You can not select more than 25 topics
Topics must start with a letter or number, can include dashes ('-') and can be up to 35 characters long.
352 lines
20 KiB
352 lines
20 KiB
#include "src/solver/GlpkLpSolver.h"
|
|
|
|
#ifdef STORM_HAVE_GLPK
|
|
|
|
#include <iostream>
|
|
|
|
#include "src/storage/expressions/LinearCoefficientVisitor.h"
|
|
|
|
#include "src/settings/SettingsManager.h"
|
|
#include "src/utility/macros.h"
|
|
#include "src/storage/expressions/Expression.h"
|
|
#include "src/storage/expressions/ExpressionManager.h"
|
|
|
|
#include "src/exceptions/InvalidAccessException.h"
|
|
#include "src/exceptions/InvalidStateException.h"
|
|
#include "src/exceptions/InvalidArgumentException.h"
|
|
|
|
#include "src/settings/modules/DebugSettings.h"
|
|
#include "src/settings/modules/GlpkSettings.h"
|
|
namespace storm {
|
|
namespace solver {
|
|
GlpkLpSolver::GlpkLpSolver(std::string const& name, OptimizationDirection const& optDir) : LpSolver(optDir), lp(nullptr), variableToIndexMap(), nextVariableIndex(1), nextConstraintIndex(1), modelContainsIntegerVariables(false), isInfeasibleFlag(false), isUnboundedFlag(false), rowIndices(), columnIndices(), coefficientValues() {
|
|
// Create the LP problem for glpk.
|
|
lp = glp_create_prob();
|
|
|
|
// Set its name and model sense.
|
|
glp_set_prob_name(lp, name.c_str());
|
|
|
|
// Set whether the glpk output shall be printed to the command line.
|
|
glp_term_out(storm::settings::debugSettings().isDebugSet() || storm::settings::glpkSettings().isOutputSet() ? GLP_ON : GLP_OFF);
|
|
|
|
// Because glpk uses 1-based indexing (wtf!?), we need to put dummy elements into the matrix vectors.
|
|
rowIndices.push_back(0);
|
|
columnIndices.push_back(0);
|
|
coefficientValues.push_back(0);
|
|
}
|
|
|
|
GlpkLpSolver::GlpkLpSolver(std::string const& name) : GlpkLpSolver(name, OptimizationDirection::Minimize) {
|
|
// Intentionally left empty.
|
|
}
|
|
|
|
GlpkLpSolver::GlpkLpSolver() : GlpkLpSolver("", OptimizationDirection::Minimize) {
|
|
// Intentionally left empty.
|
|
}
|
|
|
|
GlpkLpSolver::GlpkLpSolver(OptimizationDirection const& optDir) : GlpkLpSolver("", optDir) {
|
|
// Intentionally left empty.
|
|
}
|
|
|
|
GlpkLpSolver::~GlpkLpSolver() {
|
|
// Dispose of all objects allocated dynamically by glpk.
|
|
glp_delete_prob(this->lp);
|
|
glp_free_env();
|
|
}
|
|
|
|
storm::expressions::Variable GlpkLpSolver::addBoundedContinuousVariable(std::string const& name, double lowerBound, double upperBound, double objectiveFunctionCoefficient) {
|
|
storm::expressions::Variable newVariable = manager->declareRationalVariable(name);
|
|
this->addVariable(newVariable, GLP_CV, GLP_DB, lowerBound, upperBound, objectiveFunctionCoefficient);
|
|
return newVariable;
|
|
}
|
|
|
|
storm::expressions::Variable GlpkLpSolver::addLowerBoundedContinuousVariable(std::string const& name, double lowerBound, double objectiveFunctionCoefficient) {
|
|
storm::expressions::Variable newVariable = manager->declareRationalVariable(name);
|
|
this->addVariable(newVariable, GLP_CV, GLP_LO, lowerBound, 0, objectiveFunctionCoefficient);
|
|
return newVariable;
|
|
}
|
|
|
|
storm::expressions::Variable GlpkLpSolver::addUpperBoundedContinuousVariable(std::string const& name, double upperBound, double objectiveFunctionCoefficient) {
|
|
storm::expressions::Variable newVariable = manager->declareRationalVariable(name);
|
|
this->addVariable(newVariable, GLP_CV, GLP_UP, 0, upperBound, objectiveFunctionCoefficient);
|
|
return newVariable;
|
|
}
|
|
|
|
