Approximate network loading and dual-time-scale dynamic user equilibrium

In this paper we present a dual-time-scale formulation of dynamic user equilibrium (DUE) with demand evolution. Our formulation belongs to the problem class that Pang and Stewart (2008) refer to as differential variational inequalities. It combines the within-day time scale for which route and departure time choices fluctuate in continuous time with the day-to-day time scale for which demand evolves in discrete time steps. Our formulation is consistent with the often told story that drivers adjust their travel demands at the end of every day based on their congestion experience during one or more previous days. We show that analysis of the within-day assignment model is tremendously simplified by expressing dynamic user equilibrium as a differential variational inequality. We also show there is a class of day-to-day demand growth models that allow the dual-time-scale formulation to be decomposed by time-stepping to yield a sequence of continuous time, single-day, dynamic user equilibrium problems. To solve the single-day DUE problems arising during time-stepping, it is necessary to repeatedly solve a dynamic network loading problem. We observe that the network loading phase of DUE computation generally constitutes a differential algebraic equation (DAE) system, and we show that the DAE system for network loading based on the link delay model (LDM) of Friesz et al. (1993) may be approximated by a system of ordinary differential equations (ODEs). That system of ODEs, as we demonstrate, may be efficiently solved using traditional numerical methods for such problems. To compute an actual dynamic user equilibrium, we introduce a continuous time fixed-point algorithm and prove its convergence for effective path delay operators that allow a limited type of nonmonotone path delay. We show that our DUE algorithm is compatible with network loading based on the LDM and the cell transmission model (CTM) due to Daganzo (1995). We provide a numerical example based on the much studied Sioux Falls network.     

Continuity of the path delay operator for dynamic network loading with spillback

This paper establishes the continuity of the path delay operators for dynamic network loading (DNL) problems based on the Lighthill–Whitham–Richards model, which explicitly capture vehicle spillback. The DNL describes and predicts the spatial-temporal evolution of traffic flow and congestion on a network that is consistent with established route and departure time choices of travelers. The LWR-based DNL model is first formulated as a system of partial differential algebraic equations. We then investigate the continuous dependence of merge and diverge junction models with respect to their initial/boundary conditions, which leads to the continuity of the path delay operator through the wave-front tracking methodology and the generalized tangent vector technique. As part of our analysis leading up to the main continuity result, we also provide an estimation of the minimum network supply without resort to any numerical computation. In particular, it is shown that gridlock can never occur in a finite time horizon in the DNL model.     

A robust optimization approach for dynamic traffic signal control with emission considerations

We consider an analytical signal control problem on a signalized network whose traffic flow dynamic is described by the Lighthill–Whitham–Richards (LWR) model (Lighthill and Whitham, 1955; Richards, 1956). This problem explicitly addresses traffic-derived emissions as constraints or objectives. We seek to tackle this problem using a mixed integer mathematical programming approach. Such class of problems, which we call LWR-Emission (LWR-E), has been analyzed before to certain extent. Since mixed integer programs are practically efficient to solve in many cases (Bertsimas et al., 2011b), the mere fact of having integer variables is not the most significant challenge to solving LWR-E problems; rather, it is the presence of the potentially nonlinear and nonconvex emission-related constraints/objectives that render the program computationally expensive.To address this computational challenge, we proposed a novel reformulation of the LWR-E problem as a mixed integer linear program (MILP). This approach relies on the existence of a statistically valid macroscopic relationship between the aggregate emission rate and the vehicle occupancy on the same link. This relationship is approximated with certain functional forms and the associated uncertainties are handled explicitly using robust optimization (RO) techniques. The RO allows emissions-related constraints and/or objectives to be reformulated as linear forms under mild conditions. To further reduce the computational cost, we employ a link-based LWR model to describe traffic dynamics with the benefit of fewer (integer) variables and less potential traffic holding. The proposed MILP explicitly captures vehicle spillback, avoids traffic holding, and simultaneously minimizes travel delay and addresses emission-related concerns.     

