IDEAS home Printed from https://ideas.repec.org/a/eee/transb/v70y2014icp163-172.html
   My bibliography  Save this article

Benders Decomposition for Discrete–Continuous Linear Bilevel Problems with application to traffic network design

Author

Listed:
  • Fontaine, Pirmin
  • Minner, Stefan

Abstract

We propose a new fast solution method for linear Bilevel Problems with binary leader and continuous follower variables under the partial cooperation assumption. We reformulate the Bilevel Problem into a single-level problem by using the Karush–Kuhn–Tucker conditions. This non-linear model can be linearized because of the special structure achieved by the binary leader decision variables and subsequently solved by a Benders Decomposition Algorithm to global optimality. We illustrate the capability of the approach on the Discrete Network Design Problem which adds arcs to an existing road network at the leader stage and anticipates the traffic equilibrium for the follower stage. Because of the non-linear objective functions of this problem, we use a linearization method for increasing, convex and non-linear functions based on continuous variables. Numerical tests show that this algorithm can solve even large instances of Bilevel Problems.

Suggested Citation

  • Fontaine, Pirmin & Minner, Stefan, 2014. "Benders Decomposition for Discrete–Continuous Linear Bilevel Problems with application to traffic network design," Transportation Research Part B: Methodological, Elsevier, vol. 70(C), pages 163-172.
    • Handle: RePEc:eee:transb:v:70:y:2014:i:c:p:163-172
    DOI: 10.1016/j.trb.2014.09.007
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0191261514001611
    Download Restriction: Full text for ScienceDirect subscribers only
    File URL: https://libkey.io/10.1016/j.trb.2014.09.007?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. Poorzahedy, Hossain & Turnquist, Mark A., 1982. "Approximate algorithms for the discrete network design problem," Transportation Research Part B: Methodological, Elsevier, vol. 16(1), pages 45-55, February.
    2. Luathep, Paramet & Sumalee, Agachai & Lam, William H.K. & Li, Zhi-Chun & Lo, Hong K., 2011. "Global optimization method for mixed transportation network design problem: A mixed-integer linear programming approach," Transportation Research Part B: Methodological, Elsevier, vol. 45(5), pages 808-827, June.
    3. Omar Ben-Ayed & Charles E. Blair, 1990. "Computational Difficulties of Bilevel Linear Programming," Operations Research, INFORMS, vol. 38(3), pages 556-560, June.
    4. Wang, Shuaian & Meng, Qiang & Yang, Hai, 2013. "Global optimization methods for the discrete network design problem," Transportation Research Part B: Methodological, Elsevier, vol. 50(C), pages 42-60.
    5. Meng, Qiang & Yang, Hai, 2002. "Benefit distribution and equity in road network design," Transportation Research Part B: Methodological, Elsevier, vol. 36(1), pages 19-35, January.
    6. T. L. Magnanti & R. T. Wong, 1981. "Accelerating Benders Decomposition: Algorithmic Enhancement and Model Selection Criteria," Operations Research, INFORMS, vol. 29(3), pages 464-484, June.
    7. Cao, Dong & Chen, Mingyuan, 2006. "Capacitated plant selection in a decentralized manufacturing environment: A bilevel optimization approach," European Journal of Operational Research, Elsevier, vol. 169(1), pages 97-110, February.
    8. Wayne F. Bialas & Mark H. Karwan, 1984. "Two-Level Linear Programming," Management Science, INFORMS, vol. 30(8), pages 1004-1020, August.
    9. Dietrich Braess & Anna Nagurney & Tina Wakolbinger, 2005. "On a Paradox of Traffic Planning," Transportation Science, INFORMS, vol. 39(4), pages 446-450, November.
    10. Larry J. Leblanc, 1975. "An Algorithm for the Discrete Network Design Problem," Transportation Science, INFORMS, vol. 9(3), pages 183-199, August.
    11. Farahani, Reza Zanjirani & Miandoabchi, Elnaz & Szeto, W.Y. & Rashidi, Hannaneh, 2013. "A review of urban transportation network design problems," European Journal of Operational Research, Elsevier, vol. 229(2), pages 281-302.
    12. Sang Nguyen, 1974. "An Algorithm for the Traffic Assignment Problem," Transportation Science, INFORMS, vol. 8(3), pages 203-216, August.
    13. Farvaresh, Hamid & Sepehri, Mohammad Mehdi, 2011. "A single-level mixed integer linear formulation for a bi-level discrete network design problem," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 47(5), pages 623-640, September.
    14. Poorzahedy, Hossain & Rouhani, Omid M., 2007. "Hybrid meta-heuristic algorithms for solving network design problem," European Journal of Operational Research, Elsevier, vol. 182(2), pages 578-596, October.
    15. Hossain Poorzahedy & Farhad Abulghasemi, 2005. "Application of Ant System to network design problem," Transportation, Springer, vol. 32(3), pages 251-273, May.
    16. Abdulaal, Mustafa & LeBlanc, Larry J., 1979. "Continuous equilibrium network design models," Transportation Research Part B: Methodological, Elsevier, vol. 13(1), pages 19-32, March.
    17. Gao, Ziyou & Wu, Jianjun & Sun, Huijun, 2005. "Solution algorithm for the bi-level discrete network design problem," Transportation Research Part B: Methodological, Elsevier, vol. 39(6), pages 479-495, July.
    Full references (including those not matched with items on IDEAS)

