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Added OVI for linear equation systems (i.e. DTMC/CTMC)

tempestpy_adaptions
Tim Quatmann 5 years ago
parent
7c49edb68f
commit
383e2172d4
5 changed files with 76 additions and 5 deletions
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  1. 4
      src/storm/settings/modules/NativeEquationSolverSettings.cpp
  2. 72
      src/storm/solver/NativeLinearEquationSolver.cpp
  3. 1
      src/storm/solver/NativeLinearEquationSolver.h
  4. 2
      src/storm/solver/SolverSelectionOptions.cpp
  5. 2
      src/storm/solver/SolverSelectionOptions.h

4
src/storm/settings/modules/NativeEquationSolverSettings.cpp
View File

@ -26,7 +26,7 @@ namespace storm {
const std::string NativeEquationSolverSettings::intervalIterationSymmetricUpdatesOptionName = "symmetricupdates";
NativeEquationSolverSettings::NativeEquationSolverSettings() : ModuleSettings(moduleName) {
std::vector<std::string> methods = { "jacobi", "gaussseidel", "sor", "walkerchae", "power", "sound-value-iteration", "svi", "interval-iteration", "ii", "ratsearch" };
std::vector<std::string> methods = { "jacobi", "gaussseidel", "sor", "walkerchae", "power", "sound-value-iteration", "svi", "optimistic-value-itearation", "ovi", "interval-iteration", "ii", "ratsearch" };
this->addOption(storm::settings::OptionBuilder(moduleName, techniqueOptionName, true, "The method to be used for solving linear equation systems with the native engine.").setIsAdvanced().addArgument(storm::settings::ArgumentBuilder::createStringArgument("name", "The name of the method to use.").addValidatorString(ArgumentValidatorFactory::createMultipleChoiceValidator(methods)).setDefaultValueString("jacobi").build()).build());
this->addOption(storm::settings::OptionBuilder(moduleName, maximalIterationsOptionName, false, "The maximal number of iterations to perform before iterative solving is aborted.").setIsAdvanced().setShortName(maximalIterationsOptionShortName).addArgument(storm::settings::ArgumentBuilder::createUnsignedIntegerArgument("count", "The maximal iteration count.").build()).build());
@ -66,6 +66,8 @@ namespace storm {
return storm::solver::NativeLinearEquationSolverMethod::Power;
} else if (linearEquationSystemTechniqueAsString == "sound-value-iteration" || linearEquationSystemTechniqueAsString == "svi") {
return storm::solver::NativeLinearEquationSolverMethod::SoundValueIteration;
} else if (linearEquationSystemTechniqueAsString == "optimistic-value-iteration" || linearEquationSystemTechniqueAsString == "ovi") {
return storm::solver::NativeLinearEquationSolverMethod::OptimisticValueIteration;
} else if (linearEquationSystemTechniqueAsString == "interval-iteration" || linearEquationSystemTechniqueAsString == "ii") {
return storm::solver::NativeLinearEquationSolverMethod::IntervalIteration;
} else if (linearEquationSystemTechniqueAsString == "ratsearch") {

