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Exploring trust region method for the solution of logit-based stochastic user equilibrium problem

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  • Zhou, Bojian
  • Li, Xuhong
  • He, Jie

Abstract

In this research paper, we explored using the trust region method to solve the logit-based SUE problem. We proposed a modified trust region Newton (MTRN) algorithm for this problem. When solving the trust region SUE subproblem, we showed that applying the well-known Steihaug-Toint method is inappropriate, since it may make the convergence rate of the major iteration very slow in the early stage of the computation. To overcome this drawback, a modified Steihaug-Toint method was proposed. We proved the convergence of our MTRN algorithm and showed its convergence rate is superlinear.

Suggested Citation

  • Zhou, Bojian & Li, Xuhong & He, Jie, 2014. "Exploring trust region method for the solution of logit-based stochastic user equilibrium problem," European Journal of Operational Research, Elsevier, vol. 239(1), pages 46-57.
    • Handle: RePEc:eee:ejores:v:239:y:2014:i:1:p:46-57
    DOI: 10.1016/j.ejor.2014.05.002
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