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343 lines
23 KiB
343 lines
23 KiB
#include "src/solver/GurobiLpSolver.h"
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#ifdef STORM_HAVE_GUROBI
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#include <numeric>
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#include "src/storage/expressions/LinearCoefficientVisitor.h"
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#include "src/settings/SettingsManager.h"
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#include "src/exceptions/ExceptionMacros.h"
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#include "src/exceptions/InvalidStateException.h"
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#include "src/exceptions/InvalidAccessException.h"
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namespace storm {
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namespace solver {
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GurobiLpSolver::GurobiLpSolver(std::string const& name, ModelSense const& modelSense) : LpSolver(modelSense), env(nullptr), model(nullptr), nextVariableIndex(0) {
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// Create the environment.
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int error = GRBloadenv(&env, "");
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if (error || env == nullptr) {
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LOG4CPLUS_ERROR(logger, "Could not initialize Gurobi (" << GRBgeterrormsg(env) << ", error code " << error << ").");
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throw storm::exceptions::InvalidStateException() << "Could not initialize Gurobi environment (" << GRBgeterrormsg(env) << ", error code " << error << ").";
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}
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// Set some general properties of the environment.
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setGurobiEnvironmentProperties();
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// Create the model.
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error = GRBnewmodel(env, &model, name.c_str(), 0, nullptr, nullptr, nullptr, nullptr, nullptr);
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if (error) {
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LOG4CPLUS_ERROR(logger, "Could not initialize Gurobi model (" << GRBgeterrormsg(env) << ", error code " << error << ").");
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throw storm::exceptions::InvalidStateException() << "Could not initialize Gurobi model (" << GRBgeterrormsg(env) << ", error code " << error << ").";
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}
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}
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GurobiLpSolver::GurobiLpSolver(std::string const& name) : GurobiLpSolver(name, ModelSense::Minimize) {
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// Intentionally left empty.
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}
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GurobiLpSolver::GurobiLpSolver(ModelSense const& modelSense) : GurobiLpSolver("", modelSense) {
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// Intentionally left empty.
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}
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GurobiLpSolver::GurobiLpSolver() : GurobiLpSolver("", ModelSense::Minimize) {
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// Intentionally left empty.
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}
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GurobiLpSolver::~GurobiLpSolver() {
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// Dispose of the objects allocated inside Gurobi.
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GRBfreemodel(model);
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GRBfreeenv(env);
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}
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void GurobiLpSolver::setGurobiEnvironmentProperties() const {
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int error = 0;
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// Enable the following line to only print the output of Gurobi if the debug flag is set.
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error = GRBsetintparam(env, "OutputFlag", storm::settings::debugSettings().isDebugSet() || storm::settings::gurobiSettings().isOutputSet() ? 1 : 0);
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LOG_THROW(error == 0, storm::exceptions::InvalidStateException, "Unable to set Gurobi Parameter OutputFlag (" << GRBgeterrormsg(env) << ", error code " << error << ").");
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// Enable the following line to restrict Gurobi to one thread only.
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error = GRBsetintparam(env, "Threads", storm::settings::gurobiSettings().getNumberOfThreads());
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LOG_THROW(error == 0, storm::exceptions::InvalidStateException, "Unable to set Gurobi Parameter Threads (" << GRBgeterrormsg(env) << ", error code " << error << ").");
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// Enable the following line to force Gurobi to be as precise about the binary variables as required by the given precision option.
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error = GRBsetdblparam(env, "IntFeasTol", storm::settings::gurobiSettings().getIntegerTolerance());
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LOG_THROW(error == 0, storm::exceptions::InvalidStateException, "Unable to set Gurobi Parameter IntFeasTol (" << GRBgeterrormsg(env) << ", error code " << error << ").");
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}
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void GurobiLpSolver::update() const {
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int error = GRBupdatemodel(model);
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LOG_THROW(error == 0, storm::exceptions::InvalidStateException, "Unable to update Gurobi model (" << GRBgeterrormsg(env) << ", error code " << error << ").");
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// Since the model changed, we erase the optimality flag.
