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@ -799,22 +799,12 @@ namespace storm { |
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*yIt = std::move(yBest); |
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*yIt = std::move(yBest); |
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} |
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} |
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} |
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} |
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bool checkRestartCriterion() { |
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return false; |
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// iterations <= restartMaxIterations && (minimize(dir) ? restartThreshold * improvedPrimaryBound > primaryBound : restartThreshold * primaryBound > improvedPrimaryBound
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} |
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bool isPreciseEnough(ValueType const& xi, ValueType const& yi, ValueType const& lb, ValueType const& ub) { |
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return yi * (ub - lb) <= storm::utility::abs<ValueType>((relative ? (precision * xi) : (precision * storm::utility::convertNumber<ValueType>(2.0)))); |
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} |
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template<OptimizationDirection dir> |
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template<OptimizationDirection dir> |
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bool checkConvergenceUpdateBounds(uint64_t const& iterations, storm::storage::BitVector const* relevantValues = nullptr) { |
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bool checkConvergenceUpdateBounds(storm::storage::BitVector const* relevantValues = nullptr) { |
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if (convergencePhase1) { |
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if (convergencePhase1) { |
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if (checkConvergencePhase1()) { |
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if (checkConvergencePhase1()) { |
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STORM_LOG_INFO("Quick Value Iteration took " << iterations << " iterations for first convergence phase."); |
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firstIndexViolatingConvergence = 0; |
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firstIndexViolatingConvergence = 0; |
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if (relevantValues != nullptr) { |
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if (relevantValues != nullptr) { |
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firstIndexViolatingConvergence = relevantValues->getNextSetIndex(firstIndexViolatingConvergence); |
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firstIndexViolatingConvergence = relevantValues->getNextSetIndex(firstIndexViolatingConvergence); |
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@ -829,93 +819,11 @@ namespace storm { |
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// The difference between lower and upper bound has to be < precision at every (relevant) value
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// The difference between lower and upper bound has to be < precision at every (relevant) value
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// For efficiency reasons we first check whether it is worth to compute the actual bounds. We do so by considering possibly too tight bounds
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// For efficiency reasons we first check whether it is worth to compute the actual bounds. We do so by considering possibly too tight bounds
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ValueType lowerBoundCandidate = x[minIndex] / (storm::utility::one<ValueType>() - y[minIndex]); |
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ValueType upperBoundCandidate = x[maxIndex] / (storm::utility::one<ValueType>() - y[maxIndex]); |
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// Make sure that these candidates are at least as tight as the already known bounds
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if (hasLowerBound && lowerBoundCandidate < lowerBound) { |
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lowerBoundCandidate = lowerBound; |
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} |
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if (hasUpperBound && upperBoundCandidate > upperBound) { |
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upperBoundCandidate = upperBound; |
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} |
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bool computeActualBounds = isPreciseEnough(x[firstIndexViolatingConvergence], y[firstIndexViolatingConvergence], lowerBoundCandidate, upperBoundCandidate); |
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if (!computeActualBounds) { |
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if (decisionValueBlocks) { |
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ValueType improvedPrimaryBound = x[getPrimaryIndex<dir>()] + getPrimaryBound<dir>() * y[getPrimaryIndex<dir>()]; |
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assert(better<dir>(getPrimaryBound<dir>(), improvedPrimaryBound)); |
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computeActualBounds = checkRestartCriterion(); |
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} else { |
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computeActualBounds = hasDecisionValue && better<dir>(decisionValue, getPrimaryBound<dir>()); |
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} |
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} |
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if (computeActualBounds) { |
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auto xIt = x.begin(); |
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auto xIte = x.end(); |
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auto yIt = y.begin(); |
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ValueType improvedPrimaryBound; |
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bool computedImprovedPrimaryBound = false; |
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for (uint64_t index = 0; xIt != xIte; ++xIt, ++yIt, ++index) { |
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ValueType currentBound = *xIt / (storm::utility::one<ValueType>() - *yIt); |
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if (decisionValueBlocks) { |
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ValueType currentImprovedBound = *xIt + getPrimaryBound<dir>() * (*yIt); |
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if (!computedImprovedPrimaryBound || better<dir>(currentImprovedBound, improvedPrimaryBound)) { |
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computedImprovedPrimaryBound = true; |
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getPrimaryIndex<dir>() = index; |
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improvedPrimaryBound = std::move(currentImprovedBound); |
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} |
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if (better<dir>(getSecondaryBound<dir>(), currentBound)) { |
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getSecondaryIndex<dir>() = index; |
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getSecondaryBound<dir>() = std::move(currentBound); |
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} |
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} else { |
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if (currentBound < lowerBoundCandidate) { |
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minIndex = index; |
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lowerBoundCandidate = std::move(currentBound); |
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} else if (currentBound > upperBoundCandidate) { |
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maxIndex = index; |
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upperBoundCandidate = std::move(currentBound); |
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} |
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} |
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} |
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if ((maximize(dir) || !decisionValueBlocks) && (!hasLowerBound || lowerBoundCandidate > lowerBound)) { |
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setLowerBound(lowerBoundCandidate); |
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} |
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if ((minimize(dir) || !decisionValueBlocks) && (!hasUpperBound || upperBoundCandidate < upperBound)) { |
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setUpperBound(upperBoundCandidate); |
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} |
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// Check whether the decision value blocks now (i.e. further improvement of the primary bound would lead to a non-optimal scheduler).
