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DeterministicSchedsLpChecker: Started to treat End Components properly.

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TimQu 7 years ago
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621aae1c4c
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0eda4b4041
2 changed files with 195 additions and 17 deletions
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  1. 209
      src/storm/modelchecker/multiobjective/deterministicScheds/DeterministicSchedsLpChecker.cpp
  2. 3
      src/storm/modelchecker/multiobjective/deterministicScheds/DeterministicSchedsLpChecker.h

209
src/storm/modelchecker/multiobjective/deterministicScheds/DeterministicSchedsLpChecker.cpp
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@ -5,14 +5,16 @@
#include "storm/models/sparse/MarkovAutomaton.h"
#include "storm/models/sparse/Mdp.h"
#include "storm/models/sparse/StandardRewardModel.h"
#include "storm/utility/solver.h"
#include "storm/utility/graph.h"
#include "storm/storage/SparseMatrix.h"
#include "storm/settings/SettingsManager.h"
#include "storm/settings/modules/MultiObjectiveSettings.h"
#include "storm/storage/SparseMatrix.h"
#include "storm/storage/MaximalEndComponentDecomposition.h"
#include "storm/utility/graph.h"
#include "storm/utility/solver.h"
#include "storm/exceptions/InvalidOperationException.h"
#include <set>
#include <storm/exceptions/UnexpectedException.h>
namespace storm {
namespace modelchecker {
@ -161,6 +163,127 @@ namespace storm {
return {foundPoints, infeasableAreas};
}
template <typename ValueType>
std::map<storm::storage::BitVector, storm::storage::BitVector> getSubEndComponents(storm::storage::SparseMatrix<ValueType> const& mecTransitions) {
auto backwardTransitions = mecTransitions.transpose(true);
auto const& groups = mecTransitions.getRowGroupIndices();
std::map<storm::storage::BitVector, storm::storage::BitVector> unprocessed, processed;
storm::storage::BitVector allStates(mecTransitions.getRowGroupCount());
storm::storage::BitVector allChoices(mecTransitions.getRowCount());
unprocessed[allStates] = allChoices;
while (!unprocessed.empty()) {
auto currentIt = unprocessed.begin();
storm::storage::BitVector currentStates = currentIt->first;
storm::storage::BitVector currentChoices = currentIt->second;
unprocessed.erase(currentIt);
bool hasSubEc = false;
for (auto const& removedState : currentStates) {
storm::storage::BitVector subset = currentStates;
subset.set(removedState, false);
storm::storage::MaximalEndComponentDecomposition<ValueType> subMecs(mecTransitions, backwardTransitions, subset);
for (auto const& subMec : subMecs) {
hasSubEc = true;
// Convert to bitvector
storm::storage::BitVector newEcStates(currentStates.size(), false), newEcChoices(currentChoices.size(), false);
for (auto const& stateChoices : subMec) {
newEcStates.set(stateChoices.first, true);
for (auto const& choice : stateChoices.second) {
newEcChoices.set(choice, true);
}
}
if (processed.count(newEcStates) == 0) {
unprocessed.emplace(std::move(newEcStates), std::move(newEcChoices));
}
}
}
processed.emplace(std::move(currentStates), std::move(currentChoices));
}
return processed;
}
template <typename ModelType, typename GeometryValueType>
std::vector<std::vector<storm::expressions::Variable>> DeterministicSchedsLpChecker<ModelType, GeometryValueType>::createEcVariables(std::vector<storm::expressions::Expression> const& choiceVars) {
auto one = lpModel->getConstant(storm::utility::one<ValueType>());
std::vector<std::vector<storm::expressions::Variable>> result(model.getNumberOfStates());
storm::storage::MaximalEndComponentDecomposition<ValueType> mecs(model);
uint64_t ecCounter = 0;
for (auto const& mec : mecs) {
// Create a submatrix for the current mec as well as a mapping to map back to the original states.
std::vector<uint64_t> toGlobalStateIndexMapping;
std::vector<uint64_t> toGlobalChoiceIndexMapping;
storm::storage::BitVector mecStatesAsBitVector(model.getNumberOfStates(), false);
storm::storage::BitVector mecChoicesAsBitVector(model.getNumberOfChoices(), false);
for (auto const& stateChoices : mec) {
mecStatesAsBitVector.set(stateChoices.first, true);
toGlobalStateIndexMapping.push_back(stateChoices.first);
for (auto const& choice : stateChoices.second) {
mecChoicesAsBitVector.set(choice, true);
toGlobalChoiceIndexMapping.push_back(choice);
}
}
storm::storage::SparseMatrix<ValueType> mecTransitions = model.getTransitionMatrix().getSubmatrix(false, mecChoicesAsBitVector, mecStatesAsBitVector);
// Create a variable for each subEC and add it for the corresponding states.
