A variational approach for continuous supply chain networks

We consider a continuous supply chain network consisting of buffering queues and processors first proposed by [D. Armbruster, P. Degond, and C. Ringhofer, SIAM J. Appl. Math., 66 (2006), pp. 896–920] and subsequently analyzed by [D. Armbruster, P. Degond, and C. Ringhofer, Bull. Inst. Math. Acad. Sin. (N.S.), 2 (2007), pp. 433–460] and [D. Armbruster, C. De Beer, M. Fre- itag, T. Jagalski, and C. Ringhofer, Phys. A, 363 (2006), pp. 104–114]. A model was proposed for such a network by [S. G ̈ottlich, M. Herty, and A. Klar, Commun. Math. Sci., 3 (2005), pp. 545–559] using a system of coupling ordinary differential equations and partial differential equations. In this article, we propose an alternative approach based on a variational method to formulate the network dynamics. We also derive, based on the variational method, a computational algorithm that guarantees numerical stability, allows for rigorous error estimates, and facilitates efficient computations. A class of network flow optimization problems are formulated as mixed integer programs (MIPs). The proposed numerical algorithm and the corresponding MIP are compared theoretically and numerically with existing ones [A. Fu ̈genschuh, S. Go ̈ttlich, M. Herty, A. Klar, and A. Martin, SIAM J. Sci. Comput., 30 (2008), pp. 1490–1507; S. Go ̈ttlich, M. Herty, and A. Klar, Commun. Math. Sci., 3 (2005), pp. 545–559], which demonstrates the modeling and computational advantages of the variational approach

Formulation, existence, and computation of boundedly rational dynamic user equilibrium with fixed or endogenous user tolerance

This paper analyzes dynamic user equilibrium (DUE) that incorporates the notion of boundedly rational (BR) user behavior in the selection of departure times and routes. Intrinsically, the boundedly rational dynamic user equilibrium (BR-DUE) model we present assumes that travelers do not always seek the least costly route-and-departure-time choice. Rather, their perception of travel cost is affected by an indifference band describing travelers’ tolerance of the difference between their experienced travel costs and the minimum travel cost. An extension of the BR-DUE problem is the so-called variable tolerance dynamic user equilibrium (VT-BR-DUE) wherein endogenously determined tolerances may depend not only on paths, but also on the established path departure rates. This paper presents a unified approach for modeling both BR-DUE and VT-BR-DUE, which makes significant contributions to the model formulation, analysis of existence, solution characterization, and numerical computation of such problems. The VT-BR-DUE problem, together with the BR-DUE problem as a special case, is formulated as a variational inequality. We provide a very general existence result for VT-BR-DUE and BR-DUE that relies on assumptions weaker than those required for normal DUE models. Moreover, a characterization of the solution set is provided based on rigorous topological analysis. Finally, three computational algorithms with convergence results are proposed based on the VI and DVI formulations. Numerical studies are conducted to assess the proposed algorithms in terms of solution quality, convergence, and computational efficiency

Continuity of the Effective Delay Operator for Networks Based on the Link Delay Model

This paper is concerned with a dynamic traffic network performance model, known as dynamic network loading (DNL), that is frequently employed in the modeling and computation of analytical dynamic user equilibrium (DUE). As a key component of continuous-time DUE models, DNL aims at describing and predicting the spatial-temporal evolution of traffic flows on a network that is consistent with established route and departure time choices of travelers, by introducing appropriate dynamics to flow propagation, flow conservation, and travel delays. The DNL procedure gives rise to the path delay operator, which associates a vector of path flows (path departure rates) with the corresponding path travel costs. In this paper, we establish strong continuity of the path delay operator for networks whose arc flows are described by the link delay model (Friesz et al., Oper Res 41(1):80–91, 1993; Carey, Networks and Spatial Economics 1(3):349–375, 2001). Unlike the result established in Zhu and Marcotte (Transp Sci 34(4):402–414, 2000), our continuity proof is constructed without assuming a priori uniform boundedness of the path flows. Such a more general continuity result has a few important implications to the existence of simultaneous route-and-departure-time DUE without a priori boundedness of path flows, and to any numerical algorithm that allows convergence to be rigorously analyzed

