diff --git a/resources/3rdparty/gmm-5.2/include/gmm/gmm_blas.h b/resources/3rdparty/gmm-5.2/include/gmm/gmm_blas.h index 19e58f755..4fbe070d3 100644 --- a/resources/3rdparty/gmm-5.2/include/gmm/gmm_blas.h +++ b/resources/3rdparty/gmm-5.2/include/gmm/gmm_blas.h @@ -44,7 +44,7 @@ #ifdef STORM_HAVE_INTELTBB #include // This fixes a potential dependency ordering problem between GMM and TBB -#include "tbb/tbb.h" +#include "storm/adapters/IntelTbbAdapter.h" #include #endif diff --git a/src/storm-cli-utilities/cli.cpp b/src/storm-cli-utilities/cli.cpp index e79971cbc..e4a929445 100644 --- a/src/storm-cli-utilities/cli.cpp +++ b/src/storm-cli-utilities/cli.cpp @@ -17,9 +17,8 @@ // Includes for the linked libraries and versions header. -#ifdef STORM_HAVE_INTELTBB -# include "tbb/tbb_stddef.h" -#endif +#include "storm/adapters/IntelTbbAdapter.h" + #ifdef STORM_HAVE_GLPK # include "glpk.h" #endif diff --git a/src/storm/adapters/IntelTbbAdapter.h b/src/storm/adapters/IntelTbbAdapter.h new file mode 100644 index 000000000..fb4d7eb72 --- /dev/null +++ b/src/storm/adapters/IntelTbbAdapter.h @@ -0,0 +1,32 @@ +#pragma once + +// To detect whether the usage of TBB is possible, this include is neccessary +#include "storm-config.h" + + +/* On macOS, TBB includes the header + * /Library/Developer/CommandLineTools/SDKs/MacOSX10.14.sdk/usr/include/mach/boolean.h + * which #defines macros TRUE and FALSE. Since these also occur as identifiers, we #undef them after including TBB. + * We still issue a warning in case these macros have been defined before. +*/ + +#ifdef TRUE +#warning "Undefining previously defined macro 'TRUE'." +#endif + +#ifdef FALSE +#warning "Undefining previously defined macro 'FALSE'." +#endif + +#ifdef STORM_HAVE_INTELTBB +#include "tbb/tbb.h" +#include "tbb/tbb_stddef.h" +#endif + +#ifdef TRUE +#undef TRUE +#endif + +#ifdef FALSE +#undef FALSE +#endif diff --git a/src/storm/analysis/GraphConditions.h b/src/storm/analysis/GraphConditions.h index a901dfa68..00c0d5101 100644 --- a/src/storm/analysis/GraphConditions.h +++ b/src/storm/analysis/GraphConditions.h @@ -9,6 +9,7 @@ namespace storm { namespace analysis { + template struct ConstraintType { typedef void* val; @@ -16,9 +17,9 @@ namespace storm { template struct ConstraintType::value>::type> { - typedef carl::Formula val; + typedef carl::Formula val; }; - + /** * Class to collect constraints on parametric Markov chains. */ diff --git a/src/storm/environment/solver/MinMaxSolverEnvironment.h b/src/storm/environment/solver/MinMaxSolverEnvironment.h index 3f54f0fa9..b0a19d8c4 100644 --- a/src/storm/environment/solver/MinMaxSolverEnvironment.h +++ b/src/storm/environment/solver/MinMaxSolverEnvironment.h @@ -25,8 +25,6 @@ namespace storm { void setRelativeTerminationCriterion(bool value); storm::solver::MultiplicationStyle const& getMultiplicationStyle() const; void setMultiplicationStyle(storm::solver::MultiplicationStyle value); - bool isForceBoundsSet() const; - void setForceBounds(bool value); bool isSymmetricUpdatesSet() const; void setSymmetricUpdates(bool value); @@ -37,7 +35,6 @@ namespace storm { storm::RationalNumber precision; bool considerRelativeTerminationCriterion; storm::solver::MultiplicationStyle multiplicationStyle; - bool forceBounds; bool symmetricUpdates; }; } diff --git a/src/storm/modelchecker/prctl/helper/SparseMdpPrctlHelper.cpp b/src/storm/modelchecker/prctl/helper/SparseMdpPrctlHelper.cpp index 3aff389fa..d8bb7dc32 100644 --- a/src/storm/modelchecker/prctl/helper/SparseMdpPrctlHelper.cpp +++ b/src/storm/modelchecker/prctl/helper/SparseMdpPrctlHelper.cpp @@ -783,7 +783,7 @@ namespace storm { newRew0AStates.set(ecElimResult.oldToNewStateMapping[oldRew0AState]); } - return computeReachabilityRewardsHelper(env, std::move(goal), ecElimResult.matrix, ecElimResult.matrix.transpose(true), + MDPSparseModelCheckingHelperReturnType result = computeReachabilityRewardsHelper(env, std::move(goal), ecElimResult.matrix, ecElimResult.matrix.transpose(true), [&] (uint_fast64_t rowCount, storm::storage::SparseMatrix const& transitionMatrix, storm::storage::BitVector const& maybeStates) { std::vector result; std::vector oldChoiceRewards = rewardModel.getTotalRewardVector(transitionMatrix); @@ -813,6 +813,11 @@ namespace storm { } return newChoicesWithoutReward; }); + + std::vector resultInEcQuotient = std::move(result.values); + result.values.resize(ecElimResult.oldToNewStateMapping.size()); + storm::utility::vector::selectVectorValues(result.values, ecElimResult.oldToNewStateMapping, resultInEcQuotient); + return result; } } } diff --git a/src/storm/models/sparse/MarkovAutomaton.cpp b/src/storm/models/sparse/MarkovAutomaton.cpp index dad398ea6..9d6869d84 100644 --- a/src/storm/models/sparse/MarkovAutomaton.cpp +++ b/src/storm/models/sparse/MarkovAutomaton.cpp @@ -5,6 +5,7 @@ #include "storm/solver/stateelimination/StateEliminator.h" #include "storm/storage/FlexibleSparseMatrix.h" #include "storm/utility/constants.h" +#include "storm/utility/ConstantsComparator.h" #include "storm/utility/vector.h" #include "storm/utility/macros.h" #include "storm/utility/graph.h" @@ -137,6 +138,7 @@ namespace storm { this->exitRates.reserve(this->getNumberOfStates()); } + storm::utility::ConstantsComparator comparator; for (uint_fast64_t state = 0; state< this->getNumberOfStates(); ++state) { uint_fast64_t row = this->getTransitionMatrix().getRowGroupIndices()[state]; if (this->markovianStates.get(state)) { @@ -151,13 +153,13 @@ namespace storm { ++row; } else { if (assertRates) { - STORM_LOG_THROW(storm::utility::isZero(this->exitRates[state]), storm::exceptions::InvalidArgumentException, "The specified exit rate for (non-Markovian) choice should be 0."); + STORM_LOG_THROW(comparator.isZero(this->exitRates[state]), storm::exceptions::InvalidArgumentException, "The specified exit rate for (non-Markovian) choice should be 0."); } else { this->exitRates.push_back(storm::utility::zero()); } } for (; row < this->getTransitionMatrix().getRowGroupIndices()[state+1]; ++row) { - STORM_LOG_THROW(storm::utility::isOne(this->getTransitionMatrix().getRowSum(row)), storm::exceptions::InvalidArgumentException, "Entries of transition matrix do not sum up to one for (non-Markovian) choice " << row << " of state " << state << " (sum is " << this->getTransitionMatrix().getRowSum(row) << ")."); + STORM_LOG_THROW(comparator.isOne(this->getTransitionMatrix().getRowSum(row)), storm::exceptions::InvalidArgumentException, "Entries of transition matrix do not sum up to one for (non-Markovian) choice " << row << " of state " << state << " (sum is " << this->getTransitionMatrix().getRowSum(row) << ")."); } } } diff --git a/src/storm/settings/ArgumentValidators.cpp b/src/storm/settings/ArgumentValidators.cpp index 8e108b454..1e9c56db3 100644 --- a/src/storm/settings/ArgumentValidators.cpp +++ b/src/storm/settings/ArgumentValidators.cpp @@ -129,6 +129,10 @@ namespace storm { return createRangeValidatorExcluding(lowerBound, upperBound); } + std::shared_ptr> ArgumentValidatorFactory::createUnsignedRangeValidatorIncluding(uint64_t lowerBound, uint64_t upperBound) { + return createRangeValidatorIncluding(lowerBound, upperBound); + } + std::shared_ptr> ArgumentValidatorFactory::createDoubleRangeValidatorExcluding(double lowerBound, double upperBound) { return createRangeValidatorExcluding(lowerBound, upperBound); } diff --git a/src/storm/settings/ArgumentValidators.h b/src/storm/settings/ArgumentValidators.h index 93ced6f26..6f8d73101 100644 --- a/src/storm/settings/ArgumentValidators.h +++ b/src/storm/settings/ArgumentValidators.h @@ -70,6 +70,7 @@ namespace storm { public: static std::shared_ptr> createIntegerRangeValidatorExcluding(int_fast64_t lowerBound, int_fast64_t upperBound); static std::shared_ptr> createUnsignedRangeValidatorExcluding(uint64_t lowerBound, uint64_t upperBound); + static std::shared_ptr> createUnsignedRangeValidatorIncluding(uint64_t lowerBound, uint64_t upperBound); static std::shared_ptr> createDoubleRangeValidatorExcluding(double lowerBound, double upperBound); static std::shared_ptr> createDoubleRangeValidatorIncluding(double lowerBound, double upperBound); diff --git a/src/storm/settings/modules/CoreSettings.cpp b/src/storm/settings/modules/CoreSettings.cpp index 3925012e3..baf474d1c 100644 --- a/src/storm/settings/modules/CoreSettings.cpp +++ b/src/storm/settings/modules/CoreSettings.cpp @@ -9,6 +9,7 @@ #include "storm/solver/SolverSelectionOptions.h" #include "storm/storage/dd/DdType.h" +#include "storm/adapters/IntelTbbAdapter.h" #include "storm/utility/macros.h" #include "storm/exceptions/IllegalArgumentValueException.h" diff --git a/src/storm/settings/modules/GurobiSettings.cpp b/src/storm/settings/modules/GurobiSettings.cpp index 4f35e085a..094382d27 100644 --- a/src/storm/settings/modules/GurobiSettings.cpp +++ b/src/storm/settings/modules/GurobiSettings.cpp @@ -15,6 +15,8 @@ namespace storm { const std::string GurobiSettings::integerToleranceOption = "inttol"; const std::string GurobiSettings::threadsOption = "threads"; const std::string GurobiSettings::outputOption = "output"; + const std::string GurobiSettings::mipFocusOption = "mipfocus"; + const std::string GurobiSettings::concurrentMipThreadsOption = "concurrentmip"; GurobiSettings::GurobiSettings() : ModuleSettings(moduleName) { this->addOption(storm::settings::OptionBuilder(moduleName, threadsOption, true, "The number of threads that may be used by Gurobi.").addArgument(storm::settings::ArgumentBuilder::createUnsignedIntegerArgument("count", "The number of threads.").setDefaultValueUnsignedInteger(1).build()).build()); @@ -22,6 +24,10 @@ namespace storm { this->addOption(storm::settings::OptionBuilder(moduleName, outputOption, true, "If set, the Gurobi output will be printed to the command line.").build()); this->addOption(storm::settings::OptionBuilder(moduleName, integerToleranceOption, true, "Sets Gurobi's precision for integer variables.").addArgument(storm::settings::ArgumentBuilder::createDoubleArgument("value", "The precision to achieve.").setDefaultValueDouble(1e-06).addValidatorDouble(ArgumentValidatorFactory::createDoubleRangeValidatorExcluding(0.0, 1.0)).build()).build()); + + this->addOption(storm::settings::OptionBuilder(moduleName, mipFocusOption, true, "The high level solution strategy used to solve MILPs.").addArgument(storm::settings::ArgumentBuilder::createUnsignedIntegerArgument("value", "The number of the strategy.").setDefaultValueUnsignedInteger(0).addValidatorUnsignedInteger(ArgumentValidatorFactory::createUnsignedRangeValidatorIncluding(0, 3)).build()).build()); + + this->addOption(storm::settings::OptionBuilder(moduleName, concurrentMipThreadsOption, true, "The number of MIP solvers Gurobi spawns in parallel. Shall not be larger then the number of threads.").addArgument(storm::settings::ArgumentBuilder::createUnsignedIntegerArgument("value", "The number of parallel solvers.").setDefaultValueUnsignedInteger(1).addValidatorUnsignedInteger(ArgumentValidatorFactory::createUnsignedGreaterEqualValidator(1)).build()).build()); } bool GurobiSettings::isIntegerToleranceSet() const { @@ -44,11 +50,19 @@ namespace storm { return this->getOption(outputOption).getHasOptionBeenSet(); } + uint_fast64_t GurobiSettings::getMIPFocus() const { + return this->getOption(mipFocusOption).getArgumentByName("value").getValueAsUnsignedInteger(); + } + + uint_fast64_t GurobiSettings::getNumberOfConcurrentMipThreads() const { + return this->getOption(concurrentMipThreadsOption).getArgumentByName("value").getValueAsUnsignedInteger(); + } + bool GurobiSettings::check() const { if (isOutputSet() || isIntegerToleranceSet() || isNumberOfThreadsSet()) { STORM_LOG_WARN_COND(storm::settings::getModule().getLpSolver() == storm::solver::LpSolverType::Gurobi, "Gurobi is not selected as the preferred LP solver, so setting options for Gurobi might have no effect."); } - + STORM_LOG_WARN_COND(getNumberOfConcurrentMipThreads() <= getNumberOfThreads(), "Requested more concurrent MILP solvers then the available threads for Gurobi." ); return true; } diff --git a/src/storm/settings/modules/GurobiSettings.h b/src/storm/settings/modules/GurobiSettings.h index c91cf96f3..0151f6714 100644 --- a/src/storm/settings/modules/GurobiSettings.h +++ b/src/storm/settings/modules/GurobiSettings.h @@ -45,6 +45,21 @@ namespace storm { */ uint_fast64_t getNumberOfThreads() const; + /*! + * Retrieves the selected high-level solution strategy for MILPs. + * + * @return The high-level solution strategy. + */ + uint_fast64_t getMIPFocus() const; + + + /*! + * Retrieves the number of MIP solvers, Gurobi spawns in parallel. + * + * @return The number of MIP solvers Gurobi