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Sensitivity Analysis of Aggregated Variational Inequality Problems, with Application to Traffic Equilibria

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  • Michael Patriksson

    (Department of Mathematics, Chalmers University of Technology, SE-412 96 Gothenburg, Sweden)

  • R. Tyrrell Rockafellar

    (Department of Mathematics, University of Washington, Seattle, Washington 98195-4350)

Abstract

Some instances of variational inequality models over polyhedral sets can be stated in a disaggregated or aggregated formulation related by an affine variable transformation. For such problems, we establish that sensitivity analysis results under parameterizations rely neither on the strict monotonicity properties of the problem in terms of the disaggregated variables, nor on any particular choice of their values at the solution. We show how to utilize the affine transformation to devise computational tools for calculating sensitivity results and apply them to the sensitivity analysis of elastic demand traffic equilibrium problems. The results reached show that sensitivity results do not rely on the choice of any particular route or commodity flow solution. Further, the sensitivity analysis, including the calculation of the gradient of the equilibrium link flow if it exists, can be performed by means of solving linearized traffic equilibrium problems.

Suggested Citation

  • Michael Patriksson & R. Tyrrell Rockafellar, 2003. "Sensitivity Analysis of Aggregated Variational Inequality Problems, with Application to Traffic Equilibria," Transportation Science, INFORMS, vol. 37(1), pages 56-68, February.
    • Handle: RePEc:inm:ortrsc:v:37:y:2003:i:1:p:56-68
    DOI: 10.1287/trsc.37.1.56.12821
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    References listed on IDEAS

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    Cited by:

    1. Du, Muqing & Chen, Anthony, 2022. "Sensitivity analysis for transit equilibrium assignment and applications to uncertainty analysis," Transportation Research Part B: Methodological, Elsevier, vol. 157(C), pages 175-202.
    2. Shu Lu, 2008. "Sensitivity of Static Traffic User Equilibria with Perturbations in Arc Cost Function and Travel Demand," Transportation Science, INFORMS, vol. 42(1), pages 105-123, February.
    3. Bar-Gera, Hillel & Hellman, Fredrik & Patriksson, Michael, 2013. "Computational precision of traffic equilibria sensitivities in automatic network design and road pricing," Transportation Research Part B: Methodological, Elsevier, vol. 57(C), pages 485-500.
    4. Eikenbroek, Oskar A.L. & Still, Georg J. & van Berkum, Eric C., 2022. "Improving the performance of a traffic system by fair rerouting of travelers," European Journal of Operational Research, Elsevier, vol. 299(1), pages 195-207.
    5. Takebayashi, Mikio & Kanafani, Adib, 2005. "Network Competition in Air Transportation Markets: Bi-Level Approach," Research in Transportation Economics, Elsevier, vol. 13(1), pages 101-119, January.
    6. Connors, Richard D. & Sumalee, Agachai & Watling, David P., 2007. "Sensitivity analysis of the variable demand probit stochastic user equilibrium with multiple user-classes," Transportation Research Part B: Methodological, Elsevier, vol. 41(6), pages 593-615, July.
    7. Wang, Jian & He, Xiaozheng & Peeta, Srinivas, 2016. "Sensitivity analysis based approximation models for day-to-day link flow evolution process," Transportation Research Part B: Methodological, Elsevier, vol. 92(PA), pages 35-53.
    8. Josefsson, Magnus & Patriksson, Michael, 2007. "Sensitivity analysis of separable traffic equilibrium equilibria with application to bilevel optimization in network design," Transportation Research Part B: Methodological, Elsevier, vol. 41(1), pages 4-31, January.
    9. Joakim Ekström & Leonid Engelson & Clas Rydergren, 2009. "Heuristic algorithms for a second-best congestion pricing problem," Netnomics, Springer, vol. 10(1), pages 85-102, April.
    10. Byung Chung & Hsun-Jung Cho & Terry Friesz & Henh Huang & Tao Yao, 2014. "Sensitivity Analysis of User Equilibrium Flows Revisited," Networks and Spatial Economics, Springer, vol. 14(2), pages 183-207, June.
    11. Clark, Stephen D. & Watling, David P., 2006. "Applications of sensitivity analysis for probit stochastic network equilibrium," European Journal of Operational Research, Elsevier, vol. 175(2), pages 894-911, December.
    12. Patriksson, Michael, 2008. "On the applicability and solution of bilevel optimization models in transportation science: A study on the existence, stability and computation of optimal solutions to stochastic mathematical programs," Transportation Research Part B: Methodological, Elsevier, vol. 42(10), pages 843-860, December.
    13. Michael Patriksson, 2004. "Sensitivity Analysis of Traffic Equilibria," Transportation Science, INFORMS, vol. 38(3), pages 258-281, August.

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