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@ -90,7 +90,7 @@ namespace storm { |
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storm::storage::SparseMatrix<bool> backwardTransitions = labeledMdp.getBackwardTransitions(); |
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result.relevantStates = storm::utility::graph::performProbGreater0E(labeledMdp, backwardTransitions, phiStates, psiStates); |
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result.relevantStates &= ~psiStates; |
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|
storm::storage::BitVector problematicStates = storm::utility::graph::performProbGreater0E(labeledMdp, backwardTransitions, phiStates, psiStates); |
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result.problematicStates = storm::utility::graph::performProbGreater0E(labeledMdp, backwardTransitions, phiStates, psiStates); |
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result.problematicStates.complement(); |
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result.problematicStates &= result.relevantStates; |
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LOG4CPLUS_DEBUG(logger, "Found " << phiStates.getNumberOfSetBits() << " filter states (" << phiStates.toString() << ")."); |
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@ -131,11 +131,11 @@ namespace storm { |
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// If there is a relevant successor, we need to add the labels of the current choice. |
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|
if (stateInformation.relevantStates.get(*successorIt) || psiStates.get(*successorIt)) { |
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|
for (auto const& label : choiceLabeling[row]) { |
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|
result.relevantLabels.insert(label); |
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|
result.allRelevantLabels.insert(label); |
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|
} |
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|
|
if (!currentChoiceRelevant) { |
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|
currentChoiceRelevant = true; |
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|
result.relevantChoicesForRelevantStates[state].emplace_back(row); |
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result.relevantChoicesForRelevantStates[state].push_back(row); |
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} |
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} |
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if (!stateInformation.problematicStates.get(*successorIt)) { |
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@ -146,11 +146,11 @@ namespace storm { |
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// If all successors of a problematic state are problematic themselves, we record this choice |
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// as being problematic. |
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if (stateInformation.problematicStates.get(state) && allSuccessorsProblematic) { |
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result.problematicChoicesForProblematicStates[state].emplace_back(row); |
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result.problematicChoicesForProblematicStates[state].push_back(row); |
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} |
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} |
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} |
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LOG4CPLUS_DEBUG(logger, "Found " << result.relevantLabels.size() << " relevant labels."); |
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LOG4CPLUS_DEBUG(logger, "Found " << result.allRelevantLabels.size() << " relevant labels."); |
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return result; |
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} |
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@ -159,7 +159,7 @@ namespace storm { |
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* |
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* @return A pair of two pointers to a Gurobi environment and model, respectively. |
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*/ |
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static std::pair<GRBenv*, GRBmodel*> getGurobiEnvironmentAndModel() { |
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static std::pair<GRBenv*, GRBmodel*> createGurobiEnvironmentAndModel() { |
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GRBenv* env = nullptr; |
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int error = GRBloadenv(&env, "storm_gurobi.log"); |
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if (error || env == NULL) { |
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@ -175,6 +175,80 @@ namespace storm { |
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return std::make_pair(env, model); |
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} |
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/*! |
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* Retrieves whether the given Gurobi model was optimized. |
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* |
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* @param env The Gurobi environment. |
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* @param model The Gurobi model. |
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* @return True if the model was optimized. Otherwise an exception is thrown. |
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*/ |
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static bool checkGurobiModelIsOptimized(GRBenv* env, GRBmodel* model) { |
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int optimalityStatus = 0; |
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int error = GRBgetintattr(model, GRB_INT_ATTR_STATUS, &optimalityStatus); |
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|
if (optimalityStatus == GRB_INF_OR_UNBD) { |
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|
LOG4CPLUS_ERROR(logger, "Unable to get Gurobi solution from infeasible or unbounded model (" << GRBgeterrormsg(env) << ")."); |
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|
throw storm::exceptions::InvalidStateException() << "Unable to get Gurobi solution from infeasible or unbounded MILP (" << GRBgeterrormsg(env) << ")."; |
|
|
|
} else if (optimalityStatus != GRB_OPTIMAL) { |
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|
LOG4CPLUS_ERROR(logger, "Unable to get Gurobi solution from unoptimized model (" << GRBgeterrormsg(env) << ")."); |
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|
throw storm::exceptions::InvalidStateException() << "Unable to get Gurobi solution from unoptimized model (" << GRBgeterrormsg(env) << ")."; |
|
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|
} |
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|
return true; |
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|
} |
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|
|
/*! |
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|
* Writes the given Gurobi model to a file. |
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|
* |
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|
* @param env The Gurobi environment. |
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|
* @param model The Gurobi model. |
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|
* @param filename The name of the file in which to write the model. |
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|
*/ |
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|
static void writeModelToFile(GRBenv* env, GRBmodel* model, std::string const& filename) { |