storm::expressions::Variable GlpkLpSolver::addUnboundedContinuousVariable(std::string const& name, double objectiveFunctionCoefficient) {
|
|
storm::expressions::Variable newVariable = manager->declareRationalVariable(name);
|
|
this->addVariable(newVariable, GLP_CV, GLP_FR, 0, 0, objectiveFunctionCoefficient);
|
|
return newVariable;
|
|
}
|
|
|
|
storm::expressions::Variable GlpkLpSolver::addBoundedIntegerVariable(std::string const& name, double lowerBound, double upperBound, double objectiveFunctionCoefficient) {
|
|
storm::expressions::Variable newVariable = manager->declareIntegerVariable(name);
|
|
this->addVariable(newVariable, GLP_IV, GLP_DB, lowerBound, upperBound, objectiveFunctionCoefficient);
|
|
this->modelContainsIntegerVariables = true;
|
|
return newVariable;
|
|
}
|
|
|
|
storm::expressions::Variable GlpkLpSolver::addLowerBoundedIntegerVariable(std::string const& name, double lowerBound, double objectiveFunctionCoefficient) {
|
|
storm::expressions::Variable newVariable = manager->declareIntegerVariable(name);
|
|
this->addVariable(newVariable, GLP_IV, GLP_LO, lowerBound, 0, objectiveFunctionCoefficient);
|
|
this->modelContainsIntegerVariables = true;
|
|
return newVariable;
|
|
}
|
|
|
|
storm::expressions::Variable GlpkLpSolver::addUpperBoundedIntegerVariable(std::string const& name, double upperBound, double objectiveFunctionCoefficient) {
|
|
storm::expressions::Variable newVariable = manager->declareIntegerVariable(name);
|
|
this->addVariable(newVariable, GLP_IV, GLP_UP, 0, upperBound, objectiveFunctionCoefficient);
|
|
this->modelContainsIntegerVariables = true;
|
|
return newVariable;
|
|
}
|
|
|
|
storm::expressions::Variable GlpkLpSolver::addUnboundedIntegerVariable(std::string const& name, double objectiveFunctionCoefficient) {
|
|
storm::expressions::Variable newVariable = manager->declareIntegerVariable(name);
|
|
this->addVariable(newVariable, GLP_IV, GLP_FR, 0, 0, objectiveFunctionCoefficient);
|
|
this->modelContainsIntegerVariables = true;
|
|
return newVariable;
|
|
}
|
|
|
|
storm::expressions::Variable GlpkLpSolver::addBinaryVariable(std::string const& name, double objectiveFunctionCoefficient) {
|
|
storm::expressions::Variable newVariable = manager->declareIntegerVariable(name);
|
|
this->addVariable(newVariable, GLP_BV, GLP_FR, 0, 0, objectiveFunctionCoefficient);
|
|
this->modelContainsIntegerVariables = true;
|
|
return newVariable;
|
|
}
|
|
|
|
void GlpkLpSolver::addVariable(storm::expressions::Variable const& variable, int variableType, int boundType, double lowerBound, double upperBound, double objectiveFunctionCoefficient) {
|
|
// Check for valid variable type.
|
|
STORM_LOG_ASSERT(variableType == GLP_CV || variableType == GLP_IV || variableType == GLP_BV, "Illegal type '" << variableType << "' for glpk variable.");
|
|
|
|
// Check for valid bound type.
|
|
STORM_LOG_ASSERT(boundType == GLP_FR || boundType == GLP_UP || boundType == GLP_LO || boundType == GLP_DB, "Illegal bound type for variable '" << variable.getName() << "'.");
|
|
|
|
// Finally, create the actual variable.
|
|
glp_add_cols(this->lp, 1);
|
|
glp_set_col_name(this->lp, nextVariableIndex, variable.getName().c_str());
|
|
glp_set_col_bnds(lp, nextVariableIndex, boundType, lowerBound, upperBound);
|
|
glp_set_col_kind(this->lp, nextVariableIndex, variableType);
|
|
glp_set_obj_coef(this->lp, nextVariableIndex, objectiveFunctionCoefficient);
|
|
this->variableToIndexMap.emplace(variable, this->nextVariableIndex);
|
|
++this->nextVariableIndex;
|
|
}
|
|
|
|
void GlpkLpSolver::update() const {
|
|
// Intentionally left empty.
