IDEAS home Printed from https://ideas.repec.org/a/eee/transb/v45y2011i10p1660-1679.html
   My bibliography  Save this article

Finding the most reliable path with and without link travel time correlation: A Lagrangian substitution based approach

Author

Listed:
  • Xing, Tao
  • Zhou, Xuesong

Abstract

Path travel time reliability is an essential measure of the quality of service for transportation systems and an important attribute in travelers’ route and departure time scheduling. This paper investigates a fundamental problem of finding the most reliable path under different spatial correlation assumptions, where the path travel time variability is represented by its standard deviation. To handle the non-linear and non-additive cost functions introduced by the quadratic forms of the standard deviation term, a Lagrangian substitution approach is adopted to estimate the lower bound of the most reliable path solution through solving a sequence of standard shortest path problems. A subgradient algorithm is used to iteratively improve the solution quality by reducing the optimality gap. To characterize the link travel time correlation structure associated with the end-to-end trip time reliability measure, this research develops a sampling-based method to dynamically construct a proxy objective function in terms of travel time observations from multiple days. The proposed algorithms are evaluated under a large-scale Bay Area, California network with real-world measurements.

Suggested Citation

  • Xing, Tao & Zhou, Xuesong, 2011. "Finding the most reliable path with and without link travel time correlation: A Lagrangian substitution based approach," Transportation Research Part B: Methodological, Elsevier, vol. 45(10), pages 1660-1679.
  • Handle: RePEc:eee:transb:v:45:y:2011:i:10:p:1660-1679
    DOI: 10.1016/j.trb.2011.06.004
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0191261511000919
    Download Restriction: Full text for ScienceDirect subscribers only