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|
int error = GRBwrite(model, filename.c_str()); |
|
|
|
if (error) { |
|
|
|
LOG4CPLUS_ERROR(logger, "Unable to write Gurobi model (" << GRBgeterrormsg(env) << ")."); |
|
|
|
throw storm::exceptions::InvalidStateException() << "Unable to write Gurobi model (" << GRBgeterrormsg(env) << ")."; |
|
|
|
} |
|
|
|
} |
|
|
|
|
|
|
|
/*! |
|
|
|
* Updates the Gurobi model to incorporate any prior changes. |
|
|
|
* |
|
|
|
* @param env The Gurobi environment. |
|
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|
* @param model The Gurobi model. |
|
|
|
*/ |
|
|
|
static void updateModel(GRBenv* env, GRBmodel* model) { |
|
|
|
int error = GRBupdatemodel(model); |
|
|
|
if (error) { |
|
|
|
LOG4CPLUS_ERROR(logger, "Unable to update Gurobi model (" << GRBgeterrormsg(env) << ")."); |
|
|
|
throw storm::exceptions::InvalidStateException() << "Unable to update Gurobi model (" << GRBgeterrormsg(env) << ")."; |
|
|
|
} |
|
|
|
} |
|
|
|
|
|
|
|
/*! |
|
|
|
* Calls Gurobi to optimize the given model. |
|
|
|
* |
|
|
|
* @param env The Gurobi environment. |
|
|
|
* @param model The Gurobi model. |
|
|
|
*/ |
|
|
|
static void optimizeModel(GRBenv* env, GRBmodel* model) { |
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|
|
int error = GRBoptimize(model); |
|
|
|
if (error) { |
|
|
|
LOG4CPLUS_ERROR(logger, "Unable to optimize Gurobi model (" << GRBgeterrormsg(env) << ")."); |
|
|
|
throw storm::exceptions::InvalidStateException() << "Unable to optimize Gurobi model (" << GRBgeterrormsg(env) << ")."; |
|
|
|
} |
|
|
|
} |
|
|
|
|
|
|
|
/*! |
|
|
|
* Destroys the given Gurobi model and environment to free ressources. |
|
|
|
* |
|
|
|
* @param env The Gurobi environment. |
|
|
|
* @param model The Gurobi model. |
|
|
|
*/ |
|
|
|
static void destroyGurobiModelAndEnvironment(GRBenv* env, GRBmodel* model) { |
|
|
|
GRBfreemodel(model); |
|
|
|
GRBfreeenv(env); |
|
|
|
} |
|
|
|
|
|
|
|
/*! |
|
|
|
* Creates the variables for the labels of the model. |
|
|
|
* |
|
|
@ -221,7 +295,7 @@ namespace storm { |
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|
|
std::unordered_map<uint_fast64_t, std::list<uint_fast64_t>> resultingMap; |
|
|
|
for (auto state : stateInformation.relevantStates) { |
|
|
|
resultingMap.emplace(state, std::list<uint_fast64_t>()); |
|
|
|
std::list<uint_fast64_t> const& relevantChoicesForState = choiceInformation.relevantChoicesForRelevantStates[state]; |
|
|
|
std::list<uint_fast64_t> const& relevantChoicesForState = choiceInformation.relevantChoicesForRelevantStates.at(state); |
|
|
|
for (uint_fast64_t row : relevantChoicesForState) { |
|
|
|
variableNameBuffer.str(""); |
|
|
|
variableNameBuffer.clear(); |
|
|
@ -231,7 +305,7 @@ namespace storm { |
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|
|
LOG4CPLUS_ERROR(logger, "Could not create Gurobi variable (" << GRBgeterrormsg(env) << ")."); |
|
|
|
throw storm::exceptions::InvalidStateException() << "Could not create Gurobi variable (" << GRBgeterrormsg(env) << ")."; |
|
|
|
} |
|
|
|
resultingMap[state].emplace_back(nextFreeVariableIndex); |
|
|
|
resultingMap[state].push_back(nextFreeVariableIndex); |
|
|
|
++nextFreeVariableIndex; |
|
|
|
} |
|
|
|
} |
|
|
@ -243,12 +317,15 @@ namespace storm { |
|
|
|
* |
|
|
|
* @param env The Gurobi environment. |
|
|
|
* @param model The Gurobi model. |
|
|
|
* @param labeledMdp The labeled MDP. |
|
|
|
* @param stateInformation The information about the states in the model. |
|
|
|
* @param nextFreeVariableIndex A reference to the next free variable index. Note: when creating new |
|
|
|
* variables, this value is increased. |
|
|
|
* @param maximizeProbability If set to true, the objective function is constructed in a way that a |
|
|
|
* label-minimal subsystem of maximal probability is computed. |
|
|
|
* @return A mapping from states to the index of the corresponding probability variables. |
|
|
|
*/ |
|
|
|
static std::unordered_map<uint_fast64_t, uint_fast64_t> createProbabilityVariables(GRBenv* env, GRBmodel* model, StateInformation const& stateInformation, uint_fast64_t& nextFreeVariableIndex) { |
|
|
|
static std::unordered_map<uint_fast64_t, uint_fast64_t> createProbabilityVariables(GRBenv* env, GRBmodel* model, storm::models::Mdp<T> const& labeledMdp, StateInformation const& stateInformation, uint_fast64_t& nextFreeVariableIndex, bool maximizeProbability = false) { |
|
|
|
int error = 0; |
|
|
|
std::stringstream variableNameBuffer; |
|
|
|
std::unordered_map<uint_fast64_t, uint_fast64_t> resultingMap; |
|
|
@ -256,7 +333,7 @@ namespace storm { |
|
|
|
variableNameBuffer.str(""); |
|
|
|
variableNameBuffer.clear(); |
|
|
|
variableNameBuffer << "p" << state; |
|
|
|
error = GRBaddvar(model, 0, nullptr, nullptr, 0.0, 0.0, 1.0, GRB_CONTINUOUS, variableNameBuffer.str().c_str()); |
|
|
|
error = GRBaddvar(model, 0, nullptr, nullptr, maximizeProbability ? (labeledMdp.getLabeledStates("init").get(state) ? -0.5 : 0) : 0, 0.0, 1.0, GRB_CONTINUOUS, variableNameBuffer.str().c_str()); |
|
|
|
if (error) { |
|
|
|
LOG4CPLUS_ERROR(logger, "Could not create Gurobi variable (" << GRBgeterrormsg(env) << ")."); |
|
|
|
throw storm::exceptions::InvalidStateException() << "Could not create Gurobi variable (" << GRBgeterrormsg(env) << ")."; |
|
|
@ -298,8 +375,8 @@ namespace storm { |
|
|
|
++nextFreeVariableIndex; |
|
|
|
} |
|
|
|
|
|
|
|
std::list<uint_fast64_t> const& relevantChoicesForState = choiceInformation.relevantChoicesForRelevantStates[state]; |
|
|
|
for (uint_fast64_t row : choiceInformation.relevantChoicesForState) { |
|
|
|
std::list<uint_fast64_t> const& relevantChoicesForState = choiceInformation.relevantChoicesForRelevantStates.at(state); |
|
|
|
for (uint_fast64_t row : relevantChoicesForState) { |
|
|
|
for (typename storm::storage::SparseMatrix<T>::ConstIndexIterator successorIt = labeledMdp.getTransitionMatrix().constColumnIteratorBegin(row); successorIt != labeledMdp.getTransitionMatrix().constColumnIteratorEnd(row); ++successorIt) { |
|
|
|
if (stateInformation.relevantStates.get(*successorIt)) { |
|
|
|
if (resultingMap.find(*successorIt) == resultingMap.end()) { |
|
|
@ -338,8 +415,8 @@ namespace storm { |
|
|
|
std::stringstream variableNameBuffer; |
|
|
|
std::unordered_map<std::pair<uint_fast64_t, uint_fast64_t>, uint_fast64_t, PairHash> resultingMap; |
|
|
|
for (auto state : stateInformation.problematicStates) { |
|
|
|
std::list<uint_fast64_t> const& relevantChoicesForState = choiceInformation.relevantChoicesForRelevantStates[state]; |
|
|
|
for (uint_fast64_t row : choiceInformation.relevantChoicesForState) { |
|
|
|
std::list<uint_fast64_t> const& relevantChoicesForState = choiceInformation.relevantChoicesForRelevantStates.at(state); |
|
|
|
for (uint_fast64_t row : relevantChoicesForState) { |
|
|
|
for (typename storm::storage::SparseMatrix<T>::ConstIndexIterator successorIt = labeledMdp.getTransitionMatrix().constColumnIteratorBegin(row); successorIt != labeledMdp.getTransitionMatrix().constColumnIteratorEnd(row); ++successorIt) { |
|
|
|
if (stateInformation.relevantStates.get(*successorIt)) { |
|
|
|
variableNameBuffer.str(""); |
|
|
@ -375,19 +452,19 @@ namespace storm { |
|
|
|
VariableInformation result; |
|
|
|
|
|
|
|
// Create variables for involved labels. |
|
|
|
result.labelToVariableIndexMap = createLabelVariables(env, model, choiceInformation.relevantLabes, result.nextFreeVariableIndex); |
|
|
|
result.labelToVariableIndexMap = createLabelVariables(env, model, choiceInformation.allRelevantLabels, result.nextFreeVariableIndex); |
|
|
|
|
|
|
|
// Create scheduler variables for relevant states and their actions. |
|
|
|
result.stateToChoiceVariablesIndexMap = createSchedulerVariables(env, model, stateInformation, choiceInformation, result.nextFreeVariableIndex); |
|
|
|
|
|
|
|
