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GLPK: added support for incremental solving

tempestpy_adaptions
Tim Quatmann 5 years ago
parent
83832c990a
commit
078eb86c48
3 changed files with 58 additions and 12 deletions
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  1. 62
      src/storm/solver/GlpkLpSolver.cpp
  2. 7
      src/storm/solver/GlpkLpSolver.h
  3. 1
      src/storm/solver/GurobiLpSolver.cpp

62
src/storm/solver/GlpkLpSolver.cpp
View File

@ -8,6 +8,7 @@
#include "storm/settings/SettingsManager.h"
#include "storm/utility/macros.h"
#include "storm/utility/constants.h"
#include "storm/utility/vector.h"
#include "storm/storage/expressions/Expression.h"
#include "storm/storage/expressions/ExpressionManager.h"
@ -65,35 +66,35 @@ namespace storm {
template<typename ValueType>
storm::expressions::Variable GlpkLpSolver<ValueType>::addBoundedContinuousVariable(std::string const& name, ValueType lowerBound, ValueType upperBound, ValueType objectiveFunctionCoefficient) {
storm::expressions::Variable newVariable = this->manager->declareRationalVariable(name);
storm::expressions::Variable newVariable = this->manager->declareOrGetVariable(name, this->manager->getRationalType());
this->addVariable(newVariable, GLP_CV, GLP_DB, lowerBound, upperBound, objectiveFunctionCoefficient);
return newVariable;
}
template<typename ValueType>
storm::expressions::Variable GlpkLpSolver<ValueType>::addLowerBoundedContinuousVariable(std::string const& name, ValueType lowerBound, ValueType objectiveFunctionCoefficient) {
storm::expressions::Variable newVariable = this->manager->declareRationalVariable(name);
storm::expressions::Variable newVariable = this->manager->declareOrGetVariable(name, this->manager->getRationalType());
this->addVariable(newVariable, GLP_CV, GLP_LO, lowerBound, 0, objectiveFunctionCoefficient);
return newVariable;
}
template<typename ValueType>
storm::expressions::Variable GlpkLpSolver<ValueType>::addUpperBoundedContinuousVariable(std::string const& name, ValueType upperBound, ValueType objectiveFunctionCoefficient) {
storm::expressions::Variable newVariable = this->manager->declareRationalVariable(name);
storm::expressions::Variable newVariable = this->manager->declareOrGetVariable(name, this->manager->getRationalType());
this->addVariable(newVariable, GLP_CV, GLP_UP, 0, upperBound, objectiveFunctionCoefficient);
return newVariable;
}
template<typename ValueType>
storm::expressions::Variable GlpkLpSolver<ValueType>::addUnboundedContinuousVariable(std::string const& name, ValueType objectiveFunctionCoefficient) {
storm::expressions::Variable newVariable = this->manager->declareRationalVariable(name);
storm::expressions::Variable newVariable = this->manager->declareOrGetVariable(name, this->manager->getRationalType());
this->addVariable(newVariable, GLP_CV, GLP_FR, 0, 0, objectiveFunctionCoefficient);
return newVariable;
}
template<typename ValueType>
storm::expressions::Variable GlpkLpSolver<ValueType>::addBoundedIntegerVariable(std::string const& name, ValueType lowerBound, ValueType upperBound, ValueType objectiveFunctionCoefficient) {
storm::expressions::Variable newVariable = this->manager->declareIntegerVariable(name);
storm::expressions::Variable newVariable = this->manager->declareOrGetVariable(name, this->manager->getIntegerType());
this->addVariable(newVariable, GLP_IV, GLP_DB, lowerBound, upperBound, objectiveFunctionCoefficient);
this->modelContainsIntegerVariables = true;
return newVariable;
@ -101,7 +102,7 @@ namespace storm {
template<typename ValueType>
storm::expressions::Variable GlpkLpSolver<ValueType>::addLowerBoundedIntegerVariable(std::string const& name, ValueType lowerBound, ValueType objectiveFunctionCoefficient) {
storm::expressions::Variable newVariable = this->manager->declareIntegerVariable(name);
storm::expressions::Variable newVariable = this->manager->declareOrGetVariable(name, this->manager->getIntegerType());
this->addVariable(newVariable, GLP_IV, GLP_LO, lowerBound, 0, objectiveFunctionCoefficient);
this->modelContainsIntegerVariables = true;
return newVariable;
@ -109,7 +110,7 @@ namespace storm {
template<typename ValueType>
storm::expressions::Variable GlpkLpSolver<ValueType>::addUpperBoundedIntegerVariable(std::string const& name, ValueType upperBound, ValueType objectiveFunctionCoefficient) {
storm::expressions::Variable newVariable = this->manager->declareIntegerVariable(name);
storm::expressions::Variable newVariable = this->manager->declareOrGetVariable(name, this->manager->getIntegerType());
this->addVariable(newVariable, GLP_IV, GLP_UP, 0, upperBound, objectiveFunctionCoefficient);
this->modelContainsIntegerVariables = true;
return newVariable;
@ -117,7 +118,7 @@ namespace storm {
