First version of LpMinMaxLinearEquationSolver

src/storm/solver/LpMinMaxLinearEquationSolver.cpp

@@ -0,0 +1,141 @@
+#include "storm/solver/LpMinMaxLinearEquationSolver.h"
+
+#include "storm/utility/vector.h"
+#include "storm/utility/macros.h"
+#include "storm/exceptions/InvalidSettingsException.h"
+#include "storm/exceptions/InvalidOperationException.h"
+#include "storm/exceptions/UnexpectedException.h"
+
+namespace storm {
+    namespace solver {
+        
+        template<typename ValueType>
+        LpMinMaxLinearEquationSolver<ValueType>::LpMinMaxLinearEquationSolver(storm::storage::SparseMatrix<ValueType> const& A, std::unique_ptr<LinearEquationSolverFactory<ValueType>>&& linearEquationSolverFactory, std::unique_ptr<storm::utility::solver::LpSolverFactory>&& lpSolverFactory) : StandardMinMaxLinearEquationSolver<ValueType>(A, std::move(linearEquationSolverFactory)), lpSolverFactory(std::move(lpSolverFactory)) {
+            // Intentionally left empty.
+        }
+        
+        template<typename ValueType>
+        LpMinMaxLinearEquationSolver<ValueType>::LpMinMaxLinearEquationSolver(storm::storage::SparseMatrix<ValueType>&& A, std::unique_ptr<LinearEquationSolverFactory<ValueType>>&& linearEquationSolverFactory, std::unique_ptr<storm::utility::solver::LpSolverFactory>&& lpSolverFactory) : StandardMinMaxLinearEquationSolver<ValueType>(std::move(A), std::move(linearEquationSolverFactory)), lpSolverFactory(std::move(lpSolverFactory)) {
+            // Intentionally left empty.
+        }
+        
+        template<typename ValueType>
+        bool LpMinMaxLinearEquationSolver<ValueType>::solveEquations(OptimizationDirection dir, std::vector<ValueType>& x, std::vector<ValueType> const& b) const {
+            
+            // Set up the LP solver
+            std::unique_ptr<storm::solver::LpSolver> solver = lpSolverFactory->create("MinMaxLinearEquationSolver");
+            solver->setOptimizationDirection(invert(dir));
+            
+            // Create a variable for each row group
+            std::vector<storm::expressions::Variable> variables;
+            variables.reserve(this->A.getRowGroupCount());
+            for (uint64_t rowGroup = 0; rowGroup < this->A.getRowGroupCount(); ++rowGroup) {
+                if (this->lowerBound) {
+                    if (this->upperBound) {
+                        variables.push_back(solver->addBoundedContinuousVariable("x" + std::to_string(rowGroup), storm::utility::convertNumber<double>(this->lowerBound.get()), storm::utility::convertNumber<double>(this->upperBound.get()), 1.0));
+                    } else {
+                        variables.push_back(solver->addLowerBoundedContinuousVariable("x" + std::to_string(rowGroup), storm::utility::convertNumber<double>(this->lowerBound.get()), 1.0));
+                    }
+                } else {
+                    if (this->upperBound) {
+                        variables.push_back(solver->addUpperBoundedContinuousVariable("x" + std::to_string(rowGroup), storm::utility::convertNumber<double>(this->upperBound.get()), 1.0));
+                    } else {
+                        variables.push_back(solver->addUnboundedContinuousVariable("x" + std::to_string(rowGroup), 1.0));
+                    }
+                }
+            }
+            solver->update();
+            
+            // Add a constraint for each row
+            for (uint64_t rowGroup = 0; rowGroup < this->A.getRowGroupCount(); ++rowGroup) {
+                for (uint64_t row = this->A.getRowGroupIndices()[rowGroup]; row < this->A.getRowGroupIndices()[rowGroup + 1]; ++row) {
+                    storm::expressions::Expression rowConstraint = solver->getConstant(storm::utility::convertNumber<double>(b[row]));
+                    for (auto const& entry : this->A.getRow(row)) {
+                        rowConstraint = rowConstraint + (solver->getConstant(storm::utility::convertNumber<double>(entry.getValue())) * variables[entry.getColumn()].getExpression());
+                    }
+                    if (minimize(dir)) {
+                        rowConstraint = variables[rowGroup].getExpression() <= rowConstraint;
+                    } else {
+                        rowConstraint = variables[rowGroup].getExpression() >= rowConstraint;
+                    }
+                    solver->addConstraint("row" + std::to_string(row), rowConstraint);
+                }
+            }
+            
+            // Invoke optimization
+            solver->optimize();
+            STORM_LOG_THROW(!solver->isInfeasible(), storm::exceptions::UnexpectedException, "The MinMax equation system is infeasible.");
+            STORM_LOG_THROW(!solver->isUnbounded(), storm::exceptions::UnexpectedException, "The MinMax equation system is unbounded.");
+            STORM_LOG_THROW(solver->isOptimal(), storm::exceptions::UnexpectedException, "Unable to find optimal solution for MinMax equation system.");
+            