// Create variables for probabilities for all relevant states. |
|
|
|
result.stateToProbabilityVariableIndexMap = createProbabilityVariables(env, model, stateInformation, result.nextFreeVariableIndex); |
|
|
|
result.stateToProbabilityVariableIndexMap = createProbabilityVariables(env, model, labeledMdp, stateInformation, result.nextFreeVariableIndex); |
|
|
|
|
|
|
|
// Create variables for problematic states. |
|
|
|
result.problematicStateToVariableIndexMap = createProblematicStateVariables(env, model, stateInformation, result.nextFreeVariableIndex); |
|
|
|
result.problematicStateToVariableIndexMap = createProblematicStateVariables(env, model, labeledMdp, stateInformation, choiceInformation, result.nextFreeVariableIndex); |
|
|
|
|
|
|
|
// Create variables for problematic choices. |
|
|
|
result.problematicTransitionToVariableIndexMap = createProblematicChoiceVariables(env, model, stateInformation, choiceInformation, result.nextFreeVariableIndex); |
|
|
|
result.problematicTransitionToVariableIndexMap = createProblematicChoiceVariables(env, model, labeledMdp, stateInformation, choiceInformation, result.nextFreeVariableIndex); |
|
|
|
|
|
|
|
LOG4CPLUS_INFO(logger, "Successfully created " << result.nextFreeVariableIndex << " Gurobi variables."); |
|
|
|
|
|
|
@ -395,20 +472,6 @@ namespace storm { |
|
|
|
return result; |
|
|
|
} |
|
|
|
|
|
|
|
/*! |
|
|
|
* Updates the Gurobi model to incorporate any prior changes. |
|
|
|
* |
|
|
|
* @param env The Gurobi environment. |
|
|
|
* @param model The Gurobi model. |
|
|
|
*/ |
|
|
|
static void updateModel(GRBenv* env, GRBmodel* model) { |
|
|
|
int error = GRBupdatemodel(model); |
|
|
|
if (error) { |
|
|
|
LOG4CPLUS_ERROR(logger, "Unable to update Gurobi model (" << GRBgeterrormsg(env) << ")."); |
|
|
|
throw storm::exceptions::InvalidStateException() << "Unable to update Gurobi model (" << GRBgeterrormsg(env) << ")."; |
|
|
|
} |
|
|
|
} |
|
|
|
|
|
|
|
/*! |
|
|
|
* Asserts a constraint in the MILP problem that makes sure the reachability probability in the subsystem |
|
|
|
* exceeds the given threshold. |
|
|
@ -418,8 +481,10 @@ namespace storm { |
|
|
|
* @param labeledMdp The labeled MDP. |
|
|
|
* @param variableInformation A struct with information about the variables of the model. |
|
|
|
* @param probabilityThreshold The probability that the subsystem must exceed. |
|
|
|
* @return The total number of constraints that were created. |
|
|
|
*/ |
|
|
|
static void assertProbabilityGreaterThanThreshold(GRBenv* env, GRBmodel* model, storm::models::Mdp<T> const& labeledMdp, VariableInformation const& variableInformation, T probabilityThreshold) { |
|
|
|
static uint_fast64_t assertProbabilityGreaterThanThreshold(GRBenv* env, GRBmodel* model, storm::models::Mdp<T> const& labeledMdp, VariableInformation const& variableInformation, T probabilityThreshold) { |
|
|
|
uint_fast64_t numberOfConstraintsCreated = 0; |
|
|
|
int error = 0; |
|
|
|
storm::storage::BitVector const& initialStates = labeledMdp.getLabeledStates("init"); |
|
|
|
if (initialStates.getNumberOfSetBits() != 1) { |
|
|
@ -427,14 +492,16 @@ namespace storm { |
|
|
|
throw storm::exceptions::InvalidStateException() << "Must have exactly one initial state, but got " << initialStates.getNumberOfSetBits() << "instead."; |
|
|
|
} |
|
|
|
for (auto initialState : initialStates) { |
|
|
|
int variableIndex = static_cast<int>(variableInformation.stateToProbabilityVariableIndexMap[initialState]); |
|
|
|
int variableIndex = static_cast<int>(variableInformation.stateToProbabilityVariableIndexMap.at(initialState)); |
|
|
|
double coefficient = 1.0; |
|
|
|
error = GRBaddconstr(model, 1, &variableIndex, &coefficient, GRB_GREATER_EQUAL, probabilityThreshold + 1e-6, nullptr); |
|
|
|
if (error) { |
|
|
|
LOG4CPLUS_ERROR(logger, "Unable to assert constraint (" << GRBgeterrormsg(env) << ")."); |
|
|
|
throw storm::exceptions::InvalidStateException() << "Unable to assert constraint (" << GRBgeterrormsg(env) << ")."; |
|
|
|
} |
|
|
|
++numberOfConstraintsCreated; |
|
|
|
} |
|
|
|
return numberOfConstraintsCreated; |
|
|
|
} |
|
|
|
|
|
|
|
/*! |
|
|
@ -444,11 +511,13 @@ namespace storm { |
|
|
|
* @param model The Gurobi model. |
|
|
|
* @param stateInformation The information about the states in the model. |
|
|
|
* @param variableInformation A struct with information about the variables of the model. |
|
|
|
* @return The total number of constraints that were created. |
|
|
|
*/ |
|
|
|
static void assertValidPolicy(GRBenv* env, GRBmodel* model, StateInformation const& stateInformation, VariableInformation const& variableInformation) { |
|
|
|
static uint_fast64_t assertValidPolicy(GRBenv* env, GRBmodel* model, StateInformation const& stateInformation, VariableInformation const& variableInformation) { |
|
|
|
uint_fast64_t numberOfConstraintsCreated = 0; |
|
|
|
int error = 0; |
|
|
|
for (auto state : stateInformation.relevantStates) { |
|
|
|
std::list<uint_fast64_t> const& choiceVariableIndices = variableInformation.stateToChoiceVariablesIndexMap[state]; |
|
|
|
std::list<uint_fast64_t> const& choiceVariableIndices = variableInformation.stateToChoiceVariablesIndexMap.at(state); |
|
|
|
std::vector<int> variables; |
|
|
|
std::vector<double> coefficients(choiceVariableIndices.size(), 1); |
|
|
|
variables.reserve(choiceVariableIndices.size()); |
|
|
@ -460,7 +529,9 @@ namespace storm { |
|
|
|
LOG4CPLUS_ERROR(logger, "Unable to assert constraint (" << GRBgeterrormsg(env) << ")."); |
|
|
|
throw storm::exceptions::InvalidStateException() << "Unable to assert constraint (" << GRBgeterrormsg(env) << ")."; |
|
|
|
} |
|
|
|
++numberOfConstraintsCreated; |
|
|
|
} |
|
|
|
return numberOfConstraintsCreated; |
|
|
|
} |
|
|
|
|
|
|
|
/*! |
|
|
@ -473,112 +544,97 @@ namespace storm { |
|
|
|
* @param stateInformation The information about the states in the model. |
|
|
|
* @param choiceInformation The information about the choices in the model. |
|
|
|
* @param variableInformation A struct with information about the variables of the model. |
|
|
|
* @return The total number of constraints that were created. |
|
|
|
*/ |
|
|
|
static void assertChoicesImplyLabels(GRBenv* env, GRBmodel* model, storm::models::Mdp<T> const& labeledMdp, StateInformation const& stateInformation, ChoiceInformation const& choiceInformation, VariableInformation const& variableInformation) { |
|
|
|
static uint_fast64_t assertChoicesImplyLabels(GRBenv* env, GRBmodel* model, storm::models::Mdp<T> const& labeledMdp, StateInformation const& stateInformation, ChoiceInformation const& choiceInformation, VariableInformation const& variableInformation) { |
|
|
|
uint_fast64_t numberOfConstraintsCreated = 0; |
|
|
|
int error = 0; |
|
|
|
std::vector<std::list<uint_fast64_t>> const& choiceLabeling = labeledMdp.getChoiceLabeling(); |
|
|
|
for (auto state : stateInformation.relevantStates) { |
|
|
|
std::list<uint_fast64_t> const& choiceVariableIndices = variableInformation.stateToChoiceVariablesIndexMap[state]; |
|
|
|
uint_fast64_t currentChoiceVariableIndex = stateToStartingIndexMap[state]; |
|
|
|
for (auto choice : relevantChoicesForRelevantStates[state]) { |
|
|
|
int indices[2]; indices[0] = 0; indices[1] = currentChoiceVariableIndex; |
|
|
|
std::list<uint_fast64_t>::const_iterator choiceVariableIndicesIterator = variableInformation.stateToChoiceVariablesIndexMap.at(state).begin(); |
|
|
|
for (auto choice : choiceInformation.relevantChoicesForRelevantStates.at(state)) { |
|
|
|
int indices[2]; indices[0] = 0; indices[1] = *choiceVariableIndicesIterator; |
|
|
|
double coefficients[2]; coefficients[0] = 1; coefficients[1] = -1; |
|
|
|
for (auto label : choiceLabeling[choice]) { |
|
|
|
indices[0] = labelToIndexMap[label]; |
|
|
|
indices[0] = variableInformation.labelToVariableIndexMap.at(label); |
|
|
|