A bi-level model of dynamic traffic signal control with continuum approximation

This paper proposes a bi-level model for traffic network signal control, which is formulated as a dynamic Stackelberg game and solved as a mathematical program with equilibrium constraints (MPEC). The lower-level problem is a dynamic user equilibrium (DUE) with embedded dynamic network loading (DNL) sub-problem based on the LWR model (Lighthill and Whitham, 1955; Richards, 1956). The upper-level decision variables are (time-varying) signal green splits with the objective of minimizing network-wide travel cost. Unlike most existing literature which mainly use an on-and-off (binary) representation of the signal controls, we employ a continuum signal model recently proposed and analyzed in Han et al. (2014), which aims at describing and predicting the aggregate behavior that exists at signalized intersections without relying on distinct signal phases. Advantages of this continuum signal model include fewer integer variables, less restrictive constraints on the time steps, and higher decision resolution. It simplifies the modeling representation of large-scale urban traffic networks with the benefit of improved computational efficiency in simulation or optimization. We present, for the LWR-based DNL model that explicitly captures vehicle spillback, an in-depth study on the implementation of the continuum signal model, as its approximation accuracy depends on a number of factors and may deteriorate greatly under certain conditions. The proposed MPEC is solved on two test networks with three metaheuristic methods. Parallel computing is employed to significantly accelerate the solution procedure.     

Numerical optimal control method for shockwaves reduction at stationary bottlenecks

The paper introduces an optimal control method for traffic management with variable speed limits. It consists of traffic flow dynamics prediction with a non‐linearized Lighthill–Whitham–Richards macroscopic traffic flow model, introduction of a cost functional, which enables stable shockwaves optimization, and numerical implementation of the optimization process with differential evolution. The method overcomes the discretization issues and provides speed limits that are in general not limited to small number of successive discrete points, i.e. variable message signs locations, nor in rounded speed limits. Performance of the method is demonstrated on a case study, which shows promising reduction of the backward moving shockwave that occurs because of a stationary bottleneck. Copyright © 2016 John Wiley & Sons, Ltd.     

A partial differential equation formulation of Vickrey’s bottleneck model,part I: Methodology and theoretical analysis

This paper is concerned with the continuous-time Vickrey model, which was first introduced in Vickrey (1969). This model can be described by an ordinary differential equation (ODE) with a right-hand side which is discontinuous in the unknown variable. Such a formulation induces difficulties with both theoretical analysis and numerical computation. Moreover it is widely suspected that an explicit solution to this ODE does not exist. In this paper, we advance the knowledge and understanding of the continuous-time Vickrey model by reformulating it as a partial differential equation (PDE) and by applying a variational method to obtain an explicit solution representation. Such an explicit solution is then shown to be the strong solution to the ODE in full mathematical rigor. Our methodology also leads to the notion of generalized Vickrey model (GVM), which allows the flow to be a distribution, instead of an integrable function. As explained by Han et al. (in press), this feature of traffic modeling is desirable in the context of analytical dynamic traffic assignment (DTA). The proposed PDE formulation provides new insights into the physics of The Vickrey model, which leads to a number of modeling extensions as well as connection with first-order traffic models such as the Lighthill–Whitham–Richards (LWR) model. The explicit solution representation also leads to a new computational method, which will be discussed in an accompanying paper, Han et al. (in press).     

Exact and grid-free solutions to the Lighthill–Whitham–Richards traffic flow model with bounded acceleration for a class of fundamental diagrams

In this article, we propose a new exact and grid-free numerical scheme for computing solutions associated with an hybrid traffic flow model based on the Lighthill–Whitham–Richards (LWR) partial differential equation, for a class of fundamental diagrams. In this hybrid flow model, the vehicles satisfy the LWR equation whenever possible, and have a constant acceleration otherwise. We first propose a mathematical definition of the solution as a minimization problem. We use this formulation to build a grid-free solution method for this model based on the minimization of component function. We then derive these component functions analytically for triangular fundamental diagrams, which are commonly used to model traffic flow. We also show that the proposed computational method can handle fixed or moving bottlenecks. A toolbox implementation of the resulting algorithm is briefly discussed, and posted at https://dl.dropbox.com/u/1318701/Toolbox.zip.     

