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1128 lines
64 KiB
1128 lines
64 KiB
#include "storm/solver/IterativeMinMaxLinearEquationSolver.h"
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#include "storm/utility/ConstantsComparator.h"
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#include "storm/settings/SettingsManager.h"
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#include "storm/settings/modules/GeneralSettings.h"
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#include "storm/settings/modules/MinMaxEquationSolverSettings.h"
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#include "storm/utility/KwekMehlhorn.h"
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#include "storm/utility/vector.h"
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#include "storm/utility/macros.h"
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#include "storm/exceptions/InvalidSettingsException.h"
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#include "storm/exceptions/InvalidStateException.h"
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#include "storm/exceptions/UnmetRequirementException.h"
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#include "storm/exceptions/NotSupportedException.h"
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#include "storm/exceptions/PrecisionExceededException.h"
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namespace storm {
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namespace solver {
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template<typename ValueType>
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IterativeMinMaxLinearEquationSolverSettings<ValueType>::IterativeMinMaxLinearEquationSolverSettings() {
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// Get the settings object to customize solving.
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storm::settings::modules::MinMaxEquationSolverSettings const& minMaxSettings = storm::settings::getModule<storm::settings::modules::MinMaxEquationSolverSettings>();
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maximalNumberOfIterations = minMaxSettings.getMaximalIterationCount();
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precision = storm::utility::convertNumber<ValueType>(minMaxSettings.getPrecision());
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relative = minMaxSettings.getConvergenceCriterion() == storm::settings::modules::MinMaxEquationSolverSettings::ConvergenceCriterion::Relative;
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valueIterationMultiplicationStyle = minMaxSettings.getValueIterationMultiplicationStyle();
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setSolutionMethod(minMaxSettings.getMinMaxEquationSolvingMethod());
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// Finally force soundness and potentially overwrite some other settings.
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this->setForceSoundness(storm::settings::getModule<storm::settings::modules::GeneralSettings>().isSoundSet());
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}
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template<typename ValueType>
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void IterativeMinMaxLinearEquationSolverSettings<ValueType>::setSolutionMethod(SolutionMethod const& solutionMethod) {
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this->solutionMethod = solutionMethod;
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}
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template<typename ValueType>
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void IterativeMinMaxLinearEquationSolverSettings<ValueType>::setSolutionMethod(MinMaxMethod const& solutionMethod) {
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switch (solutionMethod) {
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case MinMaxMethod::ValueIteration: this->solutionMethod = SolutionMethod::ValueIteration; break;
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case MinMaxMethod::PolicyIteration: this->solutionMethod = SolutionMethod::PolicyIteration; break;
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case MinMaxMethod::Acyclic: this->solutionMethod = SolutionMethod::Acyclic; break;
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case MinMaxMethod::RationalSearch: this->solutionMethod = SolutionMethod::RationalSearch; break;
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default:
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STORM_LOG_THROW(false, storm::exceptions::InvalidSettingsException, "Unsupported technique for iterative MinMax linear equation solver.");
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}
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}
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template<typename ValueType>
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void IterativeMinMaxLinearEquationSolverSettings<ValueType>::setMaximalNumberOfIterations(uint64_t maximalNumberOfIterations) {
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this->maximalNumberOfIterations = maximalNumberOfIterations;
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}
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template<typename ValueType>
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void IterativeMinMaxLinearEquationSolverSettings<ValueType>::setRelativeTerminationCriterion(bool value) {
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this->relative = value;
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}
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template<typename ValueType>
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void IterativeMinMaxLinearEquationSolverSettings<ValueType>::setPrecision(ValueType precision) {
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this->precision = precision;
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}
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template<typename ValueType>
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void IterativeMinMaxLinearEquationSolverSettings<ValueType>::setValueIterationMultiplicationStyle(MultiplicationStyle value) {
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this->valueIterationMultiplicationStyle = value;
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}
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template<typename ValueType>
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void IterativeMinMaxLinearEquationSolverSettings<ValueType>::setForceSoundness(bool value) {
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this->forceSoundness = value;
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}
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template<typename ValueType>
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typename IterativeMinMaxLinearEquationSolverSettings<ValueType>::SolutionMethod const& IterativeMinMaxLinearEquationSolverSettings<ValueType>::getSolutionMethod() const {
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return solutionMethod;
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}
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template<typename ValueType>
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uint64_t IterativeMinMaxLinearEquationSolverSettings<ValueType>::getMaximalNumberOfIterations() const {
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return maximalNumberOfIterations;
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}
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template<typename ValueType>
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ValueType IterativeMinMaxLinearEquationSolverSettings<ValueType>::getPrecision() const {
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return precision;
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}
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template<typename ValueType>
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bool IterativeMinMaxLinearEquationSolverSettings<ValueType>::getRelativeTerminationCriterion() const {
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return relative;
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}
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template<typename ValueType>
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MultiplicationStyle IterativeMinMaxLinearEquationSolverSettings<ValueType>::getValueIterationMultiplicationStyle() const {
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return valueIterationMultiplicationStyle;
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}
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template<typename ValueType>
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bool IterativeMinMaxLinearEquationSolverSettings<ValueType>::getForceSoundness() const {
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return forceSoundness;
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}
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template<typename ValueType>
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IterativeMinMaxLinearEquationSolver<ValueType>::IterativeMinMaxLinearEquationSolver(std::unique_ptr<LinearEquationSolverFactory<ValueType>>&& linearEquationSolverFactory, IterativeMinMaxLinearEquationSolverSettings<ValueType> const& settings) : StandardMinMaxLinearEquationSolver<ValueType>(std::move(linearEquationSolverFactory)), settings(settings) {
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// Intentionally left empty
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}
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template<typename ValueType>
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IterativeMinMaxLinearEquationSolver<ValueType>::IterativeMinMaxLinearEquationSolver(storm::storage::SparseMatrix<ValueType> const& A, std::unique_ptr<LinearEquationSolverFactory<ValueType>>&& linearEquationSolverFactory, IterativeMinMaxLinearEquationSolverSettings<ValueType> const& settings) : StandardMinMaxLinearEquationSolver<ValueType>(A, std::move(linearEquationSolverFactory)), settings(settings) {
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// Intentionally left empty.
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}
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template<typename ValueType>
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IterativeMinMaxLinearEquationSolver<ValueType>::IterativeMinMaxLinearEquationSolver(storm::storage::SparseMatrix<ValueType>&& A, std::unique_ptr<LinearEquationSolverFactory<ValueType>>&& linearEquationSolverFactory, IterativeMinMaxLinearEquationSolverSettings<ValueType> const& settings) : StandardMinMaxLinearEquationSolver<ValueType>(std::move(A), std::move(linearEquationSolverFactory)), settings(settings) {
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// Intentionally left empty.
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}
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template<typename ValueType>
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bool IterativeMinMaxLinearEquationSolver<ValueType>::internalSolveEquations(OptimizationDirection dir, std::vector<ValueType>& x, std::vector<ValueType> const& b) const {
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switch (this->getSettings().getSolutionMethod()) {
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case IterativeMinMaxLinearEquationSolverSettings<ValueType>::SolutionMethod::ValueIteration:
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if (this->getSettings().getForceSoundness()) {
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return solveEquationsSoundValueIteration(dir, x, b);
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} else {
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return solveEquationsValueIteration(dir, x, b);
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}
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case IterativeMinMaxLinearEquationSolverSettings<ValueType>::SolutionMethod::PolicyIteration:
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return solveEquationsPolicyIteration(dir, x, b);
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case IterativeMinMaxLinearEquationSolverSettings<ValueType>::SolutionMethod::Acyclic:
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return solveEquationsAcyclic(dir, x, b);
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case IterativeMinMaxLinearEquationSolverSettings<ValueType>::SolutionMethod::RationalSearch:
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return solveEquationsRationalSearch(dir, x, b);
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default:
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STORM_LOG_THROW(false, storm::exceptions::InvalidSettingsException, "This solver does not implement the selected solution method");
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}
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return false;
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}
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template<typename ValueType>
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bool IterativeMinMaxLinearEquationSolver<ValueType>::solveEquationsPolicyIteration(OptimizationDirection dir, std::vector<ValueType>& x, std::vector<ValueType> const& b) const {
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// Create the initial scheduler.
