Skip to main content

Part of the book series: NATO ASI Series ((NATO ASI F,volume 166))

Summary

We describe how several traffic assignment and design problems can be formulated within the GAMS modeling language using newly developed modeling and interface tools. The fundamental problem is user equilibrium, where multiple drivers compete noncooperatively for the resources of the traffic network. A description of how these models can be written as complementarity problems, variational inequalities, mathematical programs with equilibrium constraints, or stochastic linear programs is given. At least one general purpose solution technique for each model format is briefly outlined. Some observations relating to particular model solutions are drawn.

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. D. P. Bertsekas. Dynamic Programming and Optimal Control. Athena Scientific, Belmont MA, 1995.

    MATH  Google Scholar 

  2. D. P. Bertsekas and J. N. Tsitsildis. An analysis of stochastic shortest path problems. Mathematics of Operations Research, 16: 580–595, 1991.

    Article  MathSciNet  MATH  Google Scholar 

  3. A. Brooke, D. Kendrick, and A. Meeraus. GAMS: A User’s Guide. The Scientific Press, South San Francisco, CA, 1988.

    Google Scholar 

  4. Y. Chen and M. Florian. O-D demand adjustment problem with congestion: Part I. model analysis and optimality conditions. Publication CRT-94–56, Centre de Recherche sur les Transports, Université de Montréal, Montréal, Canada, 1994.

    Google Scholar 

  5. A. R. Conn and Ph. L. Toint. An algorithm using quadratic interpolation for unconstrained derivative free optimization. In G. Di Pillo and F. Giannessi, editors, Nonlinear Optimization and Applications. Plenum Press, New York, 1996.

    Google Scholar 

  6. S. P. Dirkse and M. C. Ferris. MCPLIB: A collection of nonlinear mixed complementarity problems. Optimization Methods and Software, 5: 319–345, 1995.

    Google Scholar 

  7. S. P. Dirkse and M. C. Ferris. The PATH solver: A non-monotone stabilization scheme for mixed complementarity problems. Optimization Methods and Software, 5: 123–156, 1995.

    Google Scholar 

  8. S. P. Dirkse and M. C. Ferris. A pathsearch damped Newton method for computing general equilibria. Annals of Operations Research, 1996.

    Google Scholar 

  9. S. P. Dirkse and M. C. Ferris. Crash techniques for large-scale complementarity problems. In Ferris and Pang [14].

    Google Scholar 

  10. S. P. Dirkse, M. C. Ferris, P. V. Preckel, and T. Rutherford. The GAMS callable program library for variational and complementarity solvers. Mathematical Programming Technical Report 94–07, Computer Sciences Department, University of Wisconsin, Madison, Wisconsin, 1994.

    Google Scholar 

  11. B. C. Eaves. On the basic theorem of complementarity. Mathematical Programming, 1: 68–87, 1971.

    Article  MathSciNet  MATH  Google Scholar 

  12. M. C. Ferris and C. Kanzow. Recent developments in the solution of nonlinear complementarity problems. Technical report, Computer Sciences Department, University of Wisconsin, 1997. In preparation.

    Google Scholar 

  13. M. C. Ferris, A. Meeraus, and T. F. Rutherford. Computing Wardropian equilibrium in a complementarity framework. Mathematical Programming Technical Report 95–03, Computer Sciences Department, University of Wisconsin, Madison, Wisconsin, 1995.

    Google Scholar 

  14. M. C. Ferris and J. S. Pang, editors. Complementarily and Variational Problems: State of the Art, Philadelphia, Pennsylvania, 1997. SIAM Publications.

    Google Scholar 

  15. M. C. Ferris and J. S. Pang Engineering and economic applications of complementarity problems. SIAM Review, forthcoming, 1997.

    Google Scholar 

  16. M. C. Ferris and A. Ruszczynski. Robust path choice and vehicle guidance in networks with failures. Mathematical Programming Technical Report 97–04, Computer Sciences Department, University of Wisconsin, Madison, Wisconsin, 1997.

    Google Scholar 

  17. M. C. Ferris and T. F. Rutherford. Accessing realistic complementarity problems within Matlab. In G. Di Pillo and F. Giannessi, editors, Nonlinear Optimization and Applications. Plenum Press, New York, 1996.

    Google Scholar 

  18. M. Florian, editor. Traffic Equilibrium Methods, Berlin, 1976. Springer-Verlag.

    MATH  Google Scholar 

  19. M. Florian. Nonlinear cost network models in transportation analysis. Mathematical Programming Study, 26: 167–196, 1986.

    Article  MathSciNet  MATH  Google Scholar 

  20. T. L. Friesz. Network equilibrium, design and aggregation. Transportation Research, 19A: 413–427, 1985.

    Google Scholar 

  21. T. L. Friesz, R. L. Tobin, T. E. Smith, and P. T. Harker. A nonlinear complementarity formulation and solution procedure for the general derived demand network equilibrium problem. Journal of Regional Science, 23: 337–359, 1983.

    Article  Google Scholar 

  22. P. T. Harker. Lectures on Computation of Equilibria with Equation-Based Methods. CORE Lecture Series. CORE Foundation, Louvain-la-Neuve, Université Catholique de Louvain, 1993.