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this->currentModelHasBeenOptimized = false;
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}
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void GurobiLpSolver::addBoundedContinuousVariable(std::string const& name, double lowerBound, double upperBound, double objectiveFunctionCoefficient) {
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this->addVariable(name, GRB_CONTINUOUS, lowerBound, upperBound, objectiveFunctionCoefficient);
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}
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void GurobiLpSolver::addLowerBoundedContinuousVariable(std::string const& name, double lowerBound, double objectiveFunctionCoefficient) {
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this->addVariable(name, GRB_CONTINUOUS, lowerBound, GRB_INFINITY, objectiveFunctionCoefficient);
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}
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void GurobiLpSolver::addUpperBoundedContinuousVariable(std::string const& name, double upperBound, double objectiveFunctionCoefficient) {
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this->addVariable(name, GRB_CONTINUOUS, -GRB_INFINITY, upperBound, objectiveFunctionCoefficient);
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}
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void GurobiLpSolver::addUnboundedContinuousVariable(std::string const& name, double objectiveFunctionCoefficient) {
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this->addVariable(name, GRB_CONTINUOUS, -GRB_INFINITY, GRB_INFINITY, objectiveFunctionCoefficient);
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}
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void GurobiLpSolver::addBoundedIntegerVariable(std::string const& name, double lowerBound, double upperBound, double objectiveFunctionCoefficient) {
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this->addVariable(name, GRB_INTEGER, lowerBound, upperBound, objectiveFunctionCoefficient);
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}
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void GurobiLpSolver::addLowerBoundedIntegerVariable(std::string const& name, double lowerBound, double objectiveFunctionCoefficient) {
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this->addVariable(name, GRB_INTEGER, lowerBound, GRB_INFINITY, objectiveFunctionCoefficient);
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}
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void GurobiLpSolver::addUpperBoundedIntegerVariable(std::string const& name, double upperBound, double objectiveFunctionCoefficient) {
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this->addVariable(name, GRB_INTEGER, -GRB_INFINITY, upperBound, objectiveFunctionCoefficient);
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}
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void GurobiLpSolver::addUnboundedIntegerVariable(std::string const& name, double objectiveFunctionCoefficient) {
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this->addVariable(name, GRB_INTEGER, -GRB_INFINITY, GRB_INFINITY, objectiveFunctionCoefficient);
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}
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void GurobiLpSolver::addBinaryVariable(std::string const& name, double objectiveFunctionCoefficient) {
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this->addVariable(name, GRB_BINARY, 0, 1, objectiveFunctionCoefficient);
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}
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void GurobiLpSolver::addVariable(std::string const& name, char variableType, double lowerBound, double upperBound, double objectiveFunctionCoefficient) {
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// Check whether variable already exists.
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auto nameIndexPair = this->variableNameToIndexMap.find(name);
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LOG_THROW(nameIndexPair == this->variableNameToIndexMap.end(), storm::exceptions::InvalidArgumentException, "Variable '" << nameIndexPair->first << "' already exists.");
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// Check for valid variable type.
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LOG_ASSERT(variableType == GRB_CONTINUOUS || variableType == GRB_INTEGER || variableType == GRB_BINARY, "Illegal type '" << variableType << "' for Gurobi variable.");
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// Finally, create the actual variable.
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int error = 0;
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error = GRBaddvar(model, 0, nullptr, nullptr, objectiveFunctionCoefficient, lowerBound, upperBound, variableType, name.c_str());
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LOG_THROW(error == 0, storm::exceptions::InvalidStateException, "Could not create binary Gurobi variable (" << GRBgeterrormsg(env) << ", error code " << error << ").");
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this->variableNameToIndexMap.emplace(name, nextVariableIndex);
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++nextVariableIndex;
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}
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void GurobiLpSolver::addConstraint(std::string const& name, storm::expressions::Expression const& constraint) {
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LOG_THROW(constraint.isRelationalExpression(), storm::exceptions::InvalidArgumentException, "Illegal constraint is not a relational expression.");
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LOG_THROW(constraint.getOperator() != storm::expressions::OperatorType::NotEqual, storm::exceptions::InvalidArgumentException, "Illegal constraint uses inequality operator.");
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std::pair<storm::expressions::SimpleValuation, double> leftCoefficients = storm::expressions::LinearCoefficientVisitor().getLinearCoefficients(constraint.getOperand(0));
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std::pair<storm::expressions::SimpleValuation, double> rightCoefficients = storm::expressions::LinearCoefficientVisitor().getLinearCoefficients(constraint.getOperand(1));
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for (auto const& identifier : rightCoefficients.first.getDoubleIdentifiers()) {
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if (leftCoefficients.first.containsDoubleIdentifier(identifier)) {
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leftCoefficients.first.setDoubleValue(identifier, leftCoefficients.first.getDoubleValue(identifier) - rightCoefficients.first.getDoubleValue(identifier));
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} else {
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leftCoefficients.first.addDoubleIdentifier(identifier, -rightCoefficients.first.getDoubleValue(identifier));
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}
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}
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rightCoefficients.second -= leftCoefficients.second;
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// Now we need to transform the coefficients to the vector representation.
