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GlpkLpSolver: Added a command line option to enable MILP presolving.

tempestpy_adaptions
Tim Quatmann 5 years ago
parent
03a77f9c6a
commit
8719dd8f71
3 changed files with 64 additions and 35 deletions
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  1. 6
      src/storm/settings/modules/GlpkSettings.cpp
  2. 6
      src/storm/settings/modules/GlpkSettings.h
  3. 87
      src/storm/solver/GlpkLpSolver.cpp

6
src/storm/settings/modules/GlpkSettings.cpp
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@ -15,9 +15,11 @@ namespace storm {
const std::string GlpkSettings::moduleName = "glpk";
const std::string GlpkSettings::integerToleranceOption = "inttol";
const std::string GlpkSettings::outputOptionName = "output";
const std::string GlpkSettings::milpPresolverOptionName = "milppresolver";
GlpkSettings::GlpkSettings() : ModuleSettings(moduleName) {
this->addOption(storm::settings::OptionBuilder(moduleName, outputOptionName, true, "If set, the glpk output will be printed to the command line.").setIsAdvanced().build());
this->addOption(storm::settings::OptionBuilder(moduleName, milpPresolverOptionName, true, "Enables glpk's built-in MILP presolver.").setIsAdvanced().build());
this->addOption(storm::settings::OptionBuilder(moduleName, integerToleranceOption, true, "Sets glpk's precision for integer variables.").setIsAdvanced().addArgument(storm::settings::ArgumentBuilder::createDoubleArgument("value", "The precision to achieve.").setDefaultValueDouble(1e-06).addValidatorDouble(ArgumentValidatorFactory::createDoubleRangeValidatorExcluding(0.0, 1.0)).build()).build());
}
@ -25,6 +27,10 @@ namespace storm {
return this->getOption(outputOptionName).getHasOptionBeenSet();
}
bool GlpkSettings::isMILPPresolverEnabled() const {
return this->getOption(milpPresolverOptionName).getHasOptionBeenSet();
}
bool GlpkSettings::isIntegerToleranceSet() const {
return this->getOption(integerToleranceOption).getHasOptionBeenSet();
}

6
src/storm/settings/modules/GlpkSettings.h
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@ -24,6 +24,11 @@ namespace storm {
*/
bool isOutputSet() const;
/*!
* Retrieves whether the MILP Presolver should be used.
*/
bool isMILPPresolverEnabled() const;
/*!
* Retrieves whether the integer tolerance has been set.
*
@ -47,6 +52,7 @@ namespace storm {
// Define the string names of the options as constants.
static const std::string integerToleranceOption;
static const std::string outputOptionName;
static const std::string milpPresolverOptionName;
};
} // namespace modules

87
src/storm/solver/GlpkLpSolver.cpp
View File

@ -250,38 +250,58 @@ namespace storm {
if (this->modelContainsIntegerVariables) {
glp_iocp* parameters = new glp_iocp();
glp_init_iocp(parameters);
parameters->presolve = GLP_ON;
parameters->tol_int = storm::settings::getModule<storm::settings::modules::GlpkSettings>().getIntegerTolerance();
// Check whether we allow sub-optimal solutions via a non-zero MIP gap.
// parameters->mip_gap = this->maxMILPGap; (only works for relative values. Also, we need to obtain the actual gap anyway.
std::pair<double, bool> mipgap(this->maxMILPGap, this->maxMILPGapRelative);
if (!storm::utility::isZero(this->maxMILPGap)) {
parameters->cb_func = &callback;
parameters->cb_info = &mipgap;
this->isInfeasibleFlag = false;
if (storm::settings::getModule<storm::settings::modules::GlpkSettings>().isMILPPresolverEnabled()) {
parameters->presolve = GLP_ON;
} else {
// Without presolving, we solve the relaxed model first. This is required because
// glp_intopt requires that either presolving is enabled or an optimal initial basis is provided.
error = glp_simplex(this->lp, nullptr);
STORM_LOG_THROW(error == 0, storm::exceptions::InvalidStateException, "Unable to optimize relaxed glpk model (" << error << ").");
// If the relaxed model is already not feasible, we don't have to solve the actual model.
if (glp_get_status(this->lp) == GLP_INFEAS || glp_get_status(this->lp) == GLP_NOFEAS) {
this->isInfeasibleFlag = true;
}
// If the relaxed model is unbounded, there could still be no feasible integer solution.
// However, since we can not provide an optimal initial basis, we will need to enable presolving
if (glp_get_status(this->lp) == GLP_UNBND) {
parameters->presolve = GLP_ON;
} else {
parameters->presolve = GLP_OFF;
}
}
// Invoke mip solving
error = glp_intopt(this->lp, parameters);
int status = glp_mip_status(this->lp);
delete parameters;
// mipgap.first has been set to the achieved mipgap (either within the callback function or because it has been set to this->maxMILPGap)
this->actualRelativeMILPGap = mipgap.first;
// In case the error is caused by an infeasible problem, we do not want to view this as an error and
// reset the error code.
if (error == GLP_ENOPFS || status == GLP_NOFEAS) {
this->isInfeasibleFlag = true;
error = 0;
} else if (error == GLP_ENODFS) {
this->isUnboundedFlag = true;
error = 0;
} else if (error == GLP_ESTOP) {
// Early termination due to achieved MIP Gap. That's fine.
error = 0;
} else if (error == GLP_EBOUND) {
throw storm::exceptions::InvalidStateException() << "The bounds of some variables are illegal. Note that glpk only accepts integer bounds for integer variables.";
if (!this->isInfeasibleFlag) {
// Check whether we allow sub-optimal solutions via a non-zero MIP gap.
// parameters->mip_gap = this->maxMILPGap; (only works for relative values. Also, we need to obtain the actual gap anyway.
std::pair<double, bool> mipgap(this->maxMILPGap, this->maxMILPGapRelative);
if (!storm::utility::isZero(this->maxMILPGap)) {
parameters->cb_func = &callback;
parameters->cb_info = &mipgap;
}
// Invoke mip solving
error = glp_intopt(this->lp, parameters);
int status = glp_mip_status(this->lp);
delete parameters;
// mipgap.first has been set to the achieved mipgap (either within the callback function or because it has been set to this->maxMILPGap)
this->actualRelativeMILPGap = mipgap.first;
// In case the error is caused by an infeasible problem, we do not want to view this as an error and
// reset the error code.
if (error == GLP_ENOPFS || status == GLP_NOFEAS) {
this->isInfeasibleFlag = true;
error = 0;
} else if (error == GLP_ENODFS) {
this->isUnboundedFlag = true;
error = 0;
} else if (error == GLP_ESTOP) {
// Early termination due to achieved MIP Gap. That's fine.
error = 0;
} else if (error == GLP_EBOUND) {
throw storm::exceptions::InvalidStateException() << "The bounds of some variables are illegal. Note that glpk only accepts integer bounds for integer variables.";
}
}
} else {
error = glp_simplex(this->lp, nullptr);
@ -484,11 +504,8 @@ namespace storm {
template<typename ValueType>
void GlpkLpSolver<ValueType>::setMaximalMILPGap(ValueType const& gap, bool relative) {
if (relative) {
this->maxMILPGap = storm::utility::convertNumber<double>(gap);
} else {
this->maxMILPGap = storm::utility::convertNumber<double>(gap);
}
this->maxMILPGap = storm::utility::convertNumber<double>(gap);
this->maxMILPGapRelative = relative;
}
template<typename ValueType>

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