|
|
@ -800,21 +800,11 @@ namespace storm { |
|
|
|
} |
|
|
|
} |
|
|
|
|
|
|
|
bool checkRestartCriterion() { |
|
|
|
return false; |
|
|
|
// iterations <= restartMaxIterations && (minimize(dir) ? restartThreshold * improvedPrimaryBound > primaryBound : restartThreshold * primaryBound > improvedPrimaryBound
|
|
|
|
} |
|
|
|
|
|
|
|
bool isPreciseEnough(ValueType const& xi, ValueType const& yi, ValueType const& lb, ValueType const& ub) { |
|
|
|
return yi * (ub - lb) <= storm::utility::abs<ValueType>((relative ? (precision * xi) : (precision * storm::utility::convertNumber<ValueType>(2.0)))); |
|
|
|
} |
|
|
|
|
|
|
|
template<OptimizationDirection dir> |
|
|
|
bool checkConvergenceUpdateBounds(uint64_t const& iterations, storm::storage::BitVector const* relevantValues = nullptr) { |
|
|
|
bool checkConvergenceUpdateBounds(storm::storage::BitVector const* relevantValues = nullptr) { |
|
|
|
|
|
|
|
if (convergencePhase1) { |
|
|
|
if (checkConvergencePhase1()) { |
|
|
|
STORM_LOG_INFO("Quick Value Iteration took " << iterations << " iterations for first convergence phase."); |
|
|
|
firstIndexViolatingConvergence = 0; |
|
|
|
if (relevantValues != nullptr) { |
|
|
|
firstIndexViolatingConvergence = relevantValues->getNextSetIndex(firstIndexViolatingConvergence); |
|
|
@ -829,9 +819,60 @@ namespace storm { |
|
|
|
// The difference between lower and upper bound has to be < precision at every (relevant) value
|
|
|
|
|
|
|
|
// For efficiency reasons we first check whether it is worth to compute the actual bounds. We do so by considering possibly too tight bounds
|
|
|
|
ValueType lowerBoundCandidate, upperBoundCandidate; |
|
|
|
if (preliminaryConvergenceCheck<dir>(lowerBoundCandidate, upperBoundCandidate)) { |
|
|
|
updateLowerUpperBound<dir>(lowerBoundCandidate, upperBoundCandidate); |
|
|
|
checkIfDecisionValueBlocks<dir>(); |
|
|
|
return checkConvergencePhase2<dir>(relevantValues); |
|
|
|
} |
|
|
|
return false; |
|
|
|
} |
|
|
|
|
|
|
|
void setSolutionVector() { |
|
|
|
STORM_LOG_WARN_COND(hasLowerBound && hasUpperBound, "No lower or upper result bound could be computed within the given number of Iterations."); |
|
|
|
|
|
|
|
ValueType meanBound = (upperBound + lowerBound) / storm::utility::convertNumber<ValueType>(2.0); |
|
|
|
storm::utility::vector::applyPointwise(x, y, x, [&meanBound] (ValueType const& xi, ValueType const& yi) { return xi + yi * meanBound; }); |
|
|
|
|
|
|
|
STORM_LOG_INFO("Quick Value Iteration terminated with lower value bound " |
|
|
|
<< (hasLowerBound ? lowerBound : storm::utility::zero<ValueType>()) << (hasLowerBound ? "" : "(none)") |
|
|
|
<< " and upper value bound " |
|
|
|
<< (hasUpperBound ? upperBound : storm::utility::zero<ValueType>()) << (hasUpperBound ? "" : "(none)") |
|
|
|
<< ". Decision value is " |
|
|
|
<< (hasDecisionValue ? decisionValue : storm::utility::zero<ValueType>()) << (hasDecisionValue ? "" : "(none)") |
|
|
|
<< "."); |
|
|
|
|
|
|
|
} |
|
|
|
|
|
|
|
private: |
|
|
|
|
|
|
|
ValueType lowerBoundCandidate = x[minIndex] / (storm::utility::one<ValueType>() - y[minIndex]); |
|
|
|
