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306 lines
19 KiB
306 lines
19 KiB
#pragma once
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#include <vector>
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#include <boost/optional.hpp>
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#include "storm/solver/OptimizationDirection.h"
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#include "storm/solver/SolverStatus.h"
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#include "storm/utility/vector.h"
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#include "storm/utility/ProgressMeasurement.h"
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#include "storm/utility/SignalHandler.h"
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#include "storm/storage/BitVector.h"
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#include "storm/environment/solver/MinMaxSolverEnvironment.h"
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#include "storm/environment/solver/OviSolverEnvironment.h"
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#include "storm/utility/macros.h"
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namespace storm {
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namespace solver {
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namespace helper {
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namespace oviinternal {
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template<typename ValueType>
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ValueType computeMaxAbsDiff(std::vector<ValueType> const& allOldValues, std::vector<ValueType> const& allNewValues, storm::storage::BitVector const& relevantValues) {
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ValueType result = storm::utility::zero<ValueType>();
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for (auto value : relevantValues) {
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result = storm::utility::max<ValueType>(result, storm::utility::abs<ValueType>(allNewValues[value] - allOldValues[value]));
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}
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return result;
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}
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template<typename ValueType>
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ValueType computeMaxAbsDiff(std::vector<ValueType> const& allOldValues, std::vector<ValueType> const& allNewValues) {
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ValueType result = storm::utility::zero<ValueType>();
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for (uint64_t i = 0; i < allOldValues.size(); ++i) {
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result = storm::utility::max<ValueType>(result, storm::utility::abs<ValueType>(allNewValues[i] - allOldValues[i]));
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}
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return result;
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}
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template<typename ValueType>
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ValueType computeMaxRelDiff(std::vector<ValueType> const& allOldValues, std::vector<ValueType> const& allNewValues, storm::storage::BitVector const& relevantValues) {
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ValueType result = storm::utility::zero<ValueType>();
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for (auto const& i : relevantValues) {
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STORM_LOG_ASSERT(!storm::utility::isZero(allNewValues[i]) || storm::utility::isZero(allOldValues[i]), "Unexpected entry in iteration vector.");
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if (!storm::utility::isZero(allNewValues[i])) {
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result = storm::utility::max<ValueType>(result, storm::utility::abs<ValueType>(allNewValues[i] - allOldValues[i]) / allNewValues[i]);
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}
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}
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return result;
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}
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template<typename ValueType>
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ValueType computeMaxRelDiff(std::vector<ValueType> const& allOldValues, std::vector<ValueType> const& allNewValues) {
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ValueType result = storm::utility::zero<ValueType>();
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for (uint64_t i = 0; i < allOldValues.size(); ++i) {
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STORM_LOG_ASSERT(!storm::utility::isZero(allNewValues[i]) || storm::utility::isZero(allOldValues[i]), "Unexpected entry in iteration vector.");
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if (!storm::utility::isZero(allNewValues[i])) {
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result = storm::utility::max<ValueType>(result, storm::utility::abs<ValueType>(allNewValues[i] - allOldValues[i]) / allNewValues[i]);
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}
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}
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return result;
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}
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template<typename ValueType>
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ValueType updateIterationPrecision(storm::Environment const& env, std::vector<ValueType> const& currentX, std::vector<ValueType> const& newX, bool const& relative, boost::optional<storm::storage::BitVector> const& relevantValues) {
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auto factor = storm::utility::convertNumber<ValueType>(env.solver().ovi().getPrecisionUpdateFactor());
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bool useRelevant = relevantValues.is_initialized() && env.solver().ovi().useRelevantValuesForPrecisionUpdate();
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if (relative) {
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return (useRelevant ? computeMaxRelDiff(newX, currentX, relevantValues.get()) : computeMaxRelDiff(newX, currentX)) * factor;
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} else {
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return (useRelevant ? computeMaxAbsDiff(newX, currentX, relevantValues.get()) : computeMaxAbsDiff(newX, currentX)) * factor;
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}
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}
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template<typename ValueType>
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void guessUpperBoundRelative(std::vector<ValueType> const& x, std::vector<ValueType> &target, ValueType const& relativeBoundGuessingScaler) {
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storm::utility::vector::applyPointwise<ValueType, ValueType>(x, target, [&relativeBoundGuessingScaler] (ValueType const& argument) -> ValueType { return argument * relativeBoundGuessingScaler; });
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}
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template<typename ValueType>
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void guessUpperBoundAbsolute(std::vector<ValueType> const& x, std::vector<ValueType> &target, ValueType const& precision) {
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storm::utility::vector::applyPointwise<ValueType, ValueType>(x, target, [&precision] (ValueType const& argument) -> ValueType { return argument + precision; });
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}
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}
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/*!
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* Performs Optimistic value iteration.