|
|
}
|
|
|
|
void GlpkLpSolver::addConstraint(std::string const& name, storm::expressions::Expression const& constraint) {
|
|
// Add the row that will represent this constraint.
|
|
glp_add_rows(this->lp, 1);
|
|
glp_set_row_name(this->lp, nextConstraintIndex, name.c_str());
|
|
|
|
STORM_LOG_THROW(constraint.getManager() == this->getManager(), storm::exceptions::InvalidArgumentException, "Constraint was not built over the proper variables.");
|
|
STORM_LOG_THROW(constraint.isRelationalExpression(), storm::exceptions::InvalidArgumentException, "Illegal constraint is not a relational expression.");
|
|
STORM_LOG_THROW(constraint.getOperator() != storm::expressions::OperatorType::NotEqual, storm::exceptions::InvalidArgumentException, "Illegal constraint uses inequality operator.");
|
|
|
|
storm::expressions::LinearCoefficientVisitor::VariableCoefficients leftCoefficients = storm::expressions::LinearCoefficientVisitor().getLinearCoefficients(constraint.getOperand(0));
|
|
storm::expressions::LinearCoefficientVisitor::VariableCoefficients rightCoefficients = storm::expressions::LinearCoefficientVisitor().getLinearCoefficients(constraint.getOperand(1));
|
|
leftCoefficients.separateVariablesFromConstantPart(rightCoefficients);
|
|
|
|
// Now we need to transform the coefficients to the vector representation.
|
|
std::vector<int> variables;
|
|
std::vector<double> coefficients;
|
|
for (auto const& variableCoefficientPair : leftCoefficients) {
|
|
auto variableIndexPair = this->variableToIndexMap.find(variableCoefficientPair.first);
|
|
variables.push_back(variableIndexPair->second);
|
|
coefficients.push_back(leftCoefficients.getCoefficient(variableIndexPair->first));
|
|
}
|
|
|
|
// Determine the type of the constraint and add it properly.
|
|
switch (constraint.getOperator()) {
|
|
case storm::expressions::OperatorType::Less:
|
|
glp_set_row_bnds(this->lp, nextConstraintIndex, GLP_UP, 0, rightCoefficients.getConstantPart() - storm::settings::glpkSettings().getIntegerTolerance());
|
|
break;
|
|
case storm::expressions::OperatorType::LessOrEqual:
|
|
glp_set_row_bnds(this->lp, nextConstraintIndex, GLP_UP, 0, rightCoefficients.getConstantPart());
|
|
break;
|
|
case storm::expressions::OperatorType::Greater:
|
|
glp_set_row_bnds(this->lp, nextConstraintIndex, GLP_LO, rightCoefficients.getConstantPart() + storm::settings::glpkSettings().getIntegerTolerance(), 0);
|
|
break;
|
|
case storm::expressions::OperatorType::GreaterOrEqual:
|
|
glp_set_row_bnds(this->lp, nextConstraintIndex, GLP_LO, rightCoefficients.getConstantPart(), 0);
|
|
break;
|
|
case storm::expressions::OperatorType::Equal:
|
|
glp_set_row_bnds(this->lp, nextConstraintIndex, GLP_FX, rightCoefficients.getConstantPart(), rightCoefficients.getConstantPart());
|
|
break;
|
|
default:
|
|
STORM_LOG_ASSERT(false, "Illegal operator in LP solver constraint.");
|
|
}
|
|
|
|
// Record the variables and coefficients in the coefficient matrix.
|
|
rowIndices.insert(rowIndices.end(), variables.size(), nextConstraintIndex);
|
|
columnIndices.insert(columnIndices.end(), variables.begin(), variables.end());
|
|
coefficientValues.insert(coefficientValues.end(), coefficients.begin(), coefficients.end());
|
|
|
|
++nextConstraintIndex;
|
|
this->currentModelHasBeenOptimized = false;
|
|
}
|
|
|
|
void GlpkLpSolver::optimize() const {
|
|
// First, reset the flags.
|
|
this->isInfeasibleFlag = false;
|
|
this->isUnboundedFlag = false;
|
|
|
|
// Start by setting the model sense.
