ CPU/vCPU`, `n ≥ retained GiB / instance GiB`	none
Ingest CPU	`λ × (x/y) × insert`	`λ × ceil(W/S) × insert` (same shape)
Query CPU	`card × (query + (n−1)·merge) / T`	same for Merge; Subtract = `merge + subtract + query`
Memory	peak query `card × mem`; retained `card × mem × (x+L)/y`, max over RQEs a deployment serves	active ingest `n_concurrent × groups × mem`; query `n × groups × mem` (Merge) / `2×` (Subtract)

MILP

	sketch-bench	ASAPQuery
Solver	`good_lp` + HiGHS	none yet (greedy, no sharing)
Variables	`z[i,d]`, `u[d]`, plus retained-GiB per deployment and `instances` when pricing	—
Constraints	`Σz = 1`, `z ≤ u`, `u ≤ Σz`; latency/memory bounds fix `z = 0`; family: `cpu/vCPU ≤ n`, `Σ retained GiB / GiB ≤ n`, `retained·z ≤ retained_gib[d]`	—

Outputs

	sketch-bench	ASAPQuery
Plan	`Mapping` (deployment index per RQE) + `Deployment` list	`OptimizerSolution`: `AggregationConfig`s with ids, item → aggregation (+ key aggregation) refs, query method
Metrics	`Objectives`: CPU breakdown, peak query memory, retained memory, per-RQE latency; $/h via `MachineFamily`	estimated ingest / total cost rate
Deployable artifacts	none	`StreamingConfig` + `InferenceConfig` (cleanup: read-based, #786)
Baselines	brute force, Pareto, AutoSketch-adapted	greedy

🤖 Generated with Claude Code

Direction changed: instead of porting the MILP into ASAPQuery, asap-planner-rs will call sketch-bench's rqe-optimizer as a library. New plan: #790 (sketch-bench side: ProjectASAP/sketch-bench#143).

SQL support for --planner milp: #834

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Optimizer: move sketch-bench #129 MILP into asap-planner-rs (--planner milp) #753

Summary

Goal

PR order

Related

Tracking

Design decisions (revised)

Delivery order

Known model limitations

References

ASAPQuery optimizer vs sketch-bench `rqe-optimizer`: differences (as of 2026-10-05)

Inputs

Candidates and constraints

Objective

MILP

Outputs

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Optimizer: move sketch-bench #129 MILP into asap-planner-rs (--planner milp) #753

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milindsrivastava1997 commented on Oct 3, 2026

Design decisions (revised)

Delivery order

Known model limitations

References

milindsrivastava1997 commented on Oct 5, 2026

ASAPQuery optimizer vs sketch-bench rqe-optimizer: differences (as of 2026-10-05)

Inputs

Candidates and constraints

Objective

MILP

Outputs

milindsrivastava1997 commented on Oct 5, 2026

milindsrivastava1997 commented on Oct 12, 2026

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ASAPQuery optimizer vs sketch-bench `rqe-optimizer`: differences (as of 2026-10-05)