Tim Quatmann
6 years ago
2 changed files with 301 additions and 204 deletions
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222src/storm/solver/IterativeMinMaxLinearEquationSolver.cpp
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279src/storm/solver/helper/OptimisticValueIterationHelper.h
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#pragma once |
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#include <vector> |
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#include <boost/optional.hpp> |
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#include "storm/solver/OptimizationDirection.h" |
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#include "storm/solver/SolverStatus.h" |
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#include "storm/utility/vector.h" |
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#include "storm/utility/ProgressMeasurement.h" |
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#include "storm/storage/BitVector.h" |
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#include "storm/environment/solver/MinMaxSolverEnvironment.h" |
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#include "storm/environment/solver/OviSolverEnvironment.h" |
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#include "storm/utility/macros.h" |
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namespace storm { |
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namespace solver { |
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namespace helper { |
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namespace oviinternal { |
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template<typename ValueType> |
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ValueType computeMaxAbsDiff(std::vector<ValueType> const& allOldValues, std::vector<ValueType> const& allNewValues, storm::storage::BitVector const& relevantValues) { |
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ValueType result = storm::utility::zero<ValueType>(); |
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for (auto value : relevantValues) { |
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result = storm::utility::max<ValueType>(result, storm::utility::abs<ValueType>(allNewValues[value] - allOldValues[value])); |
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} |
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return result; |
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} |
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template<typename ValueType> |
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ValueType computeMaxAbsDiff(std::vector<ValueType> const& allOldValues, std::vector<ValueType> const& allNewValues) { |
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ValueType result = storm::utility::zero<ValueType>(); |
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for (uint64_t i = 0; i < allOldValues.size(); ++i) { |
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result = storm::utility::max<ValueType>(result, storm::utility::abs<ValueType>(allNewValues[i] - allOldValues[i])); |
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} |
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return result; |
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} |
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template<typename ValueType> |
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ValueType computeMaxRelDiff(std::vector<ValueType> const& allOldValues, std::vector<ValueType> const& allNewValues, storm::storage::BitVector const& relevantValues) { |
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ValueType result = storm::utility::zero<ValueType>(); |
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for (auto const& i : relevantValues) { |
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STORM_LOG_ASSERT(!storm::utility::isZero(allNewValues[i]) || storm::utility::isZero(allOldValues[i]), "Unexpected entry in iteration vector."); |
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if (!storm::utility::isZero(allNewValues[i])) { |
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result = storm::utility::max<ValueType>(result, storm::utility::abs<ValueType>(allNewValues[i] - allOldValues[i]) / allNewValues[i]); |
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} |
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} |
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return result; |
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} |
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template<typename ValueType> |
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ValueType computeMaxRelDiff(std::vector<ValueType> const& allOldValues, std::vector<ValueType> const& allNewValues) { |
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ValueType result = storm::utility::zero<ValueType>(); |
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for (uint64_t i = 0; i < allOldValues.size(); ++i) { |
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STORM_LOG_ASSERT(!storm::utility::isZero(allNewValues[i]) || storm::utility::isZero(allOldValues[i]), "Unexpected entry in iteration vector."); |
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if (!storm::utility::isZero(allNewValues[i])) { |
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result = storm::utility::max<ValueType>(result, storm::utility::abs<ValueType>(allNewValues[i] - allOldValues[i]) / allNewValues[i]); |
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} |
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} |
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return result; |
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} |
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template<typename ValueType> |
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ValueType updateIterationPrecision(storm::Environment const& env, std::vector<ValueType> const& currentX, std::vector<ValueType> const& newX, bool const& relative, boost::optional<storm::storage::BitVector> const& relevantValues) { |
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auto factor = storm::utility::convertNumber<ValueType>(env.solver().ovi().getPrecisionUpdateFactor()); |
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bool useRelevant = relevantValues.is_initialized() && env.solver().ovi().useRelevantValuesForPrecisionUpdate(); |
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if (relative) { |
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return (useRelevant ? computeMaxRelDiff(newX, currentX, relevantValues.get()) : computeMaxRelDiff(newX, currentX)) * factor; |
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} else { |
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return (useRelevant ? computeMaxAbsDiff(newX, currentX, relevantValues.get()) : computeMaxAbsDiff(newX, currentX)) * factor; |
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} |
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} |
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template<typename ValueType> |
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void guessUpperBoundRelative(std::vector<ValueType> const& x, std::vector<ValueType> &target, ValueType const& relativeBoundGuessingScaler) { |
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storm::utility::vector::applyPointwise<ValueType, ValueType>(x, target, [&relativeBoundGuessingScaler] (ValueType const& argument) -> ValueType { return argument * relativeBoundGuessingScaler; }); |
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} |
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template<typename ValueType> |
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void guessUpperBoundAbsolute(std::vector<ValueType> const& x, std::vector<ValueType> &target, ValueType const& precision) { |
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storm::utility::vector::applyPointwise<ValueType, ValueType>(x, target, [&precision] (ValueType const& argument) -> ValueType { return argument + precision; }); |
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} |
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} |
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/*! |
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* Performs Optimistic value iteration. |
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* See https://arxiv.org/abs/1910.01100 for more information on this algorithm |
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* |
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* @tparam ValueType |
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* @tparam ValueType |