|
|
glp_set_obj_dir(this->lp, this->getOptimizationDirection() == OptimizationDirection::Minimize ? GLP_MIN : GLP_MAX);
|
|
|
|
glp_load_matrix(this->lp, rowIndices.size() - 1, rowIndices.data(), columnIndices.data(), coefficientValues.data());
|
|
|
|
int error = 0;
|
|
if (this->modelContainsIntegerVariables) {
|
|
glp_iocp* parameters = new glp_iocp();
|
|
glp_init_iocp(parameters);
|
|
parameters->presolve = GLP_ON;
|
|
parameters->tol_int = storm::settings::glpkSettings().getIntegerTolerance();
|
|
error = glp_intopt(this->lp, parameters);
|
|
delete parameters;
|
|
|
|
// In case the error is caused by an infeasible problem, we do not want to view this as an error and
|
|
// reset the error code.
|
|
if (error == GLP_ENOPFS) {
|
|
this->isInfeasibleFlag = true;
|
|
error = 0;
|
|
} else if (error == GLP_ENODFS) {
|
|
this->isUnboundedFlag = true;
|
|
error = 0;
|
|
} else if (error == GLP_EBOUND) {
|
|
throw storm::exceptions::InvalidStateException() << "The bounds of some variables are illegal. Note that glpk only accepts integer bounds for integer variables.";
|
|
}
|
|
} else {
|
|
error = glp_simplex(this->lp, nullptr);
|
|
}
|
|
|
|
STORM_LOG_THROW(error == 0, storm::exceptions::InvalidStateException, "Unable to optimize glpk model (" << error << ").");
|
|
this->currentModelHasBeenOptimized = true;
|
|
}
|
|
|
|
bool GlpkLpSolver::isInfeasible() const {
|
|
if (!this->currentModelHasBeenOptimized) {
|
|
throw storm::exceptions::InvalidStateException() << "Illegal call to GlpkLpSolver::isInfeasible: model has not been optimized.";
|
|
}
|
|
|
|
if (this->modelContainsIntegerVariables) {
|
|
return isInfeasibleFlag;
|
|
} else {
|
|
return glp_get_status(this->lp) == GLP_INFEAS || glp_get_status(this->lp) == GLP_NOFEAS;
|
|
}
|
|
}
|
|
|
|
bool GlpkLpSolver::isUnbounded() const {
|
|
if (!this->currentModelHasBeenOptimized) {
|
|
throw storm::exceptions::InvalidStateException() << "Illegal call to GlpkLpSolver::isUnbounded: model has not been optimized.";
|
|
}
|
|
|
|
if (this->modelContainsIntegerVariables) {
|
|
return isUnboundedFlag;
|
|
} else {
|
|
return glp_get_status(this->lp) == GLP_UNBND;
|
|
}
|
|
}
|
|
|
|
bool GlpkLpSolver::isOptimal() const {
|
|
if (!this->currentModelHasBeenOptimized) {
|
|
return false;
|
|
}
|
|
|
|
int status = 0;
|
|
if (this->modelContainsIntegerVariables) {
|
|
status = glp_mip_status(this->lp);
|
|
} else {
|
|
status = glp_get_status(this->lp);
|
|
}
|
|
return status == GLP_OPT;
|
|
}
|
|
|
|
double GlpkLpSolver::getContinuousValue(storm::expressions::Variable const& variable) const {
|
|
if (!this->isOptimal()) {
|
|
STORM_LOG_THROW(!this->isInfeasible(), storm::exceptions::InvalidAccessException, "Unable to get glpk solution from infeasible model.");
|
|
STORM_LOG_THROW(!this->isUnbounded(), storm::exceptions::InvalidAccessException, "Unable to get glpk solution from unbounded model.");
|
|
STORM_LOG_THROW(false, storm::exceptions::InvalidAccessException, "Unable to get glpk solution from unoptimized model.");
|
|
}
|
|
|
|
auto variableIndexPair = this->variableToIndexMap.find(variable);
|
|
STORM_LOG_THROW(variableIndexPair != this->variableToIndexMap.end(), storm::exceptions::InvalidAccessException, "Accessing value of unknown variable '" << variable.getName() << "'.");
|
|
|
|
double value = 0;
|
|
if (this->modelContainsIntegerVariables) {
|
|
value = glp_mip_col_val(this->lp, static_cast<int>(variableIndexPair->second));
|
|
} else {
|
|
value = glp_get_col_prim(this->lp, static_cast<int>(variableIndexPair->second));
|
|
}
|
|
return value;
|
|
}
|
|
|
|
int_fast64_t GlpkLpSolver::getIntegerValue(storm::expressions::Variable const& variable) const {
|
|
if (!this->isOptimal()) {
|
|
STORM_LOG_THROW(!this->isInfeasible(), storm::exceptions::InvalidAccessException, "Unable to get glpk solution from infeasible model.");
|
|
STORM_LOG_THROW(!this->isUnbounded(), storm::exceptions::InvalidAccessException, "Unable to get glpk solution from unbounded model.");
|
|
STORM_LOG_THROW(false, storm::exceptions::InvalidAccessException, "Unable to get glpk solution from unoptimized model.");
|
|
}
|
|
|
|
auto variableIndexPair = this->variableToIndexMap.find(variable);
|
|
STORM_LOG_THROW(variableIndexPair != this->variableToIndexMap.end(), storm::exceptions::InvalidAccessException, "Accessing value of unknown variable '" << variable.getName() << "'.");
|
|
|
|
double value = 0;
|
|
if (this->modelContainsIntegerVariables) {
|
|
value = glp_mip_col_val(this->lp, static_cast<int>(variableIndexPair->second));
|
|
} else {
|
|
value = glp_get_col_prim(this->lp, static_cast<int>(variableIndexPair->second));
|
|
}
|
|
|
|
// Now check the desired precision was actually achieved.
