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Relative and absolute error criterion

main
Jan Erik Karuc 6 years ago
parent
606087ce85
commit
cd15c01f2f
2 changed files with 31 additions and 13 deletions
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  1. 42
      src/storm/solver/IterativeMinMaxLinearEquationSolver.cpp
  2. 2
      src/storm/solver/IterativeMinMaxLinearEquationSolver.h

42
src/storm/solver/IterativeMinMaxLinearEquationSolver.cpp
View File

@ -379,16 +379,20 @@ namespace storm {
// Allow aliased multiplications.
storm::solver::MultiplicationStyle multiplicationStyle = env.solver().minMax().getMultiplicationStyle();
bool useGaussSeidelMultiplication = multiplicationStyle == storm::solver::MultiplicationStyle::GaussSeidel;
// Relative errors
bool relative = env.solver().minMax().getRelativeTerminationCriterion();
std::vector<ValueType> *newX = auxiliaryRowGroupVector.get();
std::vector<ValueType> *currentX = &x;
std::vector<ValueType> newUpperBound;
std::vector<ValueType> currentUpperBound;
std::vector<ValueType> currentUpperBound(currentX->size());
std::vector<ValueType> ubDiffV(newX->size());
std::vector<ValueType> boundsDiffV(currentX->size());
ValueType precision = storm::utility::convertNumber<ValueType>(env.solver().minMax().getPrecision());
ValueType two = storm::utility::convertNumber<ValueType>(2.0);
ValueType precision = storm::utility::convertNumber<ValueType>(env.solver().minMax().getPrecision());
ValueType doublePrecision = precision * two;
ValueType terminationPrecision = doublePrecision;
ValueType iterationPrecision = precision;
SolverStatus status = SolverStatus::InProgress;
@ -398,7 +402,7 @@ namespace storm {
// Perform value iteration until convergence
++valueIterationInvocations;
ValueIterationResult result = performValueIteration(env, dir, currentX, newX, b, iterationPrecision, env.solver().minMax().getRelativeTerminationCriterion(), guarantee, overallIterations, env.solver().minMax().getMaximalNumberOfIterations(), multiplicationStyle);
ValueIterationResult result = performValueIteration(env, dir, currentX, newX, b, iterationPrecision, relative, guarantee, overallIterations, env.solver().minMax().getMaximalNumberOfIterations(), multiplicationStyle);
lastValueIterationIterations = result.iterations;
overallIterations += result.iterations;
@ -408,7 +412,8 @@ namespace storm {
} else {
currentVerificationIterations = 0;
currentUpperBound = guessUpperBound(*currentX, precision);
currentUpperBound = *currentX;
guessUpperBound(*currentX, currentUpperBound, precision, relative);
newUpperBound = currentUpperBound;
// TODO: More efficient check for verification iterations
@ -455,12 +460,21 @@ namespace storm {
break;
}
// All values moved down or stayed the same and we have a maximum difference of twice the requested precision
// We can safely use twice the requested precision, as we calculate the center of both vectors
if (!storm::utility::vector::hasNegativeEntry(ubDiffV) && storm::utility::vector::max_if(boundsDiffV, this->getRelevantValues()) < two * precision) {
// Calculate the center of both vectors and store it in currentX
storm::utility::vector::applyPointwise<ValueType, ValueType, ValueType>(*currentX, currentUpperBound, *currentX, [&two] (ValueType const& a, ValueType const& b) -> ValueType { return (a + b) / two; });
status = SolverStatus::Converged;
// We can use max_if instead of computeMaxAbsDiff, as x is definitely a lower bound and ub is larger in all elements
if (!storm::utility::vector::hasNegativeEntry(ubDiffV)) {
// Recalculate relativeTerminationDiff if relative error requested
// TODO: Is here min or max required?
if (relative) {
terminationPrecision = doublePrecision * storm::utility::vector::min_if(*currentX, this->getRelevantValues());
}
if (storm::utility::vector::max_if(boundsDiffV, this->getRelevantValues()) < terminationPrecision) {
// Calculate the center of both vectors and store it in currentX
storm::utility::vector::applyPointwise<ValueType, ValueType, ValueType>(*currentX, currentUpperBound, *currentX, [&two] (ValueType const& a, ValueType const& b) -> ValueType { return (a + b) / two; });
status = SolverStatus::Converged;
}
}
++overallIterations;
@ -481,8 +495,8 @@ namespace storm {
// If requested, we store the scheduler for retrieval.
if (this->isTrackSchedulerSet()) {
this->schedulerChoices = std::vector<uint_fast64_t>(this->A->getRowGroupCount());
this->multiplierA->multiplyAndReduce(env, dir, x, &b, *auxiliaryRowGroupVector.get(),
&this->schedulerChoices.get());
this->multiplierA->multiplyAndReduce(env, dir, x, &b, *auxiliaryRowGroupVector.get(), &this->schedulerChoices.get());
this->multiplierA->multiplyAndReduce(env, dir, x, &b, *auxiliaryRowGroupVector.get(), &this->schedulerChoices.get());
}
if (!this->isCachingEnabled()) {
@ -493,8 +507,12 @@ namespace storm {
}
template<typename ValueType>
std::vector<ValueType> IterativeMinMaxLinearEquationSolver<ValueType>::guessUpperBound(std::vector<ValueType> &x, ValueType const& precision) const {
storm::utility::vector::applyPointwise<ValueType, ValueType>(x, x, [&] (ValueType const& argument) -> ValueType { return argument + precision; });
void IterativeMinMaxLinearEquationSolver<ValueType>::guessUpperBound(std::vector<ValueType> &x, std::vector<ValueType> &target, ValueType const& precision, bool const& relative) const {
if (relative) {
storm::utility::vector::applyPointwise<ValueType, ValueType>(x, target, [&] (ValueType const& argument) -> ValueType { return argument * precision; });
} else {
storm::utility::vector::applyPointwise<ValueType, ValueType>(x, target, [&] (ValueType const& argument) -> ValueType { return argument + precision; });
}
}
template<typename ValueType>

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

@ -45,7 +45,7 @@ namespace storm {
bool solveEquationsSoundValueIteration(Environment const& env, OptimizationDirection dir, std::vector<ValueType>& x, std::vector<ValueType> const& b) const;
bool solveEquationsViToPi(Environment const& env, OptimizationDirection dir, std::vector<ValueType>& x, std::vector<ValueType> const& b) const;
std::vector<ValueType> guessUpperBound(std::vector<ValueType> &x, ValueType const& precision) const;
void guessUpperBound(std::vector<ValueType> &x, std::vector<ValueType> &target, ValueType const& precision, bool const& relative) const;
bool solveEquationsRationalSearch(Environment const& env, OptimizationDirection dir, std::vector<ValueType>& x, std::vector<ValueType> const& b) const;

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