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std::vector<int> variables;
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std::vector<double> coefficients;
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for (auto const& identifier : leftCoefficients.first.getDoubleIdentifiers()) {
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auto identifierIndexPair = this->variableNameToIndexMap.find(identifier);
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LOG_THROW(identifierIndexPair != this->variableNameToIndexMap.end(), storm::exceptions::InvalidArgumentException, "Constraint contains illegal identifier '" << identifier << "'.");
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variables.push_back(identifierIndexPair->second);
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coefficients.push_back(leftCoefficients.first.getDoubleValue(identifier));
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}
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// Determine the type of the constraint and add it properly.
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int error = 0;
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switch (constraint.getOperator()) {
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case storm::expressions::OperatorType::Less:
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error = GRBaddconstr(model, variables.size(), variables.data(), coefficients.data(), GRB_LESS_EQUAL, rightCoefficients.second - storm::settings::gurobiSettings().getIntegerTolerance(), name == "" ? nullptr : name.c_str());
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break;
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case storm::expressions::OperatorType::LessOrEqual:
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error = GRBaddconstr(model, variables.size(), variables.data(), coefficients.data(), GRB_LESS_EQUAL, rightCoefficients.second, name == "" ? nullptr : name.c_str());
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break;
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case storm::expressions::OperatorType::Greater:
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error = GRBaddconstr(model, variables.size(), variables.data(), coefficients.data(), GRB_GREATER_EQUAL, rightCoefficients.second + storm::settings::gurobiSettings().getIntegerTolerance(), name == "" ? nullptr : name.c_str());
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break;
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case storm::expressions::OperatorType::GreaterOrEqual:
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error = GRBaddconstr(model, variables.size(), variables.data(), coefficients.data(), GRB_GREATER_EQUAL, rightCoefficients.second, name == "" ? nullptr : name.c_str());
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break;
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case storm::expressions::OperatorType::Equal:
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error = GRBaddconstr(model, variables.size(), variables.data(), coefficients.data(), GRB_EQUAL, rightCoefficients.second, name == "" ? nullptr : name.c_str());
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break;
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default:
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LOG_ASSERT(false, "Illegal operator in LP solver constraint.");
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}
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LOG_THROW(error == 0, storm::exceptions::InvalidStateException, "Could not assert constraint (" << GRBgeterrormsg(env) << ", error code " << error << ").");
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}
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void GurobiLpSolver::optimize() const {
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// First incorporate all recent changes.
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this->update();
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// Set the most recently set model sense.
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int error = GRBsetintattr(model, "ModelSense", this->getModelSense() == ModelSense::Minimize ? 1 : -1);
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LOG_THROW(error == 0, storm::exceptions::InvalidStateException, "Unable to set Gurobi model sense (" << GRBgeterrormsg(env) << ", error code " << error << ").");
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// Then we actually optimize the model.
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error = GRBoptimize(model);
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LOG_THROW(error == 0, storm::exceptions::InvalidStateException, "Unable to optimize Gurobi model (" << GRBgeterrormsg(env) << ", error code " << error << ").");
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this->currentModelHasBeenOptimized = true;
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}
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bool GurobiLpSolver::isInfeasible() const {
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if (!this->currentModelHasBeenOptimized) {
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throw storm::exceptions::InvalidStateException() << "Illegal call to GurobiLpSolver::isInfeasible: model has not been optimized.";
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}
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int optimalityStatus = 0;
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int error = GRBgetintattr(model, GRB_INT_ATTR_STATUS, &optimalityStatus);
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LOG_THROW(error == 0, storm::exceptions::InvalidStateException, "Unable to retrieve optimization status of Gurobi model (" << GRBgeterrormsg(env) << ", error code " << error << ").");
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// By default, Gurobi may tell us only that the model is either infeasible or unbounded. To decide which one
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// it is, we need to perform an extra step.
