Application of Robust and Inverse Optimization in Transportation

Application of Robust and Inverse Optimization in Transportation PDF Author: Thai Dung Nguyen
Publisher:
ISBN:
Category :
Languages : en
Pages :

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Book Description
We study the use of inverse and robust optimization to address two problems in transportation: finding the travel times and designing a transportation network. We assume that users choose the route selfishly and the flow will eventually reach an equilibrium state (User Equilibrium). The first part of the thesis demonstrates how inverse and robust optimization can be used to find the actual travel times given a stable flow on the network and some noisy information on travel times from different users. We model the users' perception of travel times using three different sets and solve the robust inverse problem for all of them. We also extend the idea to find parametric functional forms for travel times given historical data. Our numerical results illustrate the significant improvement obtained by our models over a simple fitting model. The second part of the thesis considers the network design problem under demand uncertainty. We show that for affine travel time functions, the deterministic problem can be formulated as a mixed integer programming problem with quadratic objective and linear constraints. For the robust network design problem, we propose a decomposition scheme: breaking a tri-level programming problem into two smaller problems and re-iterating until a good solution is obtained. To deal with the expensive computation required by large networks, we also propose a heuristic robust simulated annealing approach. The heuristic algorithm is computationally tractable and provides some encouragingly results in our simulations.

Application of Robust and Inverse Optimization in Transportation

Application of Robust and Inverse Optimization in Transportation PDF Author: Thai Dung Nguyen
Publisher:
ISBN:
Category :
Languages : en
Pages :

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Book Description
We study the use of inverse and robust optimization to address two problems in transportation: finding the travel times and designing a transportation network. We assume that users choose the route selfishly and the flow will eventually reach an equilibrium state (User Equilibrium). The first part of the thesis demonstrates how inverse and robust optimization can be used to find the actual travel times given a stable flow on the network and some noisy information on travel times from different users. We model the users' perception of travel times using three different sets and solve the robust inverse problem for all of them. We also extend the idea to find parametric functional forms for travel times given historical data. Our numerical results illustrate the significant improvement obtained by our models over a simple fitting model. The second part of the thesis considers the network design problem under demand uncertainty. We show that for affine travel time functions, the deterministic problem can be formulated as a mixed integer programming problem with quadratic objective and linear constraints. For the robust network design problem, we propose a decomposition scheme: breaking a tri-level programming problem into two smaller problems and re-iterating until a good solution is obtained. To deal with the expensive computation required by large networks, we also propose a heuristic robust simulated annealing approach. The heuristic algorithm is computationally tractable and provides some encouragingly results in our simulations.

Robust and Online Large-Scale Optimization

Robust and Online Large-Scale Optimization PDF Author: Ravindra K. Ahuja
Publisher: Springer Science & Business Media
ISBN: 3642054641
Category : Computers
Languages : en
Pages : 439

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Book Description
Scheduled transportation networks give rise to very complex and large-scale networkoptimization problems requiring innovative solution techniques and ideas from mathematical optimization and theoretical computer science. Examples of scheduled transportation include bus, ferry, airline, and railway networks, with the latter being a prime application domain that provides a fair amount of the most complex and largest instances of such optimization problems. Scheduled transport optimization deals with planning and scheduling problems over several time horizons, and substantial progress has been made for strategic planning and scheduling problems in all transportation domains. This state-of-the-art survey presents the outcome of an open call for contributions asking for either research papers or state-of-the-art survey articles. We received 24 submissions that underwent two rounds of the standard peer-review process, out of which 18 were finally accepted for publication. The volume is organized in four parts: Robustness and Recoverability, Robust Timetabling and Route Planning, Robust Planning Under Scarce Resources, and Online Planning: Delay and Disruption Management.

Robust Optimization

Robust Optimization PDF Author: Aharon Ben-Tal
Publisher: Princeton University Press
ISBN: 1400831059
Category : Mathematics
Languages : en
Pages : 565

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Book Description
Robust optimization is still a relatively new approach to optimization problems affected by uncertainty, but it has already proved so useful in real applications that it is difficult to tackle such problems today without considering this powerful methodology. Written by the principal developers of robust optimization, and describing the main achievements of a decade of research, this is the first book to provide a comprehensive and up-to-date account of the subject. Robust optimization is designed to meet some major challenges associated with uncertainty-affected optimization problems: to operate under lack of full information on the nature of uncertainty; to model the problem in a form that can be solved efficiently; and to provide guarantees about the performance of the solution. The book starts with a relatively simple treatment of uncertain linear programming, proceeding with a deep analysis of the interconnections between the construction of appropriate uncertainty sets and the classical chance constraints (probabilistic) approach. It then develops the robust optimization theory for uncertain conic quadratic and semidefinite optimization problems and dynamic (multistage) problems. The theory is supported by numerous examples and computational illustrations. An essential book for anyone working on optimization and decision making under uncertainty, Robust Optimization also makes an ideal graduate textbook on the subject.