// Also assert that not every state takes an ec choice.
auto const& subEcs = getSubEndComponents(mecTransitions);
for (auto const& subEc : subEcs) {
// get the choices of the current EC with some non-zero value (i.e. reward).
storm::storage::BitVector subEcChoicesWithValueZero = subEc.second;
for (auto const& localSubEcChoiceIndex : subEc.second) {
uint64_t subEcChoice = toGlobalChoiceIndexMapping[localSubEcChoiceIndex];
for (auto const& objHelper : objectiveHelper) {
if (objHelper.getChoiceValueOffsets().count(subEcChoice) > 0) {
STORM_LOG_ASSERT(!storm::utility::isZero(objHelper.getChoiceValueOffsets().at(subEcChoice)), "Expectet non-zero choice-value offset.");
subEcChoicesWithValueZero.set(localSubEcChoiceIndex, false);
break;
}
}
}
// Check whether each state has at least one zero-valued choice
bool zeroValueSubEc = true;
for (auto const& state : subEc.first) {
if (subEcChoicesWithValueZero.getNextSetIndex(mecTransitions.getRowGroupIndices()[state]) >= mecTransitions.getRowGroupIndices()[state + 1]) {
zeroValueSubEc = false;
break;
}
}
if (zeroValueSubEc) {
// Create a variable that is one iff upon entering this subEC no more choice value is collected.
auto ecVar = lpModel->addBoundedIntegerVariable("ec" + std::to_string(ecCounter++), storm::utility::zero<ValueType>(), storm::utility::one<ValueType>());
// assign this variable to every state in the ec
for (auto const& localSubEcStateIndex : subEc.first) {
uint64_t subEcState = toGlobalStateIndexMapping[localSubEcStateIndex];
result[subEcState].push_back(ecVar);
}
// Create the sum over all choice vars that induce zero choice value
std::vector<storm::expressions::Expression> ecChoiceVars;
uint64_t numSubEcStatesWithMultipleChoices = subEc.first.getNumberOfSetBits();
for (auto const& localSubEcChoiceIndex : subEcChoicesWithValueZero) {
uint64_t subEcChoice = toGlobalChoiceIndexMapping[localSubEcChoiceIndex];
if (choiceVars[subEcChoice].isInitialized()) {
ecChoiceVars.push_back(choiceVars[subEcChoice]);
} else {
// If there is no choiceVariable, it means that this corresponds to a state with just one choice.
assert(numSubEcStatesWithMultipleChoices > 0);
--numSubEcStatesWithMultipleChoices;
}
}
// Assert that the ecVar is one iff the sum over the zero-value-choice variables equals the number of states in this ec
lpModel->addConstraint("", ecVar >= one + storm::expressions::sum(ecChoiceVars) - lpModel->getConstant(storm::utility::convertNumber<ValueType>(numSubEcStatesWithMultipleChoices)));
}
}
}
STORM_LOG_TRACE("Found " << ecCounter << " End components.");
return result;
}
template <typename ModelType, typename GeometryValueType>
void DeterministicSchedsLpChecker<ModelType, GeometryValueType>::initializeLpModel(Environment const& env) {
STORM_LOG_INFO("Initializing LP model with " << model.getNumberOfStates() << " states.");
@ -175,8 +298,8 @@ namespace storm {
auto zero = lpModel->getConstant(storm::utility::zero<ValueType>());
auto one = lpModel->getConstant(storm::utility::one<ValueType>());
// Create choice variables and assert that at least one choice is taken at each state.
auto const& groups = model.getTransitionMatrix().getRowGroupIndices();
// Create choice variables.
std::vector<storm::expressions::Expression> choiceVars;
choiceVars.reserve(model.getNumberOfChoices());
for (uint64_t state = 0; state < numStates; ++state) {
@ -192,7 +315,7 @@ namespace storm {
localChoices.push_back(lpModel->addBoundedIntegerVariable("c" + std::to_string(state) + "_" + std::to_string(choice), 0, 1).getExpression());
choiceVars.push_back(localChoices.back());
}
storm::expressions::Expression localChoicesSum = storm::expressions::sum(localChoices).reduceNesting();
storm::expressions::Expression localChoicesSum = storm::expressions::sum(localChoices);
if (choiceVarReduction()) {
lpModel->addConstraint("", localChoicesSum <= one);
choiceVars.push_back(one - localChoicesSum);
@ -202,6 +325,18 @@ namespace storm {
}
}
// Create ec Variables and assert for each sub-ec that not all choice variables stay there
auto ecVars = createEcVariables(choiceVars);
bool hasEndComponents = false;
for (auto const& stateEcVars : ecVars) {
if (!stateEcVars.empty()) {
hasEndComponents = true;
break;
}
}
// ECs are not supported with choiceVarReduction.