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if (optimalityStatus == GRB_INF_OR_UNBD) {
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error = GRBsetintparam(GRBgetenv(model), GRB_INT_PAR_DUALREDUCTIONS, 0);
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LOG_THROW(error == 0, storm::exceptions::InvalidStateException, "Unable to set Gurobi parameter (" << GRBgeterrormsg(env) << ", error code " << error << ").");
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this->optimize();
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error = GRBgetintattr(model, GRB_INT_ATTR_STATUS, &optimalityStatus);
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LOG_THROW(error == 0, storm::exceptions::InvalidStateException, "Unable to retrieve optimization status of Gurobi model (" << GRBgeterrormsg(env) << ", error code " << error << ").");
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error = GRBsetintparam(GRBgetenv(model), GRB_INT_PAR_DUALREDUCTIONS, 1);
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LOG_THROW(error == 0, storm::exceptions::InvalidStateException, "Unable to set Gurobi parameter (" << GRBgeterrormsg(env) << ", error code " << error << ").");
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}
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return optimalityStatus == GRB_INFEASIBLE;
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}
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bool GurobiLpSolver::isUnbounded() const {
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if (!this->currentModelHasBeenOptimized) {
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throw storm::exceptions::InvalidStateException() << "Illegal call to GurobiLpSolver::isUnbounded: model has not been optimized.";
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}
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int optimalityStatus = 0;
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int error = GRBgetintattr(model, GRB_INT_ATTR_STATUS, &optimalityStatus);
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LOG_THROW(error == 0, storm::exceptions::InvalidStateException, "Unable to retrieve optimization status of Gurobi model (" << GRBgeterrormsg(env) << ", error code " << error << ").");
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// By default, Gurobi may tell us only that the model is either infeasible or unbounded. To decide which one
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// it is, we need to perform an extra step.
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if (optimalityStatus == GRB_INF_OR_UNBD) {
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error = GRBsetintparam(GRBgetenv(model), GRB_INT_PAR_DUALREDUCTIONS, 0);
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LOG_THROW(error == 0, storm::exceptions::InvalidStateException, "Unable to set Gurobi parameter (" << GRBgeterrormsg(env) << ", error code " << error << ").");
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this->optimize();
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error = GRBgetintattr(model, GRB_INT_ATTR_STATUS, &optimalityStatus);
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LOG_THROW(error == 0, storm::exceptions::InvalidStateException, "Unable to retrieve optimization status of Gurobi model (" << GRBgeterrormsg(env) << ", error code " << error << ").");
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error = GRBsetintparam(GRBgetenv(model), GRB_INT_PAR_DUALREDUCTIONS, 1);
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LOG_THROW(error == 0, storm::exceptions::InvalidStateException, "Unable to set Gurobi parameter (" << GRBgeterrormsg(env) << ", error code " << error << ").");
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}
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return optimalityStatus == GRB_UNBOUNDED;
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}
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bool GurobiLpSolver::isOptimal() const {
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if (!this->currentModelHasBeenOptimized) {
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return false;
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}
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int optimalityStatus = 0;
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int error = GRBgetintattr(model, GRB_INT_ATTR_STATUS, &optimalityStatus);
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LOG_THROW(error == 0, storm::exceptions::InvalidStateException, "Unable to retrieve optimization status of Gurobi model (" << GRBgeterrormsg(env) << ", error code " << error << ").");
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return optimalityStatus == GRB_OPTIMAL;
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}
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double GurobiLpSolver::getContinuousValue(std::string const& name) const {
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if (!this->isOptimal()) {
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LOG_THROW(!this->isInfeasible(), storm::exceptions::InvalidAccessException, "Unable to get Gurobi solution from infeasible model (" << GRBgeterrormsg(env) << ").");
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LOG_THROW(!this->isUnbounded(), storm::exceptions::InvalidAccessException, "Unable to get Gurobi solution from unbounded model (" << GRBgeterrormsg(env) << ").");
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LOG_THROW(false, storm::exceptions::InvalidAccessException, "Unable to get Gurobi solution from unoptimized model (" << GRBgeterrormsg(env) << ").");
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}
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auto variableIndexPair = this->variableNameToIndexMap.find(name);
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LOG_THROW(variableIndexPair != this->variableNameToIndexMap.end(), storm::exceptions::InvalidAccessException, "Accessing value of unknown variable '" << name << "'.");
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double value = 0;
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int error = GRBgetdblattrelement(model, GRB_DBL_ATTR_X, variableIndexPair->second, &value);
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LOG_THROW(error == 0, storm::exceptions::InvalidStateException, "Unable to get Gurobi solution (" << GRBgeterrormsg(env) << ", error code " << error << ").");
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return value;
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}
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int_fast64_t GurobiLpSolver::getIntegerValue(std::string const& name) const {
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if (!this->isOptimal()) {