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std::vector<storm::storage::sparse::state_type> scheduler = this->hasInitialScheduler() ? this->getInitialScheduler() : std::vector<storm::storage::sparse::state_type>(this->A->getRowGroupCount());
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// Get a vector for storing the right-hand side of the inner equation system.
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if (!auxiliaryRowGroupVector) {
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auxiliaryRowGroupVector = std::make_unique<std::vector<ValueType>>(this->A->getRowGroupCount());
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}
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std::vector<ValueType>& subB = *auxiliaryRowGroupVector;
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// Resolve the nondeterminism according to the current scheduler.
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bool convertToEquationSystem = this->linearEquationSolverFactory->getEquationProblemFormat() == LinearEquationSolverProblemFormat::EquationSystem;
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storm::storage::SparseMatrix<ValueType> submatrix = this->A->selectRowsFromRowGroups(scheduler, convertToEquationSystem);
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if (convertToEquationSystem) {
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submatrix.convertToEquationSystem();
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}
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storm::utility::vector::selectVectorValues<ValueType>(subB, scheduler, this->A->getRowGroupIndices(), b);
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// Create a solver that we will use throughout the procedure. We will modify the matrix in each iteration.
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auto solver = this->linearEquationSolverFactory->create(std::move(submatrix));
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if (this->lowerBound) {
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solver->setLowerBound(this->lowerBound.get());
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}
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if (this->upperBound) {
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solver->setUpperBound(this->upperBound.get());
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}
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solver->setCachingEnabled(true);
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SolverStatus status = SolverStatus::InProgress;
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uint64_t iterations = 0;
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this->startMeasureProgress();
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do {
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// Solve the equation system for the 'DTMC'.
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solver->solveEquations(x, subB);
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// Go through the multiplication result and see whether we can improve any of the choices.
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bool schedulerImproved = false;
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for (uint_fast64_t group = 0; group < this->A->getRowGroupCount(); ++group) {
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uint_fast64_t currentChoice = scheduler[group];
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for (uint_fast64_t choice = this->A->getRowGroupIndices()[group]; choice < this->A->getRowGroupIndices()[group + 1]; ++choice) {
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// If the choice is the currently selected one, we can skip it.
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if (choice - this->A->getRowGroupIndices()[group] == currentChoice) {
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continue;
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}
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// Create the value of the choice.
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ValueType choiceValue = storm::utility::zero<ValueType>();
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for (auto const& entry : this->A->getRow(choice)) {
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choiceValue += entry.getValue() * x[entry.getColumn()];
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}
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choiceValue += b[choice];
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// If the value is strictly better than the solution of the inner system, we need to improve the scheduler.
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// TODO: If the underlying solver is not precise, this might run forever (i.e. when a state has two choices where the (exact) values are equal).
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// only changing the scheduler if the values are not equal (modulo precision) would make this unsound.
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if (valueImproved(dir, x[group], choiceValue)) {
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schedulerImproved = true;
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scheduler[group] = choice - this->A->getRowGroupIndices()[group];
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x[group] = std::move(choiceValue);
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}
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}
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}
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// If the scheduler did not improve, we are done.
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if (!schedulerImproved) {
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status = SolverStatus::Converged;
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} else {
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// Update the scheduler and the solver.
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submatrix = this->A->selectRowsFromRowGroups(scheduler, true);
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submatrix.convertToEquationSystem();
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storm::utility::vector::selectVectorValues<ValueType>(subB, scheduler, this->A->getRowGroupIndices(), b);
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solver->setMatrix(std::move(submatrix));
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}
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// Update environment variables.
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++iterations;
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status = updateStatusIfNotConverged(status, x, iterations, dir == storm::OptimizationDirection::Minimize ? SolverGuarantee::GreaterOrEqual : SolverGuarantee::LessOrEqual);
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// Potentially show progress.
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this->showProgressIterative(iterations);
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} while (status == SolverStatus::InProgress);
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reportStatus(status, iterations);
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// If requested, we store the scheduler for retrieval.
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if (this->isTrackSchedulerSet()) {
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this->schedulerChoices = std::move(scheduler);
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}
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if (!this->isCachingEnabled()) {
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clearCache();
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}
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return status == SolverStatus::Converged || status == SolverStatus::TerminatedEarly;
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}
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template<typename ValueType>
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bool IterativeMinMaxLinearEquationSolver<ValueType>::valueImproved(OptimizationDirection dir, ValueType const& value1, ValueType const& value2) const {
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if (dir == OptimizationDirection::Minimize) {
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return value2 < value1;
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} else {
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return value2 > value1;
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}
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}
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template<typename ValueType>
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ValueType IterativeMinMaxLinearEquationSolver<ValueType>::getPrecision() const {
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return this->getSettings().getPrecision();
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}
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template<typename ValueType>
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bool IterativeMinMaxLinearEquationSolver<ValueType>::getRelative() const {
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return this->getSettings().getRelativeTerminationCriterion();
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}
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template<typename ValueType>
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MinMaxLinearEquationSolverRequirements IterativeMinMaxLinearEquationSolver<ValueType>::getRequirements(EquationSystemType const& equationSystemType, boost::optional<storm::solver::OptimizationDirection> const& direction) const {
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// Start by copying the requirements of the linear equation solver.
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MinMaxLinearEquationSolverRequirements requirements(this->linearEquationSolverFactory->getRequirements());
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// General requirements.
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if (this->getSettings().getSolutionMethod() == IterativeMinMaxLinearEquationSolverSettings<ValueType>::SolutionMethod::ValueIteration) {
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requirements.requireLowerBounds();
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} else if (this->getSettings().getSolutionMethod() == IterativeMinMaxLinearEquationSolverSettings<ValueType>::SolutionMethod::RationalSearch) {
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// As rational search needs to approach the solution from below, we cannot start with a valid scheduler hint as we would otherwise do.
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// Instead, we need to require no end components.
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if (equationSystemType == EquationSystemType::ReachabilityRewards) {
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if (!direction || direction.get() == OptimizationDirection::Minimize) {
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requirements.requireNoEndComponents();
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}
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}
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}
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if (this->getSettings().getForceSoundness()) {
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if (this->getSettings().getSolutionMethod() == IterativeMinMaxLinearEquationSolverSettings<ValueType>::SolutionMethod::ValueIteration) {
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// Require both bounds now.
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requirements.requireBounds();
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// If we need to also converge from above, we cannot deal with end components in the notorious cases.
