Skip to main content

Congested O-D Trip Demand Adjustment Problem: Bilevel Programming Formulation and Optimality Conditions

  • Chapter
Multilevel Optimization: Algorithms and Applications

Part of the book series: Nonconvex Optimization and Its Applications ((NOIA,volume 20))

Abstract

The problem of adjusting (or estimating) an origin-destination (O-D) matrix by using observed flows on the links of a congested traffic network, which we denote DAP,is considered in this paper. After reviewing the previous contributions made in stating models and development solution algorithms for this problem, a nonlinear bilevel programming formulation is proposed to model the DAP. The existence of solutions is established under relatively mild assumptions on the link cost functions. The property of the continuous dependence of equilibrium link flows on the demand is demonstrated under a fairly weaker condition. By using the general bilevel programming theory, the DAP is reformulated as a single-level like optimization problem, where the marginal function of the lower level equilibrium problem is used explicitly in a constraint. The gradient function of the implicit marginal function is derived in terms of the link cost mapping and the link proportions in an equilibrium state. Necessary optimality conditions for the DAP are derived based on the gradient information of the marginal function, of which the significance and application for the DAP are discussed as well.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 169.00
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 219.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book
USD 219.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. Aiyoshi, E. and Shimizu K., A Solution method for the static constrained Stackelberg problem via penalty functions, IEEE Trans. Auto. Control AC-29 (1984), 1111–1114.

    Article  MathSciNet  Google Scholar 

  2. Bard, J.F., Convex two-level optimization, Mathematical Programming 40 (1988), 15–27.

    Article  MathSciNet  MATH  Google Scholar 

  3. Bard, J.F. and J.E. Falk, An explicit solution to the multilevel programming problem, Computers and Operations Research 9 (1982), 77–100.

    Article  MathSciNet  Google Scholar 

  4. Bell, M. G. H., The estimation of an origin-destination matrix from traffic counts, Transportation Science 17 (1983), 198–217.

    Article  Google Scholar 

  5. Ben-Ayed, O., D.E. Boyce and C.E. Blair, A General Bilevel Linear Programming Formulation of the Network Design Problem, Transportation Research B 22 (1988), 311–318.

    Article  MathSciNet  Google Scholar 

  6. Bialas, W.F. and M.H. Karwan, Two-level Linear Programming, Management Science 30 (1984), 1004–1020.

    Article  MathSciNet  MATH  Google Scholar 

  7. Brenninger-Göthe, M. K.O. Jörnsten and J.T. Lundgren, Estimation of origin-destination matrices from counts using multiobjective programming formulations, Transportation Research B 23 (1989), 257–269.

    Article  MATH  Google Scholar 

  8. Candler, W. and R. Townsley, A Linear Two-level Programming Problem, Computers and Operations Research 9 (1982), 59–76.

    Article  MathSciNet  Google Scholar 

  9. Carey, M., C. Hendrickson and K. Siddarthan, A method for estimation of origin/destination trip matrices, Transportation Science 15 (1981), 32–49.

    Article  Google Scholar 

  10. Cascetta, E. and S. Nguyen, A Unified Framework for Estimating or Updating Origin-Destination Matrices from Traffic Counts, Transportation Research B 22 (1988), 437–455.

    Article  MathSciNet  Google Scholar 

  11. Chen, Y., Bilevel Programming Problems: Analysis, algorithms and applications“, Ph.D. dissertation, Université de Montréal, Montréal, Canada (1993).

    Google Scholar 

  12. Chen, Y. and M. Florian, The Nonlinear Bilevel Programming- Formulations, Regularity and Optimality Conditions, to appear in Optimization, Publication CRT-794, Université de Montréal, Montréal, Canada (revised version, 1993).

    Google Scholar 

  13. Dafermos, S., Traffic equilibrium and variational inequalities, Transportation Science 14 (1980), 42–54.

    Article  MathSciNet  Google Scholar 

  14. Dafermos, S. and A. Nagurney, Sensitivity Analysis for the Asymmetric Network Equilibrium Problem, Mathematical Programming 28 (1984), 174–184.

    Article  MathSciNet  MATH  Google Scholar 

  15. Drissi-Kaΐ touni, O. and J. Lundgren, Bilevel Origin-destination Matrix Estimation Using a Descent Approach, Technique Report, LiTH-MAT-R1992–49, Linköping University, Linköping, Sweden (1992).

    Google Scholar 

  16. Fisk, C.S., On Combining Maximum Entropy Trip Matrix Estimation with User Optimal Assignment, Transportation Research B 22 (1988), 69–73.

    Article  MathSciNet  MATH  Google Scholar 

  17. Fisk, C.S., Trip Matrix Estimation from Link Traffic Counts: The Congested Network Case, Transportation Research B 23 (1989), 331–336.

    Article  MathSciNet  Google Scholar 

  18. Florian, M and Y. Chen, A coordinate descent method for bilevel O-D matrix adjustment problem, to appear in International Transactions in Operational Research (1994).

    Google Scholar 

  19. Florian, M and Y. Chen, A Bilevel Programming Approach to Estimating O-D Matrix by Traffic counts, Publication CRT-750, Université de Montréal, Montréal, Canada (1991).

    Google Scholar 

  20. Gur, Y.J., M. Turnquist, M. Schneider, L. LeBlanc and D.Kurth, Estimation of an Origin-Destination Trip Table Based on Observed Link Volumes and Turning Movements - Volume 1., Technical Report, FHWA, U.S. Department of Transportation, Washington, D.C., RD-801034, (1980).

    Google Scholar 

  21. Hall, M. A., Properties of the Equilibrium State in Transportation Networks, Transportation Science 12 (1978), 208–216.

