Improving truncated Newton method for the logit-based stochastic user equilibrium problem

DOI10.1155/2019/7313808MaRDI QIDQ2298743zbMATH OpenOpenAlexWikidataFDO

Authors Min Xu, Bojian Zhou, Jie He

Publication date 20 February 2020

Published in Mathematical Problems in Engineering (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1155/2019/7313808

Mathematics Subject Classification ID

Traffic problems in operations research (90B20) Stochastic programming (90C15) Methods of quasi-Newton type (90C53)

Review text

Summary: This study proposes an improved truncated Newton (ITN) method for the logit-based stochastic user equilibrium problem. The ITN method incorporates a preprocessing procedure to the traditional truncated Newton method so that a good initial point is generated, on the basis of which a useful principle is developed for the choice of the basic variables. We discuss the rationale of both improvements from a theoretical point of view and demonstrate that they can enhance the computational efficiency in the early and late iteration stages, respectively, when solving the logit-based stochastic user equilibrium problem. The ITN method is compared with other related methods in the literature. Numerical results show that the ITN method performs favorably over these methods.

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Cites work

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Cited in

(7)

• A faster path-based algorithm with Barzilai-Borwein step size for solving stochastic traffic equilibrium models
• A modified truncated Newton algorithm for the logit-based stochastic user equilibrium problem
• Exploring trust region method for the solution of logit-based stochastic user equilibrium problem
• Discussion on the truncated quasi-Newton type trust region method in solving the stochastic user equilibrium problem
• scientific article; zbMATH DE number 1059235 (Why is no real title available?)
• scientific article; zbMATH DE number 7313217 (Why is no real title available?)
• Partially smoothing and gradient-based algorithm for optimizing the VMI system with competitive retailers under random demands

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