Traffic prediction and bilevel network design

Cette thèse porte sur la modélisation du trafic dans les réseaux routiers et comment celle-ci est intégrée dans des modèles d'optimisation. Ces deux sujets ont évolué de manière plutôt disjointe: le trafic est prédit par des modèles mathématiques de plus en plus complexes, mais ce progrès n'a pas été incorporé dans les modèles de design de réseau dans lesquels les usagers de la route jouent un rôle crucial. Le but de cet ouvrage est d'intégrer des modèles d'utilités aléatoires calibrés avec de vraies données dans certains modèles biniveaux d'optimisation et ce, par une décomposition de Benders efficace. Cette décomposition particulière s'avère être généralisable par rapport à une grande classe de problèmes communs dans la litérature et permet d'en résoudre des exemples de grande taille. Le premier article présente une méthodologie générale pour utiliser des données GPS d'une flotte de véhicules afin d'estimer les paramètres d'un modèle de demande dit recursive logit. Les traces GPS sont d'abord associées aux liens d'un réseau à l'aide d'un algorithme tenant compte de plusieurs facteurs. Les chemins formés par ces suites de liens et leurs caractéristiques sont utilisés afin d'estimer les paramètres d'un modèle de choix. Ces paramètres représentent la perception qu'ont les usagers de chacune de ces caractéristiques par rapport au choix de leur chemin. Les données utilisées dans cet article proviennent des véhicules appartenant à plusieurs compagnies de transport opérant principalement dans la région de Montréal. Le deuxième article aborde l'intégration d'un modèle de choix de chemin avec utilités aléatoires dans une nouvelle formulation biniveau pour le problème de capture de flot de trafic. Le modèle proposé permet de représenter différents comportements des usagers par rapport à leur choix de chemin en définissant les utilités d'arcs appropriées. Ces utilités sont stochastiques ce qui contribue d'autant plus à capturer un comportement réaliste des usagers. Le modèle biniveau est rendu linéaire à travers l'ajout d'un terme lagrangien basé sur la dualité forte et ceci mène à une décomposition de Benders particulièrement efficace. Les expériences numériques sont principalement menés sur un réseau représentant la ville de Winnipeg ce qui démontre la possibilité de résoudre des problèmes de taille relativement grande. Le troisième article démontre que l'approche du second article peut s'appliquer à une forme particulière de modèles biniveaux qui comprennent plusieurs problèmes différents. La décomposition est d'abord présentée dans un cadre général, puis dans un contexte où le second niveau du modèle biniveau est un problème de plus courts chemins. Afin d'établir que ce contexte inclut plusieurs applications, deux applications distinctes sont adaptées à la forme requise: le transport de matières dangeureuses et la capture de flot de trafic déterministe. Une troisième application, la conception et l'établissement de prix de réseau simultanés, est aussi présentée de manière similaire à l'Annexe B de cette thèse.The subject of this thesis is the modeling of traffic in road networks and its integration in optimization models. In the literature, these two topics have to a large extent evolved independently: traffic is predicted more accurately by increasingly complex mathematical models, but this progress has not been incorporated in network design models where road users play a crucial role. The goal of this work is to integrate random utility models calibrated with real data into bilevel optimization models through an efficient Benders decomposition. This particular decomposition generalizes to a wide class of problems commonly found in the literature and can be used to solved large-scale instances. The first article presents a general methodology to use GPS data gathered from a fleet of vehicles to estimate the parameters of a recursive logit demand model. The GPS traces are first matched to the arcs of a network through an algorithm taking into account various factors. The paths resulting from these sequences of arcs, along with their characteristics, are used to estimate parameters of a choice model. The parameters represent users' perception of each of these characteristics in regards to their path choice behaviour. The data used in this article comes from trucks used by a number of transportation companies operating mainly in the Montreal region. The second article addresses the integration of a random utility maximization model in a new bilevel formulation for the general flow capture problem. The proposed model allows for a representation of different user behaviors in regards to their path choice by defining appropriate arc utilities. These arc utilities are stochastic which further contributes in capturing real user behavior. This bilevel model is linearized through the inclusion of a Lagrangian term based on strong duality which paves the way for a particularly efficient Benders decomposition. The numerical experiments are mostly conducted on a network representing the city of Winnipeg which demonstrates the ability to solve problems of a relatively large size. The third article illustrates how the approach used in the second article can be generalized to a particular form of bilevel models which encompasses many different problems. The decomposition is first presented in a general setting and subsequently in a context where the lower level of the bilevel model is a shortest path problem. In order to demonstrate that this form is general, two distinct applications are adapted to fit the required form: hazmat transportation network design and general flow capture. A third application, joint network design and pricing, is also similarly explored in Appendix B of this thesis