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if (equationSystemType == EquationSystemType::UntilProbabilities) {
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if (!direction || direction.get() == OptimizationDirection::Maximize) {
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requirements.requireNoEndComponents();
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}
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} else if (equationSystemType == EquationSystemType::ReachabilityRewards) {
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if (!direction || direction.get() == OptimizationDirection::Minimize) {
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requirements.requireNoEndComponents();
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}
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}
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} else if (this->getSettings().getSolutionMethod() == IterativeMinMaxLinearEquationSolverSettings<ValueType>::SolutionMethod::PolicyIteration) {
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if (equationSystemType == EquationSystemType::UntilProbabilities) {
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if (!direction || direction.get() == OptimizationDirection::Maximize) {
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requirements.requireValidInitialScheduler();
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}
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} else if (equationSystemType == EquationSystemType::ReachabilityRewards) {
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if (!direction || direction.get() == OptimizationDirection::Minimize) {
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requirements.requireValidInitialScheduler();
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}
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}
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}
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} else {
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if (equationSystemType == EquationSystemType::UntilProbabilities) {
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if (this->getSettings().getSolutionMethod() == IterativeMinMaxLinearEquationSolverSettings<ValueType>::SolutionMethod::PolicyIteration) {
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if (!direction || direction.get() == OptimizationDirection::Maximize) {
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requirements.requireValidInitialScheduler();
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}
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}
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} else if (equationSystemType == EquationSystemType::ReachabilityRewards) {
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if (!direction || direction.get() == OptimizationDirection::Minimize) {
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requirements.requireValidInitialScheduler();
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}
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}
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}
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return requirements;
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}
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template<typename ValueType>
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typename IterativeMinMaxLinearEquationSolver<ValueType>::ValueIterationResult IterativeMinMaxLinearEquationSolver<ValueType>::performValueIteration(OptimizationDirection dir, std::vector<ValueType>*& currentX, std::vector<ValueType>*& newX, std::vector<ValueType> const& b, ValueType const& precision, bool relative, SolverGuarantee const& guarantee, uint64_t currentIterations) const {
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STORM_LOG_ASSERT(currentX != newX, "Vectors must not be aliased.");
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// Get handle to linear equation solver.
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storm::solver::LinearEquationSolver<ValueType> const& linearEquationSolver = *this->linEqSolverA;
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// Allow aliased multiplications.
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bool useGaussSeidelMultiplication = linearEquationSolver.supportsGaussSeidelMultiplication() && settings.getValueIterationMultiplicationStyle() == storm::solver::MultiplicationStyle::GaussSeidel;
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// Proceed with the iterations as long as the method did not converge or reach the maximum number of iterations.
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uint64_t iterations = currentIterations;
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std::vector<ValueType>* originalX = currentX;
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SolverStatus status = SolverStatus::InProgress;
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while (status == SolverStatus::InProgress) {
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// Compute x' = min/max(A*x + b).
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if (useGaussSeidelMultiplication) {
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// Copy over the current vector so we can modify it in-place.
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*newX = *currentX;
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linearEquationSolver.multiplyAndReduceGaussSeidel(dir, this->A->getRowGroupIndices(), *newX, &b);
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} else {
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linearEquationSolver.multiplyAndReduce(dir, this->A->getRowGroupIndices(), *currentX, &b, *newX);
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}
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// Determine whether the method converged.
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if (storm::utility::vector::equalModuloPrecision<ValueType>(*currentX, *newX, precision, relative)) {
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status = SolverStatus::Converged;
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}
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// Update environment variables.
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std::swap(currentX, newX);
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++iterations;
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status = updateStatusIfNotConverged(status, *currentX, iterations, guarantee);
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// Potentially show progress.
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this->showProgressIterative(iterations);
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}
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// Swap the pointers so that the output is always in currentX.
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if (originalX == newX) {
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std::swap(currentX, newX);
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}
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return ValueIterationResult(iterations - currentIterations, status);
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}
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template<typename ValueType>
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bool IterativeMinMaxLinearEquationSolver<ValueType>::solveEquationsValueIteration(OptimizationDirection dir, std::vector<ValueType>& x, std::vector<ValueType> const& b) const {
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if (!this->linEqSolverA) {
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this->linEqSolverA = this->linearEquationSolverFactory->create(*this->A);
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this->linEqSolverA->setCachingEnabled(true);
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}
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if (!auxiliaryRowGroupVector) {
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auxiliaryRowGroupVector = std::make_unique<std::vector<ValueType>>(this->A->getRowGroupCount());
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}
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// By default, the guarantee that we can provide is that our solution is always less-or-equal than the
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// actual solution.
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SolverGuarantee guarantee = SolverGuarantee::LessOrEqual;
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if (this->hasInitialScheduler()) {
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// Resolve the nondeterminism according to the initial scheduler.
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bool convertToEquationSystem = this->linearEquationSolverFactory->getEquationProblemFormat() == LinearEquationSolverProblemFormat::EquationSystem;
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storm::storage::SparseMatrix<ValueType> submatrix = this->A->selectRowsFromRowGroups(this->getInitialScheduler(), convertToEquationSystem);
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if (convertToEquationSystem) {
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submatrix.convertToEquationSystem();
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}
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storm::utility::vector::selectVectorValues<ValueType>(*auxiliaryRowGroupVector, this->getInitialScheduler(), this->A->getRowGroupIndices(), b);
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// Solve the resulting equation system.
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auto submatrixSolver = this->linearEquationSolverFactory->create(std::move(submatrix));
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submatrixSolver->setCachingEnabled(true);
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if (this->lowerBound) {
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submatrixSolver->setLowerBound(this->lowerBound.get());
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}
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if (this->upperBound) {
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submatrixSolver->setUpperBound(this->upperBound.get());
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}
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submatrixSolver->solveEquations(x, *auxiliaryRowGroupVector);
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// If we were given an initial scheduler and are in fact minimizing, our current solution becomes
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// always greater-or-equal than the actual solution.
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if (dir == storm::OptimizationDirection::Minimize) {
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guarantee = SolverGuarantee::GreaterOrEqual;
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}
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} else {
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// If no initial scheduler is given, we start from the lower bound.
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this->createLowerBoundsVector(x);
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}
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std::vector<ValueType>* newX = auxiliaryRowGroupVector.get();
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std::vector<ValueType>* currentX = &x;
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this->startMeasureProgress();
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ValueIterationResult result = performValueIteration(dir, currentX, newX, b, this->getSettings().getPrecision(), this->getSettings().getRelativeTerminationCriterion(), guarantee, 0);
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// Swap the result into the output x.
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if (currentX == auxiliaryRowGroupVector.get()) {
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std::swap(x, *currentX);
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}
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reportStatus(result.status, result.iterations);
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// If requested, we store the scheduler for retrieval.
|
|
if (this->isTrackSchedulerSet()) {
|
|
this->schedulerChoices = std::vector<uint_fast64_t>(this->A->getRowGroupCount());
|
|
this->linEqSolverA->multiplyAndReduce(dir, this->A->getRowGroupIndices(), x, &b, *currentX, &this->schedulerChoices.get());
|
|
}
|
|
|
|
if (!this->isCachingEnabled()) {
|
|
clearCache();
|
|
}
|
|
|
|
return result.status == SolverStatus::Converged || result.status == SolverStatus::TerminatedEarly;
|
|
}
|
|
|
|
template<typename ValueType>
|
|
void preserveOldRelevantValues(std::vector<ValueType> const& allValues, storm::storage::BitVector const& relevantValues, std::vector<ValueType>& oldValues) {
|
|
storm::utility::vector::selectVectorValues(oldValues, relevantValues, allValues);
|
|
}
|
|
|
|
template<typename ValueType>
|
|
ValueType computeMaxAbsDiff(std::vector<ValueType> const& allValues, storm::storage::BitVector const& relevantValues, std::vector<ValueType> const& oldValues) {
|
|
ValueType result = storm::utility::zero<ValueType>();
|
|
auto oldValueIt = oldValues.begin();
|
|
for (auto value : relevantValues) {
|
|
result = storm::utility::max<ValueType>(result, storm::utility::abs<ValueType>(allValues[value] - *oldValueIt));
|
|
}
|
|
return result;
|
|
}
|
|
|
|
template<typename ValueType>
|
|
ValueType computeMaxAbsDiff(std::vector<ValueType> const& allOldValues, std::vector<ValueType> const& allNewValues, storm::storage::BitVector const& relevantValues) {
|
|
ValueType result = storm::utility::zero<ValueType>();
|
|
for (auto value : relevantValues) {
|
|
result = storm::utility::max<ValueType>(result, storm::utility::abs<ValueType>(allNewValues[value] - allOldValues[value]));
|
|
}
|
|
return result;
|
|
}
|
|
|
|
/*!