Data-driven linear decision rule approach for distributionally robust optimization of on-line signal control

We propose a two-stage, on-line signal control strategy for dynamic networks using a linear decision rule (LDR) approach and a distributionally robust optimization (DRO) technique. The first (off-line) stage formulates a LDR that maps real-time traffic data to optimal signal control policies. A DRO problem is solved to optimize the on-line performance of the LDR in the presence of uncertainties associated with the observed traffic states and ambiguity in their underlying distribution functions. We employ a data-driven calibration of the uncertainty set, which takes into account historical traffic data. The second (on-line) stage implements a very efficient linear decision rule whose performance is guaranteed by the off-line computation. We test the proposed signal control procedure in a simulation environment that is informed by actual traffic data obtained in Glasgow, and demonstrate its full potential in on-line operation and deployability on realistic networks, as well as its effectiveness in improving traffic

A bi-level model of dynamic traffic signal control with continuum approximation

This paper proposes a bi-level model for traffic network signal control, which is formulated as a dynamic Stackelberg game and solved as a mathematical program with equilibrium constraints (MPEC). The lower-level problem is a dynamic user equilibrium (DUE) with embedded dynamic network loading (DNL) sub-problem based on the LWR model (Lighthill and Whitham, 1955; Richards, 1956). The upper-level decision variables are (time-varying) signal green splits with the objective of minimizing network-wide travel cost. Unlike most existing literature which mainly use an on-and-off (binary) representation of the signal controls, we employ a continuum signal model recently proposed and analyzed in Han et al. (2014), which aims at describing and predicting the aggregate behavior that exists at signalized intersections without relying on distinct signal phases. Advantages of this continuum signal model include fewer integer variables, less restrictive constraints on the time steps, and higher decision resolution. It simplifies the modeling representation of large-scale urban traffic networks with the benefit of improved computational efficiency in simulation or optimization. We present, for the LWR-based DNL model that explicitly captures vehicle spillback, an in-depth study on the implementation of the continuum signal model, as its approximation accuracy depends on a number of factors and may deteriorate greatly under certain conditions. The proposed MPEC is solved on two test networks with three metaheuristic methods. Parallel computing is employed to significantly accelerate the solution procedure

On the continuum approximation of the on-and-off signal control on dynamic traffic networks

In the modeling of traffic networks, a signalized junction is typically treated using a binary variable to model the on-and-off nature of signal operation. While accurate, the use of binary variables can cause problems when studying large networks with many intersections. Instead, the signal control can be approximated through a continuum approach where the on-and-off control variable is replaced by a continuous priority parameter. Advantages of such approximation include elimination of the need for binary variables, lower time resolution requirements, and more flexibility and robustness in a decision environment. It also resolves the issue of discontinuous travel time functions arising from the context of dynamic traffic assignment. Despite these advantages in application, it is not clear from a theoretical point of view how accurate is such continuum approach; i.e., to what extent is this a valid approximation for the on-and-off case. The goal of this paper is to answer these basic research questions and provide further guidance for the application of such continuum signal model. In particular, by employing the Lighthill-Whitham-Richards model (Lighthill and Whitham, 1955; Richards, 1956) on a traffic network, we investigate the convergence of the on-and-off signal model to the continuum model in regimes of diminishing signal cycles. We also provide numerical analyses on the continuum approximation error when the signal cycles are not infinitesimal. As we explain, such convergence results and error estimates depend on the type of fundamental diagram assumed and whether or not vehicle spillback occurs to the signalized intersection in question. Finally, a traffic signal optimization problem is presented and solved which illustrates the unique advantages of applying the continuum signal model instead of the on-and-off model