+            // write the solution into the solution vector
+            STORM_LOG_ASSERT(x.size() == variables.size(), "Dimension of x-vector does not match number of varibales.");
+            auto xIt = x.begin();
+            auto vIt = variables.begin();
+            for (; xIt != x.end(); ++xIt, ++vIt) {
+                *xIt = storm::utility::convertNumber<ValueType>(solver->getContinuousValue(*vIt));
+            }
+            return true;
+        }
+       
+        template<typename ValueType>
+        void LpMinMaxLinearEquationSolver<ValueType>::clearCache() const {
+            StandardMinMaxLinearEquationSolver<ValueType>::clearCache();
+        }
+        
+        template<typename ValueType>
+        LpMinMaxLinearEquationSolverFactory<ValueType>::LpMinMaxLinearEquationSolverFactory(bool trackScheduler) : StandardMinMaxLinearEquationSolverFactory<ValueType>(MinMaxMethodSelection::LinearProgramming, trackScheduler), lpSolverFactory(std::make_unique<storm::utility::solver::LpSolverFactory>()) {
+            // Intentionally left empty
+        }
+        
+        template<typename ValueType>
+        LpMinMaxLinearEquationSolverFactory<ValueType>::LpMinMaxLinearEquationSolverFactory(std::unique_ptr<storm::utility::solver::LpSolverFactory>&& lpSolverFactory, bool trackScheduler) : StandardMinMaxLinearEquationSolverFactory<ValueType>(MinMaxMethodSelection::LinearProgramming, trackScheduler), lpSolverFactory(std::move(lpSolverFactory)) {
+            // Intentionally left empty
+        }
+       
+        template<typename ValueType>
+        LpMinMaxLinearEquationSolverFactory<ValueType>::LpMinMaxLinearEquationSolverFactory(std::unique_ptr<LinearEquationSolverFactory<ValueType>>&& linearEquationSolverFactory, std::unique_ptr<storm::utility::solver::LpSolverFactory>&& lpSolverFactory, bool trackScheduler) : StandardMinMaxLinearEquationSolverFactory<ValueType>(std::move(linearEquationSolverFactory), MinMaxMethodSelection::LinearProgramming, trackScheduler), lpSolverFactory(std::move(lpSolverFactory)) {
+            // Intentionally left empty
+        }
+        
+        template<typename ValueType>
+        std::unique_ptr<MinMaxLinearEquationSolver<ValueType>> LpMinMaxLinearEquationSolverFactory<ValueType>::create(storm::storage::SparseMatrix<ValueType> const& matrix) const {
+            STORM_LOG_ASSERT(this->linearEquationSolverFactory, "Linear equation solver factory not initialized.");
+            STORM_LOG_ASSERT(this->lpSolverFactory, "Lp solver factory not initialized.");
+            
+            std::unique_ptr<MinMaxLinearEquationSolver<ValueType>> result = std::make_unique<LpMinMaxLinearEquationSolver<ValueType>>(std::move(matrix), this->linearEquationSolverFactory->clone(), this->lpSolverFactory->clone());
+            result->setTrackScheduler(this->isTrackSchedulerSet());
+            return result;
+        }
+        
+        template<typename ValueType>
+        std::unique_ptr<MinMaxLinearEquationSolver<ValueType>> LpMinMaxLinearEquationSolverFactory<ValueType>::create(storm::storage::SparseMatrix<ValueType>&& matrix) const {
+            STORM_LOG_ASSERT(this->linearEquationSolverFactory, "Linear equation solver factory not initialized.");
+            STORM_LOG_ASSERT(this->lpSolverFactory, "Lp solver factory not initialized.");
+            
+            std::unique_ptr<MinMaxLinearEquationSolver<ValueType>> result = std::make_unique<LpMinMaxLinearEquationSolver<ValueType>>(std::move(matrix), this->linearEquationSolverFactory->clone(), this->lpSolverFactory->clone());
+            result->setTrackScheduler(this->isTrackSchedulerSet());
+            return result;
+        }
+        
+        template<typename ValueType>
+        void LpMinMaxLinearEquationSolverFactory<ValueType>::setMinMaxMethod(MinMaxMethodSelection const& newMethod) {
+            STORM_LOG_THROW(newMethod == MinMaxMethodSelection::LinearProgramming, storm::exceptions::InvalidOperationException, "The factory can only create linear programming based MinMax solvers.");
+            MinMaxLinearEquationSolverFactory<ValueType>::setMinMaxMethod(newMethod);
+        }
+        
+        template<typename ValueType>
+        void LpMinMaxLinearEquationSolverFactory<ValueType>::setMinMaxMethod(MinMaxMethod const& newMethod) {
+            STORM_LOG_THROW(newMethod == MinMaxMethod::LinearProgramming, storm::exceptions::InvalidOperationException, "The factory can only create linear programming based MinMax solvers.");
+            MinMaxLinearEquationSolverFactory<ValueType>::setMinMaxMethod(newMethod);
+        }
+        
+        template class LpMinMaxLinearEquationSolver<double>;
+        template class LpMinMaxLinearEquationSolverFactory<double>;
+        
+#ifdef STORM_HAVE_CARL
+        template class LpMinMaxLinearEquationSolver<storm::RationalNumber>;
+        template class LpMinMaxLinearEquationSolverFactory<storm::RationalNumber>;
+#endif
+    }
+}

src/storm/solver/LpMinMaxLinearEquationSolver.h

@@ -0,0 +1,41 @@
+#pragma once
+
+#include "storm/solver/LpSolver.h"
+#include "storm/solver/StandardMinMaxLinearEquationSolver.h"
+#include "storm/utility/solver.h"
+
+namespace storm {
+    namespace solver {
+        
+        template<typename ValueType>
+        class LpMinMaxLinearEquationSolver : public StandardMinMaxLinearEquationSolver<ValueType> {
+        public:
+            LpMinMaxLinearEquationSolver(storm::storage::SparseMatrix<ValueType> const& A, std::unique_ptr<LinearEquationSolverFactory<ValueType>>&& linearEquationSolverFactory, std::unique_ptr<storm::utility::solver::LpSolverFactory>&& lpSolverFactory);
+            LpMinMaxLinearEquationSolver(storm::storage::SparseMatrix<ValueType>&& A, std::unique_ptr<LinearEquationSolverFactory<ValueType>>&& linearEquationSolverFactory, std::unique_ptr<storm::utility::solver::LpSolverFactory>&& lpSolverFactory);
+            
+            virtual bool solveEquations(OptimizationDirection dir, std::vector<ValueType>& x, std::vector<ValueType> const& b) const override;
+
+            virtual void clearCache() const override;
+
+        private:
+            std::unique_ptr<storm::utility::solver::LpSolverFactory> lpSolverFactory;
+        };
+        
+                template<typename ValueType>
+        class LpMinMaxLinearEquationSolverFactory : public StandardMinMaxLinearEquationSolverFactory<ValueType> {
+        public:
+            LpMinMaxLinearEquationSolverFactory(bool trackScheduler = false);
+            LpMinMaxLinearEquationSolverFactory(std::unique_ptr<storm::utility::solver::LpSolverFactory>&& lpSolverFactory, bool trackScheduler = false);
+            LpMinMaxLinearEquationSolverFactory(std::unique_ptr<LinearEquationSolverFactory<ValueType>>&& linearEquationSolverFactory, std::unique_ptr<storm::utility::solver::LpSolverFactory>&& lpSolverFactory, bool trackScheduler = false);
+            
+            virtual std::unique_ptr<MinMaxLinearEquationSolver<ValueType>> create(storm::storage::SparseMatrix<ValueType> const& matrix) const override;
+            virtual std::unique_ptr<MinMaxLinearEquationSolver<ValueType>> create(storm::storage::SparseMatrix<ValueType>&& matrix) const override;
+            
+            virtual void setMinMaxMethod(MinMaxMethodSelection const& newMethod) override;
+            virtual void setMinMaxMethod(MinMaxMethod const& newMethod) override;
+            
+        private:
+            std::unique_ptr<storm::utility::solver::LpSolverFactory> lpSolverFactory;
+        };
+    }
+}

