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