Abstract
We formulate the Multi-Constrained Dynamic Traffic Assignment (DTA) problem as an instance of the nonlinear composite problem. To solve the problem, this paper introduces then the penalized nonlinear alternating direction method of multipliers (ADMM), a numerical algorithm that combines the nonlinear ADMM algorithm with the external penalty method. Numerical results are then presented, analyzed and compared against those obtained by applying the Reformulation-Linearization Technique (RLT)-based convex relaxation method together with piecewise linear approximation of the objective function.
Similar content being viewed by others
Data availability
The network topology datasets generated during and/or analyzed during the current study are available in the SNDlib repository [20], http://sndlib.zib.de/problems.overview.action. The demand and path datasets generated during and/or analyzed during the current study are available from the corresponding author on reasonable request.
References
Audet, C., Hansen, P., Jaumard, B., Savard, G.: A branch and cut algorithm for nonconvex quadratically constrained quadratic programming. Mathematical Programming, Series A 87(1), 131–152 (2000)
Birge, J.R., Ho, J.K.: Optimal flows in stochastic dynamic networks with congestion. Oper. Res. 41(1), 203–216 (1993)
Bolte, J., Sabach, S., Teboulle, M.: Nonconvex lagrangian-based optimization: monitoring schemes and global convergence. Math. Oper. Res. 43(4), 1210–1232 (2018)
Boyd, S., Parikh, N., Chu, E., Peleato, B., Eckstein, J.: Distributed optimization and statistical learning via the alternating direction method of multipliers. Foundations and Trends in Machine Learning 3(1), 1–122 (2010)
Burke, J.V., Engle, A.: Line search and trust-region methods for convex-composite optimization, arXiv preprint, arXiv:1806.05218 (2018)
Carey, M.: Optimal time varying flows on congested networks. Oper. Res. 35(1), 58–69 (1987)
Cohen, E., Hallak, N., Teboulle, M.: A dynamic alternating direction of multipliers for nonconvex minimization with nonlinear functional equality constraints. Journal of Optimization Theory and Applications 193(1), 324–353 (2021)
Combettes, P.L., Dung, D., Vu, B.C.: Proximity for sums of composite functions. Journal of Mathematical Analysis and Applications 380(2), 680–688 (2011)
Dacey, R.: The S-shaped utility function. Decision Theory 135(2), 243–272 (2003)
Gabay, D., Mercier, B.: A dual algorithm for the solution of nonlinear variational problems via finite element approximations. Computers and Mathematics with Applications 2, 17–40 (1976)
Glowinski, R., Marrocco, A.: Sur l’approximation, par éléments finis d’ordre un, et la résolution, par penalisation-dualité, d’une classe de problemes de Dirichlet non linéaires. Revue Francaise d’Automatique, Informatique, et Recherche Operationelle 9, 41–76 (1975)
Hearn, D.W.: Bounding flows in traffic assignment models. Research Report 80-4, Department of Industrial and Systems Engineering, University of Florida, Gainesville, Florida (1980)
Hestenes, M.R.: Multiplier and gradient methods. Journal of Optimization Theory and Applications 4(5), 303–320 (1969)
Khintchine, A.Y.: Mathematical theory of a stationary queue. Matematicheskii Sbornik 39(4), 73–84 (1932)
Larsson, T., Patriksson, M.: An augmented Lagrangian dual algorithm link capacity side constrained traffic assignment problems. Transportation Research Part B: Methodological 29, 433–455 (1995)
Lewis, A.S., Wright, S.J.: A proximal method for composite minimization. Math. Program. 158(1–2), 501–546 (2016)
McCormick, G.P.: Computability of global solutions to factorable nonconvex programs: Part I - convex underestimating problems. Math. Program. 10, 147–175 (1976)