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* See https://arxiv.org/abs/1910.01100 for more information on this algorithm
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*
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* @tparam ValueType
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* @tparam ValueType
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* @param env
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* @param lowerX Needs to be some arbitrary lower bound on the actual values initially
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* @param upperX Does not need to be an upper bound initially
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* @param auxVector auxiliary storage
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* @param valueIterationCallback Function that should perform standard value iteration on the input vector
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* @param singleIterationCallback Function that should perform a single value iteration step on the input vector e.g. ( x' = min/max(A*x + b))
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* @param relevantValues If given, we only check the precision at the states with the given indices.
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* @return The status upon termination as well as the number of iterations Also, the maximum (relative/absolute) difference between lowerX and upperX will be 2*epsilon
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* with precision parameters as given by the environment env.
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*/
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template<typename ValueType, typename ValueIterationCallback, typename SingleIterationCallback>
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std::pair<SolverStatus, uint64_t> solveEquationsOptimisticValueIteration(Environment const& env, std::vector<ValueType>* lowerX, std::vector<ValueType>* upperX, std::vector<ValueType>* auxVector, ValueIterationCallback const& valueIterationCallback, SingleIterationCallback const& singleIterationCallback, bool relative, ValueType precision, uint64_t maxOverallIterations, boost::optional<storm::storage::BitVector> relevantValues = boost::none) {
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STORM_LOG_ASSERT(lowerX->size() == upperX->size(), "Dimension missmatch.");
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STORM_LOG_ASSERT(lowerX->size() == auxVector->size(), "Dimension missmatch.");
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// As we will shuffle pointers around, let's store the original positions here.
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std::vector<ValueType>* initLowerX = lowerX;
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std::vector<ValueType>* initUpperX = upperX;
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std::vector<ValueType>* initAux = auxVector;
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uint64_t overallIterations = 0;
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uint64_t lastValueIterationIterations = 0;
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uint64_t currentVerificationIterations = 0;
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uint64_t valueIterationInvocations = 0;
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// Get some parameters for the algorithm
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// 2
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ValueType two = storm::utility::convertNumber<ValueType>(2.0);
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// Use no termination guaranteed upper bound iteration method
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bool noTerminationGuarantee = env.solver().ovi().useNoTerminationGuaranteeMinimumMethod();
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// Desired max difference between upperX and lowerX
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ValueType doublePrecision = precision * two;
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// Upper bound only iterations
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uint64_t upperBoundOnlyIterations = env.solver().ovi().getUpperBoundOnlyIterations();
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ValueType relativeBoundGuessingScaler = (storm::utility::one<ValueType>() + storm::utility::convertNumber<ValueType>(env.solver().ovi().getUpperBoundGuessingFactor()) * precision);
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// Initial precision for the value iteration calls
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ValueType iterationPrecision = precision;
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SolverStatus status = SolverStatus::InProgress;
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while (status == SolverStatus::InProgress && overallIterations < maxOverallIterations) {
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// Perform value iteration until convergence
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++valueIterationInvocations;
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auto result = valueIterationCallback(lowerX, auxVector, iterationPrecision, relative, overallIterations, maxOverallIterations);
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lastValueIterationIterations = result.iterations;
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overallIterations += result.iterations;
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if (result.status != SolverStatus::Converged) {
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status = result.status;
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} else {
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bool intervalIterationNeeded = false;
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currentVerificationIterations = 0;
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if (relative) {
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oviinternal::guessUpperBoundRelative(*lowerX, *upperX, relativeBoundGuessingScaler);
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} else {
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oviinternal::guessUpperBoundAbsolute(*lowerX, *upperX, precision);
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}
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bool cancelGuess = false;
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while (status == SolverStatus::InProgress && overallIterations < maxOverallIterations) {
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++overallIterations;
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++currentVerificationIterations;
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// Perform value iteration stepwise for lower bound and guessed upper bound
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// Upper bound iteration
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singleIterationCallback(upperX, auxVector, overallIterations);
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// At this point, auxVector contains the old values for the upper bound whereas upperX contains the new ones.
