Sensitivity analysis of the variable demand probit stochastic user equilibrium with multiple user classes

This paper presents a formulation of the multiple user class, variable demand, probit stochastic user equilibrium model. Sufficient conditions are stated for differentiability of the equilibrium flows of this model. This justifies the derivation of sensitivity expressions for the equilibrium flows, which are presented in a format that can be implemented in commercially available software. A numerical example verifies the sensitivity expressions, and that this formulation is applicable to large networks

Applications of sensitivity analysis for probit stochastic network equilibrium

Network equilibrium models are widely used by traffic practitioners to aid them in making decisions concerning the operation and management of traffic networks. The common practice is to test a prescribed range of hypothetical changes or policy measures through adjustments to the input data, namely the trip demands, the arc performance (travel time) functions, and policy variables such as tolls or signal timings. Relatively little use is, however, made of the full implicit relationship between model inputs and outputs inherent in these models. By exploiting the representation of such models as an equivalent optimisation problem, classical results on the sensitivity analysis of non-linear programs may be applied, to produce linear relationships between input data perturbations and model outputs. We specifically focus on recent results relating to the probit Stochastic User Equilibrium (PSUE) model, which has the advantage of greater behavioural realism and flexibility relative to the conventional Wardrop user equilibrium and logit SUE models. The paper goes on to explore four applications of these sensitivity expressions in gaining insight into the operation of road traffic networks. These applications are namely: identification of sensitive, ‘critical’ parameters; computation of approximate, re-equilibrated solutions following a change (post-optimisation); robustness analysis of model forecasts to input data errors, in the form of confidence interval estimation; and the solution of problems of the bi-level, optimal network design variety. Finally, numerical experiments applying these methods are reported

Mechanisms that Govern how the Price of Anarchy varies with Travel Demand

Selfish routing, represented by the User-Equilibrium (UE) model, is known to be inefficient when compared to the System Optimum (SO) model. However, there is currently little understanding of how the magnitude of this inefficiency, which can be measured by the Price of Anarchy (PoA), varies across different structures of demand and supply. Such understanding would be useful for both transport policy and network design, as it could help to identify circumstances in which policy interventions that are designed to induce more efficient use of a traffic network, are worth their costs of implementation. This paper identifies four mechanisms that govern how the PoA varies with travel demand in traffic networks with separable and strictly increasing cost functions. For each OD movement, these are expansions and contractions in the sets of routes that are of minimum cost under UE and minimum marginal total cost under SO. The effects of these mechanisms on the PoA are established via a combination of theoretical proofs and conjectures supported by numerical evidence. In addition, for the special case of traffic networks with BPR-like cost functions having common power, it is proven that there is a systematic relationship between link flows under UE and SO, and hence between the levels of demand at which expansions and contractions occur. For this case, numerical evidence also suggests that the PoA has power law decay for large demand

Improving the Price of Anarchy for Selfish Routing via Coordination Mechanisms

We reconsider the well-studied Selfish Routing game with affine latency functions. The Price of Anarchy for this class of games takes maximum value 4/3; this maximum is attained already for a simple network of two parallel links, known as Pigou's network. We improve upon the value 4/3 by means of Coordination Mechanisms. We increase the latency functions of the edges in the network, i.e., if $\ell_e(x)$ is the latency function of an edge $e$, we replace it by $\hat{\ell}_e(x)$ with $\ell_e(x) \le \hat{\ell}_e(x)$ for all $x$. Then an adversary fixes a demand rate as input. The engineered Price of Anarchy of the mechanism is defined as the worst-case ratio of the Nash social cost in the modified network over the optimal social cost in the original network. Formally, if \CM(r) denotes the cost of the worst Nash flow in the modified network for rate $r$ and \Copt(r) denotes the cost of the optimal flow in the original network for the same rate then [\ePoA = \max_{r \ge 0} \frac{\CM(r)}{\Copt(r)}.] We first exhibit a simple coordination mechanism that achieves for any network of parallel links an engineered Price of Anarchy strictly less than 4/3. For the case of two parallel links our basic mechanism gives 5/4 = 1.25. Then, for the case of two parallel links, we describe an optimal mechanism; its engineered Price of Anarchy lies between 1.191 and 1.192.Comment: 17 pages, 2 figures, preliminary version appeared at ESA 201

Large scale stochastic inventory routing problems with split delivery and service level constraints