ValueType upperBoundCandidate = x[maxIndex] / (storm::utility::one<ValueType>() - y[maxIndex]); |
|
|
|
bool checkConvergencePhase1() { |
|
|
|
// Return true if y ('the probability to stay within the matrix') is < 1 at every entry
|
|
|
|
for (; firstIndexViolatingConvergence != y.size(); ++firstIndexViolatingConvergence) { |
|
|
|
static_assert(NumberTraits<ValueType>::IsExact || std::is_same<ValueType, double>::value, "Considered ValueType not handled."); |
|
|
|
if (NumberTraits<ValueType>::IsExact) { |
|
|
|
if (storm::utility::isOne(y[firstIndexViolatingConvergence])) { |
|
|
|
return false; |
|
|
|
} |
|
|
|
} else { |
|
|
|
if (storm::utility::isAlmostOne(storm::utility::convertNumber<double>(y[firstIndexViolatingConvergence]))) { |
|
|
|
return false; |
|
|
|
} |
|
|
|
} |
|
|
|
} |
|
|
|
convergencePhase1 = false; |
|
|
|
return true; |
|
|
|
} |
|
|
|
|
|
|
|
|
|
|
|
bool isPreciseEnough(ValueType const& xi, ValueType const& yi, ValueType const& lb, ValueType const& ub) { |
|
|
|
return yi * (ub - lb) <= storm::utility::abs<ValueType>((relative ? (precision * xi) : (precision * storm::utility::convertNumber<ValueType>(2.0)))); |
|
|
|
} |
|
|
|
|
|
|
|
template<OptimizationDirection dir> |
|
|
|
bool preliminaryConvergenceCheck(ValueType& lowerBoundCandidate, ValueType& upperBoundCandidate) { |
|
|
|
lowerBoundCandidate = x[minIndex] / (storm::utility::one<ValueType>() - y[minIndex]); |
|
|
|
upperBoundCandidate = x[maxIndex] / (storm::utility::one<ValueType>() - y[maxIndex]); |
|
|
|
// Make sure that these candidates are at least as tight as the already known bounds
|
|
|
|
if (hasLowerBound && lowerBoundCandidate < lowerBound) { |
|
|
|
lowerBoundCandidate = lowerBound; |
|
|
@ -839,31 +880,23 @@ namespace storm { |
|
|
|
if (hasUpperBound && upperBoundCandidate > upperBound) { |
|
|
|
upperBoundCandidate = upperBound; |
|
|
|
} |
|
|
|
bool computeActualBounds = isPreciseEnough(x[firstIndexViolatingConvergence], y[firstIndexViolatingConvergence], lowerBoundCandidate, upperBoundCandidate); |
|
|
|
if (!computeActualBounds) { |
|
|
|
if (decisionValueBlocks) { |
|
|
|
ValueType improvedPrimaryBound = x[getPrimaryIndex<dir>()] + getPrimaryBound<dir>() * y[getPrimaryIndex<dir>()]; |
|
|
|
assert(better<dir>(getPrimaryBound<dir>(), improvedPrimaryBound)); |
|
|
|
computeActualBounds = checkRestartCriterion(); |
|
|
|
} else { |
|
|
|
computeActualBounds = hasDecisionValue && better<dir>(decisionValue, getPrimaryBound<dir>()); |
|
|
|
if (isPreciseEnough(x[firstIndexViolatingConvergence], y[firstIndexViolatingConvergence], lowerBoundCandidate, upperBoundCandidate)) { |
|
|
|
return true; |
|
|
|
} |
|
|
|
if (!decisionValueBlocks) { |
|
|
|
return hasDecisionValue && better<dir>(decisionValue, getPrimaryBound<dir>()); |
|
|
|
} |
|
|
|
return false; |
|
|
|
} |
|
|
|
if (computeActualBounds) { |
|
|
|
|
|
|
|
template<OptimizationDirection dir> |
|
|
|
void updateLowerUpperBound(ValueType& lowerBoundCandidate, ValueType& upperBoundCandidate) { |
|
|
|
auto xIt = x.begin(); |
|
|
|
auto xIte = x.end(); |
|
|
|
auto yIt = y.begin(); |
|
|