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LOG_THROW(!this->isInfeasible(), storm::exceptions::InvalidAccessException, "Unable to get Gurobi solution from infeasible model (" << GRBgeterrormsg(env) << ").");
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LOG_THROW(!this->isUnbounded(), storm::exceptions::InvalidAccessException, "Unable to get Gurobi solution from unbounded model (" << GRBgeterrormsg(env) << ").");
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LOG_THROW(false, storm::exceptions::InvalidAccessException, "Unable to get Gurobi solution from unoptimized model (" << GRBgeterrormsg(env) << ").");
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}
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auto variableIndexPair = this->variableNameToIndexMap.find(name);
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LOG_THROW(variableIndexPair != this->variableNameToIndexMap.end(), storm::exceptions::InvalidAccessException, "Accessing value of unknown variable '" << name << "'.");
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double value = 0;
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int error = GRBgetdblattrelement(model, GRB_DBL_ATTR_X, variableIndexPair->second, &value);
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LOG_THROW(error == 0, storm::exceptions::InvalidStateException, "Unable to get Gurobi solution (" << GRBgeterrormsg(env) << ", error code " << error << ").");
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LOG_THROW(std::abs(static_cast<int>(value) - value) <= storm::settings::gurobiSettings().getIntegerTolerance(), storm::exceptions::InvalidStateException, "Illegal value for integer variable in Gurobi solution (" << value << ").");
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return static_cast<int_fast64_t>(value);
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}
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bool GurobiLpSolver::getBinaryValue(std::string const& name) const {
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if (!this->isOptimal()) {
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LOG_THROW(!this->isInfeasible(), storm::exceptions::InvalidAccessException, "Unable to get Gurobi solution from infeasible model (" << GRBgeterrormsg(env) << ").");
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LOG_THROW(!this->isUnbounded(), storm::exceptions::InvalidAccessException, "Unable to get Gurobi solution from unbounded model (" << GRBgeterrormsg(env) << ").");
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LOG_THROW(false, storm::exceptions::InvalidAccessException, "Unable to get Gurobi solution from unoptimized model (" << GRBgeterrormsg(env) << ").");
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}
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auto variableIndexPair = this->variableNameToIndexMap.find(name);
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LOG_THROW(variableIndexPair != this->variableNameToIndexMap.end(), storm::exceptions::InvalidAccessException, "Accessing value of unknown variable '" << name << "'.");
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double value = 0;
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int error = GRBgetdblattrelement(model, GRB_DBL_ATTR_X, variableIndexPair->second, &value);
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LOG_THROW(error == 0, storm::exceptions::InvalidStateException, "Unable to get Gurobi solution (" << GRBgeterrormsg(env) << ", error code " << error << ").");
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if (value > 0.5) {
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LOG_THROW(std::abs(static_cast<int>(value) - 1) <= storm::settings::gurobiSettings().getIntegerTolerance(), storm::exceptions::InvalidStateException, "Illegal value for integer variable in Gurobi solution (" << value << ").");
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} else {
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LOG_THROW(value <= storm::settings::gurobiSettings().getIntegerTolerance(), storm::exceptions::InvalidStateException, "Illegal value for integer variable in Gurobi solution (" << value << ").");
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}
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return static_cast<bool>(value);
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}
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double GurobiLpSolver::getObjectiveValue() const {
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if (!this->isOptimal()) {
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LOG_THROW(!this->isInfeasible(), storm::exceptions::InvalidAccessException, "Unable to get Gurobi solution from infeasible model (" << GRBgeterrormsg(env) << ").");
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LOG_THROW(!this->isUnbounded(), storm::exceptions::InvalidAccessException, "Unable to get Gurobi solution from unbounded model (" << GRBgeterrormsg(env) << ").");
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LOG_THROW(false, storm::exceptions::InvalidAccessException, "Unable to get Gurobi solution from unoptimized model (" << GRBgeterrormsg(env) << ").");
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}
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double value = 0;
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int error = GRBgetdblattr(model, GRB_DBL_ATTR_OBJVAL, &value);
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LOG_THROW(error == 0, storm::exceptions::InvalidStateException, "Unable to get Gurobi solution (" << GRBgeterrormsg(env) << ", error code " << error << ").");
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return value;
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}
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void GurobiLpSolver::writeModelToFile(std::string const& filename) const {
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int error = GRBwrite(model, filename.c_str());
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if (error) {
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LOG4CPLUS_ERROR(logger, "Unable to write Gurobi model (" << GRBgeterrormsg(env) << ", error code " << error << ") to file.");
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throw storm::exceptions::InvalidStateException() << "Unable to write Gurobi model (" << GRBgeterrormsg(env) << ", error code " << error << ") to file.";
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}
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}
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}
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}
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#endif
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