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

Bojian Zhou, Xuhong Li and Jie He

European Journal of Operational Research, 2014, vol. 239, issue 1, 46-57

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.

Keywords: (B) Transportation; Modified trust region Newton algorithm; Steihaug-Toint method; Stochastic user equilibrium; Basic route choice principle (search for similar items in EconPapers)
Date: 2014
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (5)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:ejores:v:239:y:2014:i:1:p:46-57

DOI: 10.1016/j.ejor.2014.05.002

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