sjunges
10 years ago
9 changed files with 430 additions and 214 deletions
-
2CMakeLists.txt
-
196src/permissivesched/MILPPermissiveSchedulers.h
-
55src/permissivesched/PermissiveSchedulerComputation.h
-
53src/permissivesched/PermissiveSchedulerPenalty.h
-
31src/permissivesched/PermissiveSchedulers.cpp
-
224src/permissivesched/PermissiveSchedulers.h
-
7src/permissivesched/SmtBasedPermissiveSchedulers.h
-
45test/functional/builder/die_selection.nm
-
31test/functional/permissiveschedulers/MilpPermissiveSchedulerTest.cpp
@ -0,0 +1,196 @@ |
|||
#ifndef MILPPERMISSIVESCHEDULERS_H |
|||
#define MILPPERMISSIVESCHEDULERS_H |
|||
|
|||
|
|||
#include <memory> |
|||
#include <unordered_map> |
|||
|
|||
#include "PermissiveSchedulerComputation.h" |
|||
|
|||
#include "../storage/BitVector.h" |
|||
#include "../storage/StateActionPair.h" |
|||
#include "../storage/StateActionTargetTuple.h" |
|||
#include "../storage/expressions/Variable.h" |
|||
#include "../solver/LpSolver.h" |
|||
|
|||
|
|||
|
|||
namespace storm { |
|||
namespace ps { |
|||
|
|||
class MilpPermissiveSchedulerComputation : public PermissiveSchedulerComputation { |
|||
private: |
|||
|
|||
bool mCalledOptimizer = false; |
|||
storm::solver::LpSolver& solver; |
|||
std::unordered_map<storm::storage::StateActionPair, storm::expressions::Variable> multistrategyVariables; |
|||
std::unordered_map<uint_fast64_t, storm::expressions::Variable> mProbVariables; |
|||
std::unordered_map<uint_fast64_t, storm::expressions::Variable> mAlphaVariables; |
|||
std::unordered_map<storm::storage::StateActionTarget, storm::expressions::Variable> mBetaVariables; |
|||
std::unordered_map<uint_fast64_t, storm::expressions::Variable> mGammaVariables; |
|||
|
|||
public: |
|||
|
|||
MilpPermissiveSchedulerComputation(storm::solver::LpSolver& milpsolver, std::shared_ptr<storm::models::sparse::Mdp<double>> mdp, storm::storage::BitVector const& goalstates, storm::storage::BitVector const& sinkstates) |
|||
: PermissiveSchedulerComputation(mdp, goalstates, sinkstates), solver(milpsolver) |
|||
{ |
|||
|
|||
} |
|||
|
|||
|
|||
void calculatePermissiveScheduler(double boundary) override { |
|||
createMILP(boundary, mPenalties); |
|||
solver.optimize(); |
|||
mCalledOptimizer = true; |
|||
} |
|||
|
|||
|
|||
bool foundSolution() const override { |
|||
assert(mCalledOptimizer); |
|||
return !solver.isInfeasible(); |
|||
} |
|||
|
|||
MemorylessDeterministicPermissiveScheduler && getScheduler() const override { |
|||
storm::storage::BitVector result(mdp->getNumberOfChoices(), true); |
|||
for(auto const& entry : multistrategyVariables) { |
|||
if(!solver.getBinaryValue(entry.second)) { |
|||
result.set(mdp->getNondeterministicChoiceIndices()[entry.first.getState()]+entry.first.getAction(), false); |
|||
} |
|||
} |
|||
return std::move<MemorylessDeterministicPermissiveScheduler>(result); |
|||
} |
|||
|
|||
|
|||
private: |
|||
|
|||
/** |
|||
* |
|||
*/ |
|||
void createVariables(PermissiveSchedulerPenalties const& penalties, storm::storage::BitVector const& relevantStates) { |
|||
// We need the unique initial state later, so we get that one before looping. |
|||
assert(mdp->getInitialStates().getNumberOfSetBits() == 1); |
|||
uint_fast64_t initialStateIndex = mdp->getInitialStates().getNextSetIndex(0); |
|||
|
|||
storm::expressions::Variable var; |
|||
for(uint_fast64_t s : relevantStates) { |
|||
// Create x_s variables |
|||
// Notice that only the initial probability appears in the objective. |
|||
if(s == initialStateIndex) { |
|||
var = solver.addLowerBoundedContinuousVariable("x_" + std::to_string(s), 0.0, -1.0); |
|||
} else { |
|||
var = solver.addLowerBoundedContinuousVariable("x_" + std::to_string(s), 0.0); |
|||
} |
|||
mProbVariables[s] = var; |
|||
// Create alpha_s variables |
|||
var = solver.addBinaryVariable("alp_" + std::to_string(s)); |
|||
mAlphaVariables[s] = var; |
|||
// Create gamma_s variables |
|||
var = solver.addBoundedContinuousVariable("gam_" + std::to_string(s), 0.0, 1.0); |
|||
mGammaVariables[s] = var; |
|||
for(uint_fast64_t a = 0; a < mdp->getNumberOfChoices(s); ++a) { |
|||
auto stateAndAction = storage::StateActionPair(s,a); |
|||
|
|||
// Create y_(s,a) variables |
|||
double penalty = penalties.get(stateAndAction); |
|||
var = solver.addBinaryVariable("y_" + std::to_string(s) + "_" + std::to_string(a), -penalty); |
|||
multistrategyVariables[stateAndAction] = var; |
|||
|
|||
// Create beta_(s,a,t) variables |
|||
// Iterate over successors of s via a. |
|||
for(auto const& entry : mdp->getTransitionMatrix().getRow(mdp->getNondeterministicChoiceIndices()[s]+a)) { |
|||
if(entry.getValue() != 0) { |
|||
storage::StateActionTarget sat = {s,a,entry.getColumn()}; |
|||
var = solver.addBinaryVariable("beta_" + to_string(sat)); |
|||
mBetaVariables[sat] = var; |
|||
} |
|||
} |
|||
|
|||
} |
|||
} |
|||
} |
|||
|
|||
|
|||
|
|||
void createConstraints(double boundary, storm::storage::BitVector const& relevantStates) { |
|||
// (5) and (7) are omitted on purpose (-- we currenty do not support controllability of actions -- ) |
|||
|
|||
// (1) |
|||
assert(mdp->getInitialStates().getNumberOfSetBits() == 1); |
|||
uint_fast64_t initialStateIndex = mdp->getInitialStates().getNextSetIndex(0); |
|||
solver.addConstraint("c1", mProbVariables[initialStateIndex] >= solver.getConstant(boundary)); |
|||
for(uint_fast64_t s : relevantStates) { |
|||
std::string stateString = std::to_string(s); |
|||
storm::expressions::Expression expr = solver.getConstant(0.0); |
|||
// (2) |
|||
for(uint_fast64_t a = 0; a < mdp->getNumberOfChoices(s); ++a) { |
|||
expr = expr + multistrategyVariables[storage::StateActionPair(s,a)]; |
|||
} |
|||
solver.addConstraint("c2-" + stateString, solver.getConstant(1) <= expr); |
|||
// (5) |
|||
solver.addConstraint("c5-" + std::to_string(s), mProbVariables[s] <= mAlphaVariables[s]); |
|||
|
|||
// (3) For the relevant states. |
|||
for(uint_fast64_t a = 0; a < mdp->getNumberOfChoices(s); ++a) { |
|||
std::string sastring(stateString + "_" + std::to_string(a)); |
|||
expr = solver.getConstant(0.0); |
|||
for(auto const& entry : mdp->getTransitionMatrix().getRow(mdp->getNondeterministicChoiceIndices()[s]+a)) { |
|||
if(entry.getValue() != 0 && relevantStates.get(entry.getColumn())) { |
|||
expr = expr + solver.getConstant(entry.getValue()) * mProbVariables[entry.getColumn()]; |
|||
} else if (entry.getValue() != 0 && mGoals.get(entry.getColumn())) { |
|||
expr = expr + solver.getConstant(entry.getValue()); |
|||
} |
|||
} |
|||
solver.addConstraint("c3-" + sastring, mProbVariables[s] < (solver.getConstant(1) - multistrategyVariables[storage::StateActionPair(s,a)]) + expr); |
|||
} |
|||
|
|||