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if (!decisionValueBlocks && hasDecisionValue && better<dir>(decisionValue, getPrimaryBound<dir>())) { |
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getPrimaryBound<dir>() = decisionValue; |
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decisionValueBlocks = true; |
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} |
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// Check whether the desired precision is reached
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if (isPreciseEnough(x[firstIndexViolatingConvergence], y[firstIndexViolatingConvergence], lowerBound, upperBound)) { |
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// The current index satisfies the desired bound. We now move to the next index that violates it
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while (true) { |
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++firstIndexViolatingConvergence; |
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if (relevantValues != nullptr) { |
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firstIndexViolatingConvergence = relevantValues->getNextSetIndex(firstIndexViolatingConvergence); |
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} |
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if (firstIndexViolatingConvergence == x.size()) { |
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// Converged!
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return true; |
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} else { |
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if (!isPreciseEnough(x[firstIndexViolatingConvergence], y[firstIndexViolatingConvergence], lowerBound, upperBound)) { |
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// not converged yet
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break; |
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} |
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} |
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} |
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} |
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// Check whether we should restart
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if (computedImprovedPrimaryBound && checkRestartCriterion()) { |
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STORM_LOG_INFO("Restarting QVI after " << iterations << " iterations. Improved bound from " << getPrimaryBound<dir>() << " to " << improvedPrimaryBound << "."); |
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getPrimaryBound<dir>() = improvedPrimaryBound; |
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restart(); |
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} |
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ValueType lowerBoundCandidate, upperBoundCandidate; |
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if (preliminaryConvergenceCheck<dir>(lowerBoundCandidate, upperBoundCandidate)) { |
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updateLowerUpperBound<dir>(lowerBoundCandidate, upperBoundCandidate); |
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checkIfDecisionValueBlocks<dir>(); |
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return checkConvergencePhase2<dir>(relevantValues); |
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} |
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} |
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return false; |
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return false; |
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} |
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} |
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@ -956,6 +864,94 @@ namespace storm { |
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return true; |
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return true; |
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} |
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} |
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bool isPreciseEnough(ValueType const& xi, ValueType const& yi, ValueType const& lb, ValueType const& ub) { |
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return yi * (ub - lb) <= storm::utility::abs<ValueType>((relative ? (precision * xi) : (precision * storm::utility::convertNumber<ValueType>(2.0)))); |
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} |
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template<OptimizationDirection dir> |
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bool preliminaryConvergenceCheck(ValueType& lowerBoundCandidate, ValueType& upperBoundCandidate) { |
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lowerBoundCandidate = x[minIndex] / (storm::utility::one<ValueType>() - y[minIndex]); |
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upperBoundCandidate = x[maxIndex] / (storm::utility::one<ValueType>() - y[maxIndex]); |
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// Make sure that these candidates are at least as tight as the already known bounds
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if (hasLowerBound && lowerBoundCandidate < lowerBound) { |
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lowerBoundCandidate = lowerBound; |
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} |
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if (hasUpperBound && upperBoundCandidate > upperBound) { |
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upperBoundCandidate = upperBound; |
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} |
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if (isPreciseEnough(x[firstIndexViolatingConvergence], y[firstIndexViolatingConvergence], lowerBoundCandidate, upperBoundCandidate)) { |
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return true; |
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} |
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if (!decisionValueBlocks) { |
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return hasDecisionValue && better<dir>(decisionValue, getPrimaryBound<dir>()); |
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} |
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return false; |
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} |
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template<OptimizationDirection dir> |
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void updateLowerUpperBound(ValueType& lowerBoundCandidate, ValueType& upperBoundCandidate) { |
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auto xIt = x.begin(); |
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auto xIte = x.end(); |
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auto yIt = y.begin(); |
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for (uint64_t index = 0; xIt != xIte; ++xIt, ++yIt, ++index) { |
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ValueType currentBound = *xIt / (storm::utility::one<ValueType>() - *yIt); |
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if (decisionValueBlocks) { |
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if (better<dir>(getSecondaryBound<dir>(), currentBound)) { |
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getSecondaryIndex<dir>() = index; |
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getSecondaryBound<dir>() = std::move(currentBound); |
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} |
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} else { |
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if (currentBound < lowerBoundCandidate) { |
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minIndex = index; |
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lowerBoundCandidate = std::move(currentBound); |
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} else if (currentBound > upperBoundCandidate) { |
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maxIndex = index; |
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upperBoundCandidate = std::move(currentBound); |
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} |
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} |
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} |
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if ((maximize(dir) || !decisionValueBlocks) && (!hasLowerBound || lowerBoundCandidate > lowerBound)) { |
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setLowerBound(lowerBoundCandidate); |
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} |
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if ((minimize(dir) || !decisionValueBlocks) && (!hasUpperBound || upperBoundCandidate < upperBound)) { |
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setUpperBound(upperBoundCandidate); |
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} |
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} |
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template<OptimizationDirection dir> |
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void checkIfDecisionValueBlocks() { |
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// Check whether the decision value blocks now (i.e. further improvement of the primary bound would lead to a non-optimal scheduler).
