An algorithm is proposed in this paper for solving two-dimensional bi-level linear programming problems without making a graph. Based on the classification of constraints, algorithm removes all redundant constraints, ...An algorithm is proposed in this paper for solving two-dimensional bi-level linear programming problems without making a graph. Based on the classification of constraints, algorithm removes all redundant constraints, which eliminate the possibility of cycling and the solution of the problem is reached in a finite number of steps. Example to illustrate the method is also included in the paper.展开更多
The urban transit fare structure and level can largely affect passengers’travel behavior and route choices.The commonly used transit fare policies in the present transit network would lead to the unbalanced transit a...The urban transit fare structure and level can largely affect passengers’travel behavior and route choices.The commonly used transit fare policies in the present transit network would lead to the unbalanced transit assignment and improper transit resources distribution.In order to distribute transit passenger flow evenly and efficiently,this paper introduces a new distance-based fare pattern with Euclidean distance.A bi-level programming model is developed for determining the optimal distance-based fare pattern,with the path-based stochastic transit assignment(STA)problem with elastic demand being proposed at the lower level.The upper-level intends to address a principal-agent game between transport authorities and transit enterprises pursing maximization of social welfare and financial interest,respectively.A genetic algorithm(GA)is implemented to solve the bi-level model,which is verified by a numerical example to illustrate that the proposed nonlinear distance-based fare pattern presents a better financial performance and distribution effect than other fare structures.展开更多
This paper presents a new design approach to achieve decentralized optimal control of high-dimension complex singular systems with dynamic uncertainties. Based on robust adaptive dynamic programming(robust ADP) method...This paper presents a new design approach to achieve decentralized optimal control of high-dimension complex singular systems with dynamic uncertainties. Based on robust adaptive dynamic programming(robust ADP) method, controllers for solving the singular systems optimal control problem are designed. The proposed algorithm can work well when the system model is not exactly known but the input and output data can be measured. The policy iteration of each controller only uses their own states and input information for learning,and do not need to know the whole system dynamics. Simulation results on the New England 10-machine 39-bus test system show the effectiveness of the designed controller.展开更多
In this work we propose a solution method based on Lagrange relaxation for discrete-continuous bi-level problems, with binary variables in the leading problem, considering the optimistic approach in bi-level programmi...In this work we propose a solution method based on Lagrange relaxation for discrete-continuous bi-level problems, with binary variables in the leading problem, considering the optimistic approach in bi-level programming. For the application of the method, the two-level problem is reformulated using the Karush-Kuhn-Tucker conditions. The resulting model is linearized taking advantage of the structure of the leading problem. Using a Lagrange relaxation algorithm, it is possible to find a global solution efficiently. The algorithm was tested to show how it performs.展开更多
This paper presents an adaptive path planner for unmanned aerial vehicles (UAVs) to adapt a real-time path search procedure to variations and fluctuations of UAVs’ relevant performances, with respect to sensory cap...This paper presents an adaptive path planner for unmanned aerial vehicles (UAVs) to adapt a real-time path search procedure to variations and fluctuations of UAVs’ relevant performances, with respect to sensory capability, maneuverability, and flight velocity limit. On the basis of a novel adaptability-involved problem statement, bi-level programming (BLP) and variable planning step techniques are introduced to model the necessary path planning components and then an adaptive path planner is developed for the purpose of adaptation and optimization. Additionally, both probabilistic-risk-based obstacle avoidance and performance limits are described as path search constraints to guarantee path safety and navigability. A discrete-search-based path planning solution, embedded with four optimization strategies, is especially designed for the planner to efficiently generate optimal flight paths in complex operational spaces, within which different surface-to-air missiles (SAMs) are deployed. Simulation results in challenging and stochastic scenarios firstly demonstrate the effectiveness and efficiency of the proposed planner, and then verify its great adaptability and relative stability when planning optimal paths for a UAV with changing or fluctuating performances.展开更多