for(uint_fast64_t a = 0; a < mdp->getNumberOfChoices(s); ++a) { |
|||
// (6) |
|||
std::string sastring(stateString + "_" + std::to_string(a)); |
|||
expr = solver.getConstant(0.0); |
|||
for(auto const& entry : mdp->getTransitionMatrix().getRow(mdp->getNondeterministicChoiceIndices()[s]+a)) { |
|||
if(entry.getValue() != 0) { |
|||
storage::StateActionTarget sat = {s,a,entry.getColumn()}; |
|||
expr = expr + mBetaVariables[sat]; |
|||
} |
|||
} |
|||
solver.addConstraint("c6-" + sastring, multistrategyVariables[storage::StateActionPair(s,a)] == (solver.getConstant(1) - mAlphaVariables[s]) + expr); |
|||
|
|||
for(auto const& entry : mdp->getTransitionMatrix().getRow(mdp->getNondeterministicChoiceIndices()[s]+a)) { |
|||
if(entry.getValue() != 0) { |
|||
storage::StateActionTarget sat = {s,a,entry.getColumn()}; |
|||
std::string satstring = to_string(sat); |
|||
// (8) |
|||
assert(mGammaVariables.count(entry.getColumn()) > 0); |
|||
assert(mGammaVariables.count(s) > 0); |
|||
assert(mBetaVariables.count(sat) > 0); |
|||
solver.addConstraint("c8-" + satstring, mGammaVariables[entry.getColumn()] < mGammaVariables[s] + (solver.getConstant(1) - mBetaVariables[sat]) + mProbVariables[s]); // With rewards, we have to change this. |
|||
} |
|||
} |
|||
|
|||
} |
|||
} |
|||
} |
|||
|
|||
|
|||
/** |
|||
* |
|||
*/ |
|||
void createMILP(double boundary, PermissiveSchedulerPenalties const& penalties) { |
|||
storm::storage::BitVector irrelevant = mGoals | mSinks; |
|||
storm::storage::BitVector relevantStates = ~irrelevant; |
|||
// Notice that the separated construction of variables and |
|||
// constraints slows down the construction of the MILP. |
|||
// In the future, we might want to merge this. |
|||
createVariables(penalties, relevantStates); |
|||
createConstraints(boundary, relevantStates); |
|||
|
|||
|
|||
solver.setModelSense(storm::solver::LpSolver::ModelSense::Minimize); |
|||
|
|||
} |
|||
}; |
|||
} |
|||
} |
|||
|
|||
#endif /* MILPPERMISSIVESCHEDULERS_H */ |
|||
|
@ -0,0 +1,55 @@ |
|||
#ifndef PERMISSIVESCHEDULERCOMPUTATION_H |
|||
#define PERMISSIVESCHEDULERCOMPUTATION_H |
|||
|
|||
#include <memory> |
|||
|
|||
#include "../storage/BitVector.h" |
|||
#include "../models/sparse/Mdp.h" |
|||
#include "PermissiveSchedulerPenalty.h" |
|||
#include "PermissiveSchedulers.h" |
|||
|
|||
namespace storm { |
|||
namespace ps { |
|||
class PermissiveSchedulerComputation { |
|||
protected: |
|||
std::shared_ptr<storm::models::sparse::Mdp<double>> mdp; |
|||
storm::storage::BitVector const& mGoals; |
|||
storm::storage::BitVector const& mSinks; |
|||
PermissiveSchedulerPenalties mPenalties; |
|||
|
|||
public: |
|||
|
|||
PermissiveSchedulerComputation(std::shared_ptr<storm::models::sparse::Mdp<double>> mdp, storm::storage::BitVector const& goalstates, storm::storage::BitVector const& sinkstates) |
|||
: mdp(mdp), mGoals(goalstates), mSinks(sinkstates) |
|||
{ |
|||
|
|||
} |
|||
|
|||
|
|||
virtual void calculatePermissiveScheduler(double boundary) = 0; |
|||
|
|||
void setPenalties(PermissiveSchedulerPenalties penalties) { |
|||
mPenalties = penalties; |
|||
} |
|||
|
|||
PermissiveSchedulerPenalties const& getPenalties() const { |
|||
return mPenalties; |
|||
} |
|||
|
|||
PermissiveSchedulerPenalties & getPenalties() { |
|||
return mPenalties; |
|||
} |
|||
|
|||
virtual bool foundSolution() const = 0; |
|||
|
|||
virtual MemorylessDeterministicPermissiveScheduler&& getScheduler() const = 0; |
|||
|
|||
|
|||
}; |
|||
|
|||
} |
|||
} |
|||
|
|||
|
|||
#endif /* PERMISSIVESCHEDULERCOMPUTATION_H */ |
|||
|
@ -0,0 +1,53 @@ |
|||
#ifndef PERMISSIVESCHEDULERPENALTY_H |
|||
#define PERMISSIVESCHEDULERPENALTY_H |
|||
|
|||
#include <unordered_map> |
|||
|
|||
#include "../storage/StateActionPair.h" |
|||
|
|||
namespace storm { |
|||
namespace ps { |
|||
|
|||
class PermissiveSchedulerPenalties { |
|||
|
|||
std::unordered_map<storage::StateActionPair, double> mPenalties; |
|||
|
|||
public: |
|||
double get(uint_fast64_t state, uint_fast64_t action) const { |
|||
return get(storage::StateActionPair(state, action)); |
|||
|
|||
} |
|||
|
|||
|
|||
double get(storage::StateActionPair const& sap) const { |
|||
auto it = mPenalties.find(sap); |
|||
if(it == mPenalties.end()) { |
|||
return 1.0; |
|||
} |
|||
else { |
|||
return it->second; |
|||
} |
|||
} |
|||
|
|||
void set(uint_fast64_t state, uint_fast64_t action, double penalty) { |
|||
assert(penalty >= 1.0); |
|||
if(penalty == 1.0) { |
|||
auto it = mPenalties.find(std::make_pair(state, action)); |
|||
if(it != mPenalties.end()) { |
|||
mPenalties.erase(it); |
|||
} |
|||
} else { |
|||
mPenalties.emplace(std::make_pair(state, action), penalty); |
|||
} |
|||
} |
|||
|
|||
void clear() { |
|||
mPenalties.clear(); |
|||
} |
|||
}; |
|||
} |
|||
} |
|||
|
|||
|
|||
#endif /* PERMISSIVESCHEDULERPENALTY_H */ |
|||
|
@ -0,0 +1,31 @@ |
|||
#include "PermissiveSchedulers.h"
|
|||
#include "../storage/BitVector.h"
|
|||
#include "../utility/solver.h"
|
|||
#include "../utility/graph.h"
|
|||
#include "../modelchecker/propositional/SparsePropositionalModelChecker.h"
|
|||
#include "../modelchecker/results/ExplicitQualitativeCheckResult.h"
|
|||
#include "MILPPermissiveSchedulers.h"
|
|||
|
|||
|
|||
namespace storm { |
|||
namespace ps { |
|||
|
|||
boost::optional<MemorylessDeterministicPermissiveScheduler> computePermissiveSchedulerViaMILP(std::shared_ptr<storm::models::sparse::Mdp<double>> mdp, storm::logic::ProbabilityOperatorFormula const& safeProp) { |
|||
storm::modelchecker::SparsePropositionalModelChecker<double> propMC(*mdp); |
|||
assert(safeProp.getSubformula().isEventuallyFormula()); |
|||
auto backwardTransitions = mdp->getBackwardTransitions(); |
|||
storm::storage::BitVector goalstates = propMC.check(safeProp.getSubformula().asEventuallyFormula().getSubformula())->asExplicitQualitativeCheckResult().getTruthValuesVector(); |
|||
goalstates = storm::utility::graph::performProb1E(*mdp, backwardTransitions, storm::storage::BitVector(goalstates.size(), true), goalstates); |
|||
storm::storage::BitVector sinkstates = storm::utility::graph::performProb0A(*mdp,backwardTransitions, storm::storage::BitVector(goalstates.size(), true), goalstates); |
|||
|
|||
auto solver = storm::utility::solver::getLpSolver("Gurobi"); |
|||
MilpPermissiveSchedulerComputation comp(*solver, mdp, goalstates, sinkstates); |
|||
comp.calculatePermissiveScheduler(safeProp.getBound()); |
|||
if(comp.foundSolution()) { |
|||
return boost::optional<MemorylessDeterministicPermissiveScheduler>(comp.getScheduler()); |
|||
} else { |
|||
return boost::optional<MemorylessDeterministicPermissiveScheduler>(comp.getScheduler()); |
|||
} |
|||
} |
|||
} |
|||
} |