|
|
* This version of value iteration is sound, because it approaches the solution from below and above. This
|
|
* technique is due to Haddad and Monmege (Interval iteration algorithm for MDPs and IMDPs, TCS 2017) and was
|
|
* extended to rewards by Baier, Klein, Leuschner, Parker and Wunderlich (Ensuring the Reliability of Your
|
|
* Model Checker: Interval Iteration for Markov Decision Processes, CAV 2017).
|
|
*/
|
|
template<typename ValueType>
|
|
bool IterativeMinMaxLinearEquationSolver<ValueType>::solveEquationsSoundValueIteration(OptimizationDirection dir, std::vector<ValueType>& x, std::vector<ValueType> const& b) const {
|
|
STORM_LOG_THROW(this->hasUpperBound(), storm::exceptions::UnmetRequirementException, "Solver requires upper bound, but none was given.");
|
|
|
|
if (!this->linEqSolverA) {
|
|
this->linEqSolverA = this->linearEquationSolverFactory->create(*this->A);
|
|
this->linEqSolverA->setCachingEnabled(true);
|
|
}
|
|
|
|
if (!auxiliaryRowGroupVector) {
|
|
auxiliaryRowGroupVector = std::make_unique<std::vector<ValueType>>(this->A->getRowGroupCount());
|
|
}
|
|
|
|
// Allow aliased multiplications.
|
|
bool useGaussSeidelMultiplication = this->linEqSolverA->supportsGaussSeidelMultiplication() && settings.getValueIterationMultiplicationStyle() == storm::solver::MultiplicationStyle::GaussSeidel;
|
|
|
|
std::vector<ValueType>* lowerX = &x;
|
|
this->createLowerBoundsVector(*lowerX);
|
|
this->createUpperBoundsVector(this->auxiliaryRowGroupVector, this->A->getRowGroupCount());
|
|
std::vector<ValueType>* upperX = this->auxiliaryRowGroupVector.get();
|
|
|
|
std::vector<ValueType>* tmp = nullptr;
|
|
if (!useGaussSeidelMultiplication) {
|
|
auxiliaryRowGroupVector2 = std::make_unique<std::vector<ValueType>>(lowerX->size());
|
|
tmp = auxiliaryRowGroupVector2.get();
|
|
}
|
|
|
|
// Proceed with the iterations as long as the method did not converge or reach the maximum number of iterations.
|
|
uint64_t iterations = 0;
|
|
|
|
SolverStatus status = SolverStatus::InProgress;
|
|
bool doConvergenceCheck = true;
|
|
bool useDiffs = this->hasRelevantValues();
|
|
std::vector<ValueType> oldValues;
|
|
if (useGaussSeidelMultiplication && useDiffs) {
|
|
oldValues.resize(this->getRelevantValues().getNumberOfSetBits());
|
|
}
|
|
ValueType maxLowerDiff = storm::utility::zero<ValueType>();
|
|
ValueType maxUpperDiff = storm::utility::zero<ValueType>();
|
|
ValueType precision = static_cast<ValueType>(this->getSettings().getPrecision());
|
|
if (!this->getSettings().getRelativeTerminationCriterion()) {
|
|
precision *= storm::utility::convertNumber<ValueType>(2.0);
|
|
}
|
|
this->startMeasureProgress();
|
|
while (status == SolverStatus::InProgress && iterations < this->getSettings().getMaximalNumberOfIterations()) {
|
|
// Remember in which directions we took steps in this iteration.
|
|
bool lowerStep = false;
|
|
bool upperStep = false;
|
|
|
|
// In every thousandth iteration, we improve both bounds.
|
|
if (iterations % 1000 == 0 || maxLowerDiff == maxUpperDiff) {
|
|
lowerStep = true;
|
|
upperStep = true;
|
|
if (useGaussSeidelMultiplication) {
|
|
if (useDiffs) {
|
|
preserveOldRelevantValues(*lowerX, this->getRelevantValues(), oldValues);
|
|
}
|
|
this->linEqSolverA->multiplyAndReduceGaussSeidel(dir, this->A->getRowGroupIndices(), *lowerX, &b);
|
|
if (useDiffs) {
|
|
maxLowerDiff = computeMaxAbsDiff(*lowerX, this->getRelevantValues(), oldValues);
|
|
preserveOldRelevantValues(*upperX, this->getRelevantValues(), oldValues);
|
|
}
|
|
this->linEqSolverA->multiplyAndReduceGaussSeidel(dir, this->A->getRowGroupIndices(), *upperX, &b);
|
|
if (useDiffs) {
|
|
maxUpperDiff = computeMaxAbsDiff(*upperX, this->getRelevantValues(), oldValues);
|
|
}
|
|
} else {
|
|
this->linEqSolverA->multiplyAndReduce(dir, this->A->getRowGroupIndices(), *lowerX, &b, *tmp);
|
|
if (useDiffs) {
|
|
maxLowerDiff = computeMaxAbsDiff(*lowerX, *tmp, this->getRelevantValues());
|
|
}
|
|
std::swap(lowerX, tmp);
|
|
this->linEqSolverA->multiplyAndReduce(dir, this->A->getRowGroupIndices(), *upperX, &b, *tmp);
|
|
if (useDiffs) {
|
|
maxUpperDiff = computeMaxAbsDiff(*upperX, *tmp, this->getRelevantValues());
|
|
}
|
|
std::swap(upperX, tmp);
|
|
}
|
|
} else {
|
|
// In the following iterations, we improve the bound with the greatest difference.
|
|
if (useGaussSeidelMultiplication) {
|
|
if (maxLowerDiff >= maxUpperDiff) {
|
|
if (useDiffs) {
|
|
preserveOldRelevantValues(*lowerX, this->getRelevantValues(), oldValues);
|
|
}
|
|
this->linEqSolverA->multiplyAndReduceGaussSeidel(dir, this->A->getRowGroupIndices(), *lowerX, &b);
|
|
if (useDiffs) {
|
|
maxLowerDiff = computeMaxAbsDiff(*lowerX, this->getRelevantValues(), oldValues);
|
|
}
|
|
lowerStep = true;
|
|
} else {
|
|
if (useDiffs) {
|
|
preserveOldRelevantValues(*upperX, this->getRelevantValues(), oldValues);
|
|
}
|
|
this->linEqSolverA->multiplyAndReduceGaussSeidel(dir, this->A->getRowGroupIndices(), *upperX, &b);
|
|
if (useDiffs) {
|
|
maxUpperDiff = computeMaxAbsDiff(*upperX, this->getRelevantValues(), oldValues);
|
|
}
|
|
upperStep = true;
|
|
}
|
|
} else {
|
|
if (maxLowerDiff >= maxUpperDiff) {
|
|
this->linEqSolverA->multiplyAndReduce(dir, this->A->getRowGroupIndices(), *lowerX, &b, *tmp);
|
|
if (useDiffs) {
|
|
maxLowerDiff = computeMaxAbsDiff(*lowerX, *tmp, this->getRelevantValues());
|
|
}
|
|
std::swap(tmp, lowerX);
|
|
lowerStep = true;
|
|
} else {
|
|
this->linEqSolverA->multiplyAndReduce(dir, this->A->getRowGroupIndices(), *upperX, &b, *tmp);
|
|
if (useDiffs) {
|
|
maxUpperDiff = computeMaxAbsDiff(*upperX, *tmp, this->getRelevantValues());
|
|
}
|
|
std::swap(tmp, upperX);
|
|
upperStep = true;
|
|
}
|
|
}
|
|
}
|
|
STORM_LOG_ASSERT(maxLowerDiff >= storm::utility::zero<ValueType>(), "Expected non-negative lower diff.");
|
|
STORM_LOG_ASSERT(maxUpperDiff >= storm::utility::zero<ValueType>(), "Expected non-negative upper diff.");
|
|
if (iterations % 1000 == 0) {
|
|
STORM_LOG_TRACE("Iteration " << iterations << ": lower difference: " << maxLowerDiff << ", upper difference: " << maxUpperDiff << ".");
|
|
}
|
|
|
|
if (doConvergenceCheck) {
|
|
// Determine whether the method converged.