    File URL: https://libkey.io/10.1016/j.trb.2011.06.004?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Y. Y. Fan & R. E. Kalaba & J. E. Moore, 2005. "Arriving on Time," Journal of Optimization Theory and Applications, Springer, vol. 127(3), pages 497-513, December.
    2. Jornsten, Kurt & Nasberg, Mikael, 1986. "A new Lagrangian relaxation approach to the generalized assignment problem," European Journal of Operational Research, Elsevier, vol. 27(3), pages 313-323, December.
    3. Marshall L. Fisher, 1981. "The Lagrangian Relaxation Method for Solving Integer Programming Problems," Management Science, INFORMS, vol. 27(1), pages 1-18, January.
    4. Suvrajeet Sen & Rekha Pillai & Shirish Joshi & Ajay K. Rathi, 2001. "A Mean-Variance Model for Route Guidance in Advanced Traveler Information Systems," Transportation Science, INFORMS, vol. 35(1), pages 37-49, February.
    5. Elise D. Miller-Hooks & Hani S. Mahmassani, 2000. "Least Expected Time Paths in Stochastic, Time-Varying Transportation Networks," Transportation Science, INFORMS, vol. 34(2), pages 198-215, May.
    6. Steven A. Gabriel & David Bernstein, 2000. "Nonadditive Shortest Paths: Subproblems in Multi-Agent Competitive Network Models," Computational and Mathematical Organization Theory, Springer, vol. 6(1), pages 29-45, May.
    7. Noland, Robert B. & Small, Kenneth A. & Koskenoja, Pia Maria & Chu, Xuehao, 1998. "Simulating travel reliability," Regional Science and Urban Economics, Elsevier, vol. 28(5), pages 535-564, September.
    8. Zhou, Xuesong & Mahmassani, Hani S., 2007. "A structural state space model for real-time traffic origin-destination demand estimation and prediction in a day-to-day learning framework," Transportation Research Part B: Methodological, Elsevier, vol. 41(8), pages 823-840, October.
    9. Henig, Mordechai I., 1986. "The shortest path problem with two objective functions," European Journal of Operational Research, Elsevier, vol. 25(2), pages 281-291, May.
    10. Raj A. Sivakumar & Rajan Batta, 1994. "The Variance-Constrained Shortest Path Problem," Transportation Science, INFORMS, vol. 28(4), pages 309-316, November.
    11. Larsson, Torbjorn & Migdalas, Athanasios & Ronnqvist, Mikael, 1994. "A Lagrangean heuristic for the capacitated concave minimum cost network flow problem," European Journal of Operational Research, Elsevier, vol. 78(1), pages 116-129, October.
    12. Small, Kenneth A, 1982. "The Scheduling of Consumer Activities: Work Trips," American Economic Review, American Economic Association, vol. 72(3), pages 467-479, June.
    13. Robert B. Noland & John W. Polak, 2002. "Travel time variability: A review of theoretical and empirical issues," Transport Reviews, Taylor & Francis Journals, vol. 22(1), pages 39-54, January.
    14. Nie, Yu (Marco) & Wu, Xing, 2009. "Shortest path problem considering on-time arrival probability," Transportation Research Part B: Methodological, Elsevier, vol. 43(6), pages 597-613, July.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Zhang, Yuli & Max Shen, Zuo-Jun & Song, Shiji, 2017. "Lagrangian relaxation for the reliable shortest path problem with correlated link travel times," Transportation Research Part B: Methodological, Elsevier, vol. 104(C), pages 501-521.
    2. Wu, Xing, 2015. "Study on mean-standard deviation shortest path problem in stochastic and time-dependent networks: A stochastic dominance based approach," Transportation Research Part B: Methodological, Elsevier, vol. 80(C), pages 275-290.
    3. Borzou Rostami & Guy Desaulniers & Fausto Errico & Andrea Lodi, 2021. "Branch-Price-and-Cut Algorithms for the Vehicle Routing Problem with Stochastic and Correlated Travel Times," Operations Research, INFORMS, vol. 69(2), pages 436-455, March.
    4. A. Arun Prakash & Karthik K. Srinivasan, 2017. "Finding the Most Reliable Strategy on Stochastic and Time-Dependent Transportation Networks: A Hypergraph Based Formulation," Networks and Spatial Economics, Springer, vol. 17(3), pages 809-840, September.
    5. Ahmad Hosseini & Mir Saman Pishvaee, 2022. "Capacity reliability under uncertainty in transportation networks: an optimization framework and stability assessment methodology," Fuzzy Optimization and Decision Making, Springer, vol. 21(3), pages 479-512, September.
    6. Li, Pengfei & Mirchandani, Pitu & Zhou, Xuesong, 2015. "Solving simultaneous route guidance and traffic signal optimization problem using space-phase-time hypernetwork," Transportation Research Part B: Methodological, Elsevier, vol. 81(P1), pages 103-130.
