期刊文献+

无限多类别网络均衡问题中的收费计算(英文)

Computation of Tolls in Infinitely Multiclass Network Equilibrium Problems
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摘要 对于一个多类别的网络均衡问题,可以通过计算某个辅助问题的容量限制约束相应的乘子向量得到有效收费.本文通过计算拉格朗日函数的鞍点来计算乘子向量.借助于广义拉格朗日函数的稳定性和Uzawa算法非精确解的收敛性,得到鞍点序列的收敛性.其中离散化方法用于最小化广义拉格朗日函数的计算. For a multiclass network equilibrium problem,the multiplier vectors corresponding to capacity constraints in an auxiliary problem are valid tolls.In this work,we compute the multiplier vectors through computing saddle points of the Lagrangian function.We prove the convergence of saddle points sequence by virtue of the stability of augmented Lagrangian function and the convergence of nonexact solutions in Uzawa algorithm.Discretization method be used to minimize the augmented Lagrangian function.
出处 《应用数学》 CSCD 北大核心 2011年第4期826-832,共7页 Mathematica Applicata
基金 the NSFC(71071035) the SHFU(KT09-02)
关键词 网络均衡 多类别 乘子 广义拉格朗日函数 离散化 Network equilibrium Multiclass Multiplier Augmented Lagrangian Discretization
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参考文献5

  • 1Marcotte P, ZHU Daoli. Existence and computation of optimal tolls in multiclass network equilibrium problems[J]. Operations Research Letters. , 2009,37 (3): 211-214.
  • 2Cohen G,ZHU Daoli. Decompositon coordination methods in large scale optimization problems:the non- differentiable case and the use of augmented Lagrangians[C]//Advances in Large Scale Systems: Theory and Applications. Greenwich, Connecticut: JAI Press, 1984,203-266.
  • 3ZHU Daoli. Augmented Lagrangian theory, duality and decomposition methods for variational inequality problems[J]. Journal of Optimization Theory and Applications,2003,117(1):195-216.
  • 4YANG Qingji. Solution approach to infinite linear programming problem with capacity constraints[G]// 4OR: A Quarterly Journal of Operations Research. New York: Springer-Verlag, 2011.
  • 5Marcotte P,ZHU Daoli. Equilibria with infinitely many differentiated classes of customers[C]//Comple- mentarity and Variational Problems,State of Art. Philadelphia:SIAM, 1997,234-258.

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