Traffic simulators are utilized to solve a variety of traffic-related problems.For such simulators,origin-destination(OD)traffic volumes as mobility demands are required to input,and we need to estimate them.The autho...Traffic simulators are utilized to solve a variety of traffic-related problems.For such simulators,origin-destination(OD)traffic volumes as mobility demands are required to input,and we need to estimate them.The authors regard an OD estimation as a bi-level programming problem,and apply a microscopic traffic simulation model to it.However,the simulation trials can be computationally expensive if full dynamic rerouting is allowed,when employing multi-agent-based models in the estimation process.This paper proposes an efficient OD estimation method using a multi-agent-based simulator with restricted dynamic rerouting to reduce the computational load.Even though,in the case of large traffic demand,the restriction on dynamic rerouting can result in heavier congestion.The authors resolve this problem by introducing constraints of the bi-level programming problem depending on link congestion.Test results show that the accuracy of the link traffic volume reproduced with the proposed method is virtually identical to that of existing methods but that the proposed method is more computationally efficient in a wide-range or high-demand context.展开更多
Demand response(DR)using shared energy storage systems(ESSs)is an appealing method to save electricity bills for users under demand charge and time-of-use(TOU)price.A novel Stackelberg-game-based ESS sharing scheme is...Demand response(DR)using shared energy storage systems(ESSs)is an appealing method to save electricity bills for users under demand charge and time-of-use(TOU)price.A novel Stackelberg-game-based ESS sharing scheme is proposed and analyzed in this study.In this scheme,the interactions between selfish users and an operator are characterized as a Stackelberg game.Operator holds a large-scale ESS that is shared among users in the form of energy transactions.It sells energy to users and sets the selling price first.It maximizes its profit through optimal pricing and ESS dispatching.Users purchase some energy from operator for the reduction of their demand charges after operator's selling price is announced.This game-theoretic ESS sharing scheme is characterized and analyzed by formulating and solving a bi-level optimization model.The upper-level optimization maximizes operator's profit and the lower-level optimization minimizes users'costs.The bi-level model is transformed and linearized into a mixed-integer linear programming(MILP)model using the mathematical programming with equilibrium constraints(MPEC)method and model linearizing techniques.Case studies with actual data are carried out to explore the economic performances of the proposed ESS sharing scheme.展开更多
A properly designed public transport system is expected to improve traffic efficiency.A high-frequency bus service would decrease the waiting time for passengers,but the interaction between buses and cars might result...A properly designed public transport system is expected to improve traffic efficiency.A high-frequency bus service would decrease the waiting time for passengers,but the interaction between buses and cars might result in more serious congestion.On the other hand,a low-frequency bus service would increase the waiting time for passengers and would not reduce the use of private cars.It is important to strike a balance between high and low frequencies in order to minimize the total delays for all road users.It is critical to formulate the impacts of bus frequency on congestion dynamics and mode choices.However,as far as the authors know,most proposed bus frequency optimization formulations are based on static demand and the Bureau of Public Roads function,and do not properly consider the congestion dynamics and their impacts on mode choices.To fill this gap,this paper proposes a bi-level optimization model.A three-dimensional Macroscopic Fundamental Diagram based modeling approach is developed to capture the bi-modal congestion dynamics.A variational inequality model for the user equilibrium in mode choices is presented and solved using a double projection algorithm.A surrogate model-based algorithm is used to solve the bi-level programming problem.展开更多
Home health care(HHC)includes a wide range of healthcare services that are performed in customers'homes to help them recover.With the constantly increasing demand for health care,HHC policymakers are eager to addr...Home health care(HHC)includes a wide range of healthcare services that are performed in customers'homes to help them recover.With the constantly increasing demand for health care,HHC policymakers are eager to address routing and scheduling problems from the perspective of optimization.In this paper,a bi-level programming model for HHC routing and scheduling problems with stochastic travel times is proposed,in which the degree of satisfaction with the visit time is simultaneously considered.The upper-level model is formulated for customer assignment with the aim of minimizing the total operating cost,and the lower-level model is formulated as a routing problem to maximize the degree of satisfaction with the visit time.Consistent with Stackelberg game decision-making,the trade-off relationship between these two objectives can be achieved spontaneously so as to reach an equilibrium state.A three-stage hybrid algorithm combining an iterated local search framework,which uses a large neighborhood search procedure as a sub-heuristic,a set-partitioning model,and a post-optimization method is developed to solve the proposed model.Numerical experiments on a set of instances including 10 to 100 customers verify the effectiveness of the proposed model and algorithm.展开更多
文摘An algorithm is proposed in this paper for solving two-dimensional bi-level linear programming problems without making a graph. Based on the classification of constraints, algorithm removes all redundant constraints, which eliminate the possibility of cycling and the solution of the problem is reached in a finite number of steps. Example to illustrate the method is also included in the paper.
基金the Humanities and Social Science Foundation of the Ministry of Education of China(Grant No.20YJCZH121).
文摘The urban transit fare structure and level can largely affect passengers’travel behavior and route choices.The commonly used transit fare policies in the present transit network would lead to the unbalanced transit assignment and improper transit resources distribution.In order to distribute transit passenger flow evenly and efficiently,this paper introduces a new distance-based fare pattern with Euclidean distance.A bi-level programming model is developed for determining the optimal distance-based fare pattern,with the path-based stochastic transit assignment(STA)problem with elastic demand being proposed at the lower level.The upper-level intends to address a principal-agent game between transport authorities and transit enterprises pursing maximization of social welfare and financial interest,respectively.A genetic algorithm(GA)is implemented to solve the bi-level model,which is verified by a numerical example to illustrate that the proposed nonlinear distance-based fare pattern presents a better financial performance and distribution effect than other fare structures.
基金supported in part by the National Natural Science Foundation of China(61473070,61433004,61627809)SAPI Fundamental Research Funds(2018ZCX22)
文摘This paper presents a new design approach to achieve decentralized optimal control of high-dimension complex singular systems with dynamic uncertainties. Based on robust adaptive dynamic programming(robust ADP) method, controllers for solving the singular systems optimal control problem are designed. The proposed algorithm can work well when the system model is not exactly known but the input and output data can be measured. The policy iteration of each controller only uses their own states and input information for learning,and do not need to know the whole system dynamics. Simulation results on the New England 10-machine 39-bus test system show the effectiveness of the designed controller.
文摘In this work we propose a solution method based on Lagrange relaxation for discrete-continuous bi-level problems, with binary variables in the leading problem, considering the optimistic approach in bi-level programming. For the application of the method, the two-level problem is reformulated using the Karush-Kuhn-Tucker conditions. The resulting model is linearized taking advantage of the structure of the leading problem. Using a Lagrange relaxation algorithm, it is possible to find a global solution efficiently. The algorithm was tested to show how it performs.
基金the National Natural Science Foundation of China(No.60904066)
文摘This paper presents an adaptive path planner for unmanned aerial vehicles (UAVs) to adapt a real-time path search procedure to variations and fluctuations of UAVs’ relevant performances, with respect to sensory capability, maneuverability, and flight velocity limit. On the basis of a novel adaptability-involved problem statement, bi-level programming (BLP) and variable planning step techniques are introduced to model the necessary path planning components and then an adaptive path planner is developed for the purpose of adaptation and optimization. Additionally, both probabilistic-risk-based obstacle avoidance and performance limits are described as path search constraints to guarantee path safety and navigability. A discrete-search-based path planning solution, embedded with four optimization strategies, is especially designed for the planner to efficiently generate optimal flight paths in complex operational spaces, within which different surface-to-air missiles (SAMs) are deployed. Simulation results in challenging and stochastic scenarios firstly demonstrate the effectiveness and efficiency of the proposed planner, and then verify its great adaptability and relative stability when planning optimal paths for a UAV with changing or fluctuating performances.
基金supported by JSPS KAKENHI (Grant Nos.15H01785 and 19H02377).