|
|
if (this->hasRelevantValues()) {
|
|
status = storm::utility::vector::equalModuloPrecision<ValueType>(*lowerX, *upperX, this->getRelevantValues(), precision, this->getSettings().getRelativeTerminationCriterion()) ? SolverStatus::Converged : status;
|
|
} else {
|
|
status = storm::utility::vector::equalModuloPrecision<ValueType>(*lowerX, *upperX, precision, this->getSettings().getRelativeTerminationCriterion()) ? SolverStatus::Converged : status;
|
|
}
|
|
}
|
|
|
|
// Update environment variables.
|
|
++iterations;
|
|
doConvergenceCheck = !doConvergenceCheck;
|
|
if (lowerStep) {
|
|
status = updateStatusIfNotConverged(status, *lowerX, iterations, SolverGuarantee::LessOrEqual);
|
|
}
|
|
if (upperStep) {
|
|
status = updateStatusIfNotConverged(status, *upperX, iterations, SolverGuarantee::GreaterOrEqual);
|
|
}
|
|
|
|
// Potentially show progress.
|
|
this->showProgressIterative(iterations);
|
|
}
|
|
|
|
reportStatus(status, iterations);
|
|
|
|
// We take the means of the lower and upper bound so we guarantee the desired precision.
|
|
ValueType two = storm::utility::convertNumber<ValueType>(2.0);
|
|
storm::utility::vector::applyPointwise<ValueType, ValueType, ValueType>(*lowerX, *upperX, *lowerX, [&two] (ValueType const& a, ValueType const& b) -> ValueType { return (a + b) / two; });
|
|
|
|
// Since we shuffled the pointer around, we need to write the actual results to the input/output vector x.
|
|
if (&x == tmp) {
|
|
std::swap(x, *tmp);
|
|
} else if (&x == this->auxiliaryRowGroupVector.get()) {
|
|
std::swap(x, *this->auxiliaryRowGroupVector);
|
|
}
|
|
|
|
// If requested, we store the scheduler for retrieval.
|
|
if (this->isTrackSchedulerSet()) {
|
|
this->schedulerChoices = std::vector<uint_fast64_t>(this->A->getRowGroupCount());
|
|
this->linEqSolverA->multiplyAndReduce(dir, this->A->getRowGroupIndices(), x, &b, *this->auxiliaryRowGroupVector, &this->schedulerChoices.get());
|
|
}
|
|
|
|
if (!this->isCachingEnabled()) {
|
|
clearCache();
|
|
}
|
|
|
|
return status == SolverStatus::Converged;
|
|
}
|
|
|
|
template<typename ValueType>
|
|
bool IterativeMinMaxLinearEquationSolver<ValueType>::isSolution(storm::OptimizationDirection dir, storm::storage::SparseMatrix<ValueType> const& matrix, std::vector<ValueType> const& values, std::vector<ValueType> const& b) {
|
|
storm::utility::ConstantsComparator<ValueType> comparator;
|
|
|
|
auto valueIt = values.begin();
|
|
auto bIt = b.begin();
|
|
for (uint64_t group = 0; group < matrix.getRowGroupCount(); ++group, ++valueIt) {
|
|
ValueType groupValue = *bIt;
|
|
uint64_t row = matrix.getRowGroupIndices()[group];
|
|
groupValue += matrix.multiplyRowWithVector(row, values);
|
|
|
|
++row;
|
|
++bIt;
|
|
|
|
for (auto endRow = matrix.getRowGroupIndices()[group + 1]; row < endRow; ++row, ++bIt) {
|
|
ValueType newValue = *bIt;
|
|
newValue += matrix.multiplyRowWithVector(row, values);
|
|
|
|
if ((dir == storm::OptimizationDirection::Minimize && newValue < groupValue) || (dir == storm::OptimizationDirection::Maximize && newValue > groupValue)) {
|
|
groupValue = newValue;
|
|
}
|
|
}
|
|
|
|
// If the value does not match the one in the values vector, the given vector is not a solution.
|
|
if (!comparator.isEqual(groupValue, *valueIt)) {
|
|
return false;
|
|
}
|
|
}
|
|
|
|
// Checked all values at this point.
|
|
return true;
|
|
}
|
|
|
|
template<typename ValueType>
|
|
template<typename RationalType, typename ImpreciseType>
|
|
bool IterativeMinMaxLinearEquationSolver<ValueType>::sharpen(storm::OptimizationDirection dir, uint64_t precision, storm::storage::SparseMatrix<RationalType> const& A, std::vector<ImpreciseType> const& x, std::vector<RationalType> const& b, std::vector<RationalType>& tmp) {
|
|
|
|
for (uint64_t p = 0; p <= precision; ++p) {
|
|
storm::utility::kwek_mehlhorn::sharpen(p, x, tmp);
|
|
|
|
if (IterativeMinMaxLinearEquationSolver<RationalType>::isSolution(dir, A, tmp, b)) {
|
|
return true;
|
|
}
|
|
}
|
|
return false;
|
|
}
|
|
|
|
template<typename ValueType>
|
|
void IterativeMinMaxLinearEquationSolver<ValueType>::createLinearEquationSolver() const {
|
|
this->linEqSolverA = this->linearEquationSolverFactory->create(*this->A);
|
|
}
|
|
|
|
template<typename ValueType>
|
|
template<typename ImpreciseType>
|
|
typename std::enable_if<std::is_same<ValueType, ImpreciseType>::value && !NumberTraits<ValueType>::IsExact, bool>::type IterativeMinMaxLinearEquationSolver<ValueType>::solveEquationsRationalSearchHelper(OptimizationDirection dir, std::vector<ValueType>& x, std::vector<ValueType> const& b) const {
|
|
// Version for when the overall value type is imprecise.
|
|
|
|
// Create a rational representation of the input so we can check for a proper solution later.
|
|
storm::storage::SparseMatrix<storm::RationalNumber> rationalA = this->A->template toValueType<storm::RationalNumber>();
|
|
std::vector<storm::RationalNumber> rationalX(x.size());
|
|
std::vector<storm::RationalNumber> rationalB = storm::utility::vector::convertNumericVector<storm::RationalNumber>(b);
|
|
|
|
if (!this->linEqSolverA) {
|
|
this->linEqSolverA = this->linearEquationSolverFactory->create(*this->A);
|
|
this->linEqSolverA->setCachingEnabled(true);
|
|
}
|
|
|
|
if (!auxiliaryRowGroupVector) {
|
|
auxiliaryRowGroupVector = std::make_unique<std::vector<ValueType>>(this->A->getRowGroupCount());
|
|
}
|
|
|
|
// Forward the call to the core rational search routine.
|
|
bool converged = solveEquationsRationalSearchHelper<storm::RationalNumber, ImpreciseType>(dir, *this, rationalA, rationalX, rationalB, *this->A, x, b, *auxiliaryRowGroupVector);
|
|
|
|
// Translate back rational result to imprecise result.
|
|
auto targetIt = x.begin();
|
|
for (auto it = rationalX.begin(), ite = rationalX.end(); it != ite; ++it, ++targetIt) {
|
|
*targetIt = storm::utility::convertNumber<ValueType>(*it);
|
|
}
|
|
|
|
if (!this->isCachingEnabled()) {
|
|
this->clearCache();
|
|
}
|
|
|
|
return converged;
|
|
}
|
|
|
|
template<typename ValueType>
|
|
template<typename ImpreciseType>
|
|
typename std::enable_if<std::is_same<ValueType, ImpreciseType>::value && NumberTraits<ValueType>::IsExact, bool>::type IterativeMinMaxLinearEquationSolver<ValueType>::solveEquationsRationalSearchHelper(OptimizationDirection dir, std::vector<ValueType>& x, std::vector<ValueType> const& b) const {
|
|
// Version for when the overall value type is exact and the same type is to be used for the imprecise part.