STORM_LOG_THROW(!hasEndComponents || !choiceVarReduction(), storm::exceptions::InvalidOperationException, "Choice var reduction is not supported with end components.");
if (inOutEncoding()) {
storm::storage::BitVector bottomStates(model.getNumberOfStates(), true);
for (auto const& helper : objectiveHelper) {
@ -239,19 +374,33 @@ namespace storm {
// create choiceValue variables and assert deterministic ones.
std::vector<storm::expressions::Expression> choiceValVars(model.getNumberOfChoices());
for (auto const& state : nonBottomStates) {
for (uint64_t globalChoice = model.getTransitionMatrix().getRowGroupIndices()[state]; globalChoice < model.getTransitionMatrix().getRowGroupIndices()[state + 1]; ++globalChoice) {
for (uint64_t globalChoice = groups[state]; globalChoice < groups[state + 1]; ++globalChoice) {
choiceValVars[globalChoice] = lpModel->addBoundedContinuousVariable("y" + std::to_string(globalChoice), storm::utility::zero<ValueType>(), visitingTimesUpperBounds[state]).getExpression();
if (model.getNumberOfChoices(state) > 1) {;
lpModel->addConstraint("", choiceValVars[globalChoice] <= lpModel->getConstant(visitingTimesUpperBounds[state]) * choiceVars[globalChoice]);
}
}
}
// create EC 'slack' variables for states that lie in an ec
std::vector<storm::expressions::Expression> ecValVars(model.getNumberOfStates());
if (hasEndComponents) {
for (auto const& state : nonBottomStates) {
if (!ecVars[state].empty()) {
ecValVars[state] = lpModel->addBoundedContinuousVariable("z" + std::to_string(state), storm::utility::zero<ValueType>(), visitingTimesUpperBounds[state]).getExpression();
std::vector<storm::expressions::Expression> ecValueSum;
for (auto const& ecVar : ecVars[state]) {
ecValueSum.push_back(lpModel->getConstant(visitingTimesUpperBounds[state]) * ecVar.getExpression());
}
lpModel->addConstraint("", ecValVars[state] <= storm::expressions::sum(ecValueSum));
}
}
}
// Get 'in' and 'out' expressions
std::vector<storm::expressions::Expression> bottomStatesIn;
std::vector<std::vector<storm::expressions::Expression>> ins(numStates), outs(numStates);
ins[initialState].push_back(one);
for (auto const& state : nonBottomStates) {
for (uint64_t globalChoice = model.getTransitionMatrix().getRowGroupIndices()[state]; globalChoice < model.getTransitionMatrix().getRowGroupIndices()[state + 1]; ++globalChoice) {
for (uint64_t globalChoice = groups[state]; globalChoice < groups[state + 1]; ++globalChoice) {
for (auto const& transition : model.getTransitionMatrix().getRow(globalChoice)) {
uint64_t successor = transition.getColumn();
storm::expressions::Expression exp = lpModel->getConstant(transition.getValue()) * choiceValVars[globalChoice];
@ -263,6 +412,9 @@ namespace storm {
}
outs[state].push_back(choiceValVars[globalChoice]);
}
if (ecValVars[state].isInitialized()) {
outs[state].push_back(ecValVars[state]);
}
}
// Assert 'in == out' at each state
@ -274,13 +426,12 @@ namespace storm {
lpModel->addConstraint("", storm::expressions::sum(bottomStatesIn) == one);
}
// create initial state results for each objective
for (uint64_t objIndex = 0; objIndex < objectiveHelper.size(); ++objIndex) {
auto choiceValueOffsets = objectiveHelper[objIndex].getChoiceValueOffsets();
std::vector<storm::expressions::Expression> objValue;
for (auto const& state : nonBottomStates) {
for (uint64_t globalChoice = model.getTransitionMatrix().getRowGroupIndices()[state]; globalChoice < model.getTransitionMatrix().getRowGroupIndices()[state + 1]; ++globalChoice) {
for (uint64_t globalChoice = groups[state]; globalChoice < groups[state + 1]; ++globalChoice) {
auto choiceValueIt = choiceValueOffsets.find(globalChoice);
if (choiceValueIt != choiceValueOffsets.end()) {
assert(!storm::utility::isZero(choiceValueIt->second));
@ -297,8 +448,9 @@ namespace storm {
// 'classic' backward encoding.