Phase transition model of non-stationary traffic flow: Definition,properties and solution method

We consider the problem of modeling traffic phenomena at a macroscopic level. Increasing availability of streaming probe data allowing the observation of non-stationary traffic motivates the development of models capable of leveraging this information. We propose a phase transition model of non-stationary traffic in conservation form, capable of propagating joint measurements from fixed and mobile sensors, to model complex traffic phenomena such as hysteresis and phantom jams, and to account for forward propagation of information in congested traffic. The model is shown to reduce to the Lighthill–Whitham–Richards model within each traffic phase for the case of stationary states, and to have a physical mesoscopic interpretation in terms of drivers’ behavior. A corresponding discrete formulation appropriate for practical implementation is shown to provide accurate numerical solution to the proposed model. The performance of the model introduced is assessed on benchmark cases and on experimental vehicle trajectories from the NGSIM datasets.     

Existence of simultaneous route and departure choice dynamic user equilibrium

This paper is concerned with the existence of the simultaneous route-and-departure choice dynamic user equilibrium (SRDC-DUE) in continuous time, first formulated as an infinite-dimensional variational inequality in Friesz et al. (1993). In deriving our existence result, we employ the generalized Vickrey model (GVM) introduced in Han et al., 2013a, Han et al., 2013b to formulate the underlying network loading problem. As we explain, the GVM corresponds to a path delay operator that is provably strongly continuous on the Hilbert space of interest. Finally, we provide the desired SRDC-DUE existence result for general constraints relating path flows to a table of fixed trip volumes without invocation of a priori bounds on the path flows.     

Comparing whole-link travel time models

In a model commonly used in dynamic traffic assignment the link travel time for a vehicle entering a link at time t is taken as a function of the number of vehicles on the link at time t. In an alternative recently introduced model, the travel time for a vehicle entering a link at time t is taken as a function of an estimate of the flow in the immediate neighbourhood of the vehicle, averaged over the time the vehicle is traversing the link. Here we compare the solutions obtained from these two models when applied to various inflow profiles. We also divide the link into segments, apply each model sequentially to the segments and again compare the results. As the number of segments is increased, the discretisation refined to the continuous limit, the solutions from the two models converge to the same solution, which is the solution of the Lighthill, Whitham, Richards (LWR) model for traffic flow. We illustrate the results for different travel time functions and patterns of inflows to the link. In the numerical examples the solutions from the second of the two models are closer to the limit solutions. We also show that the models converge even when the link segments are not homogeneous, and introduce a correction scheme in the second model to compensate for an approximation error, hence improving the approximation to the LWR model.     

A multi-commodity Lighthill–Whitham–Richards model of lane-changing traffic flow

Systematic lane changes can seriously deteriorate traffic safety and efficiency inside lane-drop, merge, and other bottleneck areas. In our previous studies (Jin, 2010a, Jin, 2010b), a phenomenological model of lane-changing traffic flow was proposed, calibrated, and analyzed based on a new concept of lane-changing intensity. In this study, we further consider weaving and non-weaving vehicles as two commodities and develop a multi-commodity, behavioral Lighthill–Whitham–Richards (LWR) model of lane-changing traffic flow. Based on a macroscopic model of lane-changing behaviors, we derive a fundamental diagram with parameters determined by car-following and lane-changing characteristics as well as road geometry and traffic composition. We further calibrate and validate fundamental diagrams corresponding to a triangular car-following fundamental diagram with NGSIM data. We introduce an entropy condition for the multi-commodity LWR model and solve the Riemann problem inside a homogeneous lane-changing area. From the Riemann solutions, we derive a flux function in terms of traffic demand and supply. Then we apply the model to study lane-changing traffic dynamics inside a lane-drop area and show that the smoothing effect of HOV lanes is consistent with observations in existing studies. The new theory of lane-changing traffic flow can be readily incorporated into Cell Transmission Model, and this study could lead to better strategies for mitigating bottleneck effects of lane-changing traffic flow.     

