A dimension-reduced method of sensitivity analysis for stochastic user equilibrium assignment model

DOI10.1016/j.apm.2009.04.012zbMath1185.90193OpenAlexW2093993030MaRDI QIDQ967808

Jianmei Liu, Shoufeng Ma, Shuaiqi Ma, Chong-Chao Huang

Publication date: 2 May 2010

Published in: Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apm.2009.04.012

zbMATH Keywords

penalty functionnonlinear programnon-smoothnessdimension-reduced sensitivity analysisSUEA

Mathematics Subject Classification ID

Minimax problems in mathematical programming (90C47) Nonlinear programming (90C30) Sensitivity, stability, parametric optimization (90C31)

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A turning restriction design problem in urban road networks ⋮ A modified truncated Newton algorithm for the logit-based stochastic user equilibrium problem

Cites Work

• Sensitivity analysis for variational inequalities
• Lipschitz properties of solutions in mathematical programming
• Sensitivity analysis for queuing equilibrium network flow and its application to traffic control
• Sensitivity analysis based heuristic algorithms for mathematical programs with variational inequality constraints
• Optimization theory and methods. Nonlinear programming
• Sensitivity Analysis for Variational Inequalities Defined on Polyhedral Sets
• Sensitivity Analysis for Equilibrium Network Flow
• Sensitivity analysis for nonlinear programming using penalty methods

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