src/storm/utility/solver.cpp

@@ -46,18 +46,34 @@ namespace storm {
                 return LpSolverFactory::create(name, storm::solver::LpSolverTypeSelection::FROMSETTINGS);
             }
             
+            std::unique_ptr<LpSolverFactory> LpSolverFactory::clone() const {
+                return std::make_unique<LpSolverFactory>(*this);
+            }
+  
             std::unique_ptr<storm::solver::LpSolver> GlpkLpSolverFactory::create(std::string const& name) const {
                 return LpSolverFactory::create(name, storm::solver::LpSolverTypeSelection::Glpk);
             }
             
+            std::unique_ptr<LpSolverFactory> GlpkLpSolverFactory::clone() const {
+                return std::make_unique<GlpkLpSolverFactory>(*this);
+            }
+            
             std::unique_ptr<storm::solver::LpSolver> GurobiLpSolverFactory::create(std::string const& name) const {
                 return LpSolverFactory::create(name, storm::solver::LpSolverTypeSelection::Gurobi);
             }
-            
+     
+            std::unique_ptr<LpSolverFactory> GurobiLpSolverFactory::clone() const {
+                return std::make_unique<GurobiLpSolverFactory>(*this);
+            }
+    
             std::unique_ptr<storm::solver::LpSolver> Z3LpSolverFactory::create(std::string const& name) const {
                 return LpSolverFactory::create(name, storm::solver::LpSolverTypeSelection::Z3);
             }
             
+            std::unique_ptr<LpSolverFactory> Z3LpSolverFactory::clone() const {
+                return std::make_unique<Z3LpSolverFactory>(*this);
+            }
+    
             std::unique_ptr<storm::solver::LpSolver> getLpSolver(std::string const& name, storm::solver::LpSolverTypeSelection solvType) {
                 std::unique_ptr<storm::utility::solver::LpSolverFactory> factory(new LpSolverFactory());
                 return factory->create(name, solvType);

src/storm/utility/solver.h

@@ -70,21 +70,27 @@ namespace storm {
                  */
                 virtual std::unique_ptr<storm::solver::LpSolver> create(std::string const& name) const;
                 virtual std::unique_ptr<storm::solver::LpSolver> create(std::string const& name, storm::solver::LpSolverTypeSelection solvType) const;
+                
+                virtual std::unique_ptr<LpSolverFactory> clone() const;
+
             };
             
             class GlpkLpSolverFactory : public LpSolverFactory {
             public:
                 virtual std::unique_ptr<storm::solver::LpSolver> create(std::string const& name) const override;
+                virtual std::unique_ptr<LpSolverFactory> clone() const override;
             };
             
             class GurobiLpSolverFactory : public LpSolverFactory {
             public:
                 virtual std::unique_ptr<storm::solver::LpSolver> create(std::string const& name) const override;
+                virtual std::unique_ptr<LpSolverFactory> clone() const override;
             };
 
             class Z3LpSolverFactory : public LpSolverFactory {
             public:
                 virtual std::unique_ptr<storm::solver::LpSolver> create(std::string const& name) const override;
+                virtual std::unique_ptr<LpSolverFactory> clone() const override;
             };
             
             std::unique_ptr<storm::solver::LpSolver> getLpSolver(std::string const& name, storm::solver::LpSolverTypeSelection solvType = storm::solver::LpSolverTypeSelection::FROMSETTINGS) ;