72
src/storm/solver/NativeLinearEquationSolver.cpp
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@ -10,6 +10,7 @@
#include "storm/utility/constants.h"
#include "storm/utility/vector.h"
#include "storm/solver/helper/SoundValueIterationHelper.h"
#include "storm/solver/helper/OptimisticValueIterationHelper.h"
#include "storm/solver/Multiplier.h"
#include "storm/exceptions/InvalidStateException.h"
#include "storm/exceptions/InvalidEnvironmentException.h"
@ -623,6 +624,69 @@ namespace storm {
return converged;
}
template<typename ValueType>
bool NativeLinearEquationSolver<ValueType>::solveEquationsOptimisticValueIteration(Environment const& env, std::vector<ValueType>& x, std::vector<ValueType> const& b) const {
if (!this->multiplier) {
this->multiplier = storm::solver::MultiplierFactory<ValueType>().create(env, *this->A);
}
if (!this->cachedRowVector) {
this->cachedRowVector = std::make_unique<std::vector<ValueType>>(this->A->getRowCount());
}
if (!this->cachedRowVector2) {
this->cachedRowVector2 = std::make_unique<std::vector<ValueType>>(this->A->getRowCount());
}
// By default, we can not provide any guarantee
SolverGuarantee guarantee = SolverGuarantee::None;
// Get handle to multiplier.
storm::solver::Multiplier<ValueType> const &multiplier = *this->multiplier;
// Allow aliased multiplications.
storm::solver::MultiplicationStyle multiplicationStyle = env.solver().native().getPowerMethodMultiplicationStyle();
bool useGaussSeidelMultiplication = multiplicationStyle == storm::solver::MultiplicationStyle::GaussSeidel;
boost::optional<storm::storage::BitVector> relevantValues;
if (this->hasRelevantValues()) {
relevantValues = this->getRelevantValues();
}
// x has to start with a lower bound.
this->createLowerBoundsVector(x);
std::vector<ValueType>* lowerX = &x;
std::vector<ValueType>* upperX = this->cachedRowVector.get();
std::vector<ValueType>* auxVector = this->cachedRowVector2.get();
this->startMeasureProgress();
auto statusIters = storm::solver::helper::solveEquationsOptimisticValueIteration(env, lowerX, upperX, auxVector,
[&] (std::vector<ValueType>*& y, std::vector<ValueType>*& yPrime, ValueType const& precision, bool const& relative, uint64_t const& i, uint64_t const& maxI) {
this->showProgressIterative(i);
return performPowerIteration(env, y, yPrime, b, precision, relative, guarantee, i, maxI, multiplicationStyle);
},
[&] (std::vector<ValueType>* y, std::vector<ValueType>* yPrime, uint64_t const& i) {
this->showProgressIterative(i);
if (useGaussSeidelMultiplication) {
// Copy over the current vectors so we can modify them in-place.
// This is necessary as we want to compare the new values with the current ones.
*yPrime = *y;
multiplier.multiplyGaussSeidel(env, *y, &b);
} else {
multiplier.multiply(env, *y, &b, *yPrime);
std::swap(y, yPrime);
}
}, relevantValues);
auto two = storm::utility::convertNumber<ValueType>(2.0);
storm::utility::vector::applyPointwise<ValueType, ValueType, ValueType>(*lowerX, *upperX, x, [&two] (ValueType const& a, ValueType const& b) -> ValueType { return (a + b) / two; });
this->logIterations(statusIters.first == SolverStatus::Converged, statusIters.first == SolverStatus::TerminatedEarly, statusIters.second);
if (!this->isCachingEnabled()) {
clearCache();
}
return statusIters.first == SolverStatus::Converged || statusIters.first == SolverStatus::TerminatedEarly;
}
template<typename ValueType>
bool NativeLinearEquationSolver<ValueType>::solveEquationsRationalSearch(Environment const& env, std::vector<ValueType>& x, std::vector<ValueType> const& b) const {
return solveEquationsRationalSearchHelper<double>(env, x, b);
@ -908,7 +972,7 @@ namespace storm {
} else {
STORM_LOG_WARN("The selected solution method does not guarantee exact results.");
}
} else if (env.solver().isForceSoundness() && method != NativeLinearEquationSolverMethod::SoundValueIteration && method != NativeLinearEquationSolverMethod::IntervalIteration && method != NativeLinearEquationSolverMethod::RationalSearch) {
} else if (env.solver().isForceSoundness() && method != NativeLinearEquationSolverMethod::SoundValueIteration && method != NativeLinearEquationSolverMethod::OptimisticValueIteration && method != NativeLinearEquationSolverMethod::IntervalIteration && method != NativeLinearEquationSolverMethod::RationalSearch) {
if (env.solver().native().isMethodSetFromDefault()) {
method = NativeLinearEquationSolverMethod::SoundValueIteration;
STORM_LOG_INFO("Selecting '" + toString(method) + "' as the solution technique to guarantee sound results. If you want to override this, please explicitly specify a different method.");
@ -935,6 +999,8 @@ namespace storm {
return this->solveEquationsPower(env, x, b);
case NativeLinearEquationSolverMethod::SoundValueIteration:
return this->solveEquationsSoundValueIteration(env, x, b);
case NativeLinearEquationSolverMethod::OptimisticValueIteration:
return this->solveEquationsOptimisticValueIteration(env, x, b);
case NativeLinearEquationSolverMethod::IntervalIteration:
return this->solveEquationsIntervalIteration(env, x, b);
case NativeLinearEquationSolverMethod::RationalSearch:
@ -947,7 +1013,7 @@ namespace storm {
template<typename ValueType>
LinearEquationSolverProblemFormat NativeLinearEquationSolver<ValueType>::getEquationProblemFormat(Environment const& env) const {
auto method = getMethod(env, storm::NumberTraits<ValueType>::IsExact || env.solver().isForceExact());
if (method == NativeLinearEquationSolverMethod::Power || method == NativeLinearEquationSolverMethod::SoundValueIteration || method == NativeLinearEquationSolverMethod::RationalSearch || method == NativeLinearEquationSolverMethod::IntervalIteration) {
if (method == NativeLinearEquationSolverMethod::Power || method == NativeLinearEquationSolverMethod::SoundValueIteration || method == NativeLinearEquationSolverMethod::OptimisticValueIteration || method == NativeLinearEquationSolverMethod::RationalSearch || method == NativeLinearEquationSolverMethod::IntervalIteration) {
return LinearEquationSolverProblemFormat::FixedPointSystem;
} else {
return LinearEquationSolverProblemFormat::EquationSystem;
@ -960,7 +1026,7 @@ namespace storm {
auto method = getMethod(env, storm::NumberTraits<ValueType>::IsExact || env.solver().isForceExact());
if (method == NativeLinearEquationSolverMethod::IntervalIteration) {
requirements.requireBounds();
} else if (method == NativeLinearEquationSolverMethod::RationalSearch) {
} else if (method == NativeLinearEquationSolverMethod::RationalSearch || method == NativeLinearEquationSolverMethod::OptimisticValueIteration) {
requirements.requireLowerBounds();
} else if (method == NativeLinearEquationSolverMethod::SoundValueIteration) {
requirements.requireBounds(false);

