Optimization and Engineering

, Volume 8, Issue 3, pp 241–257

A globally convergent algorithm for transportation continuous network design problem


DOI: 10.1007/s11081-007-9015-1

Cite this article as:
Gao, Z., Sun, H. & Zhang, H. Optim Eng (2007) 8: 241. doi:10.1007/s11081-007-9015-1


The continuous network design problem (CNDP) is characterized by a bilevel programming model, in which the upper level problem is generally to minimize the total system cost under limited expenditure, while at the lower level the network users make choices with regard to route conditions following the user equilibrium principle. In this paper, the bilevel programming model for CNDP is transformed into a single level convex programming problem by virtue of an optimal-value function tool and the relationship between System Optimum (SO) and User Equilibrium (UE). By exploring the inherent nature of the CNDP, the optimal-value function for the lower level user equilibrium problem is proved to be continuously differentiable and its derivative in link capacity enhancement can be obtained efficiently by implementing user equilibrium assignment subroutine. However, the reaction (or response) function between the upper and lower level problem is implicit and its gradient is difficult to obtain. Although, here we approximately express the gradient with the difference concept at each iteration, based on the method of successive averages (MSA), we propose a globally convergent algorithm to solve the single level convex programming problem. Comparing with widely used heuristic algorithms, such as sensitivity analysis based (SAB) method, the proposed algorithm needs not strong hypothesis conditions and complex computation for the inverse matrix. Finally, a numerical example is presented to compare the proposed method with some existing algorithms.


Continuous network design problemB-level programmingMethod of successive averagesGlobal convergence

Copyright information

© Springer Science+Business Media, LLC 2007

Authors and Affiliations

  1. 1.State Key Laboratory of Rail Traffic Control and Safety, School of Traffic and TransportationBeijing Jiaotong UniversityBeijingPeoples Republic of China