    7. Chai, Huajun, 2019. "Dynamic Traffic Routing and Adaptive Signal Control in a Connected Vehicles Environment," Institute of Transportation Studies, Working Paper Series qt9ng3z8vn, Institute of Transportation Studies, UC Davis.
    8. Zhaoqi Zang & Xiangdong Xu & Kai Qu & Ruiya Chen & Anthony Chen, 2022. "Travel time reliability in transportation networks: A review of methodological developments," Papers 2206.12696, arXiv.org, revised Jul 2022.
    9. Arun Prakash, A., 2020. "Algorithms for most reliable routes on stochastic and time-dependent networks," Transportation Research Part B: Methodological, Elsevier, vol. 138(C), pages 202-220.
    10. Shahabi, Mehrdad & Unnikrishnan, Avinash & Boyles, Stephen D., 2013. "An outer approximation algorithm for the robust shortest path problem," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 58(C), pages 52-66.
    11. Yang, Lixing & Zhou, Xuesong, 2017. "Optimizing on-time arrival probability and percentile travel time for elementary path finding in time-dependent transportation networks: Linear mixed integer programming reformulations," Transportation Research Part B: Methodological, Elsevier, vol. 96(C), pages 68-91.
    12. Shaghayegh Mokarami & S. Hashemi, 2015. "Constrained shortest path with uncertain transit times," Journal of Global Optimization, Springer, vol. 63(1), pages 149-163, September.
    13. Chen, Bi Yu & Li, Qingquan & Lam, William H.K., 2016. "Finding the k reliable shortest paths under travel time uncertainty," Transportation Research Part B: Methodological, Elsevier, vol. 94(C), pages 189-203.
    14. Prakash, A. Arun & Seshadri, Ravi & Srinivasan, Karthik K., 2018. "A consistent reliability-based user-equilibrium problem with risk-averse users and endogenous travel time correlations: Formulation and solution algorithm," Transportation Research Part B: Methodological, Elsevier, vol. 114(C), pages 171-198.
    15. Shen, Liang & Shao, Hu & Wu, Ting & Fainman, Emily Zhu & Lam, William H.K., 2020. "Finding the reliable shortest path with correlated link travel times in signalized traffic networks under uncertainty," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 144(C).
    16. Zhang, Yanzi & Diabat, Ali & Zhang, Zhi-Hai, 2021. "Reliable closed-loop supply chain design problem under facility-type-dependent probabilistic disruptions," Transportation Research Part B: Methodological, Elsevier, vol. 146(C), pages 180-209.
    17. Ahmad Hosseini & Bita Kabir Baiki, 2017. "An Addendum on Postoptimality of Maximally Reliable Path," Journal of Mathematics Research, Canadian Center of Science and Education, vol. 9(3), pages 23-29, June.
    18. Srinivasan, Karthik K. & Prakash, A.A. & Seshadri, Ravi, 2014. "Finding most reliable paths on networks with correlated and shifted log–normal travel times," Transportation Research Part B: Methodological, Elsevier, vol. 66(C), pages 110-128.
    19. Wu, Xin & Nie, Lei & Xu, Meng & Zhao, Lili, 2019. "Distribution planning problem for a high-speed rail catering service considering time-varying demands and pedestrian congestion: A lot-sizing-based model and decomposition algorithm," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 123(C), pages 61-89.
    20. Yang, Lixing & Zhou, Xuesong, 2014. "Constraint reformulation and a Lagrangian relaxation-based solution algorithm for a least expected time path problem," Transportation Research Part B: Methodological, Elsevier, vol. 59(C), pages 22-44.
    21. A. Arun Prakash & Karthik K. Srinivasan, 2018. "Pruning Algorithms to Determine Reliable Paths on Networks with Random and Correlated Link Travel Times," Transportation Science, INFORMS, vol. 52(1), pages 80-101, January.
    22. Zhang, Yuli & Shen, Zuo-Jun Max & Song, Shiji, 2016. "Parametric search for the bi-attribute concave shortest path problem," Transportation Research Part B: Methodological, Elsevier, vol. 94(C), pages 150-168.
    23. David Corredor-Montenegro & Nicolás Cabrera & Raha Akhavan-Tabatabaei & Andrés L. Medaglia, 2021. "On the shortest $$\alpha$$ α -reliable path problem," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 29(1), pages 287-318, April.
    24. Zhang, Yufeng & Khani, Alireza, 2019. "An algorithm for reliable shortest path problem with travel time correlations," Transportation Research Part B: Methodological, Elsevier, vol. 121(C), pages 92-113.
    25. Khani, Alireza & Boyles, Stephen D., 2015. "An exact algorithm for the mean–standard deviation shortest path problem," Transportation Research Part B: Methodological, Elsevier, vol. 81(P1), pages 252-266.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Shahabi, Mehrdad & Unnikrishnan, Avinash & Boyles, Stephen D., 2013. "An outer approximation algorithm for the robust shortest path problem," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 58(C), pages 52-66.