|
|
|
|
if (!this->linEqSolverA) {
|
|
this->linEqSolverA = this->linearEquationSolverFactory->create(*this->A);
|
|
this->linEqSolverA->setCachingEnabled(true);
|
|
}
|
|
|
|
if (!auxiliaryRowGroupVector) {
|
|
auxiliaryRowGroupVector = std::make_unique<std::vector<ValueType>>(this->A->getRowGroupCount());
|
|
}
|
|
|
|
// Forward the call to the core rational search routine.
|
|
bool converged = solveEquationsRationalSearchHelper<ValueType, ImpreciseType>(dir, *this, *this->A, x, b, *this->A, *auxiliaryRowGroupVector, b, x);
|
|
|
|
if (!this->isCachingEnabled()) {
|
|
this->clearCache();
|
|
}
|
|
|
|
return converged;
|
|
}
|
|
|
|
template<typename ValueType>
|
|
template<typename ImpreciseType>
|
|
typename std::enable_if<!std::is_same<ValueType, ImpreciseType>::value, bool>::type IterativeMinMaxLinearEquationSolver<ValueType>::solveEquationsRationalSearchHelper(OptimizationDirection dir, std::vector<ValueType>& x, std::vector<ValueType> const& b) const {
|
|
// Version for when the overall value type is exact and the imprecise one is not. We first try to solve the
|
|
// problem using the imprecise data type and fall back to the exact type as needed.
|
|
|
|
// Translate A to its imprecise version.
|
|
storm::storage::SparseMatrix<ImpreciseType> impreciseA = this->A->template toValueType<ImpreciseType>();
|
|
|
|
// Translate x to its imprecise version.
|
|
std::vector<ImpreciseType> impreciseX(x.size());
|
|
{
|
|
std::vector<ValueType> tmp(x.size());
|
|
this->createLowerBoundsVector(tmp);
|
|
auto targetIt = impreciseX.begin();
|
|
for (auto sourceIt = tmp.begin(); targetIt != impreciseX.end(); ++targetIt, ++sourceIt) {
|
|
*targetIt = storm::utility::convertNumber<ImpreciseType, ValueType>(*sourceIt);
|
|
}
|
|
}
|
|
|
|
// Create temporary storage for an imprecise x.
|
|
std::vector<ImpreciseType> impreciseTmpX(x.size());
|
|
|
|
// Translate b to its imprecise version.
|
|
std::vector<ImpreciseType> impreciseB(b.size());
|
|
auto targetIt = impreciseB.begin();
|
|
for (auto sourceIt = b.begin(); targetIt != impreciseB.end(); ++targetIt, ++sourceIt) {
|
|
*targetIt = storm::utility::convertNumber<ImpreciseType, ValueType>(*sourceIt);
|
|
}
|
|
|
|
// Create imprecise solver from the imprecise data.
|
|
IterativeMinMaxLinearEquationSolver<ImpreciseType> impreciseSolver(std::make_unique<storm::solver::GeneralLinearEquationSolverFactory<ImpreciseType>>());
|
|
impreciseSolver.setMatrix(impreciseA);
|
|
impreciseSolver.createLinearEquationSolver();
|
|
impreciseSolver.setCachingEnabled(true);
|
|
|
|
bool converged = false;
|
|
try {
|
|
// Forward the call to the core rational search routine.
|
|
converged = solveEquationsRationalSearchHelper<ValueType, ImpreciseType>(dir, impreciseSolver, *this->A, x, b, impreciseA, impreciseX, impreciseB, impreciseTmpX);
|
|
} catch (storm::exceptions::PrecisionExceededException const& e) {
|
|
STORM_LOG_WARN("Precision of value type was exceeded, trying to recover by switching to rational arithmetic.");
|
|
|
|
if (!auxiliaryRowGroupVector) {
|
|
auxiliaryRowGroupVector = std::make_unique<std::vector<ValueType>>(this->A->getRowGroupCount());
|
|
}
|
|
|
|
// Translate the imprecise value iteration result to the one we are going to use from now on.
|
|
auto targetIt = auxiliaryRowGroupVector->begin();
|
|
for (auto it = impreciseX.begin(), ite = impreciseX.end(); it != ite; ++it, ++targetIt) {
|
|
*targetIt = storm::utility::convertNumber<ValueType>(*it);
|
|
}
|
|
|
|
// Get rid of the superfluous data structures.
|
|
impreciseX = std::vector<ImpreciseType>();
|
|
impreciseTmpX = std::vector<ImpreciseType>();
|
|
impreciseB = std::vector<ImpreciseType>();
|
|
impreciseA = storm::storage::SparseMatrix<ImpreciseType>();
|
|
|
|
if (!this->linEqSolverA) {
|
|
this->linEqSolverA = this->linearEquationSolverFactory->create(*this->A);
|
|
this->linEqSolverA->setCachingEnabled(true);
|
|
}
|
|
|
|
// Forward the call to the core rational search routine, but now with our value type as the imprecise value type.
|
|
converged = solveEquationsRationalSearchHelper<ValueType, ValueType>(dir, *this, *this->A, x, b, *this->A, *auxiliaryRowGroupVector, b, x);
|
|
}
|
|
|
|
if (!this->isCachingEnabled()) {
|
|
this->clearCache();
|
|
}
|
|
|
|
return converged;
|
|
}
|
|
|
|
template<typename RationalType, typename ImpreciseType>
|
|
struct TemporaryHelper {
|
|
static std::vector<RationalType>* getTemporary(std::vector<RationalType>& rationalX, std::vector<ImpreciseType>*& currentX, std::vector<ImpreciseType>*& newX) {
|
|
return &rationalX;
|
|
}
|
|
|
|
static void swapSolutions(std::vector<RationalType>& rationalX, std::vector<RationalType>*& rationalSolution, std::vector<ImpreciseType>& x, std::vector<ImpreciseType>*& currentX, std::vector<ImpreciseType>*& newX) {
|
|
// Nothing to do.
|
|
}
|
|
};
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|
|
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template<typename RationalType>
|
|
struct TemporaryHelper<RationalType, RationalType> {
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static std::vector<RationalType>* getTemporary(std::vector<RationalType>& rationalX, std::vector<RationalType>*& currentX, std::vector<RationalType>*& newX) {
|
|
return newX;
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|
}
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|
|
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static void swapSolutions(std::vector<RationalType>& rationalX, std::vector<RationalType>*& rationalSolution, std::vector<RationalType>& x, std::vector<RationalType>*& currentX, std::vector<RationalType>*& newX) {
|
|
if (&rationalX == rationalSolution) {
|
|
// In this case, the rational solution is in place.
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|
|
|
// However, since the rational solution is no alias to current x, the imprecise solution is stored
|
|
// in current x and and rational x is not an alias to x, we can swap the contents of currentX to x.