How do the Risk Equity Techniques Affect on Intercity Road Network Accessibility? An Empirical Study

Due to existing risk on hazardous materials transportation, it is essential to avoid risk agglomeration over the specific edges which are frequently used on the intercity road network. Therefore, local and/or national authorities are dealing with distributing risk over the network while risk distribution may affect on the network accessibility. The aim of this study is to propose a procedure and develop mathematical models to distribute Hazmat transport risk, named risk equity, on the intercity road network and investigate the effects on the network accessibility. Accessibility is defined as dividing transport demand by distance, where the Min (Max) risk distribution technique is utilized for risk equity over the network. The effects have been investigated on a medium size of intercity road network in Guilan province, at the north of Iran. The proposed procedure and mathematical models have been run using experimental data including 46 nodes and 126 two-way edges including Hazmat Origin-Destination matrix. The results revealed that risk distribution technique has significant effects on network accessibility in which nodes’ accessibilities are statistically affected by risk equity models

Network design under uncertainty and demand elasticity

Network design covers a large class of fundamental problems ubiquitous in the fields of transportation and communication. These problems are modelled mathematically using directed graphs and capture the trade-off between initial investment in infrastructure and operational costs. This thesis presents the use of mixed integer programming theory and algorithms to solve network design problems and their extensions. We focus on two types of network design problems, the first is a hub location problem in which the initial investments are in the form of fixed costs for installing infrastructure at nodes for them to be equipped for the transhipment of commodities. The second is a fixed-charge multicommodity network design problem in which investments are in the form of installing infrastructure on arcs so that they may be used to transport commodities. We first present an extension of the hub location problem where both demand and transportation cost uncertainty are considered. We propose mixed integer linear programming formulations and a branch-and-cut algorithm to solve robust counterparts for this problem. Comparing the proposed models' solutions to those obtained from a commensurate stochastic counterpart, we note that their performance is similar in the risk-neutral setting while solutions from the robust counterparts are significantly superior in the risk-averse setting. We next present exact algorithms based on Benders decomposition capable of solving large-scale instances of the classic uncapacitated fixed-charge multicommodity network design problem. The method combines the use of matheuristics, general mixed integer valid inequalities, and a cut-and-solve enumeration scheme. Computational experiments show the proposed approaches to be up to three orders of magnitude faster than the state-of-the-art general purpose mixed integer programming solver. Finally, we extend the classic fixed-charge multicommodity network design problem to a profit-oriented variant that accounts for demand elasticity, commodity selection, and service commitment. An arc-based and a path-based formulation are proposed. The former is a mixed integer non-convex problem solved with a general purpose global optimization solver while the latter is an integer linear formulation with exponentially many variables solved with a hybrid matheuristic. Further analysis shows the impact of considering demand elasticity to be significant in strategic network design

Método Computacional para a Otimização do Projeto da Malha Viária de Florianópolis-SC