spawns in parallel.. + */ + uint_fast64_t getNumberOfConcurrentMipThreads() const; + /*! * Retrieves whether the output option was set. * @@ -62,6 +77,8 @@ namespace storm { static const std::string integerToleranceOption; static const std::string threadsOption; static const std::string outputOption; + static const std::string mipFocusOption; + static const std::string concurrentMipThreadsOption; }; } // namespace modules diff --git a/src/storm/solver/GmmxxMultiplier.cpp b/src/storm/solver/GmmxxMultiplier.cpp index 95abf61fb..59d71af8e 100644 --- a/src/storm/solver/GmmxxMultiplier.cpp +++ b/src/storm/solver/GmmxxMultiplier.cpp @@ -2,6 +2,7 @@ #include "storm/adapters/RationalNumberAdapter.h" #include "storm/adapters/RationalFunctionAdapter.h" +#include "storm/adapters/IntelTbbAdapter.h" #include "storm/storage/SparseMatrix.h" #include "storm/settings/SettingsManager.h" #include "storm/settings/modules/CoreSettings.h" diff --git a/src/storm/solver/GurobiLpSolver.cpp b/src/storm/solver/GurobiLpSolver.cpp index 3e0db5333..cd556c936 100644 --- a/src/storm/solver/GurobiLpSolver.cpp +++ b/src/storm/solver/GurobiLpSolver.cpp @@ -76,7 +76,13 @@ namespace storm { // Enable the following line to restrict Gurobi to one thread only. error = GRBsetintparam(env, "Threads", storm::settings::getModule().getNumberOfThreads()); STORM_LOG_THROW(error == 0, storm::exceptions::InvalidStateException, "Unable to set Gurobi Parameter Threads (" << GRBgeterrormsg(env) << ", error code " << error << ")."); - + + error = GRBsetintparam(env, "MIPFocus", storm::settings::getModule().getMIPFocus()); + STORM_LOG_THROW(error == 0, storm::exceptions::InvalidStateException, "Unable to set Gurobi Parameter MIPFocus (" << GRBgeterrormsg(env) << ", error code " << error << ")."); + + error = GRBsetintparam(env, "ConcurrentMIP", storm::settings::getModule().getNumberOfConcurrentMipThreads()); + STORM_LOG_THROW(error == 0, storm::exceptions::InvalidStateException, "Unable to set Gurobi Parameter ConcurrentMIP (" << GRBgeterrormsg(env) << ", error code " << error << ")."); + // Enable the following line to force Gurobi to be as precise about the binary variables as required by the given precision option. error = GRBsetdblparam(env, "IntFeasTol", storm::settings::getModule().getIntegerTolerance()); STORM_LOG_THROW(error == 0, storm::exceptions::InvalidStateException, "Unable to set Gurobi Parameter IntFeasTol (" << GRBgeterrormsg(env) << ", error code " << error << ")."); @@ -175,6 +181,7 @@ namespace storm { template void GurobiLpSolver::addConstraint(std::string const& name, storm::expressions::Expression const& constraint) { + STORM_LOG_TRACE("Adding constraint " << name << " to GurobiLpSolver:" << std::endl << "\t" << constraint); STORM_LOG_THROW(constraint.isRelationalExpression(), storm::exceptions::InvalidArgumentException, "Illegal constraint is not a relational expression."); STORM_LOG_THROW(constraint.getOperator() != storm::expressions::OperatorType::NotEqual, storm::exceptions::InvalidArgumentException, "Illegal constraint uses inequality operator."); @@ -436,6 +443,132 @@ namespace storm { } } + template + void GurobiLpSolver::setMaximalSolutionCount(uint64_t value) { + int error = GRBsetintparam(GRBgetenv(model), "PoolSolutions", value); + STORM_LOG_THROW(error == 0, storm::exceptions::InvalidStateException, "Unable to set Gurobi Parameter PoolSolutions (" << GRBgeterrormsg(env) << ", error code " << error << ")."); + } + + template + uint64_t GurobiLpSolver::getSolutionCount() const { + STORM_LOG_THROW(this->currentModelHasBeenOptimized, storm::exceptions::InvalidStateException, "Illegal call to GurobiLpSolver::getSolutionCount: model has not been optimized."); + int result = -1; + int error = GRBgetintattr(model, "SolCount", &result); + STORM_LOG_THROW(error == 0 && result >= 0, storm::exceptions::InvalidStateException, "Unable to get solution count or invalid number of solutions."); + return result; + } + + template + ValueType GurobiLpSolver::getContinuousValue(storm::expressions::Variable const& variable, uint64_t const& solutionIndex) const { + if (!this->isOptimal()) { + STORM_LOG_THROW(!this->isInfeasible(), storm::exceptions::InvalidAccessException, "Unable to get