    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. Pirmin Fontaine & Stefan Minner, 2017. "A dynamic discrete network design problem for maintenance planning in traffic networks," Annals of Operations Research, Springer, vol. 253(2), pages 757-772, June.
    2. Hosseininasab, Seyyed-Mohammadreza & Shetab-Boushehri, Seyyed-Nader & Hejazi, Seyed Reza & Karimi, Hadi, 2018. "A multi-objective integrated model for selecting, scheduling, and budgeting road construction projects," European Journal of Operational Research, Elsevier, vol. 271(1), pages 262-277.
    3. Di, Zhen & Yang, Lixing & Qi, Jianguo & Gao, Ziyou, 2018. "Transportation network design for maximizing flow-based accessibility," Transportation Research Part B: Methodological, Elsevier, vol. 110(C), pages 209-238.
    4. Wang, Shuaian & Meng, Qiang & Yang, Hai, 2013. "Global optimization methods for the discrete network design problem," Transportation Research Part B: Methodological, Elsevier, vol. 50(C), pages 42-60.
    5. Wang, David Z.W. & Liu, Haoxiang & Szeto, W.Y., 2015. "A novel discrete network design problem formulation and its global optimization solution algorithm," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 79(C), pages 213-230.
    6. Liu, Jiangtao & Zhou, Xuesong, 2016. "Capacitated transit service network design with boundedly rational agents," Transportation Research Part B: Methodological, Elsevier, vol. 93(PA), pages 225-250.
    7. Farahani, Reza Zanjirani & Miandoabchi, Elnaz & Szeto, W.Y. & Rashidi, Hannaneh, 2013. "A review of urban transportation network design problems," European Journal of Operational Research, Elsevier, vol. 229(2), pages 281-302.
    8. Hosseininasab, Seyyed-Mohammadreza & Shetab-Boushehri, Seyyed-Nader, 2015. "Integration of selecting and scheduling urban road construction projects as a time-dependent discrete network design problem," European Journal of Operational Research, Elsevier, vol. 246(3), pages 762-771.
    9. Xiang Zhang & S. Travis Waller, 2019. "Implications of link-based equity objectives on transportation network design problem," Transportation, Springer, vol. 46(5), pages 1559-1589, October.
    10. Hamid Farvaresh & Mohammad Sepehri, 2013. "A Branch and Bound Algorithm for Bi-level Discrete Network Design Problem," Networks and Spatial Economics, Springer, vol. 13(1), pages 67-106, March.
    11. Elnaz Miandoabchi & Reza Farahani & W. Szeto, 2012. "Bi-objective bimodal urban road network design using hybrid metaheuristics," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 20(4), pages 583-621, December.
    12. Tan, Zhijia & Yang, Hai & Tan, Wei & Li, Zhichun, 2016. "Pareto-improving transportation network design and ownership regimes," Transportation Research Part B: Methodological, Elsevier, vol. 91(C), pages 292-309.
    13. Khooban, Zohreh & Farahani, Reza Zanjirani & Miandoabchi, Elnaz & Szeto, W.Y., 2015. "Mixed network design using hybrid scatter search," European Journal of Operational Research, Elsevier, vol. 247(3), pages 699-710.
    14. Liu, Haoxiang & Szeto, W.Y. & Long, Jiancheng, 2019. "Bike network design problem with a path-size logit-based equilibrium constraint: Formulation, global optimization, and matheuristic," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 127(C), pages 284-307.
    15. Luathep, Paramet & Sumalee, Agachai & Lam, William H.K. & Li, Zhi-Chun & Lo, Hong K., 2011. "Global optimization method for mixed transportation network design problem: A mixed-integer linear programming approach," Transportation Research Part B: Methodological, Elsevier, vol. 45(5), pages 808-827, June.
    16. Gallo, Mariano & D'Acierno, Luca & Montella, Bruno, 2010. "A meta-heuristic approach for solving the Urban Network Design Problem," European Journal of Operational Research, Elsevier, vol. 201(1), pages 144-157, February.
    17. Karimi Dehnavi, Hadi & Rezvan, Mohammad Taghi & Shirmohammadli, Abdolmatin & Vallée, Dirk, 2013. "A solution for urban road selection and construction problem using simulation and goal programming—Case study of the city of Isfahan," Transport Policy, Elsevier, vol. 29(C), pages 46-53.
    18. Arash Kaviani & Russell G. Thompson & Abbas Rajabifard & Majid Sarvi, 2020. "A model for multi-class road network recovery scheduling of regional road networks," Transportation, Springer, vol. 47(1), pages 109-143, February.
    19. Hong Zheng & Xiaozheng He & Yongfu Li & Srinivas Peeta, 2017. "Traffic Equilibrium and Charging Facility Locations for Electric Vehicles," Networks and Spatial Economics, Springer, vol. 17(2), pages 435-457, June.
    20. Bagloee, Saeed Asadi & Sarvi, Majid & Wolshon, Brian & Dixit, Vinayak, 2017. "Identifying critical disruption scenarios and a global robustness index tailored to real life road networks," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 98(C), pages 60-81.

    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:70:y:2014:i:c:p:163-172. 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.