error = GRBaddconstr(model, 2, indices, coefficients, GRB_GREATER_EQUAL, 0, nullptr); |
|
|
|
if (error) { |
|
|
|
LOG4CPLUS_ERROR(logger, "Unable to assert constraint (" << GRBgeterrormsg(env) << ")."); |
|
|
|
throw storm::exceptions::InvalidStateException() << "Unable to assert constraint (" << GRBgeterrormsg(env) << ")."; |
|
|
|
} |
|
|
|
++numberOfConstraintsCreated; |
|
|
|
} |
|
|
|
++currentChoiceVariableIndex; |
|
|
|
++choiceVariableIndicesIterator; |
|
|
|
} |
|
|
|
} |
|
|
|
return numberOfConstraintsCreated; |
|
|
|
} |
|
|
|
|
|
|
|
static void buildConstraintSystem(GRBenv* env, GRBmodel* model, storm::models::Mdp<T> const& labeledMdp, StateInformation const& stateInformation, ChoiceInformation const& choiceInformation, VariableInformation const& variableInformation, T probabilityThreshold) { |
|
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|
// Assert that the reachability probability in the subsystem exceeds the given threshold. |
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|
assertProbabilityGreaterThanThreshold(env, model, labeledMdp, variableInformation, probabilityThreshold); |
|
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|
// Add constraints that assert the policy takes at most one action in each state. |
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|
|
assertValidPolicy(env, model, stateInformation, variableInformation); |
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|
|
|
|
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|
assertChoicesImplyLabels(env, model, labeledMdp, stateInformation, choiceInformation, variableInformation); |
|
|
|
} |
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|
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|
|
|
|
// computeLabelSetFromSolution |
|
|
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|
|
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|
public: |
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|
|
|
static std::unordered_set<uint_fast64_t> getMinimalLabelSet(storm::models::Mdp<T> const& labeledMdp, storm::storage::BitVector const& phiStates, storm::storage::BitVector const& psiStates, T probabilityThreshold, bool checkThresholdFeasible = false) { |
|
|
|
#ifdef HAVE_GUROBI |
|
|
|
// (0) Check whether the MDP is indeed labeled. |
|
|
|
if (!labeledMdp.hasChoiceLabels()) { |
|
|
|
throw storm::exceptions::InvalidArgumentException() << "Minimal label set generation is impossible for unlabeled model."; |
|
|
|
} |
|
|
|
|
|
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|
// (1) TODO: check whether its possible to exceed the threshold if checkThresholdFeasible is set. |
|
|
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|
|
|
|
// (2) Identify relevant and problematic states. |
|
|
|
StateInformation stateInformation = determineRelevantAndProblematicStates(labeledMdp, phiStates, psiStates); |
|
|
|
|
|
|
|
// (3) Determine sets of relevant labels and problematic choices. |
|
|
|
ChoiceInformation choiceInformation = determineRelevantAndProblematicChoices(labeledMdp, stateInformation); |
|
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|
|
|
|
// (4) Encode resulting system as MILP problem. |
|
|
|
// (4.1) Initialize MILP solver and model. |
|
|
|
std::pair<GRBenv*, GRBmodel*> environmentModelPair = getGurobiEnvironmentAndModel(); |
|
|
|
|
|
|
|
// (4.2) Create variables. |
|
|
|
VariableInformation variableInformation = createVariables(environmentModelPair.first, environmentModelPair.second, labeledMdp, stateInformation, choiceInformation); |
|
|
|
|
|
|
|
// Update model. |
|
|
|
updateModel(environmentModelPair.first, environmentModelPair.second); |
|
|
|
|
|
|
|
// Create all constraints. |
|
|
|
buildConstraintSystem(environmentModelPair.first, environmentModelPair.second, labeledMdp, stateInformation, choiceInformation, variableInformation, probabilityThreshold); |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
/*! |
|
|
|
* Asserts constraints that make sure the reachability probability is zero for states in which the policy |
|
|
|
* does not pick any outgoing action. |
|
|
|
* |
|
|
|
* @param env The Gurobi environment. |
|
|
|
* @param model The Gurobi model. |
|
|
|
* @param stateInformation The information about the states in the model. |
|
|
|
* @param choiceInformation The information about the choices in the model. |
|
|
|
* @param variableInformation A struct with information about the variables of the model. |
|
|
|
* @return The total number of constraints that were created. |
|
|
|
*/ |
|
|
|
static uint_fast64_t assertZeroProbabilityWithoutChoice(GRBenv* env, GRBmodel* model, StateInformation const& stateInformation, ChoiceInformation const& choiceInformation, VariableInformation const& variableInformation) { |
|
|
|
uint_fast64_t numberOfConstraintsCreated = 0; |
|
|
|
int error = 0; |
|
|
|
for (auto state : stateInformation.relevantStates) { |
|
|
|
std::list<uint_fast64_t> const& choiceVariableIndices = variableInformation.stateToChoiceVariablesIndexMap.at(state); |
|
|
|
|
|
|
|
// Add constraints that make sure the reachability probability for states that do not choose any action |
|
|
|
// is zero. |
|
|
|
for (auto state : relevantStates) { |
|
|
|
std::vector<double> coefficients(relevantChoicesForRelevantStates[state].size() + 1, -1); |
|
|
|
std::vector<double> coefficients(choiceVariableIndices.size() + 1, -1); |
|
|
|
coefficients[0] = 1; |
|
|
|
std::vector<int> variables; |
|
|
|
variables.reserve(relevantChoicesForRelevantStates[state].size() + 1); |
|
|
|
variables.push_back(stateToProbabilityVariableIndex[state]); |
|
|
|
variables.reserve(variableInformation.stateToChoiceVariablesIndexMap.at(state).size() + 1); |
|
|
|
variables.push_back(static_cast<int>(variableInformation.stateToProbabilityVariableIndexMap.at(state))); |
|
|
|
|
|
|
|
uint_fast64_t currentChoiceVariableIndex = stateToStartingIndexMap[state]; |
|
|
|
for (auto choice : relevantChoicesForRelevantStates[state]) { |
|
|
|
variables.push_back(currentChoiceVariableIndex); |
|
|
|
++currentChoiceVariableIndex; |
|
|
|
} |
|
|
|
error = GRBaddconstr(model, relevantChoicesForRelevantStates[state].size() + 1, &variables[0], &coefficients[0], GRB_LESS_EQUAL, 0, nullptr); |
|
|
|
variables.insert(variables.end(), choiceVariableIndices.begin(), choiceVariableIndices.end()); |
|
|
|
error = GRBaddconstr(model, choiceVariableIndices.size() + 1, &variables[0], &coefficients[0], GRB_LESS_EQUAL, 0, nullptr); |
|
|
|
if (error) { |
|
|
|
LOG4CPLUS_ERROR(logger, "Unable to assert constraint (" << GRBgeterrormsg(env) << ")."); |
|
|
|
throw storm::exceptions::InvalidStateException() << "Unable to assert constraint (" << GRBgeterrormsg(env) << ")."; |
|
|
|
} |
|
|
|
++numberOfConstraintsCreated; |
|
|
|
} |
|
|
|
return numberOfConstraintsCreated; |
|
|
|
} |
|
|
|
|
|
|
|
// Add constraints that encode the reachability probabilities for all states. |
|
|
|
for (auto state : relevantStates) { |
|
|
|
/*! |
|
|
|
* Asserts constraints that encode the correct reachability probabilties for all states. |
|
|
|
* |
|
|
|
* @param env The Gurobi environment. |
|
|
|
* @param model The Gurobi model. |
|
|
|
* @param labeledMdp The labeled MDP. |
|
|
|
* @param psiStates A bit vector characterizing the psi states in the model. |
|
|
|
* @param stateInformation The information about the states in the model. |
|
|
|
* @param choiceInformation The information about the choices in the model. |
|
|
|
* @param variableInformation A struct with information about the variables of the model. |
|
|
|
* @return The total number of constraints that were created. |
|
|
|
*/ |
|
|
|
static uint_fast64_t assertReachabilityProbabilities(GRBenv* env, GRBmodel* model, storm::models::Mdp<T> const& labeledMdp, storm::storage::BitVector const& psiStates, StateInformation const& stateInformation, ChoiceInformation const& choiceInformation, VariableInformation const& variableInformation) { |
|
|
|
uint_fast64_t numberOfConstraintsCreated = 0; |
|
|
|
int error = 0; |
|
|
|
for (auto state : stateInformation.relevantStates) { |
|
|
|
std::vector<double> coefficients; |
|
|
|
std::vector<int> variables; |
|
|
|
|
|
|
|
uint_fast64_t currentChoiceVariableIndex = stateToStartingIndexMap[state]; |
|
|
|
for (auto choice : relevantChoicesForRelevantStates[state]) { |
|
|
|
std::list<uint_fast64_t>::const_iterator choiceVariableIndicesIterator = variableInformation.stateToChoiceVariablesIndexMap.at(state).begin(); |
|
|
|
for (auto choice : choiceInformation.relevantChoicesForRelevantStates.at(state)) { |
|
|
|
variables.clear(); |
|
|
|
coefficients.clear(); |
|
|
|
variables.push_back(stateToProbabilityVariableIndex[state]); |
|
|
|
variables.push_back(static_cast<int>(variableInformation.stateToProbabilityVariableIndexMap.at(state))); |
|
|
|
coefficients.push_back(1.0); |
|
|
|
|
|
|
|
double rightHandSide = 1; |
|
|
|
typename storm::storage::SparseMatrix<T>::Rows rows = transitionMatrix.getRows(choice, choice); |
|
|
|
typename storm::storage::SparseMatrix<T>::Rows rows = labeledMdp.getTransitionMatrix().getRows(choice, choice); |
|
|
|
for (typename storm::storage::SparseMatrix<T>::ConstIterator successorIt = rows.begin(), successorIte = rows.end(); successorIt != successorIte; ++successorIt) { |
|
|
|
if (relevantStates.get(successorIt.column())) { |
|
|
|
variables.push_back(stateToProbabilityVariableIndex[successorIt.column()]); |
|
|
|
if (stateInformation.relevantStates.get(successorIt.column())) { |
|
|
|
variables.push_back(static_cast<int>(variableInformation.stateToProbabilityVariableIndexMap.at(successorIt.column()))); |
|
|
|
coefficients.push_back(-successorIt.value()); |
|
|
|
} else if (psiStates.get(successorIt.column())) { |
|
|
|
rightHandSide += successorIt.value(); |
|
|
@ -586,7 +642,7 @@ namespace storm { |
|
|
|
} |
|
|
|
|
|
|
|
coefficients.push_back(1); |
|
|
|
variables.push_back(currentChoiceVariableIndex); |
|
|
|
variables.push_back(static_cast<int>(*choiceVariableIndicesIterator)); |
|
|
|
|
|
|
|
error = GRBaddconstr(model, variables.size(), &variables[0], &coefficients[0], GRB_LESS_EQUAL, rightHandSide, nullptr); |
|
|
|
if (error) { |
|
|
@ -594,29 +650,45 @@ namespace storm { |
|
|
|
throw storm::exceptions::InvalidStateException() << "Unable to assert constraint (" << GRBgeterrormsg(env) << ")."; |
|
|
|
} |
|
|
|
|
|
|
|
++currentChoiceVariableIndex; |
|
|
|
++numberOfConstraintsCreated; |
|
|
|
++choiceVariableIndicesIterator; |
|
|
|
} |
|
|
|
} |
|
|
|
return numberOfConstraintsCreated; |
|
|
|
} |
|
|
|
|
|
|
|
// Add constraints that ensure reachability of at least one unproblematic state. |
|
|
|
for (auto stateListPair : problematicChoicesForProblematicStates) { |
|
|
|
/*! |
|
|
|
* Asserts constraints that make sure an unproblematic state is reachable from each problematic state. |
|
|
|
* |
|
|
|
* @param env The Gurobi environment. |
|
|
|
* @param model The Gurobi model. |
|
|
|
* @param labeledMdp The labeled MDP. |
|
|
|
* @param stateInformation The information about the states in the model. |
|
|
|
* @param choiceInformation The information about the choices in the model. |
|
|
|
* @param variableInformation A struct with information about the variables of the model. |
|
|
|
* @return The total number of constraints that were created. |
|
|
|
*/ |
|
|
|
static uint_fast64_t assertUnproblematicStateReachable(GRBenv* env, GRBmodel* model, storm::models::Mdp<T> const& labeledMdp, StateInformation const& stateInformation, ChoiceInformation const& choiceInformation, VariableInformation const& variableInformation) { |
|
|
|
uint_fast64_t numberOfConstraintsCreated = 0; |
|
|
|
int error = 0; |
|
|
|
for (auto stateListPair : choiceInformation.problematicChoicesForProblematicStates) { |
|
|
|
for (auto problematicChoice : stateListPair.second) { |
|
|
|
uint_fast64_t currentChoiceVariableIndex = stateToStartingIndexMap[stateListPair.first]; |
|
|
|
for (auto relevantChoice : relevantChoicesForRelevantStates[stateListPair.first]) { |
|
|
|
std::list<uint_fast64_t>::const_iterator choiceVariableIndicesIterator = variableInformation.stateToChoiceVariablesIndexMap.at(stateListPair.first).begin(); |
|
|
|
for (auto relevantChoice : choiceInformation.relevantChoicesForRelevantStates.at(stateListPair.first)) { |
|
|
|
if (relevantChoice == problematicChoice) { |
|
|
|
break; |
|
|
|
} |
|
|
|
++currentChoiceVariableIndex; |
|
|
|
++choiceVariableIndicesIterator; |
|
|
|
} |
|
|
|
|
|
|
|
std::vector<int> variables; |
|
|
|
std::vector<double> coefficients; |
|
|
|
|
|
|
|
variables.push_back(currentChoiceVariableIndex); |
|
|
|
variables.push_back(static_cast<int>(*choiceVariableIndicesIterator)); |
|
|
|
coefficients.push_back(1); |
|
|
|
|
|
|
|
for (typename storm::storage::SparseMatrix<T>::ConstIndexIterator successorIt = transitionMatrix.constColumnIteratorBegin(problematicChoice); successorIt != transitionMatrix.constColumnIteratorEnd(problematicChoice); ++successorIt) { |
|
|
|
variables.push_back(problematicTransitionVariables[std::make_pair(stateListPair.first, *successorIt)]); |
|
|
|
for (typename storm::storage::SparseMatrix<T>::ConstIndexIterator successorIt = labeledMdp.getTransitionMatrix().constColumnIteratorBegin(problematicChoice); successorIt != labeledMdp.getTransitionMatrix().constColumnIteratorEnd(problematicChoice); ++successorIt) { |
|
|
|
variables.push_back(static_cast<int>(variableInformation.problematicTransitionToVariableIndexMap.at(std::make_pair(stateListPair.first, *successorIt)))); |
|
|
|
coefficients.push_back(-1); |
|
|
|
} |
|
|
|
|
|
|
@ -625,19 +697,21 @@ namespace storm { |
|
|
|
LOG4CPLUS_ERROR(logger, "Unable to assert constraint (" << GRBgeterrormsg(env) << ")."); |
|
|
|
throw storm::exceptions::InvalidStateException() << "Unable to assert constraint (" << GRBgeterrormsg(env) << ")."; |
|
|
|
} |
|
|
|
++numberOfConstraintsCreated; |
|
|
|
} |
|
|
|
} |
|
|
|
for (auto state : problematicStates) { |
|
|
|
for (auto problematicChoice : problematicChoicesForProblematicStates[state]) { |
|
|
|
for (typename storm::storage::SparseMatrix<T>::ConstIndexIterator successorIt = transitionMatrix.constColumnIteratorBegin(problematicChoice); successorIt != transitionMatrix.constColumnIteratorEnd(problematicChoice); ++successorIt) { |
|
|
|
|
|
|
|
for (auto state : stateInformation.problematicStates) { |
|
|
|
for (auto problematicChoice : choiceInformation.problematicChoicesForProblematicStates.at(state)) { |
|
|
|
for (typename storm::storage::SparseMatrix<T>::ConstIndexIterator successorIt = labeledMdp.getTransitionMatrix().constColumnIteratorBegin(problematicChoice); successorIt != labeledMdp.getTransitionMatrix().constColumnIteratorEnd(problematicChoice); ++successorIt) { |
|
|
|
std::vector<int> variables; |
|
|
|
std::vector<double> coefficients; |
|
|
|
|
|
|
|
variables.push_back(problematicStateVariablesToIndexMap[state]); |
|
|
|
variables.push_back(static_cast<int>(variableInformation.problematicStateToVariableIndexMap.at(state))); |
|
|
|
coefficients.push_back(1); |
|
|
|
variables.push_back(problematicStateVariablesToIndexMap[*successorIt]); |
|
|
|
variables.push_back(static_cast<int>(variableInformation.problematicStateToVariableIndexMap.at(*successorIt))); |
|
|
|
coefficients.push_back(-1); |
|
|
|
variables.push_back(problematicTransitionVariables[std::make_pair(state, *successorIt)]); |
|
|
|
variables.push_back(static_cast<int>(variableInformation.problematicTransitionToVariableIndexMap.at(std::make_pair(state, *successorIt)))); |
|
|
|
coefficients.push_back(1); |
|
|
|
|
|
|
|
error = GRBaddconstr(model, variables.size(), &variables[0], &coefficients[0], GRB_LESS_EQUAL, 1 - 1e-6, nullptr); |
|
|
@ -645,56 +719,381 @@ namespace storm { |
|
|
|
LOG4CPLUS_ERROR(logger, "Unable to assert constraint (" << GRBgeterrormsg(env) << ")."); |
|
|
|
throw storm::exceptions::InvalidStateException() << "Unable to assert constraint (" << GRBgeterrormsg(env) << ")."; |
|
|
|
} |
|
|
|
++numberOfConstraintsCreated; |
|
|
|
} |
|
|
|
} |
|
|
|
} |
|
|
|
return numberOfConstraintsCreated; |
|
|
|
} |
|
|
|
|
|
|
|
// Update model to incorporate prior changes. |
|
|
|
error = GRBupdatemodel(model); |
|
|
|
/*! |
|
|
|
* Asserts constraints that rule out many suboptimal policies. |
|
|
|
* |
|
|
|
* @param env The Gurobi environment. |
|
|
|
* @param model The Gurobi model. |
|
|
|
* @param labeledMdp The labeled MDP. |
|
|
|
* @param psiStates A bit vector characterizing the psi states in the model. |
|
|
|
* @param stateInformation The information about the states in the model. |
|
|
|
* @param choiceInformation The information about the choices in the model. |
|
|
|
* @param variableInformation A struct with information about the variables of the model. |
|
|
|
* @return The total number of constraints that were created. |
|
|
|
*/ |
|
|
|
static uint_fast64_t assertSchedulerCuts(GRBenv* env, GRBmodel* model, storm::models::Mdp<T> const& labeledMdp, storm::storage::BitVector const& psiStates, StateInformation const& stateInformation, ChoiceInformation const& choiceInformation, VariableInformation const& variableInformation) { |
|
|
|
storm::storage::SparseMatrix<bool> backwardTransitions = labeledMdp.getBackwardTransitions(); |
|
|
|
uint_fast64_t numberOfConstraintsCreated = 0; |
|
|
|
int error = 0; |
|
|
|
|
|
|
|
for (auto state : stateInformation.relevantStates) { |
|
|
|
// Assert that all states, that select an action, this action either has a non-zero probability to |
|
|
|
// go to a psi state directly, or in the successor states, at least one action is selected as well. |
|
|
|
std::list<uint_fast64_t>::const_iterator choiceVariableIndicesIterator = variableInformation.stateToChoiceVariablesIndexMap.at(state).begin(); |
|
|
|
for (auto choice : choiceInformation.relevantChoicesForRelevantStates.at(state)) { |
|
|
|
bool psiStateReachableInOneStep = false; |
|
|
|
for (typename storm::storage::SparseMatrix<T>::ConstIndexIterator successorIt = labeledMdp.getTransitionMatrix().constColumnIteratorBegin(choice); successorIt != labeledMdp.getTransitionMatrix().constColumnIteratorEnd(choice); ++successorIt) { |
|
|
|
if (psiStates.get(*successorIt)) { |
|
|
|
psiStateReachableInOneStep = true; |
|
|
|
} |
|
|
|
} |
|
|
|
|
|
|
|
if (!psiStateReachableInOneStep) { |
|
|
|
std::vector<int> variables; |
|
|
|
std::vector<double> coefficients; |
|
|
|
|
|
|
|
variables.push_back(static_cast<int>(*choiceVariableIndicesIterator)); |
|
|
|
coefficients.push_back(1); |
|
|
|
|
|
|
|
for (typename storm::storage::SparseMatrix<T>::ConstIndexIterator successorIt = labeledMdp.getTransitionMatrix().constColumnIteratorBegin(choice); successorIt != labeledMdp.getTransitionMatrix().constColumnIteratorEnd(choice); ++successorIt) { |
|
|
|
if (state != *successorIt && stateInformation.relevantStates.get(*successorIt)) { |
|
|
|
std::list<uint_fast64_t> const& successorChoiceVariableIndices = variableInformation.stateToChoiceVariablesIndexMap.at(*successorIt); |
|
|
|
|
|
|
|
for (auto choiceVariableIndex : successorChoiceVariableIndices) { |
|
|
|
variables.push_back(static_cast<int>(choiceVariableIndex)); |
|
|
|
coefficients.push_back(-1); |
|
|
|
} |
|
|
|
} |
|
|
|
} |
|
|
|
|
|
|
|
error = GRBaddconstr(model, variables.size(), &variables[0], &coefficients[0], GRB_LESS_EQUAL, 0, nullptr); |
|
|
|
if (error) { |
|
|
|
LOG4CPLUS_ERROR(logger, "Unable to update Gurobi model (" << GRBgeterrormsg(env) << ")."); |
|
|
|
throw storm::exceptions::InvalidStateException() << "Unable to update Gurobi model (" << GRBgeterrormsg(env) << ")."; |
|
|
|
LOG4CPLUS_ERROR(logger, "Unable to assert constraint (" << GRBgeterrormsg(env) << ")."); |
|
|
|
throw storm::exceptions::InvalidStateException() << "Unable to assert constraint (" << GRBgeterrormsg(env) << ")."; |
|
|
|
} |
|
|
|
++numberOfConstraintsCreated; |
|
|
|
} |
|
|
|
|
|
|
|
++choiceVariableIndicesIterator; |
|
|
|
} |
|
|
|
|
|
|
|
// For all states except for the initial state, assert that there is a selected incoming transition |
|
|
|
// in the subsystem if there is one selected action in the current state. |
|
|
|
if (!labeledMdp.getLabeledStates("init").get(state)) { |
|
|
|
std::vector<int> variables; |
|
|
|
std::vector<double> coefficients; |
|
|
|
|
|
|
|
for (auto choiceVariableIndex : variableInformation.stateToChoiceVariablesIndexMap.at(state)) { |
|
|
|
variables.push_back(static_cast<int>(choiceVariableIndex)); |
|
|
|
coefficients.push_back(1); |
|
|
|
} |
|
|
|
|
|
|
|
// Compute the set of predecessors. |
|
|
|
std::unordered_set<uint_fast64_t> predecessors; |
|
|
|
for (typename storm::storage::SparseMatrix<T>::ConstIndexIterator predecessorIt = backwardTransitions.constColumnIteratorBegin(state); predecessorIt != backwardTransitions.constColumnIteratorEnd(state); ++predecessorIt) { |
|
|
|
if (state != *predecessorIt) { |
|
|
|
predecessors.insert(*predecessorIt); |
|
|
|
} |
|
|
|
} |
|
|
|
|
|
|
|
for (auto predecessor : predecessors) { |
|
|
|
std::list<uint_fast64_t>::const_iterator choiceVariableIndicesIterator = variableInformation.stateToChoiceVariablesIndexMap.at(predecessor).begin(); |
|
|
|
for (auto relevantChoice : choiceInformation.relevantChoicesForRelevantStates.at(predecessor)) { |
|
|
|
bool choiceTargetsCurrentState = false; |
|
|
|
|
|
|
|
// Check if the current choice targets the current state. |
|
|
|
for (typename storm::storage::SparseMatrix<T>::ConstIndexIterator successorIt = labeledMdp.getTransitionMatrix().constColumnIteratorBegin(relevantChoice); successorIt != labeledMdp.getTransitionMatrix().constColumnIteratorEnd(relevantChoice); ++successorIt) { |
|
|
|
if (state == *successorIt) { |
|
|
|
choiceTargetsCurrentState = true; |
|
|
|
break; |
|
|
|
} |
|
|
|
} |
|
|
|
|
|
|
|
// If it does, we can add the choice to the sum. |
|
|
|
if (choiceTargetsCurrentState) { |
|
|
|
variables.push_back(static_cast<int>(*choiceVariableIndicesIterator)); |
|
|
|
coefficients.push_back(-1); |
|
|
|
} |
|
|
|
++choiceVariableIndicesIterator; |
|
|
|
} |
|
|
|
} |
|
|
|
|
|
|
|
error = GRBwrite(model, "storm.lp"); |
|
|
|
error = GRBaddconstr(model, variables.size(), &variables[0], &coefficients[0], GRB_LESS_EQUAL, 0, nullptr); |
|
|
|
if (error) { |
|
|
|
LOG4CPLUS_ERROR(logger, "Unable to write Gurobi model (" << GRBgeterrormsg(env) << ")."); |
|
|
|
throw storm::exceptions::InvalidStateException() << "Unable to write Gurobi model (" << GRBgeterrormsg(env) << ")."; |
|
|
|
LOG4CPLUS_ERROR(logger, "Unable to assert constraint (" << GRBgeterrormsg(env) << ")."); |
|
|
|
throw storm::exceptions::InvalidStateException() << "Unable to assert constraint (" << GRBgeterrormsg(env) << ")."; |
|
|
|
} |
|
|
|
++numberOfConstraintsCreated; |
|
|
|
} else { |
|
|
|
// Assert that the initial state selects an action. |
|
|
|
std::vector<int> variables; |
|
|
|
std::vector<double> coefficients; |
|
|
|
|
|
|
|
for (auto choiceVariableIndex : variableInformation.stateToChoiceVariablesIndexMap.at(state)) { |
|
|
|
variables.push_back(static_cast<int>(choiceVariableIndex)); |
|
|
|
coefficients.push_back(1); |
|
|
|
} |
|
|
|
|
|
|
|
error = GRBoptimize(model); |
|
|
|
error = GRBaddconstr(model, variables.size(), &variables[0], &coefficients[0], GRB_GREATER_EQUAL, 1, nullptr); |
|
|
|
if (error) { |
|
|
|
LOG4CPLUS_ERROR(logger, "Unable to optimize Gurobi model (" << GRBgeterrormsg(env) << ")."); |
|
|
|
throw storm::exceptions::InvalidStateException() << "Unable to optimize Gurobi model (" << GRBgeterrormsg(env) << ")."; |
|
|
|
LOG4CPLUS_ERROR(logger, "Unable to assert constraint (" << GRBgeterrormsg(env) << ")."); |
|
|
|
throw storm::exceptions::InvalidStateException() << "Unable to assert constraint (" << GRBgeterrormsg(env) << ")."; |
|
|
|
} |
|
|
|
++numberOfConstraintsCreated; |
|
|
|
} |
|
|
|
} |
|
|
|
|
|
|
|
std::vector<double> solution(labelToIndexMap.size()); |
|
|
|
error = GRBgetdblattrarray(model, GRB_DBL_ATTR_X, 0, labelToIndexMap.size(), &solution[0]); |
|
|
|
// Add constraints that ensure at least one choice is selected that targets a psi state. |
|
|
|
std::vector<int> variables; |
|
|
|
std::vector<double> coefficients; |
|
|
|
std::unordered_set<uint_fast64_t> predecessors; |
|
|
|
for (auto psiState : psiStates) { |
|
|
|
// Compute the set of predecessors. |
|
|
|
for (typename storm::storage::SparseMatrix<T>::ConstIndexIterator predecessorIt = backwardTransitions.constColumnIteratorBegin(psiState); predecessorIt != backwardTransitions.constColumnIteratorEnd(psiState); ++predecessorIt) { |
|
|
|
if (psiState != *predecessorIt) { |
|
|
|
predecessors.insert(*predecessorIt); |
|
|
|
} |
|
|
|
} |
|
|
|
} |
|
|
|
|
|
|
|
for (auto predecessor : predecessors) { |
|
|
|
std::list<uint_fast64_t>::const_iterator choiceVariableIndicesIterator = variableInformation.stateToChoiceVariablesIndexMap.at(predecessor).begin(); |
|
|
|
for (auto relevantChoice : choiceInformation.relevantChoicesForRelevantStates.at(predecessor)) { |
|
|
|
bool choiceTargetsPsiState = false; |
|
|
|
|
|
|
|
// Check if the current choice targets the current state. |
|
|
|
for (typename storm::storage::SparseMatrix<T>::ConstIndexIterator successorIt = labeledMdp.getTransitionMatrix().constColumnIteratorBegin(relevantChoice); successorIt != labeledMdp.getTransitionMatrix().constColumnIteratorEnd(relevantChoice); ++successorIt) { |
|
|
|
if (psiStates.get(*successorIt)) { |
|
|
|
choiceTargetsPsiState = true; |
|
|
|
break; |
|
|
|
} |
|
|
|
} |
|
|
|
|
|
|
|
// If it does, we can add the choice to the sum. |
|
|
|
if (choiceTargetsPsiState) { |
|
|
|
variables.push_back(static_cast<int>(*choiceVariableIndicesIterator)); |
|
|
|
coefficients.push_back(1); |
|
|
|
} |
|
|
|
++choiceVariableIndicesIterator; |
|
|
|
} |
|
|
|
} |
|
|
|
|
|
|
|
error = GRBaddconstr(model, variables.size(), &variables[0], &coefficients[0], GRB_GREATER_EQUAL, 1, nullptr); |
|
|
|
if (error) { |
|
|
|
LOG4CPLUS_ERROR(logger, "Unable to assert constraint (" << GRBgeterrormsg(env) << ")."); |
|
|
|
throw storm::exceptions::InvalidStateException() << "Unable to assert constraint (" << GRBgeterrormsg(env) << ")."; |
|
|
|
} |
|
|
|
++numberOfConstraintsCreated; |
|
|
|
|
|
|
|
return numberOfConstraintsCreated; |
|
|
|
} |
|
|
|
|
|
|
|
/*! |
|
|
|
* Builds a system of constraints that express that the reachability probability in the subsystem exceeeds |
|
|
|
* the given threshold. |
|
|
|
* |
|
|
|
* @param env The Gurobi environment. |
|
|
|
* @param model The Gurobi model. |
|
|
|
* @param labeledMdp The labeled MDP. |
|
|
|
* @param psiStates A bit vector characterizing all psi states in the model. |
|
|
|
* @param stateInformation The information about the states in the model. |
|
|
|
* @param choiceInformation The information about the choices in the model. |
|
|
|
* @param variableInformation A struct with information about the variables of the model. |
|
|
|
* @param probabilityThreshold The probability threshold the subsystem is required to exceed. |
|
|
|
* @param includeSchedulerCuts If set to true, additional constraints are asserted that reduce the set of |
|
|
|
* possible choices. |
|
|
|
*/ |
|
|
|
static void buildConstraintSystem(GRBenv* env, GRBmodel* model, storm::models::Mdp<T> const& labeledMdp, storm::storage::BitVector const& psiStates, StateInformation const& stateInformation, ChoiceInformation const& choiceInformation, VariableInformation const& variableInformation, T probabilityThreshold, bool includeSchedulerCuts = false) { |
|
|
|
// Assert that the reachability probability in the subsystem exceeds the given threshold. |
|
|
|
uint_fast64_t numberOfConstraints = assertProbabilityGreaterThanThreshold(env, model, labeledMdp, variableInformation, probabilityThreshold); |
|
|
|
|
|
|
|
// Add constraints that assert the policy takes at most one action in each state. |
|
|
|
numberOfConstraints += assertValidPolicy(env, model, stateInformation, variableInformation); |
|
|
|
|
|
|
|
// Add constraints that assert the labels that belong to some taken choices are taken as well. |
|
|
|
numberOfConstraints += assertChoicesImplyLabels(env, model, labeledMdp, stateInformation, choiceInformation, variableInformation); |
|
|
|
|
|
|
|
// Add constraints that encode that the reachability probability from states which do not pick any action |
|
|
|
// is zero. |
|
|
|
numberOfConstraints += assertZeroProbabilityWithoutChoice(env, model, stateInformation, choiceInformation, variableInformation); |
|
|
|
|
|
|
|
// Add constraints that encode the reachability probabilities for states. |
|
|
|
numberOfConstraints += assertReachabilityProbabilities(env, model, labeledMdp, psiStates, stateInformation, choiceInformation, variableInformation); |
|
|
|
|
|
|
|
// Add constraints that ensure the reachability of an unproblematic state from each problematic state. |
|
|
|
numberOfConstraints += assertUnproblematicStateReachable(env, model, labeledMdp, stateInformation, choiceInformation, variableInformation); |
|
|
|
|
|
|
|
// If required, assert additional constraints that reduce the number of possible policies. |
|
|
|
if (includeSchedulerCuts) { |
|
|
|
numberOfConstraints += assertSchedulerCuts(env, model, labeledMdp, psiStates, stateInformation, choiceInformation, variableInformation); |
|
|
|
} |
|
|
|
|
|
|
|
LOG4CPLUS_INFO(logger, "Successfully created " << numberOfConstraints << " Gurobi constraints."); |
|
|
|
} |
|
|
|
|
|
|
|
/*! |
|
|
|
* Computes the set of labels that was used in the given optimized model. |
|
|
|
* |
|
|
|
* @param env The Gurobi environment. |
|
|
|
* @param model The Gurobi model. |
|
|
|
* @param variableInformation A struct with information about the variables of the model. |
|
|
|
*/ |
|
|
|
static std::unordered_set<uint_fast64_t> getUsedLabelsInSolution(GRBenv* env, GRBmodel* model, VariableInformation const& variableInformation) { |
|
|
|
int error = 0; |
|
|
|
|
|
|
|
// Check whether the model was optimized, so we can read off the solution. |
|
|
|
if (checkGurobiModelIsOptimized(env, model)) { |
|
|
|
std::unordered_set<uint_fast64_t> result; |
|
|
|
double value = 0; |
|
|
|
|
|
|
|
for (auto labelVariablePair : variableInformation.labelToVariableIndexMap) { |
|
|
|
error = GRBgetdblattrelement(model, GRB_DBL_ATTR_X, labelVariablePair.second, &value); |
|
|
|
if (error) { |
|
|
|
LOG4CPLUS_ERROR(logger, "Unable to get Gurobi solution (" << GRBgeterrormsg(env) << ")."); |
|
|
|
throw storm::exceptions::InvalidStateException() << "Unable to get Gurobi solution (" << GRBgeterrormsg(env) << ")."; |
|
|
|
} |
|
|
|
|
|
|
|
for (auto labelIndexPair : labelToIndexMap) { |
|
|
|
std::cout << "label: " << labelIndexPair.first << " with value " << solution[labelIndexPair.second] << std::endl; |
|
|
|
if (value == 1) { |
|
|
|
result.insert(labelVariablePair.first); |
|
|
|
} else if (value != 0) { |
|
|
|
LOG4CPLUS_ERROR(logger, "Illegal value for binary variable in Gurobi solution (" << value << ")."); |
|
|
|
throw storm::exceptions::InvalidStateException() << "Illegal value for binary variable in Gurobi solution (" << value << ")."; |
|
|
|
} |
|
|
|
} |
|
|
|
return result; |
|
|
|
} |
|
|
|
|
|
|
|
LOG4CPLUS_ERROR(logger, "Unable to get Gurobi solution from unoptimized model."); |
|
|
|
throw storm::exceptions::InvalidStateException() << "Unable to get Gurobi solution from unoptimized model."; |
|
|
|
} |
|
|
|
|
|
|
|
/*! |
|
|
|