    Article  Google Scholar 

  22. Hansen, P., B. Jaumard and G. Savard, New Branching and Bounding Rules for Linear Bilevel Programming, SIAM J. Sci. Stat. Comput.13 (1992).

    Google Scholar 

  23. Hogan, W., Point-to-set Maps in Mathematical Programming, SIAM Review 15 (1973), 591–603.

    Article  MathSciNet  MATH  Google Scholar 

  24. Holm, J., T. Jenson, S.K. Nielsen, A. Christensen, B. Johnsen and G. Ronby, Calibrating Traffic Models on Traffic Census Results Only, Traffic Engineering and Control 17 (1976), 137–140.

    Google Scholar 

  25. INRO Consultants Inc., EMME/2 Users’ Manual, 735 pp, Montréal, Québec, Canada (1990).

    Google Scholar 

  26. Jörnsten, K. and S. Nguyen, On the estimation of a trip matrix from network data, Publication No. 153, CRT, Université de Montréal, Montréal, Canada (1979).

    Google Scholar 

  27. Jörnsten, K. and S. Wallace, Overcoming the (apparent) problems of inconsistency in origin-destination matrix estimations, Transportation Sciences 27 (1993), 374–380.

    Article  MATH  Google Scholar 

  28. Maher, M.J., Inferences on Trip Matrices from Observations on Link Volumes: A Bayesian Statistical Approach, Transportation Research 17B (1983), 435–447.

    MathSciNet  Google Scholar 

  29. Marcotte, P., Network Design Problem with Congestion Effects: A Case of Bilevel Programming, Mathematical Programming 34 (1986), 142–162.

    Article  MathSciNet  MATH  Google Scholar 

  30. McNeil, S. and C. Hendrickson, A regression formulation of the matrix estimation problem, Transportation Science 19 (1985), 278–292.

    Article  MathSciNet  Google Scholar 

  31. Nguyen, S., Estimating an O-D Matrix from Network Data: A Network Equilibrium Approach, Publication No. 60, CRT, Université de Montréal, Montréal, Canada (1977).

    Google Scholar 

  32. Nguyen, S., Modeles de distribution spatiale tenant compte des itineraires, INFOR (1983)

    Google Scholar 

  33. Nguyen, S., Estimating Origin-Destination Matrices from Observed Flows, In Transportation Planning Models (Eds. M. Florian) (1984), 363–380.

    Google Scholar 

  34. Nguyen, S. and C. Dupuis, An Efficient Method for Computing Traffic Equilibria in Networks with Asymmetric Transportation Costs, Transportation Science 18 (1984), 185–232.

    Article  Google Scholar 

  35. Smith, M.J., Existence, Uniqueness and Stability of Traffic Equilibria, Transportation Research B 13 (1979), 295–304.

    Article  Google Scholar 

  36. Smock, R., An iterative Assignment approach to capacity restraint on arterial networks, HRB, Bulletin 347 (1962).

    Google Scholar 

  37. Spiess, H., A Maximum Likelihood Model for Estimating Origin-Destination Matrices, Transportation Research 21B, 395–412 (1987).

    Google Scholar 

  38. Spiess, H., A Gradient Approach for the O-D Matrix Adjustment Problem, Publication No.693, CRT, Université de Montréal, Montréal, Canada (1990)

    Google Scholar 

  39. Tobin, R. and T.Y. Friesz, Sensitivity Analysis for Equilibrium Network Flow, Transportation Science 22 (1988), 242–250.

    Article  MathSciNet  MATH  Google Scholar 

  40. Van Zuylen, J.H., The information minimizing method: Validity and applicability to transport planning, in New Developments in Modeling Travel Demand and Urban Systems (Edited by Jansen G. R. H., et al). Saxon, Farnborough (1978).

    Google Scholar 

  41. Van Zuylen, J.H. and D.M. Branston, Consistent link flow estimation from counts, Transportation Research 16B (1982), 473–476.

    Google Scholar 

  42. Van Zuylen, J.H. and L.G. Willumsen, The Most Likely Trip Matrix Estimated from Traffic Counts, Transportation Research B 14 (1980), 281–293.

    Article  Google Scholar 

  43. Wardrop, J. G., Some Theoretical Aspects of Road Traffic Research, Proceedings of the Insititute of Civil Engineers Part II (1952), 325–378.

    Google Scholar 

  44. Willumsen, L.G., Simplified transport models based on traffic counts, Transportation Planning 10 (1981), 257–278.

    Google Scholar 

  45. Yang, II., T. Sasaki, Y. Iida and Y. Asakura, Estimation Origin-destination Matrices from Link Traffic Counts on Congested Networks, Transportation Research 26B (1992), 417–434.

    Google Scholar 

  46. Yang, H., Y. Iida and T. Sasaki, The Equilibrium-based Origin-destination Matrix Estimation Problem, Transportation Research 28B (1994), 23–33.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 1998 Kluwer Academic Publishers

About this chapter

Cite this chapter

Chen, Y., Florian, M. (1998). Congested O-D Trip Demand Adjustment Problem: Bilevel Programming Formulation and Optimality Conditions. In: Migdalas, A., Pardalos, P.M., Värbrand, P. (eds) Multilevel Optimization: Algorithms and Applications. Nonconvex Optimization and Its Applications, vol 20. Springer, Boston, MA. https://doi.org/10.1007/978-1-4613-0307-7_1

Download citation

  • DOI: https://doi.org/10.1007/978-1-4613-0307-7_1

  • Publisher Name: Springer, Boston, MA

  • Print ISBN: 978-1-4613-7989-8

  • Online ISBN: 978-1-4613-0307-7

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics