捕捉潜在需求在公共交通服务设计中具有关键作用，遗漏这些乘客可能导致服务质量低下或额外成本。本文探讨了公共交通网络设计中的这一主题，从公共交通运营商和乘客的视角出发。本文提出了一种通用的双层优化模型，即考虑网络设计决策的领导者问题和给定网络设计下的乘客路由问题的跟随者问题，同时允许黑盒选择函数来表示潜在需求的采纳行为。本文进一步识别了TN-DA问题最优解的结构性质，这些性质对公共交通运营商捕捉乘客的采纳行为具有价值。本文还基于这些期望的采纳特性为公共交通运营商提供了指导指标。由于该双层问题计算复杂性高，本文提出了五种高效的启发式算法来解决大规模实例，这些算法通过迭代解决TN-DA问题的简化版本并整合乘客选择的评估来实现。这些算法要么满足最优解的期望性质，要么提供快速近似。本文通过利用真实数据集对两种不同的公共交通系统进行了大规模案例研究：(i) 按需多模式公共交通系统 (ODMTS) 和 (ii) 与滑板车连接的公共交通系统 (SCTS)。结果表明，启发式算法在各种实例中比精确方法找到高质量解的速度要快得多，同时满足最优解的关键采纳特性。
英文摘要：
Capturing latent demand has a pivotal role in designing transit services as omitting these riders can lead to poor quality of service and/or additional costs. This paper explores this topic in the design of transit networks by considering the perspectives of both the transit agencies and riders. The paper presents a generic bilevel optimization model, namely the Transit Networks Design with Adoptions (TN-DA), that considers the network design decisions in the leader problem, and routing of the riders in the follower problem under the given network design, while allowing a black-box choice function for representing the adoption behavior of latent demand. The paper then identifies structural properties of the optimal solution of the TN-DA problem, which are desirable for transit agencies for capturing adoption behavior of the riders. The paper further provides guideline metrics for the transit agencies based on these desired adoption properties. Due to the computational complexity of this bilevel problem, the paper proposes five efficient heuristic algorithms to solve large-scale instances, which leverage an iterative procedure by solving a simpler version of the TN-DA problem and integrating the evaluation of rider choices. These algorithms either satisfy the desired properties of the optimal solution or provide fast approximations. The paper presents extensive large-scale case studies on two different transit systems by utilizing real datasets: (i) On-demand Multimodal Transit Systems (ODMTS) and (ii) Scooters-Connected Transit Systems (SCTS). The results demonstrate that the heuristic algorithms can find high-quality solutions much faster than exact approaches over various instances, while satisfying key adoption properties of the optimal solutions.
This study explores the design of an On-Demand Multimodal Transit System (ODMTS) that includes segmented mode switching models that decide whether potential riders adopt the new ODMTS or stay with their personal vehicles. It is motivated by the desire of transit agencies to design their network by taking into account both existing and latent demand, as quality of service improves. The paper presents a bilevel optimization where the leader problem designs the network and each rider has a follower problem to decide her best route through the ODMTS. The bilevel model is solved by a decomposition …
Bilevel programming can be used to formulate many problems in the field of power systems, such as strategic bidding. However, common reformulations of bilevel problems to mixed-integer linear programs make solving such problems hard, which impedes their implementation in real-life. In this paper, we significantly improve solution speed and tractability by introducing decision trees to learn the active constraints of the lower-level problem, while avoiding to introduce binaries and big-M constants. The application of machine learning reduces the online solving time, by moving the selection of a…
In this work we propose an improvement of the $x$-space algorithm developed for solving a class of min--max bilevel optimization problems (Tang Y., Richard J.P.P., Smith J.C. (2016), A class of algorithms for mixed-integer bilevel min--max optimization. Journal of Global Optimization, 66(2), 225--262). In this setting, the leader of the upper level problem aims at restricting the follower's decisions by minimizing an objective function, which the follower intends to maximize in the lower level problem by making decisions still available to her. The $x$-space algorithm solves upper and lower bo…
With the growing attention towards developing the multimodal transport system to enhance urban mobility, there is an increasing need to construct new, rebuild or expand existing infrastructure to facilitate existing and accommodate newly generated travel demand. Therefore, this paper develops a bilevel model to simultaneously determine the location and capacity of the transfer infrastructure to be built considering elastic demand in a multimodal transport network. The upper level problem is formulated as a mixed integer linear programming problem, while the lower level problem is the capacitat…
This paper studies how to integrate rider mode preferences into the design of On-Demand Multimodal Transit Systems (ODMTS). It is motivated by a common worry in transit agencies that an ODMTS may be poorly designed if the latent demand, i.e., new riders adopting the system, is not captured. The paper proposes a bilevel optimization model to address this challenge, in which the leader problem determines the ODMTS design, and the follower problems identify the most cost efficient and convenient route for riders under the chosen design. The leader model contains a choice model for every potential…
Princeton University（普林斯顿大学）；Georgia Institute of Technology（佐治亚理工学院）；University of Minnesota（明尼苏达大学）；Northwestern University（西北大学）
Despite the empirical success of the actor-critic algorithm, its theoretical understanding lags behind. In a broader context, actor-critic can be viewed as an online alternating update algorithm for bilevel optimization, whose convergence is known to be fragile. To understand the instability of actor-critic, we focus on its application to linear quadratic regulators, a simple yet fundamental setting of reinforcement learning. We establish a nonasymptotic convergence analysis of actor-critic in this setting. In particular, we prove that actor-critic finds a globally optimal pair of actor (polic…
We consider a bilevel attacker-defender problem to find the worst-case attack on the relays that control the transmission grid. The attacker maximizes load shed by infiltrating a number of relays and rendering the components connected to them inoperable. The defender responds by minimizing the load shed, re-dispatching using a DC optimal power flow (DCOPF) problem on the remaining network. Though worst-case interdiction problems on the transmission grid are well-studied, there remains a need for exact and scalable methods. Methods based on using duality on the inner problem rely on the bounds …
We study a competitive facility location problem (CFLP), where two firms sequentially open new facilities within their budgets, in order to maximize their market shares of demand that follows a probabilistic choice model. This process is a Stackelberg game and admits a bilevel mixed-integer nonlinear program (MINLP) formulation. We derive an equivalent, single-level MINLP reformulation and exploit the problem structures to derive two valid inequalities, based on submodularity and concave overestimation, respectively. We use the two valid inequalities in a branch-and-cut algorithm to find globa…
Inverse optimization refers to the inference of unknown parameters of an optimization problem based on knowledge of its optimal solutions. This paper considers inverse optimization in the setting where measurements of the optimal solutions of a convex optimization problem are corrupted by noise. We first provide a formulation for inverse optimization and prove it to be NP-hard. In contrast to existing methods, we show that the parameter estimates produced by our formulation are statistically consistent. Our approach involves combining a new duality-based reformulation for bilevel programs with…
Shortest path network interdiction is a combinatorial optimization problem on an activity network arising in a number of important security-related applications. It is classically formulated as a bilevel maximin problem representing an "interdictor" and an "evader". The evader tries to move from a source node to the target node along a path of the least cost while the interdictor attempts to frustrate this motion by cutting edges or nodes. The interdiction objective is to find the optimal set of edges to cut given that there is a finite interdiction budget and the interdictor must move first. …
Modularity is appealing for solving many problems in optimization. It brings the benefits of manufacturability and reconfigurability to structural optimization, and enables a trade-off between the computational performance of a Periodic Unit Cell (PUC) and the efficacy of non-uniform designs in multi-scale material optimization. Here, we introduce a novel strategy for concurrent minimum-compliance design of truss modules topologies and their macroscopic assembly encoded using Wang tiling, a formalism providing independent control over the number of modules and their interfaces. We tackle the e…
Recently, inspired by quantum annealing, many solvers specialized for unconstrained binary quadratic programming problems have been developed. For further improvement and application of these solvers, it is important to clarify the differences in their performance for various types of problems. In this study, the performance of four quadratic unconstrained binary optimization problem solvers, namely D-Wave Hybrid Solver Service (HSS), Toshiba Simulated Bifurcation Machine (SBM), Fujitsu DigitalAnnealer (DA), and simulated annealing on a personal computer, was benchmarked. The problems used for…
We revisit a classical problem in transportation, known as the continuous (bilevel) network design problem, CNDP for short. We are given a graph for which the latency of each edge depends on the ratio of the edge flow and the capacity installed. The goal is to find an optimal investment in edge capacities so as to minimize the sum of the routing cost of the induced Wardrop equilibrium and the investment cost. While this problem is considered as challenging in the literature, its complexity status was still unknown. We close this gap showing that CNDP is strongly NP-complete and APX-hard, both …
We explore a new general-purpose heuristic for finding high-quality solutions to hard optimization problems. The method, called extremal optimization, is inspired by self-organized criticality, a concept introduced to describe emergent complexity in physical systems. Extremal optimization successively replaces extremely undesirable variables of a single sub-optimal solution with new, random ones. Large fluctuations ensue, that efficiently explore many local optima. With only one adjustable parameter, the heuristic's performance has proven competitive with more elaborate methods, especially nea…
Rotman School of Management, University of Toronto（多伦多大学罗特曼管理学院）；University of California, Berkeley（加州大学伯克利分校）
We study an urban bike lane planning problem based on the fine-grained bike trajectory data, which is made available by smart city infrastructure such as bike-sharing systems. The key decision is where to build bike lanes in the existing road network. As bike-sharing systems become widespread in the metropolitan areas over the world, bike lanes are being planned and constructed by many municipal governments to promote cycling and protect cyclists. Traditional bike lane planning approaches often rely on surveys and heuristics. We develop a general and novel optimization framework to guide the b…
A recently new intelligent optimization algorithm called discrete state transition algorithm is considered in this study, for solving unconstrained integer optimization problems. Firstly, some key elements for discrete state transition algorithm are summarized to guide its well development. Several intelligent operators are designed for local exploitation and global exploration. Then, a dynamic adjustment strategy ``risk and restoration in probability" is proposed to capture global solutions with high probability. Finally, numerical experiments are carried out to test the performance of the pr…
