Solving nonlinear bilevel programming models of the equilibrium network design problem: A comparative review

Nonlinear bilevel programming problems, of which the equilibrium network design problem is one, are extremely difficult to solve. Even if an optimum solution is obtained, there is no sure way of knowing whether the solution is the global optimum or not, due to the nonconvexity of the bilevel programming problem. This paper reviews and discusses recent developments in solution methodologies for nonlinear programming models of the equilibrium network design problem. In particular, it provides a primer for descent-type algorithms reported in the technical literature and proposes certain enhancements thereof.

[1]  Patrick T. Harker,et al.  Finite-dimensional variational inequality and nonlinear complementarity problems: A survey of theory, algorithms and applications , 1990, Math. Program..

[2]  Anthony V. Fiacco,et al.  Sensitivity analysis for nonlinear programming using penalty methods , 1976, Math. Program..

[3]  Tschangho John Kim,et al.  Advanced Transport and Spatial Systems Models , 1990 .

[4]  C. Lemaréchal,et al.  The watchdog technique for forcing convergence in algorithms for constrained optimization , 1982 .

[5]  Terry L. Friesz,et al.  Equilibrium Decomposed Optimization: A Heuristic for the Continuous Equilibrium Network Design Problem , 1987, Transp. Sci..

[6]  Michael Athans,et al.  HYBRID OPTIMIZATION IN URBAN TRAFFIC NETWORKS , 1979 .

[7]  Sunduck Suh,et al.  Toward developing a national transportation planning model: A bilevel programming approach for Korea , 1988 .

[8]  T. Friesz,et al.  Algorithms for Spatially Competitive Network Facility-Location , 1988 .

[9]  David E. Boyce,et al.  A bilevel programming algorithm for exact solution of the network design problem with user-optimal flows , 1986 .

[10]  Larry J. LeBlanc,et al.  AN EFFICIENT APPROACH TO SOLVING THE ROAD NETWORK EQUILIBRIUM TRAFFIC ASSIGNMENT PROBLEM. IN: THE AUTOMOBILE , 1975 .

[11]  Patrick T. Harker,et al.  Properties of the iterative optimization-equilibrium algorithm , 1985 .

[12]  L. Lasdon,et al.  Derivative evaluation and computational experience with large bilevel mathematical programs , 1990 .

[13]  Larry J. LeBlanc,et al.  CONTINUOUS EQUILIBRIUM NETWORK DESIGN MODELS , 1979 .

[14]  Terry L. Friesz,et al.  Sensitivity analysis based heuristic algorithms for mathematical programs with variational inequality constraints , 1990, Math. Program..

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

[16]  M. J. D. Powell,et al.  Extensions to subroutine VFO2AD , 1982 .

[17]  Peter A. Steenbrink,et al.  Optimization of Transport Networks , 1974 .

[18]  P. Marcotte Network Optimization with Continuous Control Parameters , 1983 .

[19]  Terry L. Friesz,et al.  Sensitivity Analysis for Equilibrium Network Flow , 1988, Transp. Sci..

[20]  Yosef Sheffi,et al.  Urban Transportation Networks: Equilibrium Analysis With Mathematical Programming Methods , 1985 .

[21]  R. Tobin Sensitivity analysis for variational inequalities , 1986 .

[22]  David E. Boyce,et al.  A general bilevel linear programming formulation of the network design problem , 1988 .

[23]  P. Harker,et al.  A penalty function approach for mathematical programs with variational inequality constraints , 1991 .

[24]  Patrice Marcotte,et al.  Network design problem with congestion effects: A case of bilevel programming , 1983, Math. Program..

[25]  J. Wardrop ROAD PAPER. SOME THEORETICAL ASPECTS OF ROAD TRAFFIC RESEARCH. , 1952 .

[26]  Ue-Pyng Wen,et al.  Mathematical methods for multilevel linear programming , 1981 .