A stochastic inventory routing problem (SIRP) is typically the combination of stochastic inventory control problems and NP-hard vehicle routing problems, which determines delivery volumes to the customers that the depot serves in each period, and vehicle routes to deliver the volumes. This paper aims to solve a large scale multi-period SIRP with split delivery (SIRPSD) where a customer’s delivery in each period can be split and satisfied by multiple vehicle routes if necessary. This paper considers SIRPSD under the multi-criteria of the total inventory and transportation costs, and the service levels of customers. The total inventory and transportation cost is considered as the objective of the problem to minimize, while the service levels of the warehouses and the customers are satisfied by some imposed constraints and can be adjusted according to practical requests. In order to tackle the SIRPSD with notorious computational complexity, we first propose an approximate model, which significantly reduces the number of decision variables compared to its corresponding exact model. We then develop a hybrid approach that combines the linearization of nonlinear constraints, the decomposition of the model into sub-models with Lagrangian relaxation, and a partial linearization approach for a sub model. A near optimal solution of the model found by the approach is used to construct a near optimal solution of the SIRPSD. Randomly generated instances of the problem with up to 200 customers and 5 periods and about 400 thousands decision variables where half of them are integer are examined by numerical experiments. Our approach can obtain high quality near optimal solutions within a reasonable amount of computation time on an ordinary PC

On the Zwitterionic Nature of Gas-Phase Peptides and Protein Ions

Determining the total number of charged residues corresponding to a given value of net charge for peptides and proteins in gas phase is crucial for the interpretation of mass-spectrometry data, yet it is far from being understood. Here we show that a novel computational protocol based on force field and massive density functional calculations is able to reproduce the experimental facets of well investigated systems, such as angiotensin II, bradykinin, and tryptophan-cage. The protocol takes into account all of the possible protomers compatible with a given charge state. Our calculations predict that the low charge states are zwitterions, because the stabilization due to intramolecular hydrogen bonding and salt-bridges can compensate for the thermodynamic penalty deriving from deprotonation of acid residues. In contrast, high charge states may or may not be zwitterions because internal solvation might not compensate for the energy cost of charge separation

Multiscale Coarse-Graining of the Protein Energy Landscape

A variety of coarse-grained (CG) models exists for simulation of proteins. An outstanding problem is the construction of a CG model with physically accurate conformational energetics rivaling all-atom force fields. In the present work, atomistic simulations of peptide folding and aggregation equilibria are force-matched using multiscale coarse-graining to develop and test a CG interaction potential of general utility for the simulation of proteins of arbitrary sequence. The reduced representation relies on multiple interaction sites to maintain the anisotropic packing and polarity of individual sidechains. CG energy landscapes computed from replica exchange simulations of the folding of Trpzip, Trp-cage and adenylate kinase resemble those of other reduced representations; non-native structures are observed with energies similar to those of the native state. The artifactual stabilization of misfolded states implies that non-native interactions play a deciding role in deviations from ideal funnel-like cooperative folding. The role of surface tension, backbone hydrogen bonding and the smooth pairwise CG landscape is discussed. Ab initio folding aside, the improved treatment of sidechain rotamers results in stability of the native state in constant temperature simulations of Trpzip, Trp-cage, and the open to closed conformational transition of adenylate kinase, illustrating the potential value of the CG force field for simulating protein complexes and transitions between well-defined structural states

Intrinsic Determinants of Aβ12–24 pH-Dependent Self-Assembly Revealed by Combined Computational and Experimental Studies

The propensity of amyloid- (A) peptide to self-assemble into highly ordered amyloid structures lies at the core of their accumulation in the brain during Alzheimer's disease. By using all-atom explicit solvent replica exchange molecular dynamics simulations, we elucidated at the atomic level the intrinsic determinants of the pH-dependent dimerization of the central hydrophobic segment A and related these with the propensity to form amyloid fibrils measured by experimental tools such as atomic force microscopy and fluorescence. The process of A dimerization was evaluated in terms of free energy landscape, side-chain two-dimensional contact probability maps, -sheet registries, potential mean force as a function of inter-chain distances, secondary structure development and radial solvation distributions. We showed that dimerization is a key event in A amyloid formation; it is highly prompted in the order of pH 5.02.98.4 and determines further amyloid growth. The dimerization is governed by a dynamic interplay of hydrophobic, electrostatic and solvation interactions permitting some variability of -sheets at each pH. These results provide atomistic insight into the complex process of molecular recognition detrimental for amyloid growth and pave the way for better understanding of the molecular basis of amyloid diseases