A frota de veículos terrestres cresceu mais de 70% no Brasil. Em contraste, investimentos públicos no setor de infraestrutura de transporte rodoviário não cresceram na mesma proporção. Como resultado, há uma demanda urgente na melhoria de fluxo na malha viária dos grandes centros brasileiros. A região da grande Florianópolis é uma das regiões que sofrem com o alto fluxo de veículos, por ser um centro importante da administração pública catarinense, ter uma alta densidade de empresas e por suas características geográficas. Para auxiliar na tomada de decisão do planejamento rodoviário, diversos trabalhos na área de algoritmos e otimização vem reportando e avaliando métodos computacionais. Nesse contexto, a pesquisa desenvolveu um método computacional para auxiliar o planejamento da malha viária do município de Florianópolis - SC inspirado no modelo/método de Salman-Alaswad. Para isso: (i) estudou-se a malha viária de Florianópolis e suas demandas; (ii) levantou-se métodos computacionais para resolver problemas de planejamento de malhas viárias terrestres na literatura; (iii) foi desenvolvido o método computacional com base no método de Salman-Alaswad. O projeto contou com apoio de um bolsista do edital PIBIC 2019-2020. O método computacional desenvolvido está publicado no GITHUB (em modo público) e apresentou melhoria na malha viária experimentada. Como trabalhos futuros, pretende-se ampliar os experimentos para compreender a escalabilidade dos parâmetros do método e potencial publicação em veículos de comunicação científica. Uma continuação natural do projeto já foi aprovada pelo departamento e pretende-se reforçar as contribuições estabelecidas para melhorar a visibilidade dos resultados.Contou com uma bolsa do “Programa Institucional de Iniciação Científica e Tecnológica – PIICT, Bolsas PI- BIC/CNPq” 2019/202

OPTIMIZATION OF RAILWAY TRANSPORTATION HAZMATS AND REGULAR COMMODITIES

Transportation of dangerous goods has been receiving more attention in the realm of academic and scientific research during the last few decades as countries have been increasingly becoming industrialized throughout the world, thereby making Hazmats an integral part of our life style. However, the number of scholarly articles in this field is not as many as those of other areas in SCM. Considering the low-probability-and-high-consequence (LPHC) essence of transportation of Hazmats, on the one hand, and immense volume of shipments accounting for more than hundred tons in North America and Europe, on the other, we can safely state that the number of scholarly articles and dissertations have not been proportional to the significance of the subject of interest. On this ground, we conducted our research to contribute towards further developing the domain of Hazmats transportation, and sustainable supply chain management (SSCM), in general terms. Transportation of Hazmats, from logistical standpoint, may include all modes of transport via air, marine, road and rail, as well as intermodal transportation systems. Although road shipment is predominant in most of the literature, railway transportation of Hazmats has proven to be a potentially significant means of transporting dangerous goods with respect to both economies of scale and risk of transportation; these factors, have not just given rise to more thoroughly investigation of intermodal transportation of Hazmats using road and rail networks, but has encouraged the competition between rail and road companies which may indeed have some inherent advantages compared to the other medium due to their infrastructural and technological backgrounds. Truck shipment has ostensibly proven to be providing more flexibility; trains, per contra, provide more reliability in terms of transport risk for conveying Hazmats in bulks. In this thesis, in consonance with the aforementioned motivation, we provide an introduction into the hazardous commodities shipment through rail network in the first chapter of the thesis. Providing relevant statistics on the volume of Hazmat goods, number of accidents, rate of incidents, and rate of fatalities and injuries due to the incidents involving Hazmats, will shed light onto the significance of the topic under study. As well, we review the most pertinent articles while putting more emphasis on the state-of-the-art papers, in chapter two. Following the discussion in chapter 3 and looking at the problem from carrier company’s perspective, a mixed integer quadratically constraint problem (MIQCP) is developed which seeks for the minimization of transportation cost under a set of constraints including those associating with Hazmats. Due to the complexity of the problem, the risk function has been piecewise linearized using a set of auxiliary variables, thereby resulting in an MIP problem. Further, considering the interests of both carrier companies and regulatory agencies, which are minimization of cost and risk, respectively, a multiobjective MINLP model is developed, which has been reduced to an MILP through piecewise linearization of the risk term in the objective function. For both single-objective and multiobjective formulations, model variants with bifurcated and nonbifurcated flows have been presented. Then, in chapter 4, we carry out experiments considering two main cases where the first case presents smaller instances of the problem and the second case focuses on a larger instance of the problem. Eventually, in chapter five, we conclude the dissertation with a summary of the overall discussion as well as presenting some comments on avenues of future work

