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Center calculation, variables moved for efficiency, removed booleans

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Jan Erik Karuc 6 years ago
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94ed2556a8
1 changed files with 47 additions and 34 deletions
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  1. 81
      src/storm/solver/IterativeMinMaxLinearEquationSolver.cpp

81
src/storm/solver/IterativeMinMaxLinearEquationSolver.cpp
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@ -356,7 +356,12 @@ namespace storm {
template<typename ValueType>
bool IterativeMinMaxLinearEquationSolver<ValueType>::solveEquationsOptimisticValueIteration(Environment const& env, OptimizationDirection dir, std::vector<ValueType>& x, std::vector<ValueType> const& b) const {
// TODO: Differentiate between relative and absolute precision
// TODO: Updating solver status when iterations exceed
uint64_t overallIterations = 0;
uint64_t lastValueIterationIterations = 0;
uint64_t currentVerificationIterations = 0;
uint64_t valueIterationInvocations = 0;
if (!this->multiplierA) {
@ -369,12 +374,16 @@ namespace storm {
// By default, we can not provide any guarantee
SolverGuarantee guarantee = SolverGuarantee::None;
// Get handle to multiplier.
storm::solver::Multiplier<ValueType> const &multiplier = *this->multiplierA;
// Allow aliased multiplications.
storm::solver::MultiplicationStyle multiplicationStyle = env.solver().minMax().getMultiplicationStyle();
bool useGaussSeidelMultiplication = multiplicationStyle == storm::solver::MultiplicationStyle::GaussSeidel;
std::vector<ValueType> *newX = auxiliaryRowGroupVector.get();
std::vector<ValueType> *currentX = &x;
std::vector<ValueType> newUpperBound;
std::vector<ValueType> currentUpperBound;
std::vector<ValueType> ubDiffV(newX->size());
std::vector<ValueType> boundsDiffV(currentX->size());
@ -384,77 +393,81 @@ namespace storm {
SolverStatus status = SolverStatus::InProgress;
this->startMeasureProgress();
while (status == SolverStatus::InProgress &&
overallIterations < env.solver().minMax().getMaximalNumberOfIterations()) {
storm::solver::MultiplicationStyle multiplicationStyle = env.solver().minMax().getMultiplicationStyle();
while (status == SolverStatus::InProgress && overallIterations < env.solver().minMax().getMaximalNumberOfIterations()) {
// Perform value iteration until convergence
++valueIterationInvocations;
ValueIterationResult result = performValueIteration(env, dir, currentX, newX, b, iterationPrecision,
env.solver().minMax().getRelativeTerminationCriterion(),
guarantee, overallIterations,
env.solver().minMax().getMaximalNumberOfIterations(),
multiplicationStyle);
ValueIterationResult result = performValueIteration(env, dir, currentX, newX, b, iterationPrecision, env.solver().minMax().getRelativeTerminationCriterion(), guarantee, overallIterations, env.solver().minMax().getMaximalNumberOfIterations(), multiplicationStyle);
lastValueIterationIterations = result.iterations;
overallIterations += result.iterations;
if (result.status != SolverStatus::Converged) {
status = result.status;
} else {
std::vector<ValueType> upperBound = guessUpperBound(env, *currentX, precision);
std::vector<ValueType> newUpperBound;
while (status == SolverStatus::InProgress &&
overallIterations < env.solver().minMax().getMaximalNumberOfIterations()) {
// Perform value iteration stepwise for lower bound and guessed upper bound
currentVerificationIterations = 0;
// Allow aliased multiplications.
bool useGaussSeidelMultiplication = multiplicationStyle == storm::solver::MultiplicationStyle::GaussSeidel;
currentUpperBound = guessUpperBound(env, *currentX, precision);
newUpperBound = currentUpperBound;
// TODO: More efficient check for verification iterations
while (status == SolverStatus::InProgress && overallIterations < env.solver().minMax().getMaximalNumberOfIterations() && (currentVerificationIterations / 10) < lastValueIterationIterations) {
// Perform value iteration stepwise for lower bound and guessed upper bound
// Lower and upper bound iteration
// Compute x' = min/max(A*x + b).
if (useGaussSeidelMultiplication) {
// Copy over the current vectors so we can modify them in-place.
*newX = *currentX;
newUpperBound = upperBound;
newUpperBound = currentUpperBound;
// Do the calculation
multiplier.multiplyAndReduceGaussSeidel(env, dir, *newX, &b);
multiplier.multiplyAndReduceGaussSeidel(env, dir, newUpperBound, &b);
} else {
multiplier.multiplyAndReduce(env, dir, *currentX, &b, *newX);
multiplier.multiplyAndReduce(env, dir, upperBound, &b, newUpperBound);
multiplier.multiplyAndReduce(env, dir, currentUpperBound, &b, newUpperBound);
}
// Set iteration precision beforehand
// Calculate the maximum difference between the old and new iteration
// This method adapts utility::vector::equalModuloPrecision from performValueIteration()
iterationPrecision = computeMaxAbsDiff(*newX, *currentX, this->getRelevantValues());
bool up, down = true;
bool cross = false;
// Calculate difference vector of upper bound and x
storm::utility::vector::subtractVectors<ValueType>(newUpperBound, *newX, boundsDiffV);
// Calculate difference vector of new and old upper bound
storm::utility::vector::subtractVectors<ValueType>(upperBound, newUpperBound, ubDiffV);
storm::utility::vector::subtractVectors<ValueType>(currentUpperBound, newUpperBound, ubDiffV);
// Update current upper bound
std::swap(newUpperBound, currentUpperBound);
if (storm::utility::vector::hasPositiveEntry(ubDiffV)) {
// up = false (Not all values moved up)
// TODO: Optimisation (if(this->hasUniqueSolution()) ?)
up = false;
// Not all values moved up or stayed the same
// If we have a single fixed point, we can safely set the new lower bound, to the wrongly guessed upper bound
if (this->hasUniqueSolution()) {
*currentX = currentUpperBound;
}
break;
}
if (storm::utility::vector::hasNegativeEntry(ubDiffV)) {
down = false;
}
// Calculate difference vector of upper bound and x
storm::utility::vector::subtractVectors<ValueType>(newUpperBound, *newX, boundsDiffV);
if (storm::utility::vector::hasNegativeEntry(boundsDiffV)) {
cross = true;
// Values crossed
break;
}
// TODO: else if down und s_i precision okay, calculate middle of both vectors
// All values moved down or stayed the same and we have a maximum difference of twice the requested precision
// We can safely use twice the requested precision, as we calculate the center of both vectors
if (!storm::utility::vector::hasNegativeEntry(ubDiffV) && storm::utility::vector::max_if(boundsDiffV, this->getRelevantValues()) < storm::utility::convertNumber<ValueType>(2.0) * precision) {
// Calculate the center of both vectors and store it in currentX
// TODO: Do calculations in-place on currentX
// center = (1 / 2) * u + v
std::vector<ValueType> centerV = *currentX;
storm::utility::vector::addVectors(*currentX, currentUpperBound, centerV);
storm::utility::vector::scaleVectorInPlace(centerV, storm::utility::convertNumber<ValueType>(0.5));
std::swap(centerV, *currentX);
status = SolverStatus::Converged;
}
++overallIterations;
++currentVerificationIterations;
}
}

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