A semi-analytical approach for solving the bottleneck model with general user heterogeneity

This paper proposes a novel semi-analytical approach for solving the dynamic user equilibrium (DUE) of a bottleneck model with general heterogeneous users. The proposed approach makes use of the analytical solutions from the bottleneck analysis to create an equivalent assignment problem that admits closed-form commute cost functions. The equivalent problem is a static and asymmetric traffic assignment problem, which can be formulated as a variational inequality problem (VIP). This approach provides a new tool to analyze the properties of the bottleneck model with general heterogeneity, and to design efficient solution methods. In particular, the existence and uniqueness of the DUE solution can be established using the P-property of the Jacobian matrix. Our numerical experiments show that a simple decomposition algorithm is able to quickly solve the equivalent VIP to high precision. The proposed VIP formation is also extended to address simultaneous departure time and route choice in a single O–D origin-destination network with multiple parallel routes.     

Real-time queue length estimation for congested signalized intersections

How to estimate queue length in real-time at signalized intersection is a long-standing problem. The problem gets even more difficult when signal links are congested. The traditional input–output approach for queue length estimation can only handle queues that are shorter than the distance between vehicle detector and intersection stop line, because cumulative vehicle count for arrival traffic is not available once the detector is occupied by the queue. In this paper, instead of counting arrival traffic flow in the current signal cycle, we solve the problem of measuring intersection queue length by exploiting the queue discharge process in the immediate past cycle. Using high-resolution “event-based” traffic signal data, and applying Lighthill–Whitham–Richards (LWR) shockwave theory, we are able to identify traffic state changes that distinguish queue discharge flow from upstream arrival traffic. Therefore, our approach can estimate time-dependent queue length even when the signal links are congested with long queues. Variations of the queue length estimation model are also presented when “event-based” data is not available. Our models are evaluated by comparing the estimated maximum queue length with the ground truth data observed from the field. Evaluation results demonstrate that the proposed models can estimate long queues with satisfactory accuracy. Limitations of the proposed model are also discussed in the paper.     

Competition and disruption in a dynamic urban supply chain

Rapid changes and complexities in business environments have stressed the importance of interactions between partners and competitors, leading supply chains to become the most important element of contemporary business environments. There is a concomitant need for foresight in describing supply chain performance in all operating environments, including those involving punctuated disruptions. Furthermore, the urban metropolis is now widely recognized to be an environment which is especially vulnerable to supply chain disruptions and for which integrated supply chain decisions can produce very substantial net benefits. Accordingly, this paper presents a dynamic supply chain network model formulated as a differential variational inequality; the model is fashioned to allow consideration of supply chain disruption threats to producers, freight carriers, and retail enterprises. The DVI is solved using a fixed-point algorithm, and a simple numerical example, introduced to illustrate how the impacts of supply chain disruptions may be quantified, is presented.     

An efficient and exact event-based algorithm for solving simplified first order dynamic network loading problems in continuous time

In this paper a novel solution algorithm is proposed for exactly solving simplified first order dynamic network loading (DNL) problems for any generalised network. This DNL solution algorithm, termed eLTM (event-based Link Transmission Model), is based on the seminal Lighthill–Witham–Richards (LWR) model, adopts a triangular fundamental diagram and includes a generalised first order node model formulation. Unlike virtually all DNL solution algorithms, eLTM does not rely on time discretisation, but instead adopts an event based approach. The main advantage of this approach is the possibility of yielding exact results. Furthermore, an approximate version of the same algorithm is introduced. The user can configure an a-priori threshold that dictates the approximation error (measurable a-posteriori). Using this approximation the computational effort required decreases significantly, making it especially suitable for large scale applications. The computational complexity is investigated and results are demonstrated via theoretical and real world case studies. Fixed periods of stationary demands are included adopting a matrix demand profile to mimic basic departure time demand fluctuations. Finally, the information loss of the approximate solution is assessed under different configurations.     

Simultaneous estimation of an origin–destination matrix and link choice proportions using traffic counts

A procedure for the simultaneous estimation of an origin–destination (OD) matrix and link choice proportions from OD survey data and traffic counts for congested network is proposed in this paper. Recognizing that link choice proportions in a network change with traffic conditions, and that the dispersion parameter of the route choice model should be updated for a current data set, this procedure performs statistical estimation and traffic assignment alternately until convergence in order to obtain the best estimators for both the OD matrix and link choice proportions, which are consistent with the survey data and traffic counts.Results from a numerical study using a hypothetical network have shown that a model allowing θ to be estimated simultaneously with an OD matrix from the observed data performs better than the model with a fixed predetermined θ. The application of the proposed model to the Tuen Mun Corridor network in Hong Kong is also presented in this paper. A reasonable estimate of the dispersion parameter θ for this network is obtained.     