Multilevel decision-making: A survey

© 2016 Elsevier Inc. All rights reserved. Multilevel decision-making techniques aim to deal with decentralized management problems that feature interactive decision entities distributed throughout a multiple level hierarchy. Significant efforts have been devoted to understanding the fundamental concepts and developing diverse solution algorithms associated with multilevel decision-making by researchers in areas of both mathematics/computer science and business areas. Researchers have emphasized the importance of developing a range of multilevel decision-making techniques to handle a wide variety of management and optimization problems in real-world applications, and have successfully gained experience in this area. It is thus vital that a high quality, instructive review of current trends should be conducted, not only of the theoretical research results but also the practical developments in multilevel decision-making in business. This paper systematically reviews up-to-date multilevel decision-making techniques and clusters related technique developments into four main categories: bi-level decision-making (including multi-objective and multi-follower situations), tri-level decision-making, fuzzy multilevel decision-making, and the applications of these techniques in different domains. By providing state-of-the-art knowledge, this survey will directly support researchers and practical professionals in their understanding of developments in theoretical research results and applications in relation to multilevel decision-making techniques

Pessimistic Hazmat Network Design Problem with Emergency Team Location Considering Uncertain Response Time

Focusing on a road network where hazmat shipments need to be transported from the origins to destinations, this thesis proposes a pessimistic approach to mitigate the risk associated with the transportation of hazardous materials (hazmat). More specifically, two stakeholders are involved in the process, the government entity implementing risk mitigation mechanisms to minimize the maximum network risk, and the hazmat carriers fulfilling hazmat demand to minimize their total travel distance. Due to the conflicting interests and decision process of the two parties, a bilevel model structure is used, and the pessimistic perspective is assumed to ensure that the carriers' worst behavior can be avoided. The risk mitigation mechanisms implemented in this work include 1) network design, where certain road segments (i.e., links/arcs) are made unavailable to hazmat shipments, and 2) locating emergency response teams to attend to possible incidents in a timely manner. The uncertain nature of the response time is incorporated through the chance constraints for both the most and least desired response times, reflecting the satisfaction levels of emergency services. Because of the complexity of the bilevel model, we investigate two solution methods. The first one is to reformulate the problem into a single level model that is linearized later. The second one is a heuristic algorithm that breaks the problem into two stages that can be solved sequentially. We then present experimental results based on a transportation network in China, showing the efficacy of the model in a real-life scenario and providing insights regarding the nature of the solutions

Exact solution of the evasive flow capturing problem

The Evasive Flow Capturing Problem is defined as the problem of locating a set of law enforcement facilities on the arcs of a road network to intercept unlawful vehicle flows traveling between origin-destination pairs, who in turn deviate from their route to avoid any encounter with such facilities. Such deviations are bounded by a given tolerance. We first propose a bilevel program that, in contrast to previous studies, does not require a priori route generation. We then transform this bilevel model into a single-stage equivalent model using duality theory to yield a compact formulation. We finally reformulate the problem by describing the extreme rays of the polyhedral cone of the compact formulation and by projecting out the auxiliary variables, which leads to facet-defining inequalities and a cut formulation with an exponential number of constraints. We develop a branch-and-cut algorithm for the resulting model, as well as two separation algorithms to solve the cut formulation. Through extensive experiments on real and randomly generated networks, we demonstrate that our best model and algorithm accelerate the solution process by at least two orders of magnitude compared with the best published algorithm. Furthermore, our best model significantly increases the size of the instances that can be solved optimally