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// Compare the new upper bound candidate with the old one
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bool newUpperBoundAlwaysHigherEqual = true;
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bool newUpperBoundAlwaysLowerEqual = true;
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if (noTerminationGuarantee) {
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bool cancelOuterScan = false;
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for (uint64_t i = 0; i < upperX->size() & !cancelOuterScan; ++i) {
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if ((*upperX)[i] < (*auxVector)[i]) {
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newUpperBoundAlwaysHigherEqual = false;
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for (++i; i < upperX->size(); ++i) {
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if ((*upperX)[i] > (*auxVector)[i]) {
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newUpperBoundAlwaysLowerEqual = false;
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cancelOuterScan = true;
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break;
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}
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}
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} else if ((*upperX)[i] != (*auxVector)[i]) {
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newUpperBoundAlwaysLowerEqual = false;
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for (++i; i < upperX->size(); ++i) {
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if ((*upperX)[i] < (*auxVector)[i]) {
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newUpperBoundAlwaysHigherEqual = false;
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cancelOuterScan = true;
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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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} else {
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for (uint64_t i = 0; i < upperX->size(); ++i) {
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if ((*upperX)[i] < (*auxVector)[i]) {
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newUpperBoundAlwaysHigherEqual = false;
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} else if ((*upperX)[i] != (*auxVector)[i]) {
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newUpperBoundAlwaysLowerEqual = false;
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std::swap((*upperX)[i], (*auxVector)[i]);
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}
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}
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}
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if (newUpperBoundAlwaysHigherEqual & !newUpperBoundAlwaysLowerEqual) {
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// All values moved up or stayed the same
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// That means the guess for an upper bound is actually a lower bound
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iterationPrecision = oviinternal::updateIterationPrecision(env, *auxVector, *upperX, relative, relevantValues);
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// We assume to have a single fixed point. We can thus safely set the new lower bound, to the wrongly guessed upper bound
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// Set lowerX to the upper bound candidate
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std::swap(lowerX, upperX);
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break;
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} else if (newUpperBoundAlwaysLowerEqual & !newUpperBoundAlwaysHigherEqual) {
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// All values moved down or stayed the same and we have a maximum difference of twice the requested precision
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// We can safely use twice the requested precision, as we calculate the center of both vectors
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bool reachedPrecision;
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if (relevantValues) {
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reachedPrecision = storm::utility::vector::equalModuloPrecision(*lowerX, *upperX, relevantValues.get(), doublePrecision, relative);
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} else {
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reachedPrecision = storm::utility::vector::equalModuloPrecision(*lowerX, *upperX, doublePrecision, relative);
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}
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if (reachedPrecision) {
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status = SolverStatus::Converged;
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break;
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} else {
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// From now on, we keep updating both bounds
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intervalIterationNeeded = true;
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}
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}
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// At this point, the old upper bounds (auxVector) are not needed anymore.
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// Check whether we tried this guess for too long
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ValueType scaledIterationCount = storm::utility::convertNumber<ValueType>(currentVerificationIterations) * storm::utility::convertNumber<ValueType>(env.solver().ovi().getMaxVerificationIterationFactor());
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if (!intervalIterationNeeded && scaledIterationCount >= storm::utility::convertNumber<ValueType>(lastValueIterationIterations)) {
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cancelGuess = true;
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// In this case we will make one more iteration on the lower bound (mainly to obtain a new iterationPrecision)
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}
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// Lower bound iteration (only if needed)
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if (cancelGuess || intervalIterationNeeded || currentVerificationIterations > upperBoundOnlyIterations) {
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singleIterationCallback(lowerX, auxVector, overallIterations);
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// At this point, auxVector contains the old values for the lower bound whereas lowerX contains the new ones.
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// Check whether the upper and lower bounds have crossed, i.e., the upper bound is smaller than the lower bound.
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bool valuesCrossed = false;
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for (uint64_t i = 0; i < lowerX->size(); ++i) {
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if ((*upperX)[i] < (*lowerX)[i]) {
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valuesCrossed = true;
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break;
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}
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}
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if (cancelGuess || valuesCrossed) {
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// A new guess is needed.
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iterationPrecision = oviinternal::updateIterationPrecision(env, *auxVector, *lowerX, relative, relevantValues);
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break;
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}
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}
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}
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if (storm::utility::resources::isTerminate()) {
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status = SolverStatus::Aborted;
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}
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}
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} // end while
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// Swap the results into the output vectors.
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if (initLowerX == lowerX) {
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// lowerX is already at the correct position. We still have to care for upperX
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if (initUpperX != upperX) {
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// UpperX is not at the correct position. It has to be at the auxVector
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assert(initAux == upperX);
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std::swap(*initUpperX, *initAux);
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}
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} else if (initUpperX == upperX) {
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// UpperX is already at the correct position.
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// We already know that lowerX is at the wrong position. It has to be at the auxVector
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assert(initAux == lowerX);
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std::swap(*initLowerX, *initAux);
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} else if (initAux == auxVector) {
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// We know that upperX and lowerX are swapped.
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assert(initLowerX == upperX);
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assert(initUpperX == lowerX);
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std::swap(*initUpperX, *initLowerX);
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} else {
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// Now we know that all vectors are at the wrong position. There are only two possibilities left
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if (initLowerX == upperX) {
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assert(initUpperX == auxVector);
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assert(initAux == lowerX);
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std::swap(*initLowerX, *initAux);
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std::swap(*initUpperX, *initAux);
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} else {
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assert(initLowerX == auxVector);
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assert(initUpperX == lowerX);
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assert (initAux == upperX);
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std::swap(*initUpperX, *initAux);
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std::swap(*initLowerX, *initAux);
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}
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}
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if (overallIterations > maxOverallIterations) {
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status = SolverStatus::MaximalIterationsExceeded;
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}
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return {status, overallIterations};
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}
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}
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}
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}
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