|
|
STORM_LOG_THROW(std::abs(static_cast<int>(value) - value) <= storm::settings::glpkSettings().getIntegerTolerance(), storm::exceptions::InvalidStateException, "Illegal value for integer variable in glpk solution (" << value << ").");
|
|
|
|
return static_cast<int_fast64_t>(value);
|
|
}
|
|
|
|
bool GlpkLpSolver::getBinaryValue(storm::expressions::Variable const& variable) const {
|
|
if (!this->isOptimal()) {
|
|
STORM_LOG_THROW(!this->isInfeasible(), storm::exceptions::InvalidAccessException, "Unable to get glpk solution from infeasible model.");
|
|
STORM_LOG_THROW(!this->isUnbounded(), storm::exceptions::InvalidAccessException, "Unable to get glpk solution from unbounded model.");
|
|
STORM_LOG_THROW(false, storm::exceptions::InvalidAccessException, "Unable to get glpk solution from unoptimized model.");
|
|
}
|
|
|
|
auto variableIndexPair = this->variableToIndexMap.find(variable);
|
|
STORM_LOG_THROW(variableIndexPair != this->variableToIndexMap.end(), storm::exceptions::InvalidAccessException, "Accessing value of unknown variable '" << variable.getName() << "'.");
|
|
|
|
double value = 0;
|
|
if (this->modelContainsIntegerVariables) {
|
|
value = glp_mip_col_val(this->lp, static_cast<int>(variableIndexPair->second));
|
|
} else {
|
|
value = glp_get_col_prim(this->lp, static_cast<int>(variableIndexPair->second));
|
|
}
|
|
|
|
STORM_LOG_THROW(std::abs(static_cast<int>(value) - value) <= storm::settings::glpkSettings().getIntegerTolerance(), storm::exceptions::InvalidStateException, "Illegal value for binary variable in glpk solution (" << value << ").");
|
|
|
|
return static_cast<bool>(value);
|
|
}
|
|
|
|
double GlpkLpSolver::getObjectiveValue() const {
|
|
if (!this->isOptimal()) {
|
|
STORM_LOG_THROW(!this->isInfeasible(), storm::exceptions::InvalidAccessException, "Unable to get glpk solution from infeasible model.");
|
|
STORM_LOG_THROW(!this->isUnbounded(), storm::exceptions::InvalidAccessException, "Unable to get glpk solution from unbounded model.");
|
|
STORM_LOG_THROW(false, storm::exceptions::InvalidAccessException, "Unable to get glpk solution from unoptimized model.");
|
|
}
|
|
|
|
double value = 0;
|
|
if (this->modelContainsIntegerVariables) {
|
|
value = glp_mip_obj_val(this->lp);
|
|
} else {
|
|
value = glp_get_obj_val(this->lp);
|
|
}
|
|
|
|
return value;
|
|
}
|
|
|
|
void GlpkLpSolver::writeModelToFile(std::string const& filename) const {
|
|
glp_load_matrix(this->lp, rowIndices.size() - 1, rowIndices.data(), columnIndices.data(), coefficientValues.data());
|
|
glp_write_lp(this->lp, 0, filename.c_str());
|
|
}
|
|
}
|
|
}
|
|
|
|
#endif
|