@ -0,0 +1,7 @@ |
|||
#ifndef SMTBASEDPERMISSIVESCHEDULERS_H |
|||
#define SMTBASEDPERMISSIVESCHEDULERS_H |
|||
|
|||
|
|||
|
|||
#endif /* SMTBASEDPERMISSIVESCHEDULERS_H */ |
|||
|
@ -0,0 +1,45 @@ |
|||
// Knuth's model of a fair die using only fair coins |
|||
mdp |
|||
|
|||
module die |
|||
|
|||
// local state |
|||
s : [0..7] init 0; |
|||
// value of the dice |
|||
d : [0..6] init 0; |
|||
|
|||
[fair] s=0 -> 0.5 : (s'=1) + 0.5 : (s'=2); |
|||
[ufair1] s=0 -> 0.6 : (s'=1) + 0.4 : (s'=2); |
|||
[ufair2] s=0 -> 0.7 : (s'=1) + 0.3 : (s'=2); |
|||
[fair] s=1 -> 0.5 : (s'=3) + 0.5 : (s'=4); |
|||
[ufair1] s=1 -> 0.6 : (s'=3) + 0.4 : (s'=4); |
|||
[ufair2] s=1 -> 0.7 : (s'=3) + 0.3 : (s'=4); |
|||
[fair] s=2 -> 0.5 : (s'=5) + 0.5 : (s'=6); |
|||
[ufair1] s=2 -> 0.6 : (s'=5) + 0.4 : (s'=6); |
|||
[ufair2] s=2 -> 0.7 : (s'=5) + 0.3 : (s'=6); |
|||
[fair] s=3 -> 0.5 : (s'=1) + 0.5 : (s'=7) & (d'=1); |
|||
[ufair1] s=3 -> 0.6 : (s'=1) + 0.4 : (s'=7) & (d'=1); |
|||
[ufair2] s=3 -> 0.7 : (s'=1) + 0.3 : (s'=7) & (d'=1); |
|||
[fair] s=4 -> 0.5 : (s'=7) & (d'=2) + 0.5 : (s'=7) & (d'=3); |
|||
[ufair1] s=4 -> 0.6 : (s'=7) & (d'=2) + 0.4 : (s'=7) & (d'=3); |
|||
[ufair2] s=4 -> 0.7 : (s'=7) & (d'=2) + 0.3 : (s'=7) & (d'=3); |
|||
[fair] s=5 -> 0.5 : (s'=7) & (d'=4) + 0.5 : (s'=7) & (d'=5); |
|||
[ufair1] s=5 -> 0.6 : (s'=2) + 0.4 : (s'=7) & (d'=6); |
|||
[ufair2] s=5 -> 0.7 : (s'=2) + 0.3 : (s'=7) & (d'=6); |
|||
[] s=7 -> 1: (s'=7); |
|||
|
|||
endmodule |
|||
|
|||
rewards "coin_flips" |
|||
[fair] s<7 : 1; |
|||
[ufair1] s<7 : 1; |
|||
[ufair2] s<7 : 1; |
|||
endrewards |
|||
|
|||
label "one" = s=7&d=1; |
|||
label "two" = s=7&d=2; |
|||
label "three" = s=7&d=3; |
|||
label "four" = s=7&d=4; |
|||
label "five" = s=7&d=5; |
|||
label "six" = s=7&d=6; |
|||
label "done" = s=7; |
@ -0,0 +1,31 @@ |
|||
#include "gtest/gtest.h"
|
|||
#include "storm-config.h"
|
|||
#include "src/parser/PrismParser.h"
|
|||
#include "src/parser/FormulaParser.h"
|
|||
#include "src/logic/Formulas.h"
|
|||
#include "src/permissivesched/PermissiveSchedulers.h"
|
|||
#include "src/builder/ExplicitPrismModelBuilder.h"
|
|||
|
|||
|
|||
TEST(MilpPermissiveSchedulerTest, DieSelection) { |
|||
storm::prism::Program program = storm::parser::PrismParser::parse(STORM_CPP_TESTS_BASE_PATH "/functional/builder/die_selection.nm"); |
|||
storm::parser::FormulaParser formulaParser(program.getManager().getSharedPointer()); |
|||
std::cout << " We are now here " << std::endl; |
|||
auto formula = formulaParser.parseFromString("P<=0.2 [ F \"one\"]")->asProbabilityOperatorFormula(); |
|||
std::cout << formula << std::endl; |
|||
|
|||
// Customize and perform model-building.
|
|||
typename storm::builder::ExplicitPrismModelBuilder<double>::Options options; |
|||
|
|||
options = typename storm::builder::ExplicitPrismModelBuilder<double>::Options(formula); |
|||
options.addConstantDefinitionsFromString(program, ""); |
|||
options.buildRewards = false; |
|||
options.buildCommandLabels = true; |
|||
|
|||
std::shared_ptr<storm::models::sparse::Mdp<double>> mdp = storm::builder::ExplicitPrismModelBuilder<double>::translateProgram(program, options)->as<storm::models::sparse::Mdp<double>>(); |
|||
|
|||
storm::ps::computePermissiveSchedulerViaMILP(mdp, formula); |
|||
|
|||
//
|
|||
|
|||
} |
Write
Preview
Loading…
Cancel
Save
Reference in new issue