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|
std::swap(x, *currentX);
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|
} else {
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|
// Still, we may assume that the rational solution is not current x and is therefore new x.
|
|
std::swap(rationalX, *rationalSolution);
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|
std::swap(x, *currentX);
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|
}
|
|
}
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|
};
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|
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template<typename ValueType>
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|
template<typename RationalType, typename ImpreciseType>
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bool IterativeMinMaxLinearEquationSolver<ValueType>::solveEquationsRationalSearchHelper(OptimizationDirection dir, IterativeMinMaxLinearEquationSolver<ImpreciseType> const& impreciseSolver, storm::storage::SparseMatrix<RationalType> const& rationalA, std::vector<RationalType>& rationalX, std::vector<RationalType> const& rationalB, storm::storage::SparseMatrix<ImpreciseType> const& A, std::vector<ImpreciseType>& x, std::vector<ImpreciseType> const& b, std::vector<ImpreciseType>& tmpX) const {
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|
|
|
std::vector<ImpreciseType>* currentX = &x;
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|
std::vector<ImpreciseType>* newX = &tmpX;
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|
|
|
SolverStatus status = SolverStatus::InProgress;
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|
uint64_t overallIterations = 0;
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|
uint64_t valueIterationInvocations = 0;
|
|
ValueType precision = this->getSettings().getPrecision();
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|
impreciseSolver.startMeasureProgress();
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|
while (status == SolverStatus::InProgress && overallIterations < this->getSettings().getMaximalNumberOfIterations()) {
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|
// Perform value iteration with the current precision.
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|
typename IterativeMinMaxLinearEquationSolver<ImpreciseType>::ValueIterationResult result = impreciseSolver.performValueIteration(dir, currentX, newX, b, storm::utility::convertNumber<ImpreciseType, ValueType>(precision), this->getSettings().getRelativeTerminationCriterion(), SolverGuarantee::LessOrEqual, overallIterations);
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|
|
|
// At this point, the result of the imprecise value iteration is stored in the (imprecise) current x.
|
|
|
|
++valueIterationInvocations;
|
|
STORM_LOG_TRACE("Completed " << valueIterationInvocations << " value iteration invocations, the last one with precision " << precision << " completed in " << result.iterations << " iterations.");
|
|
|
|
// Count the iterations.
|
|
overallIterations += result.iterations;
|
|
|
|
// Compute maximal precision until which to sharpen.
|
|
uint64_t p = storm::utility::convertNumber<uint64_t>(storm::utility::ceil(storm::utility::log10<ValueType>(storm::utility::one<ValueType>() / precision)));
|
|
|
|
// Make sure that currentX and rationalX are not aliased.
|
|
std::vector<RationalType>* temporaryRational = TemporaryHelper<RationalType, ImpreciseType>::getTemporary(rationalX, currentX, newX);
|
|
|
|
// Sharpen solution and place it in the temporary rational.
|
|
bool foundSolution = sharpen(dir, p, rationalA, *currentX, rationalB, *temporaryRational);
|
|
|
|
// After sharpen, if a solution was found, it is contained in the free rational.
|
|
|
|
if (foundSolution) {
|
|
status = SolverStatus::Converged;
|
|
|
|
TemporaryHelper<RationalType, ImpreciseType>::swapSolutions(rationalX, temporaryRational, x, currentX, newX);
|
|
} else {
|
|
// Increase the precision.
|
|
precision /= 10;
|
|
}
|
|
}
|
|
|
|
if (status == SolverStatus::InProgress && overallIterations == this->getSettings().getMaximalNumberOfIterations()) {
|
|
status = SolverStatus::MaximalIterationsExceeded;
|
|
}
|
|
|
|
reportStatus(status, overallIterations);
|
|
|
|
return status == SolverStatus::Converged || status == SolverStatus::TerminatedEarly;
|
|
}
|
|
|
|
template<typename ValueType>
|
|
bool IterativeMinMaxLinearEquationSolver<ValueType>::solveEquationsRationalSearch(OptimizationDirection dir, std::vector<ValueType>& x, std::vector<ValueType> const& b) const {
|
|
return solveEquationsRationalSearchHelper<double>(dir, x, b);
|
|
}
|
|
|
|
template<typename ValueType>
|
|
bool IterativeMinMaxLinearEquationSolver<ValueType>::solveEquationsAcyclic(OptimizationDirection dir, std::vector<ValueType>& x, std::vector<ValueType> const& b) const {
|
|
uint64_t numGroups = this->A->getRowGroupCount();
|
|
|
|
// Allocate memory for the scheduler (if required)
|
|
if (this->isTrackSchedulerSet()) {
|
|
if (this->schedulerChoices) {
|
|
this->schedulerChoices->resize(numGroups);
|
|
} else {
|
|
this->schedulerChoices = std::vector<uint_fast64_t>(numGroups);
|
|
}
|
|
}
|
|
|
|
// We now compute a topological sort of the row groups.
|
|
// If caching is enabled, it might be possible to obtain this sort from the cache.
|
|
if (this->isCachingEnabled()) {
|
|
if (rowGroupOrdering) {
|
|
for (auto const& group : *rowGroupOrdering) {
|
|
computeOptimalValueForRowGroup(group, dir, x, b, this->isTrackSchedulerSet() ? &this->schedulerChoices.get()[group] : nullptr);
|
|
}
|
|
return true;
|
|
} else {
|
|
rowGroupOrdering = std::make_unique<std::vector<uint64_t>>();
|
|
rowGroupOrdering->reserve(numGroups);
|
|
}
|
|
}
|
|
|
|
auto transposedMatrix = this->A->transpose(true);
|
|
|
|
// We store the groups that have already been processed, i.e., the groups for which x[group] was already set to the correct value.
|
|
storm::storage::BitVector processedGroups(numGroups, false);
|
|
// Furthermore, we keep track of all candidate groups for which we still need to check whether this group can be processed now.
|
|
// A group can be processed if all successors have already been processed.
|
|
// Notice that the BitVector candidates is considered in a reversed way, i.e., group i is a candidate iff candidates.get(numGroups - i - 1) is true.
|
|
// This is due to the observation that groups with higher indices usually need to be processed earlier.
|
|
storm::storage::BitVector candidates(numGroups, true);
|
|
uint64_t candidate = numGroups - 1;
|
|
for (uint64_t numCandidates = candidates.size(); numCandidates > 0; --numCandidates) {
|
|
candidates.set(numGroups - candidate - 1, false);
|
|
|
|
// Check if the candidate row group has an unprocessed successor
|
|
bool hasUnprocessedSuccessor = false;
|
|
for (auto const& entry : this->A->getRowGroup(candidate)) {
|
|
if (!processedGroups.get(entry.getColumn())) {
|
|
hasUnprocessedSuccessor = true;
|
|
break;
|
|
}
|
|
}
|
|
|
|
uint64_t nextCandidate = numGroups - candidates.getNextSetIndex(numGroups - candidate - 1 + 1) - 1;
|
|
|
|
if (!hasUnprocessedSuccessor) {
|
|
// This candidate can be processed.