A network enhancement model with integrated lane reorganization and traffic control strategies

Lane reorganization strategies such as lane reversal, one‐way street, turning restriction, and cross elimination have demonstrated their effectiveness in enhancing transportation network capacity. However, how to select the most appropriate combination of those strategies in a network remains challenging to transportation professionals considering the complex interactions among those strategies and their impacts on conventional traffic control components. This article contributes to developing a mathematical model for a traffic equilibrium network, in which optimization of lane reorganization and traffic control strategies are integrated in a unified framework. The model features a bi‐level structure with the upper‐level model describing the decision of the transportation authorities for maximizing the network capacity. A variational inequality (VI) formulation of the user equilibrium (UE) behavior in choosing routes in response to various strategies is developed in the lower level. A genetic algorithm (GA) based heuristic is used to yield meta‐optimal solutions to the model. Results from extensive numerical analyses reveal the promising property of the proposed model in enhancing network capacity and reducing congestion. Copyright © 2016 John Wiley & Sons, Ltd.     

On the modeling and solution algorithm for the reverse logistics recycling flow equilibrium problem

This paper presents a study that characterizes, formulates, and solves the reverse logistic recycling flow equilibrium (RLRFE) problem. The RLRFE problem is concerned with the recycling channel in which recyclable collectors, processors, landfills, and demand markets form a multi-tiered network to process the recycled material flows from sources destined either for landfills or demand markets. Motivated by a government policy making or enterprise conglomerate recycling system design and operation needs, the RLRFE problem is elaborated from a system-optimal perspective using the variational inequality (VI) approach. For each origin–destination (OD) pair, the corresponding equilibrium conditions are established as a variation of the Wardrop second principle. In light of demand and cost function interactions, a nested diagonalization solution (ND) algorithm is proposed that gradually transforms the RLRFE problem into a traffic assignment model. To address multiple landfills in the recycling network and to understand how a variable-demand problem can be analyzed as a fixed-demand problem, we propose a supernetwork representation of the RLRFE problem. A numerical analysis on a test case illustrates the model formulation and the proposed algorithm.     

Multiple equilibria in a dynamic traffic network

This study provides an example in which the dynamic user equilibrium (DUE) assignment of a congested road network with bottlenecks is non-unique. In previous studies, the uniqueness of DUE assignments with the bottleneck model has been shown in limited cases such as single-origin and single-destination networks. Consequently, it is still an important issue whether or not uniqueness is a general property of DUE assignments. The present study describes a network in which multiple patterns of link travel time are found, thus providing a negative answer to this question. The network has a loopy structure with multiple bottlenecks and multiple origin-destination (OD) pairs. Given a certain demand pattern of departure times for vehicles leaving their origins, a non-convex set of equilibria with a non-unique pattern of link travel times is shown to exist.     

Dynamic activity-travel assignment in multi-state supernetworks

The integration of activity-based modeling and dynamic traffic assignment for travel demand analysis has recently attracted ever-increasing attention. However, related studies have limitations either on the integration structure or the number of choice facets being captured. This paper proposes a formulation of dynamic activity-travel assignment (DATA) in the framework of multi-state supernetworks, in which any path through a personalized supernetwork represents a particular activity-travel pattern (ATP) at a high level of spatial and temporal detail. DATA is formulated as a discrete-time dynamic user equilibrium (DUE) problem, which is reformulated as an equivalent variational inequality (VI) problem. A generalized dynamic link disutility function is established with the accommodation of different characteristics of the links in the supernetworks. Flow constraints and non-uniqueness of equilibria are also investigated. In the proposed formulation, the choices of departure time, route, mode, activity sequence, activity and parking location are all unified into one time-dependent ATP choice. As a result, the interdependences among all these choice facets can be readily captured. A solution algorithm based on the route-swapping mechanism is adopted to find the user equilibrium. A numerical example with simulated scenarios is provided to demonstrate the advantages of the proposed approach.