* Computes a mapping from relevant states to choices such that a state is mapped to one of its choices if |
|
|
|
* it is selected by the subsystem computed by the solver. |
|
|
|
* |
|
|
|
* @param env The Gurobi environment. |
|
|
|
* @param model The Gurobi model. |
|
|
|
* @param labeledMdp The labeled MDP. |
|
|
|
* @param stateInformation The information about the states in the model. |
|
|
|
* @param choiceInformation The information about the choices in the model. |
|
|
|
* @param variableInformation A struct with information about the variables of the model. |
|
|
|
*/ |
|
|
|
static std::map<uint_fast64_t, uint_fast64_t> getChoices(GRBenv* env, GRBmodel* model, storm::models::Mdp<T> const& labeledMdp, StateInformation const& stateInformation, ChoiceInformation const& choiceInformation, VariableInformation const& variableInformation) { |
|
|
|
int error = 0; |
|
|
|
if (checkGurobiModelIsOptimized(env, model)) { |
|
|
|
std::map<uint_fast64_t, uint_fast64_t> result; |
|
|
|
double value = 0; |
|
|
|
|
|
|
|
for (auto state : stateInformation.relevantStates) { |
|
|
|
std::list<uint_fast64_t>::const_iterator choiceVariableIndicesIterator = variableInformation.stateToChoiceVariablesIndexMap.at(state).begin(); |
|
|
|
for (auto choice : choiceInformation.relevantChoicesForRelevantStates.at(state)) { |
|
|
|
error = GRBgetdblattrelement(model, GRB_DBL_ATTR_X, *choiceVariableIndicesIterator, &value); |
|
|
|
if (error) { |
|
|
|
LOG4CPLUS_ERROR(logger, "Unable to get Gurobi solution (" << GRBgeterrormsg(env) << ")."); |
|
|
|
throw storm::exceptions::InvalidStateException() << "Unable to get Gurobi solution (" << GRBgeterrormsg(env) << ")."; |
|
|
|
} |
|
|
|
++choiceVariableIndicesIterator; |
|
|
|
|
|
|
|
if (value == 1) { |
|
|
|
result.emplace_hint(result.end(), state, choice); |
|
|
|
} else if (value != 0) { |
|
|
|
LOG4CPLUS_ERROR(logger, "Illegal value for binary variable in Gurobi solution (" << value << ")."); |
|
|
|
throw storm::exceptions::InvalidStateException() << "Illegal value for binary variable in Gurobi solution (" << value << ")."; |
|
|
|
} |
|
|
|
} |
|
|
|
} |
|
|
|
|
|
|
|
return result; |
|
|
|
} |
|
|
|
LOG4CPLUS_ERROR(logger, "Unable to get Gurobi solution from unoptimized model."); |
|
|
|
throw storm::exceptions::InvalidStateException() << "Unable to get Gurobi solution from unoptimized model."; |
|
|
|
} |
|
|
|
|
|
|
|
/*! |
|
|
|
* Computes the reachability probability of the first initial state in the given optimized Gurobi model. |
|
|
|
* |
|
|
|
* @param env The Gurobi environment. |
|
|
|
* @param model The Gurobi model. |
|
|
|
* @param labeledMdp The labeled MDP. |
|
|
|
* @param variableInformation A struct with information about the variables of the model. |
|
|
|
*/ |
|
|
|
static double getReachabilityProbability(GRBenv* env, GRBmodel* model, storm::models::Mdp<T> const& labeledMdp, VariableInformation const& variableInformation) { |
|
|
|
int error = 0; |
|
|
|
// Check whether the model was optimized, so we can read off the solution. |
|
|
|
if (checkGurobiModelIsOptimized(env, model)) { |
|
|
|
double reachabilityProbability = 0; |
|
|
|
error = GRBgetdblattrarray(model, GRB_DBL_ATTR_X, stateToProbabilityVariableIndex[0], 1, &reachabilityProbability); |
|
|
|
std::cout << "prob: " << reachabilityProbability << std::endl; |
|
|
|
storm::storage::BitVector const& initialStates = labeledMdp.getLabeledStates("init"); |
|
|
|
for (auto initialState : initialStates) { |
|
|
|
error = GRBgetdblattrelement(model, GRB_DBL_ATTR_X, variableInformation.stateToProbabilityVariableIndexMap.at(initialState), &reachabilityProbability); |
|
|
|
if (error) { |
|
|
|
LOG4CPLUS_ERROR(logger, "Unable to get Gurobi solution (" << GRBgeterrormsg(env) << ")."); |
|
|
|
throw storm::exceptions::InvalidStateException() << "Unable to get Gurobi solution (" << GRBgeterrormsg(env) << ")."; |
|
|
|
} |
|
|
|
break; |
|
|
|
} |
|
|
|
return reachabilityProbability; |
|
|
|
} |
|
|
|
|
|
|
|
LOG4CPLUS_ERROR(logger, "Unable to get Gurobi solution from unoptimized model."); |
|
|
|
throw storm::exceptions::InvalidStateException() << "Unable to get Gurobi solution from unoptimized model."; |
|
|
|
} |
|
|
|
|
|
|
|
public: |
|
|
|
|
|
|
|
static std::unordered_set<uint_fast64_t> getMinimalLabelSet(storm::models::Mdp<T> const& labeledMdp, storm::storage::BitVector const& phiStates, storm::storage::BitVector const& psiStates, T probabilityThreshold, bool checkThresholdFeasible = false, bool includeSchedulerCuts = false) { |
|
|
|
#ifdef HAVE_GUROBI |
|
|
|
// (0) Check whether the MDP is indeed labeled. |
|
|
|
if (!labeledMdp.hasChoiceLabels()) { |
|
|
|
throw storm::exceptions::InvalidArgumentException() << "Minimal label set generation is impossible for unlabeled model."; |
|
|
|
} |
|
|
|
|
|
|
|
// (1) FIXME: check whether its possible to exceed the threshold if checkThresholdFeasible is set. |
|
|
|
|
|
|
|
// (2) Identify relevant and problematic states. |
|
|
|
StateInformation stateInformation = determineRelevantAndProblematicStates(labeledMdp, phiStates, psiStates); |
|
|
|
|
|
|
|
// (3) Determine sets of relevant labels and problematic choices. |
|
|
|
ChoiceInformation choiceInformation = determineRelevantAndProblematicChoices(labeledMdp, stateInformation, psiStates); |
|
|
|
|
|
|
|
// (4) Encode resulting system as MILP problem. |
|
|
|
// (4.1) Initialize Gurobi environment and model. |
|
|
|
std::pair<GRBenv*, GRBmodel*> environmentModelPair = createGurobiEnvironmentAndModel(); |
|
|
|
|
|
|
|
// (4.2) Create variables. |
|
|
|
VariableInformation variableInformation = createVariables(environmentModelPair.first, environmentModelPair.second, labeledMdp, stateInformation, choiceInformation); |
|
|
|
|
|
|
|
// Update model. |
|
|
|
updateModel(environmentModelPair.first, environmentModelPair.second); |
|
|
|
|
|
|
|
// (4.3) Construct constraint system. |
|
|
|
buildConstraintSystem(environmentModelPair.first, environmentModelPair.second, labeledMdp, psiStates, stateInformation, choiceInformation, variableInformation, probabilityThreshold, includeSchedulerCuts); |
|
|
|
|
|
|
|
// Update model. |
|
|
|
updateModel(environmentModelPair.first, environmentModelPair.second); |
|
|
|
|
|
|
|
// writeModelToFile(environmentModelPair.first, environmentModelPair.second, "storm.lp"); |
|
|
|
|
|
|
|
// (4.4) Optimize the model. |
|
|
|
optimizeModel(environmentModelPair.first, environmentModelPair.second); |
|
|
|
|
|
|
|
// (3.4) Construct constraint system. |
|
|
|
// (4) Read off result from MILP variables. |
|
|
|
// (4.5) Read off result from variables. |
|
|
|
std::unordered_set<uint_fast64_t> usedLabelSet = getUsedLabelsInSolution(environmentModelPair.first, environmentModelPair.second, variableInformation); |
|
|
|
|
|
|
|
// (5) Shutdown MILP solver. |
|
|
|
GRBfreemodel(environmentModelPair.second); |
|
|
|
GRBfreeenv(environmentModelPair.first); |
|
|
|
// Display achieved probability. |
|
|
|
std::cout << "Achieved probability " << getReachabilityProbability(environmentModelPair.first, environmentModelPair.second, labeledMdp, variableInformation); |
|
|
|
|
|
|
|
// (6) Potentially verify whether the resulting system exceeds the given threshold. |
|
|
|
// (7) Return result. |
|
|
|
// (4.6) Shutdown Gurobi. |
|
|
|
destroyGurobiModelAndEnvironment(environmentModelPair.first, environmentModelPair.second); |
|
|
|
|
|
|
|
// FIXME: Return fake result for the time being. |
|
|
|
return relevantLabels; |
|
|
|
// (5) Return result. |
|
|
|
return usedLabelSet; |
|
|
|
#else |
|
|
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throw storm::exceptions::NotImplementedException() << "This functionality is unavailable if StoRM is compiled without support for Gurobi."; |
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#endif |
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