Solving transportation bi-level programs with Differential Evolution

Bi-level programming problems arise in situations when the decision maker has to take into account the responses of the users to his decisions. These problems are recognized as one of the most difficult and challenging problems in transportation systems management. Several problems within the transportation literature can be cast in the bi-level programming framework. At the same time, significant advances have been made in the deployment of stochastic heuristics for function optimization. This paper reports on the use of Differential Evolution (DE) for solving bi-level programming problems with applications in the field of transportation planning. After illustrating our solution algorithm with some mathematical functions, we then apply this method to two control problems facing the transportation network manager. DE is integrated with conventional traffic assignment techniques to solve the resulting bi-level program. Numerical computations of this DE based algorithm (known as DEBLP) are presented and compared with existing results. Our numerical results augment the view that DE is a suitable contender for solving these types of problems.

[1]  Ben Paechter,et al.  THE CONTINUOUS EQUILIBRIUM OPTIMAL NETWORK DESIGN PROBLEM: A GENETIC APPROACH , 1998 .

[2]  Anyong Qing,et al.  Dynamic differential evolution strategy and applications in electromagnetic inverse scattering problems , 2006, IEEE Trans. Geosci. Remote. Sens..

[3]  Agachai Sumalee,et al.  Optimal road pricing scheme design , 2004 .

[4]  Agachai Sumalee,et al.  Optimal Road User Charging Cordon Design: A Heuristic Optimization Approach , 2004 .

[5]  Donald W. Hearn,et al.  An MPEC approach to second-best toll pricing , 2004, Math. Program..

[6]  H. Poorzahedy,et al.  Application of Ant System to network design problem , 2005 .

[7]  Xiaoyan Zhang,et al.  AN ALGORITHM FOR THE SOLUTION OF BI-LEVEL PROGRAMMING PROBLEMS IN TRANSPORT NETWORK ANALYSIS , 1998 .

[8]  J G Wardrop,et al.  CORRESPONDENCE. SOME THEORETICAL ASPECTS OF ROAD TRAFFIC RESEARCH. , 1952 .

[9]  Xianjia Wang,et al.  A New Discrete Traffic Network Design Problem with Evolutionary Game Algorithm , 2008, 2008 International Conference on Intelligent Computation Technology and Automation (ICICTA).

[10]  C. Fisk GAME THEORY AND TRANSPORTATION SYSTEMS MODELLING , 1984 .

[11]  Xiaoning Zhang,et al.  The optimal cordon-based network congestion pricing problem , 2004 .

[12]  Rainer Storn,et al.  Differential Evolution – A Simple and Efficient Heuristic for global Optimization over Continuous Spaces , 1997, J. Glob. Optim..

[13]  Arthur W. Westerberg,et al.  Bilevel programming for steady-state chemical process design—I. Fundamentals and algorithms , 1990 .

[14]  William H. K. Lam,et al.  Optimal road tolls under conditions of queueing and congestion , 1996 .

[15]  Suh-Wen Chiou BI-LEVEL FORMULATION FOR EQUILIBRIUM TRAFFIC FLOW AND SIGNAL SETTINGS. , 1998 .

[16]  Terry L. Friesz,et al.  A Simulated Annealing Approach to the Network Design Problem with Variational Inequality Constraints , 1992, Transp. Sci..

[17]  Rajkumar Roy,et al.  Bi-level optimisation using genetic algorithm , 2002, Proceedings 2002 IEEE International Conference on Artificial Intelligence Systems (ICAIS 2002).

[18]  Rainer Laur,et al.  Constrained Single-Objective Optimization Using Differential Evolution , 2006, 2006 IEEE International Conference on Evolutionary Computation.

[19]  Michael G.H. Bell,et al.  Transportation Network Analysis: Bell/Transportation Network Analysis , 1997 .

[20]  Kapil Gupta,et al.  A Tabu Search Based Approach for Solving a Class of Bilevel Programming Problems in Chemical Engineering , 2003, J. Heuristics.

[21]  Yafeng Yin,et al.  Genetic-Algorithms-Based Approach for Bilevel Programming Models , 2000 .

[22]  Huang Chong-chao A New Model for Equilibrium Network Design Problem and Algorithm , 2006 .

[23]  Dietrich Braess,et al.  Über ein Paradoxon aus der Verkehrsplanung , 1968, Unternehmensforschung.

[24]  Kenneth V. Price,et al.  An introduction to differential evolution , 1999 .

[25]  Hai Yang,et al.  An equivalent continuously differentiable model and a locally convergent algorithm for the continuous network design problem , 2001 .

[26]  J. G. Wardrop,et al.  Some Theoretical Aspects of Road Traffic Research , 1952 .

[27]  Ariel Orda,et al.  Avoiding the Braess paradox in non-cooperative networks , 1999, Journal of Applied Probability.

[28]  Nurhan Karaboga,et al.  Digital IIR Filter Design Using Differential Evolution Algorithm , 2005, EURASIP J. Adv. Signal Process..

[29]  Joni-Kristian Kämäräinen,et al.  Differential Evolution Training Algorithm for Feed-Forward Neural Networks , 2003, Neural Processing Letters.

[30]  James Kennedy,et al.  Particle swarm optimization , 2002, Proceedings of ICNN'95 - International Conference on Neural Networks.

[31]  Efstratios N. Pistikopoulos,et al.  A Decomposition-Based Global Optimization Approach for Solving Bilevel Linear and Quadratic Programs , 1996 .

[32]  Francisco Facchinei,et al.  A smoothing method for mathematical programs with equilibrium constraints , 1999, Math. Program..