1
src/storm/solver/NativeLinearEquationSolver.h
View File

@ -66,6 +66,7 @@ namespace storm {
virtual bool solveEquationsWalkerChae(storm::Environment const& env, std::vector<ValueType>& x, std::vector<ValueType> const& b) const;
virtual bool solveEquationsPower(storm::Environment const& env, std::vector<ValueType>& x, std::vector<ValueType> const& b) const;
virtual bool solveEquationsSoundValueIteration(storm::Environment const& env, std::vector<ValueType>& x, std::vector<ValueType> const& b) const;
virtual bool solveEquationsOptimisticValueIteration(storm::Environment const& env, std::vector<ValueType>& x, std::vector<ValueType> const& b) const;
virtual bool solveEquationsIntervalIteration(storm::Environment const& env, std::vector<ValueType>& x, std::vector<ValueType> const& b) const;
virtual bool solveEquationsRationalSearch(storm::Environment const& env, std::vector<ValueType>& x, std::vector<ValueType> const& b) const;

2
src/storm/solver/SolverSelectionOptions.cpp
View File

@ -124,6 +124,8 @@ namespace storm {
return "Power";
case NativeLinearEquationSolverMethod::SoundValueIteration:
return "SoundValueIteration";
case NativeLinearEquationSolverMethod::OptimisticValueIteration:
return "optimisticvalueiteration";
case NativeLinearEquationSolverMethod::IntervalIteration:
return "IntervalIteration";
case NativeLinearEquationSolverMethod::RationalSearch:

2
src/storm/solver/SolverSelectionOptions.h
View File

@ -16,7 +16,7 @@ namespace storm {
ExtendEnumsWithSelectionField(EquationSolverType, Native, Gmmxx, Eigen, Elimination, Topological)
ExtendEnumsWithSelectionField(SmtSolverType, Z3, Mathsat)
ExtendEnumsWithSelectionField(NativeLinearEquationSolverMethod, Jacobi, GaussSeidel, SOR, WalkerChae, Power, SoundValueIteration, IntervalIteration, RationalSearch)
ExtendEnumsWithSelectionField(NativeLinearEquationSolverMethod, Jacobi, GaussSeidel, SOR, WalkerChae, Power, SoundValueIteration, OptimisticValueIteration, IntervalIteration, RationalSearch)
ExtendEnumsWithSelectionField(GmmxxLinearEquationSolverMethod, Bicgstab, Qmr, Gmres)
ExtendEnumsWithSelectionField(GmmxxLinearEquationSolverPreconditioner, Ilu, Diagonal, None)
ExtendEnumsWithSelectionField(EigenLinearEquationSolverMethod, SparseLU, Bicgstab, DGmres, Gmres)

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