Electric power network oligopoly as a dynamic Stackelberg game

Over the last two decades, the electricity industry has shifted from regulation of monopolistic and centralized utilities towards deregulation and promoted competition. With increased competition in electric power markets, system operators are recognizing their pivotal role in ensuring the efficient operation of the electric grid and the maximization of social welfare. In this article, we propose a hypothetical new market of dynamic spa- tial network equilibrium among consumers, system operators and electricity generators as the solution of a dynamic Stackelberg game. In that game, generators form an oligopoly and act as Cournot-Nash competitors who non-cooperatively maximize their own profits. The market monitor attempts to increase social welfare by intelligently employing equi- librium congestion pricing anticipating the actions of generators. The market monitor influences the generators by charging network access fees that influence power flows to- wards a perfectly competitive scenario. Our approach anticipates uncompetitive behavior and minimizes the impacts upon society. The resulting game is modeled as a Mathemat- ical Program with Equilibrium Constraints (MPEC). We present an illustrative example as well as a stylized 15-node network of the Western European electric grid

Elastic demand dynamic network user equilibrium: Formulation, existence and computation

This paper is concerned with dynamic user equilibrium with elastic travel demand (E-DUE) when the trip demand matrix is determined endogenously. We present an infinite-dimensional variational inequality (VI) formulation that is equivalent to the conditions defining a continuous-time E-DUE problem. An existence result for this VI is established by applying a fixed-point existence theorem (Browder, 1968) in an extended Hilbert space. We present three computational algorithms based on the aforementioned VI and its re-expression as a differential variational inequality (DVI): a projection method, a self-adaptive projection method, and a proximal point method. Rigorous convergence results are provided for these methods, which rely on increasingly relaxed notions of generalized monotonicity, namely mixed strongly-weakly monotonicity for the projection method; pseudomonotonicity for the self-adaptive projection method, and quasimonotonicity for the proximal point method. These three algorithms are tested and their solution quality, convergence, and computational efficiency are compared. Our convergence results, which transcend the transportation applications studied here, apply to a broad family of VIs and DVIs, and are the weakest reported to date

Lagrangian-based Hydrodynamic Model for Traffic Data Fusion on Freeways

This paper conducts a comprehensive study of the Lagrangian-based hydrodynamic model with application to highway state estimation. Our analysis is motivated by the practical problems of freeway traffic monitoring and estimation using multi-source data measured from mobile devices and fixed sensors. We conduct rigorous mathematical analysis on the Hamilton-Jacobi representation of the Lighthill-Whitham-Richards model in the transformed coordinates, and derive explicit and closed-form solutions with piecewise affine initial, boundary, and internal conditions, based on the variational principle. A numerical study of the Mobile Century field experiment demonstrates some unique features and the effectiveness in traffic estimation of the Lagrangian-based model

Computing dynamic user equilibria on large-scale networks with software implementation

Dynamic user equilibrium (DUE) is the most widely studied form of dynamic traffic assignment (DTA), in which road travelers engage in a non-cooperative Nash-like game with departure time and route choices. DUE models describe and predict the time-varying traffic flows on a network consistent with traffic flow theory and travel behavior. This paper documents theoretical and numerical advances in synthesizing traffic flow theory and DUE modeling, by presenting a holistic computational theory of DUE, which is numerically implemented in a MATLAB package. In particular, the dynamic network loading (DNL) sub-problem is formulated as a system of differential algebraic equations based on the Lighthill-Whitham-Richards fluid dynamic model, which captures the formation, propagation and dissipation of physical queues as well as vehicle spillback on networks. Then, the fixed-point algorithm is employed to solve the DUE problems with simultaneous route and departure time choices on several large-scale networks. We make openly available the MATLAB package, which can be used to solve DUE problems on user-defined networks, aiming to not only facilitate benchmarking a wide range of DUE algorithms and solutions, but also offer researchers a platform to further develop their own models and applications. The MATLAB package and computational examples are available at https://github.com/DrKeHan/DTA