Gurobi solution from infeasible model (" << GRBgeterrormsg(env) << ")."); + STORM_LOG_THROW(!this->isUnbounded(), storm::exceptions::InvalidAccessException, "Unable to get Gurobi solution from unbounded model (" << GRBgeterrormsg(env) << ")."); + STORM_LOG_THROW(false, storm::exceptions::InvalidAccessException, "Unable to get Gurobi solution from unoptimized model (" << GRBgeterrormsg(env) << ")."); + } + STORM_LOG_ASSERT(solutionIndex < getSolutionCount(), "Invalid solution index."); + + auto variableIndexPair = this->variableToIndexMap.find(variable); + STORM_LOG_THROW(variableIndexPair != this->variableToIndexMap.end(), storm::exceptions::InvalidAccessException, "Accessing value of unknown variable '" << variable.getName() << "'."); + + double value = 0; + int error = GRBsetintparam(GRBgetenv(model), GRB_INT_PAR_SOLUTIONNUMBER, solutionIndex); + STORM_LOG_THROW(error == 0, storm::exceptions::InvalidStateException, "Unable to set Gurobi solution index (" << GRBgeterrormsg(env) << ", error code " << error << ")."); + error = GRBgetdblattrelement(model, GRB_DBL_ATTR_Xn, variableIndexPair->second, &value); + STORM_LOG_THROW(error == 0, storm::exceptions::InvalidStateException, "Unable to get Gurobi solution (" << GRBgeterrormsg(env) << ", error code " << error << ")."); + + return storm::utility::convertNumber(value); + } + + template + int_fast64_t GurobiLpSolver::getIntegerValue(storm::expressions::Variable const& variable, uint64_t const& solutionIndex) const { + if (!this->isOptimal()) { + STORM_LOG_THROW(!this->isInfeasible(), storm::exceptions::InvalidAccessException, "Unable to get Gurobi solution from infeasible model (" << GRBgeterrormsg(env) << ")."); + STORM_LOG_THROW(!this->isUnbounded(), storm::exceptions::InvalidAccessException, "Unable to get Gurobi solution from unbounded model (" << GRBgeterrormsg(env) << ")."); + STORM_LOG_THROW(false, storm::exceptions::InvalidAccessException, "Unable to get Gurobi solution from unoptimized model (" << GRBgeterrormsg(env) << ")."); + } + STORM_LOG_ASSERT(solutionIndex < getSolutionCount(), "Invalid solution index."); + + auto variableIndexPair = this->variableToIndexMap.find(variable); + STORM_LOG_THROW(variableIndexPair != this->variableToIndexMap.end(), storm::exceptions::InvalidAccessException, "Accessing value of unknown variable '" << variable.getName() << "'."); + + double value = 0; + int error = GRBsetintparam(GRBgetenv(model), GRB_INT_PAR_SOLUTIONNUMBER, solutionIndex); + STORM_LOG_THROW(error == 0, storm::exceptions::InvalidStateException, "Unable to set Gurobi solution index (" << GRBgeterrormsg(env) << ", error code " << error << ")."); + error = GRBgetdblattrelement(model, GRB_DBL_ATTR_Xn, variableIndexPair->second, &value); + STORM_LOG_THROW(error == 0, storm::exceptions::InvalidStateException, "Unable to get Gurobi solution (" << GRBgeterrormsg(env) << ", error code " << error << ")."); + STORM_LOG_THROW(std::abs(static_cast(value) - value) <= storm::settings::getModule().getIntegerTolerance(), storm::exceptions::InvalidStateException, "Illegal value for integer variable in Gurobi solution (" << value << ")."); + + return static_cast(value); + } + + template + bool GurobiLpSolver::getBinaryValue(storm::expressions::Variable const& variable, uint64_t const& solutionIndex) const { + if (!this->isOptimal()) { + STORM_LOG_THROW(!this->isInfeasible(), storm::exceptions::InvalidAccessException, "Unable to get Gurobi solution from infeasible model (" << GRBgeterrormsg(env) << ")."); + STORM_LOG_THROW(!this->isUnbounded(), storm::exceptions::InvalidAccessException, "Unable to get Gurobi solution from unbounded model (" << GRBgeterrormsg(env) << ")."); + STORM_LOG_THROW(false, storm::exceptions::InvalidAccessException, "Unable to get Gurobi solution from unoptimized model (" << GRBgeterrormsg(env) << ")."); + } + STORM_LOG_ASSERT(solutionIndex < getSolutionCount(), "Invalid solution index."); + + auto variableIndexPair = this->variableToIndexMap.find(variable); + STORM_LOG_THROW(variableIndexPair != this->variableToIndexMap.end(), storm::exceptions::InvalidAccessException, "Accessing value of unknown variable '" << variable.getName() << "'."); + + double value = 0; + int error = GRBsetintparam(GRBgetenv(model), GRB_INT_PAR_SOLUTIONNUMBER, solutionIndex); + STORM_LOG_THROW(error == 0, storm::exceptions::InvalidStateException, "Unable to set Gurobi solution index (" << GRBgeterrormsg(env) << ", error code " << error << ")."); + error = GRBgetdblattrelement(model, GRB_DBL_ATTR_Xn, variableIndexPair->second, &value); + STORM_LOG_THROW(error == 0, storm::exceptions::InvalidStateException, "Unable to get Gurobi solution (" << GRBgeterrormsg(env) << ", error code " << error << ")."); + + if (value > 0.5) { + STORM_LOG_THROW(std::abs(static_cast(value) - 1) <= storm::settings::getModule().getIntegerTolerance(), storm::exceptions::InvalidStateException, "Illegal value for integer variable in Gurobi solution (" << value << ")."); + } else { + STORM_LOG_THROW(value <= storm::settings::getModule().getIntegerTolerance(), storm::exceptions::InvalidStateException, "Illegal value for integer variable in Gurobi solution (" << value << ")."); + } + + return static_cast(value); + } + + template + ValueType GurobiLpSolver::getObjectiveValue(uint64_t const& solutionIndex) const { + if (!this->isOptimal()) { + STORM_LOG_THROW(!this->isInfeasible(), storm::exceptions::InvalidAccessException, "Unable to get Gurobi solution from infeasible model (" << GRBgeterrormsg(env) << ")."); + STORM_LOG_THROW(!this->isUnbounded(), storm::exceptions::InvalidAccessException, "Unable to get Gurobi solution from unbounded model (" << GRBgeterrormsg(env) << ")."); + STORM_LOG_THROW(false, storm::exceptions::InvalidAccessException, "Unable to get Gurobi solution from unoptimized model (" << GRBgeterrormsg(env) << ")."); + } + STORM_LOG_ASSERT(solutionIndex < getSolutionCount(), "Invalid solution index."); + + double value = 0; + int error = GRBsetintparam(GRBgetenv(model), GRB_INT_PAR_SOLUTIONNUMBER, solutionIndex); + STORM_LOG_THROW(error == 0, storm::exceptions::InvalidStateException, "Unable to set Gurobi solution index (" << GRBgeterrormsg(env) << ", error code " << error << ")."); + error = GRBgetdblattr(model, GRB_DBL_ATTR_POOLOBJVAL, &value); + STORM_LOG_THROW(error == 0, storm::exceptions::InvalidStateException, "Unable to get Gurobi solution (" << GRBgeterrormsg(env) << ", error code " << error << ")."); + + return storm::utility::convertNumber(value); + } + + template + void GurobiLpSolver::setMaximalMILPGap(ValueType const& gap, bool relative) { + int error = -1; + if (relative) { + error = GRBsetdblparam(GRBgetenv(model), GRB_DBL_PAR_MIPGAP, storm::utility::convertNumber(gap)); + } else { + error = GRBsetdblparam(GRBgetenv(model), GRB_DBL_PAR_MIPGAPABS, storm::utility::convertNumber(gap)); + } + STORM_LOG_THROW(error == 0, storm::exceptions::InvalidStateException, "Unable to set Gurobi MILP GAP (" << GRBgeterrormsg(env) << ", error code " << error << ")."); + } + + template + ValueType GurobiLpSolver::getMILPGap(bool relative) const { + double relativeGap; + int error = GRBgetdblattr(model, GRB_DBL_ATTR_MIPGAP, &relativeGap); + STORM_LOG_THROW(error == 0, storm::exceptions::InvalidStateException, "Unable to get Gurobi MILP GAP (" << GRBgeterrormsg(env) << ", error code " << error << ")."); + auto result = storm::utility::convertNumber(relativeGap); + if (relative) { + return result; + } else { + return result * getObjectiveValue(); + } + } #else template @@ -577,6 +710,49 @@ namespace storm { throw storm::exceptions::NotImplementedException() << "This version of storm was compiled without support for Gurobi. Yet, a method was called that requires this support. Please choose a version of support with Gurobi support."; } + template + void GurobiLpSolver::setMaximalSolutionCount(uint64_t) { + throw storm::exceptions::NotImplementedException() << "This version of storm was compiled without support for Gurobi. Yet, a method was called that requires this support. Please choose a version of storm with Gurobi support."; + } + + template + uint64_t GurobiLpSolver::getSolutionCount() const { + throw storm::exceptions::NotImplementedException() << "This version of storm was compiled without support for Gurobi. Yet, a method was called that requires this support. Please choose a version of storm with Gurobi support."; + } + + template + ValueType