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if (!decisionValueBlocks && hasDecisionValue && better<dir>(decisionValue, getPrimaryBound<dir>())) { |
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getPrimaryBound<dir>() = decisionValue; |
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decisionValueBlocks = true; |
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} |
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} |
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template<OptimizationDirection dir> |
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bool checkConvergencePhase2(storm::storage::BitVector const* relevantValues = nullptr) { |
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// Check whether the desired precision is reached
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if (isPreciseEnough(x[firstIndexViolatingConvergence], y[firstIndexViolatingConvergence], lowerBound, upperBound)) { |
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// The current index satisfies the desired bound. We now move to the next index that violates it
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while (true) { |
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++firstIndexViolatingConvergence; |
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if (relevantValues != nullptr) { |
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firstIndexViolatingConvergence = relevantValues->getNextSetIndex(firstIndexViolatingConvergence); |
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} |
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if (firstIndexViolatingConvergence == x.size()) { |
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// Converged!
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return true; |
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} else { |
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if (!isPreciseEnough(x[firstIndexViolatingConvergence], y[firstIndexViolatingConvergence], lowerBound, upperBound)) { |
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// not converged yet
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return false; |
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} |
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} |
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} |
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} |
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return false; |
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} |
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std::vector<ValueType>& x; |
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std::vector<ValueType>& x; |
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std::vector<ValueType>& y; |
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std::vector<ValueType>& y; |
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std::vector<ValueType> xTmp, yTmp; |
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std::vector<ValueType> xTmp, yTmp; |
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@ -982,11 +978,6 @@ namespace storm { |
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QuickValueIterationHelper<ValueType> helper(x, *this->auxiliaryRowGroupVector, env.solver().minMax().getRelativeTerminationCriterion(), storm::utility::convertNumber<ValueType>(env.solver().minMax().getPrecision()), this->A->getSizeOfLargestRowGroup()); |
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QuickValueIterationHelper<ValueType> helper(x, *this->auxiliaryRowGroupVector, env.solver().minMax().getRelativeTerminationCriterion(), storm::utility::convertNumber<ValueType>(env.solver().minMax().getPrecision()), this->A->getSizeOfLargestRowGroup()); |
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// Get the precision
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uint64_t restartMaxIterations = env.solver().minMax().getQviRestartMaxIterations(); |
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ValueType restartThreshold = storm::utility::convertNumber<ValueType>(env.solver().minMax().getQviRestartThreshold()); |
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// Prepare initial bounds for the solution (if given)
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// Prepare initial bounds for the solution (if given)
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if (this->hasLowerBound()) { |
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if (this->hasLowerBound()) { |
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helper.setLowerBound(this->getLowerBound(true)); |
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helper.setLowerBound(this->getLowerBound(true)); |
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@ -1007,13 +998,13 @@ namespace storm { |
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while (status == SolverStatus::InProgress && iterations < env.solver().minMax().getMaximalNumberOfIterations()) { |
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while (status == SolverStatus::InProgress && iterations < env.solver().minMax().getMaximalNumberOfIterations()) { |
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if (minimize(dir)) { |
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if (minimize(dir)) { |
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helper.template performIterationStep<OptimizationDirection::Minimize>(*this->A, b); |
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helper.template performIterationStep<OptimizationDirection::Minimize>(*this->A, b); |
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if (helper.template checkConvergenceUpdateBounds<OptimizationDirection::Minimize>(iterations, relevantValuesPtr)) { |
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if (helper.template checkConvergenceUpdateBounds<OptimizationDirection::Minimize>(relevantValuesPtr)) { |
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status = SolverStatus::Converged; |
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status = SolverStatus::Converged; |
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} |
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} |
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} else { |
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} else { |
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assert(maximize(dir)); |
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assert(maximize(dir)); |
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helper.template performIterationStep<OptimizationDirection::Maximize>(*this->A, b); |
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helper.template performIterationStep<OptimizationDirection::Maximize>(*this->A, b); |
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if (helper.template checkConvergenceUpdateBounds<OptimizationDirection::Maximize>(iterations, relevantValuesPtr)) { |
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if (helper.template checkConvergenceUpdateBounds<OptimizationDirection::Maximize>(relevantValuesPtr)) { |
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status = SolverStatus::Converged; |
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status = SolverStatus::Converged; |
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} |
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} |
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} |
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} |
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