    2. Zhaoqi Zang & Xiangdong Xu & Kai Qu & Ruiya Chen & Anthony Chen, 2022. "Travel time reliability in transportation networks: A review of methodological developments," Papers 2206.12696, arXiv.org, revised Jul 2022.
    3. Wu, Xing & (Marco) Nie, Yu, 2011. "Modeling heterogeneous risk-taking behavior in route choice: A stochastic dominance approach," Transportation Research Part A: Policy and Practice, Elsevier, vol. 45(9), pages 896-915, November.
    4. Huang, He & Gao, Song, 2012. "Optimal paths in dynamic networks with dependent random link travel times," Transportation Research Part B: Methodological, Elsevier, vol. 46(5), pages 579-598.
    5. Zhang, Yuli & Shen, Zuo-Jun Max & Song, Shiji, 2016. "Parametric search for the bi-attribute concave shortest path problem," Transportation Research Part B: Methodological, Elsevier, vol. 94(C), pages 150-168.
    6. Tan, Zhijia & Yang, Hai & Guo, Renyong, 2014. "Pareto efficiency of reliability-based traffic equilibria and risk-taking behavior of travelers," Transportation Research Part B: Methodological, Elsevier, vol. 66(C), pages 16-31.
    7. Zhang, Yufeng & Khani, Alireza, 2019. "An algorithm for reliable shortest path problem with travel time correlations," Transportation Research Part B: Methodological, Elsevier, vol. 121(C), pages 92-113.
    8. Yang, Lixing & Zhou, Xuesong, 2017. "Optimizing on-time arrival probability and percentile travel time for elementary path finding in time-dependent transportation networks: Linear mixed integer programming reformulations," Transportation Research Part B: Methodological, Elsevier, vol. 96(C), pages 68-91.
    9. Nie, Yu (Marco) & Wu, Xing & Dillenburg, John F. & Nelson, Peter C., 2012. "Reliable route guidance: A case study from Chicago," Transportation Research Part A: Policy and Practice, Elsevier, vol. 46(2), pages 403-419.
    10. David Corredor-Montenegro & Nicolás Cabrera & Raha Akhavan-Tabatabaei & Andrés L. Medaglia, 2021. "On the shortest $$\alpha$$ α -reliable path problem," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 29(1), pages 287-318, April.
    11. Leilei Zhang & Tito Homem-de-Mello, 2017. "An Optimal Path Model for the Risk-Averse Traveler," Transportation Science, INFORMS, vol. 51(2), pages 518-535, May.
    12. Nie, Yu (Marco) & Wu, Xing, 2009. "Shortest path problem considering on-time arrival probability," Transportation Research Part B: Methodological, Elsevier, vol. 43(6), pages 597-613, July.
    13. Arthur Flajolet & Sébastien Blandin & Patrick Jaillet, 2018. "Robust Adaptive Routing Under Uncertainty," Operations Research, INFORMS, vol. 66(1), pages 210-229, January.
    14. Manseur, Farida & Farhi, Nadir & Nguyen Van Phu, Cyril & Haj-Salem, Habib & Lebacque, Jean-Patrick, 2020. "Robust routing, its price, and the tradeoff between routing robustness and travel time reliability in road networks," European Journal of Operational Research, Elsevier, vol. 285(1), pages 159-171.
    15. Khani, Alireza & Boyles, Stephen D., 2015. "An exact algorithm for the mean–standard deviation shortest path problem," Transportation Research Part B: Methodological, Elsevier, vol. 81(P1), pages 252-266.
    16. Mickaël Beaud & Thierry Blayac & Maïté Stéphan, 2014. "Measurements and properties of the values of time and reliability," Working Papers 14-06, LAMETA, Universtiy of Montpellier, revised Jul 2014.
    17. Beaud, Mickael & Blayac, Thierry & Stéphan, Maïté, 2016. "The impact of travel time variability and travelers’ risk attitudes on the values of time and reliability," Transportation Research Part B: Methodological, Elsevier, vol. 93(PA), pages 207-224.
    18. Siu, Barbara W.Y. & Lo, Hong K., 2008. "Doubly uncertain transportation network: Degradable capacity and stochastic demand," European Journal of Operational Research, Elsevier, vol. 191(1), pages 166-181, November.
    19. Qi, Jin & Sim, Melvyn & Sun, Defeng & Yuan, Xiaoming, 2016. "Preferences for travel time under risk and ambiguity: Implications in path selection and network equilibrium," Transportation Research Part B: Methodological, Elsevier, vol. 94(C), pages 264-284.
    20. A. Arun Prakash & Karthik K. Srinivasan, 2017. "Finding the Most Reliable Strategy on Stochastic and Time-Dependent Transportation Networks: A Hypergraph Based Formulation," Networks and Spatial Economics, Springer, vol. 17(3), pages 809-840, September.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:transb:v:45:y:2011:i:10:p:1660-1679. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/548/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.