for (uint64_t objIndex = 0; objIndex < objectiveHelper.size(); ++objIndex) {
auto const& schedulerIndependentStates = objectiveHelper[objIndex].getSchedulerIndependentStateValues();
// Create state variables
// Create state variables and store variables of ecs which contain a state with a scheduler independent value
std::vector<storm::expressions::Expression> stateVars;
std::set<storm::expressions::Variable> ecVarsWithValue;
stateVars.reserve(numStates);
for (uint64_t state = 0; state < numStates; ++state) {
auto valIt = schedulerIndependentStates.find(state);
@ -309,10 +461,15 @@ namespace storm {
stateVars.push_back(lpModel->addBoundedContinuousVariable("x" + std::to_string(objIndex) + "_" + std::to_string(state), objectiveHelper[objIndex].getLowerValueBoundAtState(env, state), objectiveHelper[objIndex].getUpperValueBoundAtState(env, state)).getExpression());
}
} else {
ValueType value = valIt->second;
if (objectiveHelper[objIndex].minimizing() && isMinNegativeEncoding()) {
stateVars.push_back(lpModel->getConstant(-valIt->second));
} else {
stateVars.push_back(lpModel->getConstant(valIt->second));
value = -value;
}
stateVars.push_back(lpModel->getConstant(value));
if (hasEndComponents) {
for (auto const& ecVar : ecVars[state]) {
ecVarsWithValue.insert(ecVar);
}
}
}
if (state == initialState) {
@ -328,7 +485,7 @@ namespace storm {
}
storm::expressions::Expression stateValue;
uint64_t numChoices = model.getNumberOfChoices(state);
uint64_t choiceOffset = model.getTransitionMatrix().getRowGroupIndices()[state];
uint64_t choiceOffset = groups[state];
storm::expressions::Expression upperValueBoundAtState = lpModel->getConstant(objectiveHelper[objIndex].getUpperValueBoundAtState(env, state));
for (uint64_t choice = 0; choice < numChoices; ++choice) {
storm::expressions::Expression choiceValue;
@ -352,7 +509,7 @@ namespace storm {
if (numChoices == 1) {
stateValue = choiceValue;
} else {
uint64_t globalChoiceIndex = model.getTransitionMatrix().getRowGroupIndices()[state] + choice;
uint64_t globalChoiceIndex = groups[state] + choice;
if (isMaxDiffEncoding()) {
storm::expressions::Expression maxDiff = upperValueBoundAtState * (one - choiceVars[globalChoiceIndex]);
if (objectiveHelper[objIndex].minimizing()) {
@ -387,6 +544,7 @@ namespace storm {
}
}
}
stateValue.simplify().reduceNesting();
if (objectiveHelper[objIndex].minimizing()) {
if (isMinNegativeEncoding()) {
lpModel->addConstraint("", stateVars[state] <= stateValue + (lpModel->getConstant(storm::utility::convertNumber<ValueType>(numChoices - 1)) * upperValueBoundAtState));
@ -396,6 +554,23 @@ namespace storm {
} else {
lpModel->addConstraint("", stateVars[state] <= stateValue);
}
if (numChoices > 1) {
for (auto const& ecVar : ecVars[state]) {
if (ecVarsWithValue.count(ecVar) == 0) {
// if this ec is taken, make sure to assign a value of zero
if (objectiveHelper[objIndex].minimizing()) {
// TODO: these are optional
if (isMinNegativeEncoding()) {
lpModel->addConstraint("", stateVars[state] >= (ecVar.getExpression() - one) * objectiveHelper[objIndex].getUpperValueBoundAtState(env, state));
} else {
lpModel->addConstraint("", stateVars[state] <= (one - ecVar.getExpression()) * objectiveHelper[objIndex].getUpperValueBoundAtState(env, state));
}
} else {
lpModel->addConstraint("", stateVars[state] <= (one - ecVar.getExpression()) * objectiveHelper[objIndex].getUpperValueBoundAtState(env, state));
}
}
}
}
}
}
}

3
src/storm/modelchecker/multiobjective/deterministicScheds/DeterministicSchedsLpChecker.h
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@ -46,7 +46,10 @@ namespace storm {
std::pair<std::vector<Point>, std::vector<Polytope>> check(storm::Environment const& env, storm::storage::geometry::PolytopeTree<GeometryValueType>& polytopeTree, GeometryValueType const& eps);
private:
std::vector<std::vector<storm::expressions::Variable>> createEcVariables(std::vector<storm::expressions::Expression> const& choiceVars);
void initializeLpModel(Environment const& env);
void checkRecursive(storm::storage::geometry::PolytopeTree<GeometryValueType>& polytopeTree, GeometryValueType const& eps, std::vector<Point>& foundPoints, std::vector<Polytope>& infeasableAreas, uint64_t const& depth);

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