An Augmented Lagrangean Scheme for

نویسنده

  • Michael Patriksson
چکیده

The inclusion of explicit bounds on the link ows in tra c assignment models has been proposed as a means to obtain a more accurate description of the tra c behaviour than that given by the basic uncapacitated model Although the capacitated problem has the advantage of being numerically more tractable than models involving travel cost functions which tend to in nity as ows approach the link capacities it has received very limited attention in the past The main reason for this is that the explicit capacities make the problem computationally more demanding since they destroy the Cartesian product structure of the feasible set of the uncapacitated model which enables the development of highly e cient solution procedures for that problem The availability of e cient procedures for the basic model motivates the use of dualization approaches for handling the capacity constraints of the more complex model we propose and evaluate an augmented Lagrangean method in which uncapacitated tra c assign ment subproblems are solved with the disaggregate simplicial decomposition algorithm This algorithm fully exploits the subproblems structure and also has very favourable reoptimization facilities Both these properties are of greatest importance for achieving computational e ciency of augmented Lagrangean schemes The overall method exhibits a linear rate of convergence under standard nondegeneracy assumptions Experiments with medium scale tra c networks with varying levels of capacities demon strate that the proposed algorithm is e cient and solves capacitated problems within a factor of roughly three to four of the computing times needed to solve the corre sponding uncapacitated problems also the augmented Lagrangean scheme compares very favourably with both ordinary Lagrangean dualization and penalty methods The suggested strategy can be utilized for the solution of other extensions of the basic tra c assignment problem where explicit constraints are added in order to re ne the basic model these constraints can be used to model for instance tra c ows at intersections or di erent categories of vehicles This way of extending the basic model may be an interesting alternative to the use of asymmetric tra c assignment models where such extensions are made through the development of complex travel cost functions which in practical applications are di cult to calibrate

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

An Augmented Lagrangean Scheme for Capacitated Traac Assignment Problems

The inclusion of explicit bounds on the link ows in tra c assignment models has been proposed as a means to obtain a more accurate description of the tra c behaviour than that given by the basic, uncapacitated, model. Although the capacitated problem has the advantage of being numerically more tractable than models involving travel cost functions which tend to in nity as ows approach the link c...

متن کامل

An Augmented Lagrangean Approach for the QoS Constrained Routing Problem

Given a directed graph with capacities on each arc and given a set of commodities, the QoS constrained Routing Problem (QCRP) consists in routing each commodity while respecting a endto-end upper bound on the delay for each packet. This problem is NP-hard and we propose an augmented Lagrangean approach to solve it. A flow deviation algorithm as well as a projected gradient method are proposed t...

متن کامل

Short-Term Hydrothermal Coordination by Augmented Lagrangean Relaxation: a new Multiplier Updating

The Augmented Lagrangean Relaxation (ALR) method is one of the most powerful techniques to solve the Short-Term Hydrothermal Coordination (STHC) problem. A crucial step when using the ALR method is the updating of the multipliers. In this paper we present a new multiplier updating procedure: the Gradient with Radar Step (GRS) method. The method has been successfully tested by solving medium-sca...

متن کامل

A New Fault Tolerant Nonlinear Model Predictive Controller Incorporating an UKF-Based Centralized Measurement Fusion Scheme

A new Fault Tolerant Controller (FTC) has been presented in this research by integrating a Fault Detection and Diagnosis (FDD) mechanism in a nonlinear model predictive controller framework. The proposed FDD utilizes a Multi-Sensor Data Fusion (MSDF) methodology to enhance its reliability and estimation accuracy. An augmented state-vector model is developed to incorporate the occurred senso...

متن کامل

An Argument Against Augmenting the Lagrangean for Nonholonomic Systems

Although it is known that correct dynamical equations of motion for a nonholonomic system cannot be obtained from a Lagrangean that has been augmented with a sum of the nonholonomic constraint equations weighted with multipliers, previous publications suggest otherwise. An example has been proposed in support of augmentation and purportedly demonstrates that an accepted method fails to produce ...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 1994