|
|
processedGroups.set(candidate);
|
|
computeOptimalValueForRowGroup(candidate, dir, x, b, this->isTrackSchedulerSet() ? &this->schedulerChoices.get()[candidate] : nullptr);
|
|
if (this->isCachingEnabled()) {
|
|
rowGroupOrdering->push_back(candidate);
|
|
}
|
|
|
|
// Add new candidates
|
|
for (auto const& predecessorEntry : transposedMatrix.getRow(candidate)) {
|
|
uint64_t predecessor = predecessorEntry.getColumn();
|
|
if (!candidates.get(numGroups - predecessor - 1)) {
|
|
candidates.set(numGroups - predecessor - 1, true);
|
|
nextCandidate = std::max(nextCandidate, predecessor);
|
|
++numCandidates;
|
|
}
|
|
}
|
|
}
|
|
candidate = nextCandidate;
|
|
}
|
|
|
|
assert(candidates.empty());
|
|
STORM_LOG_THROW(processedGroups.full(), storm::exceptions::InvalidOperationException, "The MinMax equation system is not acyclic.");
|
|
return true;
|
|
}
|
|
|
|
template<typename ValueType>
|
|
void IterativeMinMaxLinearEquationSolver<ValueType>::computeOptimalValueForRowGroup(uint_fast64_t group, OptimizationDirection dir, std::vector<ValueType>& x, std::vector<ValueType> const& b, uint_fast64_t* choice) const {
|
|
uint64_t row = this->A->getRowGroupIndices()[group];
|
|
uint64_t groupEnd = this->A->getRowGroupIndices()[group + 1];
|
|
assert(row != groupEnd);
|
|
|
|
auto bIt = b.begin() + row;
|
|
ValueType& xi = x[group];
|
|
xi = this->A->multiplyRowWithVector(row, x) + *bIt;
|
|
uint64_t optimalRow = row;
|
|
|
|
for (++row, ++bIt; row < groupEnd; ++row, ++bIt) {
|
|
ValueType choiceVal = this->A->multiplyRowWithVector(row, x) + *bIt;
|
|
if (minimize(dir)) {
|
|
if (choiceVal < xi) {
|
|
xi = choiceVal;
|
|
optimalRow = row;
|
|
}
|
|
} else {
|
|
if (choiceVal > xi) {
|
|
xi = choiceVal;
|
|
optimalRow = row;
|
|
}
|
|
}
|
|
}
|
|
if (choice != nullptr) {
|
|
*choice = optimalRow - this->A->getRowGroupIndices()[group];
|
|
}
|
|
}
|
|
|
|
template<typename ValueType>
|
|
SolverStatus IterativeMinMaxLinearEquationSolver<ValueType>::updateStatusIfNotConverged(SolverStatus status, std::vector<ValueType> const& x, uint64_t iterations, SolverGuarantee const& guarantee) const {
|
|
if (status != SolverStatus::Converged) {
|
|
if (this->hasCustomTerminationCondition() && this->getTerminationCondition().terminateNow(x, guarantee)) {
|
|
status = SolverStatus::TerminatedEarly;
|
|
} else if (iterations >= this->getSettings().getMaximalNumberOfIterations()) {
|
|
status = SolverStatus::MaximalIterationsExceeded;
|
|
}
|
|
}
|
|
return status;
|
|
}
|
|
|
|
template<typename ValueType>
|
|
void IterativeMinMaxLinearEquationSolver<ValueType>::reportStatus(SolverStatus status, uint64_t iterations) {
|
|
switch (status) {
|
|
case SolverStatus::Converged: STORM_LOG_INFO("Iterative solver converged after " << iterations << " iterations."); break;
|
|
case SolverStatus::TerminatedEarly: STORM_LOG_INFO("Iterative solver terminated early after " << iterations << " iterations."); break;
|
|
case SolverStatus::MaximalIterationsExceeded: STORM_LOG_WARN("Iterative solver did not converge after " << iterations << " iterations."); break;
|
|
default:
|
|
STORM_LOG_THROW(false, storm::exceptions::InvalidStateException, "Iterative solver terminated unexpectedly.");
|
|
}
|
|
}
|
|
|
|
template<typename ValueType>
|
|
IterativeMinMaxLinearEquationSolverSettings<ValueType> const& IterativeMinMaxLinearEquationSolver<ValueType>::getSettings() const {
|
|
return settings;
|
|
}
|
|
|
|
template<typename ValueType>
|
|
void IterativeMinMaxLinearEquationSolver<ValueType>::setSettings(IterativeMinMaxLinearEquationSolverSettings<ValueType> const& newSettings) {
|
|
settings = newSettings;
|
|
}
|
|
|
|
template<typename ValueType>
|
|
void IterativeMinMaxLinearEquationSolver<ValueType>::clearCache() const {
|
|
auxiliaryRowGroupVector.reset();
|
|
auxiliaryRowGroupVector2.reset();
|
|
rowGroupOrdering.reset();
|
|
StandardMinMaxLinearEquationSolver<ValueType>::clearCache();
|
|
}
|
|
|
|
template<typename ValueType>
|
|
IterativeMinMaxLinearEquationSolverFactory<ValueType>::IterativeMinMaxLinearEquationSolverFactory(MinMaxMethodSelection const& method, bool trackScheduler) : StandardMinMaxLinearEquationSolverFactory<ValueType>(method, trackScheduler) {
|
|
settings.setSolutionMethod(this->getMinMaxMethod());
|
|
}
|
|
|
|
template<typename ValueType>
|
|
IterativeMinMaxLinearEquationSolverFactory<ValueType>::IterativeMinMaxLinearEquationSolverFactory(std::unique_ptr<LinearEquationSolverFactory<ValueType>>&& linearEquationSolverFactory, MinMaxMethodSelection const& method, bool trackScheduler) : StandardMinMaxLinearEquationSolverFactory<ValueType>(std::move(linearEquationSolverFactory), method, trackScheduler) {
|
|
settings.setSolutionMethod(this->getMinMaxMethod());
|
|
}
|
|
|
|
template<typename ValueType>
|
|
IterativeMinMaxLinearEquationSolverFactory<ValueType>::IterativeMinMaxLinearEquationSolverFactory(EquationSolverType const& solverType, MinMaxMethodSelection const& method, bool trackScheduler) : StandardMinMaxLinearEquationSolverFactory<ValueType>(solverType, method, trackScheduler) {
|
|
settings.setSolutionMethod(this->getMinMaxMethod());
|
|
}
|
|
|
|
template<typename ValueType>
|
|
std::unique_ptr<MinMaxLinearEquationSolver<ValueType>> IterativeMinMaxLinearEquationSolverFactory<ValueType>::create() const {
|
|
STORM_LOG_ASSERT(this->linearEquationSolverFactory, "Linear equation solver factory not initialized.");
|
|
|
|
std::unique_ptr<MinMaxLinearEquationSolver<ValueType>> result = std::make_unique<IterativeMinMaxLinearEquationSolver<ValueType>>(this->linearEquationSolverFactory->clone(), settings);
|
|
result->setTrackScheduler(this->isTrackSchedulerSet());
|
|
result->setRequirementsChecked(this->isRequirementsCheckedSet());
|
|
return result;
|
|
}
|
|
|
|
template<typename ValueType>
|
|
IterativeMinMaxLinearEquationSolverSettings<ValueType>& IterativeMinMaxLinearEquationSolverFactory<ValueType>::getSettings() {
|
|
return settings;
|
|
}
|
|
|
|
template<typename ValueType>
|
|
IterativeMinMaxLinearEquationSolverSettings<ValueType> const& IterativeMinMaxLinearEquationSolverFactory<ValueType>::getSettings() const {
|
|
return settings;
|
|
}
|
|
|
|
template<typename ValueType>
|
|
void IterativeMinMaxLinearEquationSolverFactory<ValueType>::setMinMaxMethod(MinMaxMethodSelection const& newMethod) {
|
|
MinMaxLinearEquationSolverFactory<ValueType>::setMinMaxMethod(newMethod);
|
|
settings.setSolutionMethod(this->getMinMaxMethod());
|
|
}
|
|
|
|
template<typename ValueType>
|
|
void IterativeMinMaxLinearEquationSolverFactory<ValueType>::setMinMaxMethod(MinMaxMethod const& newMethod) {
|
|
MinMaxLinearEquationSolverFactory<ValueType>::setMinMaxMethod(newMethod);
|
|
settings.setSolutionMethod(this->getMinMaxMethod());
|
|
}
|
|
|
|
template class IterativeMinMaxLinearEquationSolverSettings<double>;
|
|
template class IterativeMinMaxLinearEquationSolver<double>;
|
|
template class IterativeMinMaxLinearEquationSolverFactory<double>;
|
|
|
|
#ifdef STORM_HAVE_CARL
|
|
template class IterativeMinMaxLinearEquationSolverSettings<storm::RationalNumber>;
|
|
template class IterativeMinMaxLinearEquationSolver<storm::RationalNumber>;
|
|
template class IterativeMinMaxLinearEquationSolverFactory<storm::RationalNumber>;
|
|
#endif
|
|
}
|
|
}
|