template<typename ValueType>
storm::expressions::Variable GlpkLpSolver<ValueType>::addUnboundedIntegerVariable(std::string const& name, ValueType objectiveFunctionCoefficient) {
storm::expressions::Variable newVariable = this->manager->declareIntegerVariable(name);
storm::expressions::Variable newVariable = this->manager->declareOrGetVariable(name, this->manager->getIntegerType());
this->addVariable(newVariable, GLP_IV, GLP_FR, 0, 0, objectiveFunctionCoefficient);
this->modelContainsIntegerVariables = true;
return newVariable;
@ -125,7 +126,7 @@ namespace storm {
template<typename ValueType>
storm::expressions::Variable GlpkLpSolver<ValueType>::addBinaryVariable(std::string const& name, ValueType objectiveFunctionCoefficient) {
storm::expressions::Variable newVariable = this->manager->declareIntegerVariable(name);
storm::expressions::Variable newVariable = this->manager->declareOrGetVariable(name, this->manager->getIntegerType());
this->addVariable(newVariable, GLP_BV, GLP_FR, 0, 0, objectiveFunctionCoefficient);
this->modelContainsIntegerVariables = true;
return newVariable;
@ -133,6 +134,11 @@ namespace storm {
template<typename ValueType>
void GlpkLpSolver<ValueType>::addVariable(storm::expressions::Variable const& variable, int variableType, int boundType, ValueType lowerBound, ValueType upperBound, ValueType objectiveFunctionCoefficient) {
// Assert whether the variable does not exist yet.
// Due to incremental usage (push(), pop()), a variable might be declared in the manager but not in the lp model.
STORM_LOG_ASSERT(variableToIndexMap.count(variable) == 0, "Variable " << variable.getName() << " exists already in the model.");
// Check for valid variable type.
STORM_LOG_ASSERT(variableType == GLP_CV || variableType == GLP_IV || variableType == GLP_BV, "Illegal type '" << variableType << "' for glpk variable.");
@ -147,6 +153,9 @@ namespace storm {
glp_set_obj_coef(this->lp, nextVariableIndex, storm::utility::convertNumber<double>(objectiveFunctionCoefficient));
this->variableToIndexMap.emplace(variable, this->nextVariableIndex);
++this->nextVariableIndex;
if (!incrementalData.empty()) {
incrementalData.back().variables.push_back(variable);
}
}
template<typename ValueType>
@ -381,12 +390,43 @@ namespace storm {
template<typename ValueType>
void GlpkLpSolver<ValueType>::push() {
throw storm::exceptions::NotImplementedException() << "The glpk interface currently does not support push() operations. Select another LP solver.";
IncrementalLevel lvl;
lvl.firstConstraintIndex = nextConstraintIndex;
incrementalData.push_back(lvl);
}
template<typename ValueType>
void GlpkLpSolver<ValueType>::pop() {
throw storm::exceptions::NotImplementedException() << "The glpk interface currently does not support pop() operations. Select another LP solver.";
if (incrementalData.empty()) {
STORM_LOG_ERROR("Tried to pop from a solver without pushing before.");
} else {
IncrementalLevel const& lvl = incrementalData.back();
std::vector<int> indicesToBeRemoved = storm::utility::vector::buildVectorForRange(lvl.firstConstraintIndex, nextConstraintIndex);
glp_del_rows(this->lp, indicesToBeRemoved.size(), indicesToBeRemoved.data());
nextConstraintIndex = lvl.firstConstraintIndex;
indicesToBeRemoved.clear();
if (!lvl.variables.empty()) {
int firstIndex = -1;
bool first = true;
for (auto const& var : lvl.variables) {
if (first) {
auto it = variableToIndexMap.find(var);
firstIndex = it->second;
variableToIndexMap.erase(it);
first = false;
} else {
variableToIndexMap.erase(var);
}
}
std::vector<int> indicesToBeRemoved = storm::utility::vector::buildVectorForRange(firstIndex, nextVariableIndex);
glp_del_cols(this->lp, indicesToBeRemoved.size(), indicesToBeRemoved.data());
nextVariableIndex = firstIndex;
}
incrementalData.pop_back();
update();
}
}

7
src/storm/solver/GlpkLpSolver.h
View File

@ -132,6 +132,13 @@ namespace storm {
std::vector<int> rowIndices;
std::vector<int> columnIndices;
std::vector<double> coefficientValues;
struct IncrementalLevel {
std::vector<storm::expressions::Variable> variables;
int firstConstraintIndex;
};
std::vector<IncrementalLevel> incrementalData;
};
#else
// If glpk is not available, we provide a stub implementation that emits an error if any of its methods is called.

1
src/storm/solver/GurobiLpSolver.cpp
View File

@ -417,7 +417,6 @@ namespace storm {
if (incrementalData.empty()) {
STORM_LOG_ERROR("Tried to pop from a solver without pushing before.");
} else {
// TODO: check if we need to update before deleting
IncrementalLevel const& lvl = incrementalData.back();
std::vector<int> indicesToBeRemoved = storm::utility::vector::buildVectorForRange(lvl.firstConstraintIndex, nextConstraintIndex);

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