GurobiLpSolver::getContinuousValue(storm::expressions::Variable const&, uint64_t const&) const { + throw storm::exceptions::NotImplementedException() << "This version of storm was compiled without support for Gurobi. Yet, a method was called that requires this support. Please choose a version of storm with Gurobi support."; + } + + template + int_fast64_t GurobiLpSolver::getIntegerValue(storm::expressions::Variable const&, uint64_t const&) const { + throw storm::exceptions::NotImplementedException() << "This version of storm was compiled without support for Gurobi. Yet, a method was called that requires this support. Please choose a version of storm with Gurobi support."; + } + + template + bool GurobiLpSolver::getBinaryValue(storm::expressions::Variable const&, uint64_t const&) const { + throw storm::exceptions::NotImplementedException() << "This version of storm was compiled without support for Gurobi. Yet, a method was called that requires this support. Please choose a version of storm with Gurobi support."; + } + + template + ValueType GurobiLpSolver::getObjectiveValue(uint64_t const&) const { + throw storm::exceptions::NotImplementedException() << "This version of storm was compiled without support for Gurobi. Yet, a method was called that requires this support. Please choose a version of storm with Gurobi support."; + } + + + template + void GurobiLpSolver::setMaximalMILPGap(ValueType const&, bool) { + throw storm::exceptions::NotImplementedException() << "This version of storm was compiled without support for Gurobi. Yet, a method was called that requires this support. Please choose a version of storm with Gurobi support."; + } + + template + ValueType GurobiLpSolver::getMILPGap(bool) const { + throw storm::exceptions::NotImplementedException() << "This version of storm was compiled without support for Gurobi. Yet, a method was called that requires this support. Please choose a version of storm with Gurobi support."; + } + + + #endif template class GurobiLpSolver; template class GurobiLpSolver; diff --git a/src/storm/solver/GurobiLpSolver.h b/src/storm/solver/GurobiLpSolver.h index 955e4c5ff..5947ad600 100644 --- a/src/storm/solver/GurobiLpSolver.h +++ b/src/storm/solver/GurobiLpSolver.h @@ -99,7 +99,6 @@ namespace storm { virtual int_fast64_t getIntegerValue(storm::expressions::Variable const& name) const override; virtual bool getBinaryValue(storm::expressions::Variable const& name) const override; virtual ValueType getObjectiveValue() const override; - // Methods to print the LP problem to a file. virtual void writeModelToFile(std::string const& filename) const override; @@ -107,6 +106,28 @@ namespace storm { virtual void push() override; virtual void pop() override; + + // Methods to retrieve values of sub-optimal solutions found along the way. + void setMaximalSolutionCount(uint64_t value); // How many solutions will be stored (at max) + uint64_t getSolutionCount() const; // How many solutions have been found + ValueType getContinuousValue(storm::expressions::Variable const& name, uint64_t const& solutionIndex) const; + int_fast64_t getIntegerValue(storm::expressions::Variable const& name, uint64_t const& solutionIndex) const; + bool getBinaryValue(storm::expressions::Variable const& name, uint64_t const& solutionIndex) const; + ValueType getObjectiveValue(uint64_t const& solutionIndex) const; + + /*! + * Specifies the maximum difference between lower- and upper objective bounds that triggers termination. + * That means a solution is considered optimal if + * upperBound - lowerBound < gap * (relative ? |upperBound| : 1). + * Only relevant for programs with integer/boolean variables. + */ + void setMaximalMILPGap(ValueType const& gap, bool relative); + + /*! + * Returns the obtained gap after a call to optimize() + */ + ValueType getMILPGap(bool relative) const; + private: /*! * Sets some properties of the Gurobi environment according to parameters given by the options. diff --git a/src/storm/solver/NativeMultiplier.cpp b/src/storm/solver/NativeMultiplier.cpp index 7dd2457df..b8c6c3549 100644 --- a/src/storm/solver/NativeMultiplier.cpp +++ b/src/storm/solver/NativeMultiplier.cpp @@ -10,6 +10,7 @@ #include "storm/adapters/RationalNumberAdapter.h" #include "storm/adapters/RationalFunctionAdapter.h" +#include "storm/adapters/IntelTbbAdapter.h" #include "storm/utility/macros.h" diff --git a/src/storm/storage/SparseMatrix.cpp b/src/storm/storage/SparseMatrix.cpp index 2ca0c823c..cdeaaf9a2 100644 --- a/src/storm/storage/SparseMatrix.cpp +++ b/src/storm/storage/SparseMatrix.cpp @@ -1,12 +1,5 @@ #include -// To detect whether the usage of TBB is possible, this include is neccessary -#include "storm-config.h" - -#ifdef STORM_HAVE_INTELTBB -#include "tbb/tbb.h" -#endif - #include "storm/storage/sparse/StateType.h" #include "storm/storage/SparseMatrix.h" #include "storm/adapters/RationalFunctionAdapter.h" diff --git a/src/storm/storage/SparseMatrix.h b/src/storm/storage/SparseMatrix.h index d33eda907..dbdd4086d 100644 --- a/src/storm/storage/SparseMatrix.h +++ b/src/storm/storage/SparseMatrix.h @@ -16,6 +16,7 @@ #include "storm/utility/macros.h" #include "storm/utility/constants.h" #include "storm/adapters/RationalFunctionAdapter.h" +#include "storm/adapters/IntelTbbAdapter.h" // Forward declaration for adapter classes. namespace storm { diff --git a/src/storm/storage/geometry/NativePolytope.cpp b/src/storm/storage/geometry/NativePolytope.cpp index 2d35368d1..f90fadb73 100644 --- a/src/storm/storage/geometry/NativePolytope.cpp +++ b/src/storm/storage/geometry/NativePolytope.cpp @@ -285,7 +285,6 @@ namespace storm { template std::shared_ptr> NativePolytope::affineTransformation(std::vector const& matrix, Point const& vector) const { STORM_LOG_THROW(!matrix.empty(), storm::exceptions::InvalidArgumentException, "Invoked affine transformation with a matrix without rows."); - StormEigen::Index rows = matrix.size(); StormEigen::Index columns = matrix.front().size(); EigenMatrix eigenMatrix(rows, columns); @@ -296,6 +295,9 @@ namespace storm { StormEigen::FullPivLU luMatrix( eigenMatrix ); STORM_LOG_THROW(luMatrix.isInvertible(), storm::exceptions::NotImplementedException, "Affine Transformation of native polytope only implemented if the transformation matrix is invertable"); + if (isUniversal()) { + return std::make_shared>(std::vector>()); + } EigenMatrix newA = A * luMatrix.inverse(); EigenVector newb = b + (newA * eigenVector); return std::make_shared>(emptyStatus, std::move(newA), std::move(newb)); @@ -398,6 +400,9 @@ namespace storm { template std::shared_ptr> NativePolytope::clean() { + if (isEmpty()) { + return create(boost::none, {}); + } return create(boost::none, getVertices()); } diff --git a/src/storm/utility/VectorHelper.cpp b/src/storm/utility/VectorHelper.cpp index ca40c8844..352910dd1 100644 --- a/src/storm/utility/VectorHelper.cpp +++ b/src/storm/utility/VectorHelper.cpp @@ -5,8 +5,7 @@ #include "storm/adapters/RationalNumberAdapter.h" #include "storm/adapters/RationalFunctionAdapter.h" - -#include "storm-config.h" +#include "storm/adapters/IntelTbbAdapter.h" #include "storm/utility/vector.h" diff --git a/src/storm/utility/constants.cpp b/src/storm/utility/constants.cpp index 050955956..b1944c267 100644 --- a/src/storm/utility/constants.cpp +++ b/src/storm/utility/constants.cpp @@ -52,7 +52,7 @@ namespace storm { template<> bool isNan(double const& value) { - return isnan(value); + return std::isnan(value); } bool isAlmostZero(double const& a) { diff --git a/src/storm/utility/vector.h b/src/storm/utility/vector.h index 53e89cacc..82d698dde 100644 --- a/src/storm/utility/vector.h +++ b/src/storm/utility/vector.h @@ -1,16 +1,12 @@ #ifndef STORM_UTILITY_VECTOR_H_ #define STORM_UTILITY_VECTOR_H_ -#include "storm-config.h" -#ifdef STORM_HAVE_INTELTBB -#include "tbb/tbb.h" -#endif - #include #include #include #include #include +#include #include @@ -1155,6 +1151,16 @@ namespace storm { bool hasNonZeroEntry(std::vector const& v){ return std::any_of(v.begin(), v.end(), [](T value){return !storm::utility::isZero(value);}); } + + template + bool hasZeroEntry(std::vector const& v){ + return std::any_of(v.begin(), v.end(), [](T value){return storm::utility::isZero(value);}); + } + + template + bool hasInfinityEntry(std::vector const& v){ + return std::any_of(v.begin(), v.end(), [](T value){return storm::utility::isInfinity(value);}); + } inline std::set getVariables(std::vector const& vector) { std::set result;