Merchant, D.K., Nemhauser, G.L.: A model and an algorithm for the dynamic traffic assignment problems. Trans. Sci. 12, 183–199 (1978)
Nie, Y., Zhang, H.M., Lee, D.-H.: Models and algorithms for the traffic assignment problem with link capacity constraints. Transportation Research Part B: Methodological 38, 285–312 (2004)
Orlowski, S., Wessaly, R., Pioro, M., Tomaszewski, A.: SNDlib 1.0 - Survivable network design library. Networks 55, 276-286 (2010)
Peeta, S., Ziliaskopoulos, A.K.: Foundations of dynamic traffic assignment: The past, the present and the future. Networks and Spatial Economics 1, 233–265 (2001)
Pollaczek, F.: Uber eine aufgabe der wahrscheinlichkeitstheorie. Mathematische Zeitschrift 32, 64–100 (1930)
Powell, M.J.D.: A method for nonlinear constraints in minimization problems. In: Fletcher, R. (ed.) Optimization, pp. 283–298. Academic Press, New York (1969)
Sherali, H.D., Adams, W.P.: A hierarchy of relaxations between the continuous and convex hull representations for zero-one programming problems. SIAM Journal on Discrete Mathematics 3(3), 411–430 (1990)
Sherali, H.D., Tuncbilek, C.H.: A global optimization algorithm for polynomial programming problems using a reformulation-linearization technique. Journal of Global Optimization 2, 101–112 (1992)
Sherali, H.D., Adams, W.P.: A hierarchy of relaxations and convex hull characterizations for mixed-integer zero-one programming problems. Discrete Applied Mathematics 52, 83–106 (1994)
Sherali, H.D., Adams, W.P.: A reformulation-linearization technique for solving discrete and continuous nonconvex problems. Kluwer Academic Publishers, Dordrecht, Boston, London (1999)
Sherali, H.D., Wang, H.: Global optimization of nonconvex factorable programming problems. Mathematical Programming, Series A 89(3), 459–478 (2001)
Adams, W.P., Sherali, H.D.: A hierarchy of relaxations leading to the convex hull representation for general discrete optimization problems. In: Guignard, M., Spielberg, K. (Eds.) State-of-the-Art in Integer Programming, Annals of Operations Research, vol. 140, no. 1, pp. 21-47. (2005)
Rockafellar, R.T.: Augmented Lagrange multiplier functions and duality in nonconvex programming. SIAM Journal of Control 12, 268–285 (1974)
Valkonen, T.: A primal-dual hybrid gradient method for nonlinear operators with applications to MRI. Inverse Problems 30(5), 055012 (2014)
Vu, B.C., Papadimitriou, D.: A nonlinear ADMM for nonlinear composite problems. Under review (2021)
Wang, Y., Szeto, W.Y., Han, K., Friesz, T.L.: Dynamic traffic assignment: A review of the methodological advances for environmentally sustainable road transportation applications. Transportation Research Part B: Methodological 111, 370–394 (2018)
Wang, Y., Yin, W., Zeng, J.: Global convergence of ADMM in nonconvex nonsmooth optimization. Journal of Scientific Computing 78, 29–63 (2019)
Ziliaskopoulos, A.K.: A linear programming model for the single destination system optimum dynamic traffic assignment problem. Trans. Sci. 34(1), 37–49 (2000)
Author information
Authors and Affiliations
Corresponding author
Ethics declarations
Conflict of interest
The authors declare no competing interests.
Rights and permissions
Springer Nature or its licensor holds exclusive rights to this article under a publishing agreement with the author(s) or other rightsholder(s); author self-archiving of the accepted manuscript version of this article is solely governed by the terms of such publishing agreement and applicable law.
About this article
Cite this article
Papadimitriou, D., Vũ, B.C. A penalized nonlinear ADMM algorithm applied to the multi-constrained traffic assignment problem. Numer Algor 92, 2219–2242 (2023). https://doi.org/10.1007/s11075-022-01384-x
Received:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s11075-022-01384-x