    Google Scholar 

  23. A. Haurie and P. Marcotte. On the relationship between Nash-Cournot and Wardrop equilibria. Networks, 15: 295–308, 1985.

    Article  MathSciNet  MATH  Google Scholar 

  24. D. W. Hearn, S. Lawphongpanich, and J. A. Ventura. Restricted simplicial decomposition: Computation and extensions. Mathematical Programming Study, 31: 99–118, 1987.

    Article  MATH  Google Scholar 

  25. P. Kall and S. W. Wallace. Stochastic Programming. John Wiley & Sons, Chichester, 1994.

    MATH  Google Scholar 

  26. A. J. King. SP/OSL version 1.0 stochastic programming interface library user’s guide. Technical Report RC 19757, IBM T.J. Watson Research Center, Yorktown Heights, New York, 1994.

    Google Scholar 

  27. M. Kocvara and J. V. Outrata. On optimization of systems governed by implicit complementarity problems. Technical Report 513, Institute of Applied Mathematics, University of Jena, Leutragraben, 1994.

    Google Scholar 

  28. M. Kocvara and J. V. Outrata. On the solution of optimum design problems with variational inequalities. In Recent Advances in Nonsmooth Optimization, pages 172–192. World Scientific Publishers, Singapore, 1995.

    Google Scholar 

  29. Z.-Q. Luo, J. S. Pang, and D. Ralph. Mathematical Programs with Equilibrium Constraints. Cambridge University Press, 1996.

    Google Scholar 

  30. T. L. Magnanti. Models and algorithms for predicting urban traffic equilibria. In M. Florian, editor, Transportation Planning Models, pages 153–186. North Holland, 1984.

    Google Scholar 

  31. P. Marcotte. Network design problem with congestion effects: A case of bilevel programming Mathematical Programming, 34: 142–162, 1986.

    Article  MathSciNet  MATH  Google Scholar 

  32. J. V. Outrata and J. Zowe. A numerical approach to optimization problems with variational inequality constraints. Mathematical Programming, 68: 105–130, 1995.

    MathSciNet  MATH  Google Scholar 

  33. J. S. Pang and C. S. Yu. Linearized simplicial decomposition methods for computing traffic equilibria on networks. Networks, 14: 427–438, 1984.

    Article  MathSciNet  MATH  Google Scholar 

  34. G. H. Polychronopoulos and J. N. Tsitsiklis. Stochastic shortest path problems with recourse. Networks, 27: 133–143, 1996.

    Article  MathSciNet  MATH  Google Scholar 

  35. A. Prékopa. Stochastic Programming. Kluwer Academic Publishers, Dordrecht, 1995.

    Book  Google Scholar 

  36. D. Ralph. Global convergence of damped Newton’s method for nonsmooth equations, via the path search. Mathematics of Operations Research, 19: 35 2389, 1994.

    MathSciNet  Google Scholar 

  37. S. M. Robinson. Mathematical foundations of nonsmooth embedding methods. Mathematical Programming, 48: 221–229, 1990.

    Article  MathSciNet  MATH  Google Scholar 

  38. S. M. Robinson. Normal maps induced by linear transformations. Mathematics of Operations Research, 17: 691–714, 1992.

    Article  MathSciNet  MATH  Google Scholar 

  39. H. Schramm and J. Zowe. A version of the bundle idea for minimizing a nonsmooth function: Conceptual idea, convergence analysis, numerical results. SIAM Journal on Optimization, 2: 121–152, 1992.

    Article  MathSciNet  MATH  Google Scholar 

  40. M. J. Smith. The existence, uniqueness and stability of traffic equilibria. Transportation Research, 13B: 295–304, 1979.

    Google Scholar 

  41. Ph. L. Toint. Transportation modelling and operations research: A fruitful connection. In Ph. L. Toint, M. Labbe, K. Tanczos, and G. Laporte, editors, Operations Research and Decision Aid Methodologies in Traffic and Transportation Management. Springer-Verlag, 1997.

    Google Scholar 

  42. J. G. Wardrop. Some theoretical aspects of road traffic research. Proceeding of the Institute of Civil Engineers, Part II, pages 325–378, 1952.

    Google Scholar 

  43. R. J.-B. Wets. Large scale linear programming techniques in stochastic programming. In Yu. M. Ermoliev and R. J. B. Wets, editors, Numerical Techniques for Stochastic Optimization, pages 65–93. Springer-Verlag, Berlin, 1988.

    Chapter  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 1998 Springer-Verlag Berlin Heidelberg

About this chapter

Cite this chapter

Dirkse, S.P., Ferris, M.C. (1998). Traffic Modeling and Variational Inequalities Using GAMS. In: Labbé, M., Laporte, G., Tanczos, K., Toint, P. (eds) Operations Research and Decision Aid Methodologies in Traffic and Transportation Management. NATO ASI Series, vol 166. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-662-03514-6_6

Download citation

  • DOI: https://doi.org/10.1007/978-3-662-03514-6_6

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-08428-7

  • Online ISBN: 978-3-662-03514-6

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics