Abstract

This paper presents a globalized robust optimization approach for a network design problem explicit incorporating traffic dynamics and demand uncertainty. In particular, a non-holding back cell transmission model (CTM) based network design problem of linear programming type is considered to describe dynamic traffic flows, and the normal range of the uncertain demand is assumed to be a box set, i.e., the uncertain demand outside box set is allowed. The major contribution of this paper is to formulate such a globalized robust network design problem as a tractable linear programming model and demonstrate the model robustness and flexibility by comparing its solution performance with the robust solution from the usual robust model and the adjustable robust solution from the adjustable robust model, respectively. A numerical experiment is conducted to demonstrate that the modeling advantage of the globalized robust optimization in terms of solution quality. The proposed globalized robust optimization approach may provide useful insights and have broader applicability in traffic management and traffic planning problems under uncertainty.

Highlights

  • The network design problem (NDP) seeks to optimize a certain objective by determining the investment schemes subject to the resultant flow pattern following some sort of equilibrium conditions

  • We applied the globalized robust optimization (GRO) approach for handling optimization problems with uncertain data proposed by Ben-Tal et al [53], [54] and the non-holding back CTMbased system-optimal dynamic traffic assignment (DTA) model proposed by Zhu and Ukkusuri [52] to the DTA-based NDP under demand uncertainty, in which the normal range of the uncertain demand is assumed to be a box set

  • For the same budget and uncertain level, the mean standard deviation and maximum of the total travel cost obtained by adjustable robust counterpart (AARC) and globalized robust counterpart (GRC) is less than robust conterpart (RC)

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Summary

INTRODUCTION

The network design problem (NDP) seeks to optimize a certain objective by determining the investment schemes subject to the resultant flow pattern following some sort of equilibrium conditions. Chung et al [33] developed a distributional robust chance constrained optimization model for the CTM-based DTA under demand uncertainty in which the distribution of the uncertain demand belongs to a set that consists of all probability distributions that are consistent with the know mean and variance of uncertain demand. Ben-Tal et al [50] applied the ARO approach to develop a single-level CTM-based system-optimal DTA with polyhedral uncertainty set for demand. We applied the GRO approach for handling optimization problems with uncertain data proposed by Ben-Tal et al [53], [54] and the non-holding back CTMbased system-optimal DTA model proposed by Zhu and Ukkusuri [52] to the DTA-based NDP under demand uncertainty, in which the normal range of the uncertain demand is assumed to be a box set.

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