|
ValueType improvedPrimaryBound; |
|
|
|
bool computedImprovedPrimaryBound = false; |
|
|
|
for (uint64_t index = 0; xIt != xIte; ++xIt, ++yIt, ++index) { |
|
|
|
ValueType currentBound = *xIt / (storm::utility::one<ValueType>() - *yIt); |
|
|
|
if (decisionValueBlocks) { |
|
|
|
ValueType currentImprovedBound = *xIt + getPrimaryBound<dir>() * (*yIt); |
|
|
|
if (!computedImprovedPrimaryBound || better<dir>(currentImprovedBound, improvedPrimaryBound)) { |
|
|
|
computedImprovedPrimaryBound = true; |
|
|
|
getPrimaryIndex<dir>() = index; |
|
|
|
improvedPrimaryBound = std::move(currentImprovedBound); |
|
|
|
} |
|
|
|
if (better<dir>(getSecondaryBound<dir>(), currentBound)) { |
|
|
|
getSecondaryIndex<dir>() = index; |
|
|
|
getSecondaryBound<dir>() = std::move(currentBound); |
|
|
@ -884,13 +917,19 @@ namespace storm { |
|
|
|
if ((minimize(dir) || !decisionValueBlocks) && (!hasUpperBound || upperBoundCandidate < upperBound)) { |
|
|
|
setUpperBound(upperBoundCandidate); |
|
|
|
} |
|
|
|
} |
|
|
|
|
|
|
|
template<OptimizationDirection dir> |
|
|
|
void checkIfDecisionValueBlocks() { |
|
|
|
// Check whether the decision value blocks now (i.e. further improvement of the primary bound would lead to a non-optimal scheduler).
|
|
|
|
if (!decisionValueBlocks && hasDecisionValue && better<dir>(decisionValue, getPrimaryBound<dir>())) { |
|
|
|
getPrimaryBound<dir>() = decisionValue; |
|
|
|
decisionValueBlocks = true; |
|
|
|
} |
|
|
|
} |
|
|
|
|
|
|
|
template<OptimizationDirection dir> |
|
|
|
bool checkConvergencePhase2(storm::storage::BitVector const* relevantValues = nullptr) { |
|
|
|
// Check whether the desired precision is reached
|
|
|
|
if (isPreciseEnough(x[firstIndexViolatingConvergence], y[firstIndexViolatingConvergence], lowerBound, upperBound)) { |
|
|
|
// The current index satisfies the desired bound. We now move to the next index that violates it
|
|
|
@ -905,55 +944,12 @@ namespace storm { |
|
|
|
} else { |
|
|
|
if (!isPreciseEnough(x[firstIndexViolatingConvergence], y[firstIndexViolatingConvergence], lowerBound, upperBound)) { |
|
|
|
// not converged yet
|
|
|
|
break; |
|
|
|
} |
|
|
|
} |
|
|
|
} |
|
|
|
} |
|
|
|
// Check whether we should restart
|
|
|
|
if (computedImprovedPrimaryBound && checkRestartCriterion()) { |
|
|
|
STORM_LOG_INFO("Restarting QVI after " << iterations << " iterations. Improved bound from " << getPrimaryBound<dir>() << " to " << improvedPrimaryBound << "."); |
|
|
|
getPrimaryBound<dir>() = improvedPrimaryBound; |
|
|
|
restart(); |
|
|
|
} |
|
|
|
} |
|
|
|
return false; |
|
|
|
} |
|
|
|
|
|
|
|
void setSolutionVector() { |
|
|
|
STORM_LOG_WARN_COND(hasLowerBound && hasUpperBound, "No lower or upper result bound could be computed within the given number of Iterations."); |
|
|
|
|
|
|
|
ValueType meanBound = (upperBound + lowerBound) / storm::utility::convertNumber<ValueType>(2.0); |
|
|
|
storm::utility::vector::applyPointwise(x, y, x, [&meanBound] (ValueType const& xi, ValueType const& yi) { return xi + yi * meanBound; }); |
|
|
|
|
|
|
|
STORM_LOG_INFO("Quick Value Iteration terminated with lower value bound " |
|
|
|
<< (hasLowerBound ? lowerBound : storm::utility::zero<ValueType>()) << (hasLowerBound ? "" : "(none)") |
|
|
|
<< " and upper value bound " |
|
|
|
<< (hasUpperBound ? upperBound : storm::utility::zero<ValueType>()) << (hasUpperBound ? "" : "(none)") |
|
|
|
<< ". Decision value is " |
|
|
|
<< (hasDecisionValue ? decisionValue : storm::utility::zero<ValueType>()) << (hasDecisionValue ? "" : "(none)") |
|
|
|
<< "."); |
|
|
|
|
|
|
|
} |
|
|
|
|
|
|
|
private: |
|
|
|
|
|
|
|
bool checkConvergencePhase1() { |
|
|
|
// Return true if y ('the probability to stay within the matrix') is < 1 at every entry
|
|
|
|
for (; firstIndexViolatingConvergence != y.size(); ++firstIndexViolatingConvergence) { |
|
|
|
static_assert(NumberTraits<ValueType>::IsExact || std::is_same<ValueType, double>::value, "Considered ValueType not handled."); |
|
|
|
if (NumberTraits<ValueType>::IsExact) { |
|
|
|
if (storm::utility::isOne(y[firstIndexViolatingConvergence])) { |
|
|
|
return false; |
|
|
|
} |
|
|
|
} else { |
|
|
|
if (storm::utility::isAlmostOne(storm::utility::convertNumber<double>(y[firstIndexViolatingConvergence]))) { |
|
|
|
return false; |
|
|
|
} |
|
|
|
} |
|
|
|
} |
|
|
|
convergencePhase1 = false; |
|
|
|
return true; |
|
|
|
return false; |
|
|
|
} |
|
|
|
|
|
|
|
std::vector<ValueType>& x; |
|
|
@ -982,11 +978,6 @@ namespace storm { |
|
|
|
|
|
|
|
QuickValueIterationHelper<ValueType> helper(x, *this->auxiliaryRowGroupVector, env.solver().minMax().getRelativeTerminationCriterion(), storm::utility::convertNumber<ValueType>(env.solver().minMax().getPrecision()), this->A->getSizeOfLargestRowGroup()); |
|
|
|
|
|
|
|
// Get the precision
|
|
|
|
uint64_t restartMaxIterations = env.solver().minMax().getQviRestartMaxIterations(); |
|
|
|
ValueType restartThreshold = storm::utility::convertNumber<ValueType>(env.solver().minMax().getQviRestartThreshold()); |
|
|
|
|
|
|
|
|
|
|
|
// Prepare initial bounds for the solution (if given)
|
|
|
|
if (this->hasLowerBound()) { |
|
|
|
helper.setLowerBound(this->getLowerBound(true)); |
|
|
@ -1007,13 +998,13 @@ namespace storm { |
|
|
|
while (status == SolverStatus::InProgress && iterations < env.solver().minMax().getMaximalNumberOfIterations()) { |
|
|
|
if (minimize(dir)) { |
|
|
|
helper.template performIterationStep<OptimizationDirection::Minimize>(*this->A, b); |
|
|
|
if (helper.template checkConvergenceUpdateBounds<OptimizationDirection::Minimize>(iterations, relevantValuesPtr)) { |
|
|
|
if (helper.template checkConvergenceUpdateBounds<OptimizationDirection::Minimize>(relevantValuesPtr)) { |
|
|
|
status = SolverStatus::Converged; |
|
|
|
} |
|
|
|
} else { |
|
|
|
assert(maximize(dir)); |
|
|
|
helper.template performIterationStep<OptimizationDirection::Maximize>(*this->A, b); |
|
|
|
if (helper.template checkConvergenceUpdateBounds<OptimizationDirection::Maximize>(iterations, relevantValuesPtr)) { |
|
|
|
if (helper.template checkConvergenceUpdateBounds<OptimizationDirection::Maximize>(relevantValuesPtr)) { |
|
|
|
status = SolverStatus::Converged; |
|
|
|
} |
|
|
|
} |
|
|
|