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Sensitivity Analysis of Traffic Equilibria

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  • Michael Patriksson

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

Abstract

The contribution of the paper is a complete analysis of the sensitivity of elastic demand traffic (Wardrop) equilibria. The existence of a directional derivative of the equilibrium solution (link flow, least travel cost, demand) in any direction is given a characterization, and the same is done for its gradient. The gradient, if it exists, is further interpreted as a limiting case of the gradient of the logit-based SUE solution, as the dispersion parameter tends to infinity. In the absence of the gradient, we show how to compute a subgradient. All these computations (directional derivative, (sub)gradient) are performed by solving similar traffic equilibrium problems with affine link cost and demand functions, and they can be performed by the same tool as (or one similar to) the one used for the original traffic equilibrium model; this fact is of clear advantage when applying sensitivity analysis within a bilevel (or mathematical program with equilibrium constraints, MPEC) application, such as for congestion pricing, OD estimation, or network design. A small example illustrates the possible nonexistence of a gradient and the computation of a subgradient.

Suggested Citation

  • Michael Patriksson, 2004. "Sensitivity Analysis of Traffic Equilibria," Transportation Science, INFORMS, vol. 38(3), pages 258-281, August.
    • Handle: RePEc:inm:ortrsc:v:38:y:2004:i:3:p:258-281
    DOI: 10.1287/trsc.1030.0043
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    References listed on IDEAS

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    Cited by:

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    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.
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    7. Zhang, Kenan & Nie, Yu (Marco), 2021. "Inter-platform competition in a regulated ride-hail market with pooling," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 151(C).
    8. Bar-Gera, Hillel & Boyce, David & Nie, Yu (Marco), 2012. "User-equilibrium route flows and the condition of proportionality," Transportation Research Part B: Methodological, Elsevier, vol. 46(3), pages 440-462.
    9. Rui Yao & Kenan Zhang, 2023. "How would mobility-as-a-service (MaaS) platform survive as an intermediary? From the viewpoint of stability in many-to-many matching," Papers 2310.08285, arXiv.org.
    10. 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.
    11. Prateek Bansal & Rohan Shah & Stephen D. Boyles, 2018. "Robust network pricing and system optimization under combined long-term stochasticity and elasticity of travel demand," Transportation, Springer, vol. 45(5), pages 1389-1418, September.
    12. O'Hare, Steven J. & Connors, Richard D. & Watling, David P., 2016. "Mechanisms that govern how the Price of Anarchy varies with travel demand," Transportation Research Part B: Methodological, Elsevier, vol. 84(C), pages 55-80.
    13. 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.
    14. Richard Connors & David Watling, 2015. "Assessing the Demand Vulnerability of Equilibrium Traffic Networks via Network Aggregation," Networks and Spatial Economics, Springer, vol. 15(2), pages 367-395, June.
    15. Zhang, Kenan & Nie, Yu (Marco), 2021. "To pool or not to pool: Equilibrium, pricing and regulation," Transportation Research Part B: Methodological, Elsevier, vol. 151(C), pages 59-90.
    16. S. Dempe & A. Zemkoho, 2012. "Bilevel road pricing: theoretical analysis and optimality conditions," Annals of Operations Research, Springer, vol. 196(1), pages 223-240, July.
    17. Lederman, Roger & Wynter, Laura, 2011. "Real-time traffic estimation using data expansion," Transportation Research Part B: Methodological, Elsevier, vol. 45(7), pages 1062-1079, August.
    18. Rinaldi, Marco & Tampère, Chris M.J. & Viti, Francesco, 2018. "On characterizing the relationship between route choice behaviour and optimal traffic control solution space," Transportation Research Part B: Methodological, Elsevier, vol. 117(PB), pages 892-906.
    19. 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.
    20. Lundgren, Jan T. & Peterson, Anders, 2008. "A heuristic for the bilevel origin-destination-matrix estimation problem," Transportation Research Part B: Methodological, Elsevier, vol. 42(4), pages 339-354, May.
    21. 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.
    22. Long, Jiancheng & Gao, Ziyou & Zhang, Haozhi & Szeto, W.Y., 2010. "A turning restriction design problem in urban road networks," European Journal of Operational Research, Elsevier, vol. 206(3), pages 569-578, November.
    23. Castillo, Enrique & Menéndez, José María & Sánchez-Cambronero, Santos, 2008. "Predicting traffic flow using Bayesian networks," Transportation Research Part B: Methodological, Elsevier, vol. 42(5), pages 482-509, June.
    24. 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.
    25. Jafari, Ehsan & Pandey, Venktesh & Boyles, Stephen D., 2017. "A decomposition approach to the static traffic assignment problem," Transportation Research Part B: Methodological, Elsevier, vol. 105(C), pages 270-296.

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