文摘Traffic simulators are utilized to solve a variety of traffic-related problems.For such simulators,origin-destination(OD)traffic volumes as mobility demands are required to input,and we need to estimate them.The authors regard an OD estimation as a bi-level programming problem,and apply a microscopic traffic simulation model to it.However,the simulation trials can be computationally expensive if full dynamic rerouting is allowed,when employing multi-agent-based models in the estimation process.This paper proposes an efficient OD estimation method using a multi-agent-based simulator with restricted dynamic rerouting to reduce the computational load.Even though,in the case of large traffic demand,the restriction on dynamic rerouting can result in heavier congestion.The authors resolve this problem by introducing constraints of the bi-level programming problem depending on link congestion.Test results show that the accuracy of the link traffic volume reproduced with the proposed method is virtually identical to that of existing methods but that the proposed method is more computationally efficient in a wide-range or high-demand context.
基金supported by the National Natural Science Foundation of China(U21A20478)Zhejiang Provincial Nature Science Foundation of China(LZ21F030004)Key-Area Research and Development Program of Guangdong Province(2018B010107002)。
文摘Demand response(DR)using shared energy storage systems(ESSs)is an appealing method to save electricity bills for users under demand charge and time-of-use(TOU)price.A novel Stackelberg-game-based ESS sharing scheme is proposed and analyzed in this study.In this scheme,the interactions between selfish users and an operator are characterized as a Stackelberg game.Operator holds a large-scale ESS that is shared among users in the form of energy transactions.It sells energy to users and sets the selling price first.It maximizes its profit through optimal pricing and ESS dispatching.Users purchase some energy from operator for the reduction of their demand charges after operator's selling price is announced.This game-theoretic ESS sharing scheme is characterized and analyzed by formulating and solving a bi-level optimization model.The upper-level optimization maximizes operator's profit and the lower-level optimization minimizes users'costs.The bi-level model is transformed and linearized into a mixed-integer linear programming(MILP)model using the mathematical programming with equilibrium constraints(MPEC)method and model linearizing techniques.Case studies with actual data are carried out to explore the economic performances of the proposed ESS sharing scheme.
基金supported by the National Natural Science Foundation of China(Grant No.72201088,71871077,71925001)the Fundamental Research Funds for the Central Universities of China(Grant No.PA2022GDSK0040,JZ2023YQTD0073),which are gratefully acknowledged.
文摘A properly designed public transport system is expected to improve traffic efficiency.A high-frequency bus service would decrease the waiting time for passengers,but the interaction between buses and cars might result in more serious congestion.On the other hand,a low-frequency bus service would increase the waiting time for passengers and would not reduce the use of private cars.It is important to strike a balance between high and low frequencies in order to minimize the total delays for all road users.It is critical to formulate the impacts of bus frequency on congestion dynamics and mode choices.However,as far as the authors know,most proposed bus frequency optimization formulations are based on static demand and the Bureau of Public Roads function,and do not properly consider the congestion dynamics and their impacts on mode choices.To fill this gap,this paper proposes a bi-level optimization model.A three-dimensional Macroscopic Fundamental Diagram based modeling approach is developed to capture the bi-modal congestion dynamics.A variational inequality model for the user equilibrium in mode choices is presented and solved using a double projection algorithm.A surrogate model-based algorithm is used to solve the bi-level programming problem.
基金funded by the National Natural Science Foundation of China under Grant NSFCProj.71771070,71831006,71801065 and 71932005.
文摘Home health care(HHC)includes a wide range of healthcare services that are performed in customers'homes to help them recover.With the constantly increasing demand for health care,HHC policymakers are eager to address routing and scheduling problems from the perspective of optimization.In this paper,a bi-level programming model for HHC routing and scheduling problems with stochastic travel times is proposed,in which the degree of satisfaction with the visit time is simultaneously considered.The upper-level model is formulated for customer assignment with the aim of minimizing the total operating cost,and the lower-level model is formulated as a routing problem to maximize the degree of satisfaction with the visit time.Consistent with Stackelberg game decision-making,the trade-off relationship between these two objectives can be achieved spontaneously so as to reach an equilibrium state.A three-stage hybrid algorithm combining an iterated local search framework,which uses a large neighborhood search procedure as a sub-heuristic,a set-partitioning model,and a post-optimization method is developed to solve the proposed model.Numerical experiments on a set of instances including 10 to 100 customers verify the effectiveness of the proposed model and algorithm.