Mathematical Methods on Optimization in Transportation Systems

Mathematical Methods on Optimization in Transportation Systems PDF Author: M. Pursula
Publisher: Springer Science & Business Media
ISBN: 1475733577
Category : Technology & Engineering
Languages : en
Pages : 244

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Book Description
This book contains selected papers from the presentations given at the 7th EURO-Working Group Meeting on 'Iransportation, which took place at the Helsinki University of Technology (HUT), Finland, during August 2-4, 1999. Altogether 31 presentations were given and 14 full papers have been selected in this publication through a peer review process coordinated by the editors. The papers in this book cover a wide range of transportation problems from the simulation of railway traffic to optimum congestion tolling and mode choice modeling with stated preference data. In general, the variety of papers clearly demonstrates the wide areas of interest of people who are involved in the research of transportation systems and their operation. They as well demonstrate the importance and possibilities of modeling and theoretical approaches in the analysis of transportation systems and problem solving. Most of the papers are purely theoretical in nature, that is, they present a theoretical model with only a hypothetical example of applica tion. There are, however, some papers, which are closer to the practice or describe applications of and give interesting results of studies made by known methodologies. It is especially noteworthy, that half of the accepted papers deal with planning and operation of public transport.

Stochastic Optimization for Robust Planning in Transportation

Stochastic Optimization for Robust Planning in Transportation PDF Author: Francisco Javier Jauffred
Publisher:
ISBN:
Category : Mathematical optimization
Languages : en
Pages : 236

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Book Description


Informed Urban Transport Systems

Informed Urban Transport Systems PDF Author: Joseph Chow
Publisher: Elsevier
ISBN: 0128136146
Category : Social Science
Languages : en
Pages : 492

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Book Description
Informed Urban Transport Systems examines how information gathered from new technologies can be used for optimal planning and operation in urban settings. Transportation researchers, and those from related disciplines, such as artificial intelligence, energy, applied mathematics, electrical engineering and environmental science will benefit from the book’s deep dive into the transportation domain, allowing for smarter technological solutions for modern transportation problems. The book helps create solutions with fewer financial, social, political and environmental costs for the populations they serve. Readers will learn from, and be able to interpret, the information and data collected from modern mobile and sensor technologies and understand how to use system optimization strategies using this information. The book concludes with an evaluation of the social and system impacts of modern transportation systems. Takes a fresh look at transportation systems analysis and design, with an emphasis on urban systems and information/data use Serves as a focal point for those in artificial intelligence and environmental science seeking to solve modern transportation problems Examines current analytical innovations that focus on capturing, predicting, visualizing and controlling mobility patterns Provides an overview of the transportation systems benefitting from modern technologies, such as public transport, freight services and shared mobility service models, such as bike sharing, peer-to-peer ride sharing and shared taxis

Optimal Transportation and Applications

Optimal Transportation and Applications PDF Author: Luigi Ambrosio
Publisher: Springer
ISBN: 3540448578
Category : Mathematics
Languages : en
Pages : 176

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Book Description
Leading researchers in the field of Optimal Transportation, with different views and perspectives, contribute to this Summer School volume: Monge-Ampère and Monge-Kantorovich theory, shape optimization and mass transportation are linked, among others, to applications in fluid mechanics granular material physics and statistical mechanics, emphasizing the attractiveness of the subject from both a theoretical and applied point of view. The volume is designed to become a guide to researchers willing to enter into this challenging and useful theory.

Nature-inspired Methods for Stochastic, Robust and Dynamic Optimization

Nature-inspired Methods for Stochastic, Robust and Dynamic Optimization PDF Author: Javier Del Ser Lorente
Publisher: BoD – Books on Demand
ISBN: 1789233283
Category : Mathematics
Languages : en
Pages : 71

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Book Description
Nature-inspired algorithms have a great popularity in the current scientific community, being the focused scope of many research contributions in the literature year by year. The rationale behind the acquired momentum by this broad family of methods lies on their outstanding performance evinced in hundreds of research fields and problem instances. This book gravitates on the development of nature-inspired methods and their application to stochastic, dynamic and robust optimization. Topics covered by this book include the design and development of evolutionary algorithms, bio-inspired metaheuristics, or memetic methods, with empirical, innovative findings when used in different subfields of mathematical optimization, such as stochastic, dynamic, multimodal and robust optimization, as well as noisy optimization and dynamic and constraint satisfaction problems.

Parallel Optimization

Parallel Optimization PDF Author: Yair Censor
Publisher: Oxford University Press, USA
ISBN: 9780195100624
Category : Computers
Languages : en
Pages : 574

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Book Description
This book offers a unique pathway to methods of parallel optimization by introducing parallel computing ideas into both optimization theory and into some numerical algorithms for large-scale optimization problems. The three parts of the book bring together relevant theory, careful study of algorithms, and modeling of significant real world problems such as image reconstruction, radiation therapy treatment planning, financial planning, transportation and multi-commodity network flow problems, planning under uncertainty, and matrix balancing problems.

Encyclopedia of Optimization

Encyclopedia of Optimization PDF Author: Christodoulos A. Floudas
Publisher: Springer Science & Business Media
ISBN: 0387747583
Category : Mathematics
Languages : en
Pages : 4646

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Book Description
The goal of the Encyclopedia of Optimization is to introduce the reader to a complete set of topics that show the spectrum of research, the richness of ideas, and the breadth of applications that has come from this field. The second edition builds on the success of the former edition with more than 150 completely new entries, designed to ensure that the reference addresses recent areas where optimization theories and techniques have advanced. Particularly heavy attention resulted in health science and transportation, with entries such as "Algorithms for Genomics", "Optimization and Radiotherapy Treatment Design", and "Crew Scheduling".