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* @param env |
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* @param lowerX Needs to be some arbitrary lower bound on the actual values initially |
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* @param upperX Does not need to be an upper bound initially |
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* @param auxVector auxiliary storage |
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* @param valueIterationCallback Function that should perform standard value iteration on the input vector |
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* @param singleIterationCallback Function that should perform a single value iteration step on the input vector e.g. ( x' = min/max(A*x + b)) |
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* @param relevantValues If given, we only check the precision at the states with the given indices. |
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* @return The status upon termination as well as the number of iterations Also, the maximum (relative/absolute) difference between lowerX and upperX will be 2*epsilon |
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* with precision parameters as given by the environment env. |
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*/ |
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template<typename ValueType, typename ValueIterationCallback, typename SingleIterationCallback> |
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std::pair<SolverStatus, uint64_t> solveEquationsOptimisticValueIteration(Environment const& env, std::vector<ValueType>* lowerX, std::vector<ValueType>* upperX, std::vector<ValueType>* auxVector, ValueIterationCallback const& valueIterationCallback, SingleIterationCallback const& singleIterationCallback, boost::optional<storm::storage::BitVector> relevantValues = boost::none) { |
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STORM_LOG_ASSERT(lowerX->size() == upperX->size(), "Dimension missmatch."); |
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STORM_LOG_ASSERT(lowerX->size() == auxVector->size(), "Dimension missmatch."); |
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// As we will shuffle pointers around, let's store the original positions here. |
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std::vector<ValueType>* initLowerX = lowerX; |
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std::vector<ValueType>* initUpperX = upperX; |
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std::vector<ValueType>* initAux = auxVector; |
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uint64_t overallIterations = 0; |
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uint64_t lastValueIterationIterations = 0; |
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uint64_t currentVerificationIterations = 0; |
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uint64_t valueIterationInvocations = 0; |
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// Get some parameters for the algorithm |
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// 2 |
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ValueType two = storm::utility::convertNumber<ValueType>(2.0); |
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// Relative errors |
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bool relative = env.solver().minMax().getRelativeTerminationCriterion(); |
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// Goal precision |
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ValueType precision = storm::utility::convertNumber<ValueType>(env.solver().minMax().getPrecision()); |
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// Desired max difference between upperX and lowerX |
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ValueType doublePrecision = precision * two; |
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// Upper bound only iterations |
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uint64_t upperBoundOnlyIterations = env.solver().ovi().getUpperBoundOnlyIterations(); |
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// Maximum number of iterations done overall |
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uint64_t maxOverallIterations = env.solver().minMax().getMaximalNumberOfIterations(); |
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ValueType relativeBoundGuessingScaler = (storm::utility::one<ValueType>() + storm::utility::convertNumber<ValueType>(env.solver().ovi().getUpperBoundGuessingFactor()) * precision); |
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// Initial precision for the value iteration calls |
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ValueType iterationPrecision = precision; |
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SolverStatus status = SolverStatus::InProgress; |
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while (status == SolverStatus::InProgress && overallIterations < maxOverallIterations) { |
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// Perform value iteration until convergence |
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++valueIterationInvocations; |
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auto result = valueIterationCallback(lowerX, auxVector, iterationPrecision, relative, overallIterations, maxOverallIterations); |
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lastValueIterationIterations = result.iterations; |
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overallIterations += result.iterations; |
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if (result.status != SolverStatus::Converged) { |
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status = result.status; |
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} else { |
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bool intervalIterationNeeded = false; |
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currentVerificationIterations = 0; |
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if (relative) { |
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oviinternal::guessUpperBoundRelative(*lowerX, *upperX, relativeBoundGuessingScaler); |
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} else { |
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oviinternal::guessUpperBoundAbsolute(*lowerX, *upperX, precision); |
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} |
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bool cancelGuess = false; |
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while (status == SolverStatus::InProgress && overallIterations < maxOverallIterations) { |
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++overallIterations; |
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++currentVerificationIterations; |
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// Perform value iteration stepwise for lower bound and guessed upper bound |
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// Upper bound iteration |
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singleIterationCallback(upperX, auxVector, overallIterations); |
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// At this point, auxVector contains the old values for the upper bound whereas upperX contains the new ones. |
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// Compare the new upper bound candidate with the old one |
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bool newUpperBoundAlwaysHigherEqual = true; |
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bool newUpperBoundAlwaysLowerEqual = true; |
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for (uint64_t i = 0; i < upperX->size(); ++i) { |
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if ((*auxVector)[i] > (*upperX)[i]) { |
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newUpperBoundAlwaysHigherEqual = false; |
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} else if ((*auxVector)[i] != (*upperX)[i]) { |
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newUpperBoundAlwaysLowerEqual = false; |
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} |
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} |
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if (newUpperBoundAlwaysHigherEqual & !newUpperBoundAlwaysLowerEqual) { |
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// All values moved up or stayed the same (but are not the same) |
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// That means the guess for an upper bound is actually a lower bound |
