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Robust bilevel optimization models in transportation science

Michael Patriksson (Institutionen för matematiska vetenskaper, matematik)
Philosophical Transactions of the Royal Society, A Vol. 366 (2008), 1872, p. 1989-2004.
[Artikel, refereegranskad vetenskaplig]

Mathematical programs with equilibrium constraints (MPECs) constitute important modelling tools for network flow problems, as they place 'what-if' analyses in a proper mathematical framework. We consider a class of stochastic MPEC traffic models which explicitly incorporate possible uncertainties in travel costs and demands. In stochastic programming terminology, we consider 'here-and-now' models where decisions must be made before observing the uncertain parameter values and the responses of the network users; the objective is to minimize the expectation of the upper-level objective function. Such a model could, for example, be used to derive a fixed toll pricing scheme that provides the best revenue for a given network over a time period, where variations in traffic conditions and demand elasticities are described by distributions of parameters in the travel time and demand functions. We present new results on the stability of optimal solutions to perturbations in the probability distribution, establishing the robustness of the model. We also provide convergence results for algorithms based on the penalization of the equilibrium conditions or possible joint upper-level constraints, as well as for algorithms based on the discretization of the probability distribution; the latter enables the utilization of standard MPEC algorithms.



Denna post skapades 2008-01-03. Senast ändrad 2014-09-02.
CPL Pubid: 64366

 

Institutioner (Chalmers)

Institutionen för matematiska vetenskaper, matematik (2005-2016)

Ämnesområden

Tillämpad matematik
Optimeringslära, systemteori

Chalmers infrastruktur