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iterationPrecision = oviinternal::updateIterationPrecision(env, *auxVector, *upperX, relative, relevantValues); |
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// We assume to have a single fixed point. We can thus safely set the new lower bound, to the wrongly guessed upper bound |
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// Set lowerX to the upper bound candidate |
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std::swap(lowerX, upperX); |
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break; |
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} else if (newUpperBoundAlwaysLowerEqual) { |
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// All values moved down or stayed the same and we have a maximum difference of twice the requested precision |
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// We can safely use twice the requested precision, as we calculate the center of both vectors |
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bool reachedPrecision; |
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if (relevantValues) { |
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reachedPrecision = storm::utility::vector::equalModuloPrecision(*lowerX, *upperX, relevantValues.get(), doublePrecision, relative); |
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} else { |
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reachedPrecision = storm::utility::vector::equalModuloPrecision(*lowerX, *upperX, doublePrecision, relative); |
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} |
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if (reachedPrecision) { |
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status = SolverStatus::Converged; |
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break; |
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} else { |
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// From now on, we keep updating both bounds |
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intervalIterationNeeded = true; |
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} |
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} |
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// At this point, the old upper bounds (auxVector) are not needed anymore. |
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// Check whether we tried this guess for too long |
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ValueType scaledIterationCount = storm::utility::convertNumber<ValueType>(currentVerificationIterations) * storm::utility::convertNumber<ValueType>(env.solver().ovi().getMaxVerificationIterationFactor()); |
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if (!intervalIterationNeeded && scaledIterationCount >= storm::utility::convertNumber<ValueType>(lastValueIterationIterations)) { |
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cancelGuess = true; |
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// In this case we will make one more iteration on the lower bound (mainly to obtain a new iterationPrecision) |
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} |
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// Lower bound iteration (only if needed) |
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if (cancelGuess || intervalIterationNeeded || currentVerificationIterations > upperBoundOnlyIterations) { |
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singleIterationCallback(lowerX, auxVector, overallIterations); |
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// At this point, auxVector contains the old values for the lower bound whereas lowerX contains the new ones. |
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// Check whether the upper and lower bounds have crossed, i.e., the upper bound is smaller than the lower bound. |
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bool valuesCrossed = false; |
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for (uint64_t i = 0; i < lowerX->size(); ++i) { |
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if ((*upperX)[i] < (*lowerX)[i]) { |
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valuesCrossed = true; |
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break; |
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} |
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} |
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if (cancelGuess || valuesCrossed) { |
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// A new guess is needed. |
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iterationPrecision = oviinternal::updateIterationPrecision(env, *auxVector, *lowerX, relative, relevantValues); |
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break; |
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} |
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} |
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} |
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} |
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} |
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// Swap the results into the output vectors. |
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if (initLowerX == lowerX) { |
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// lowerX is already at the correct position. We still have to care for upperX |
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if (initUpperX != upperX) { |
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// UpperX is not at the correct position. It has to be at the auxVector |
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assert(initAux == upperX); |
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std::swap(*initUpperX, *initAux); |
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} |
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} else if (initUpperX == upperX) { |
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// UpperX is already at the correct position. |
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// We already know that lowerX is at the wrong position. It has to be at the auxVector |
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assert(initAux == lowerX); |
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std::swap(*initLowerX, *initAux); |
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} else if (initAux == auxVector) { |
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// We know that upperX and lowerX are swapped. |
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assert(initLowerX == upperX); |
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assert(initUpperX == lowerX); |
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std::swap(*initUpperX, *initLowerX); |
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} else { |
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// Now we know that all vectors are at the wrong position. There are only two possibilities left |
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if (initLowerX == upperX) { |
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assert(initUpperX == auxVector); |
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assert(initAux == lowerX); |
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std::swap(*initLowerX, *initAux); |
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std::swap(*initUpperX, *initAux); |
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} else { |
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assert(initLowerX == auxVector); |
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assert(initUpperX == lowerX); |
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assert (initAux == upperX); |
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std::swap(*initUpperX, *initAux); |
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std::swap(*initLowerX, *initAux); |
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} |
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} |
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if (overallIterations > maxOverallIterations) { |
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status = SolverStatus::MaximalIterationsExceeded; |
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} |
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return {status, overallIterations}; |
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} |
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} |
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} |
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} |
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