Simplifying Modeling Complexity In Dynamic Transportation...

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Simplifying Modeling Complexity In Dynamic Transportation Systems: A State-space-time Network-based Framework Xuesong Zhou ([email protected] ; [email protected] ) Associate professor, School of Sustainable Engineering and the Built Environment Arizona State University Prepared for Workshop IV: Decision Support for Traffic Long Program New Directions in Mathematical Approaches for Traffic Flow Management Institute for Pure & Applied Mathematics, UCLA 1

Transcript of Simplifying Modeling Complexity In Dynamic Transportation...

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Simplifying Modeling Complexity In Dynamic Transportation Systems: A State-space-time Network-based Framework

Xuesong Zhou ([email protected]; [email protected] )Associate professor, School of Sustainable Engineering and the Built Environment Arizona State University

Prepared for Workshop IV: Decision Support for TrafficLong Program New Directions in Mathematical Approaches for Traffic Flow ManagementInstitute for Pure & Applied Mathematics, UCLA

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Outline

1. Introductionlarge-scale dynamic traffic assignment and simulation

2. From simulation to optimization: ◦ Modeling next-generation of transportation systems

◦ Key Questions: modeling challenges

◦ Problem Definition: VRPPDTW

◦ Methodology: combination of dynamic programming and Lagrangian relaxation

3. ExtensionsTraffic flow state estimation, and traffic signal control and train timetabling…

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Background

Xuesong Zhou

◦ Pronounced as “Su-song Joe”

Acronym for extending traffic user equilibrium and system optimum models to next generation

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Research areas Simulation-based mesoscopic dynamic traffic assignment

DYNASMARTDTALite (based on simplified kinematic wave model)

Traffic state estimation and prediction Train routing and scheduling Vehicle routing and scheduling (new)

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Topic 1: Introduction: large-scale dynamic traffic assignment and simulation

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Open-source Free Software Package

NEXTA: front-end Graphical User Interface GUI (C++)◦ https://github.com/xzhou99/dtalite_beta_test

DTALite: Open-source computational engine (C++)◦ Light-weight and agent-based DTA

◦ Simplified kinematic wave model (Newell)

◦ Built-in OD demand matrix estimation (ODME) program

◦ Emission prediction (light-weight MOVES interface)

◦ Simplified car follow modeling (Newell)

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Learning Traffic Network Modeling using Open-source tools

www.learning-transportation.org

12 lessons:

Lesson 1: Let Us Create a Transportation Network First

Lesson 2: From Population to Driving Trips:

Lesson 3: Remove Roads to Speed Travel?

Lesson 4: Optimize Traffic Signal Lights

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Computational Challenges

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Maryland State-wide model:20 K nodes, 47K links, 3,000 zones, 18 M agentsCPU time: 30 min per UE iteration on a 20-core workstation with 194 GB RAM

Shared memory-based parallel computing for agent-based path finding and mesoscopic traffic simulation (based on OpenMP)

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Origin-Destination Demand Spatial Distribution Pattern

Collaboration with University of Maryland and Maryland State Highway AdministrationSupported by TRB SHRP II Program

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Vehicle Animation at Network Level

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Volume at Network Level

Band width of a link is proportional to link volume

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Density at Network Level

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Speed at Network Level

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Queue at Network Level

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Queue Duration at Network Level

Link width represents duration of congestion (e.g. 60 min vs. 120 min)

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Time-dependent Bottleneck Locations

Size of a circle represents the total delay at one node

Color of a circle represents the age of congestion (to identify the congestion propagation sequence)

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Statewide Network Coverage in Google Earth

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Volume Display in Google Earth

Height as volume

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Inside: Simplified Event-based Traffic Simulator

Node transfer

Node

Node Transfer

Check Outflow Capacity Check Inflow CapacityCheck Storage Capacity

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Multiple Traffic Flow Models

Point queue (relaxed storage constraints)

Spatial queue

Newell’s model (i.e. Link Transmission Model)

◦ Shockwave propagation

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Out –flow

QueueAvailable capacityat every simulation interval

In-flow Queue

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Traffic Flow Model (on the Link)

Queue propagation

◦ Inflow capacity = outflow capacity

Outflow Capacity

Inflow Capacity

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Illustration of N-Curve Computation For Tracking Queue Spillback

i+1

i

i-1Time

shockwave

backward wave

wx / xktNtNdN jamii )()( 1

forward wave

0)()( 1 tNtNdN ii

freevx /

x

x

t

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0

500

1000

1500

2000

0 100 200

Flo

w R

ate

(vp

hp

l)

Density (vpmpl)

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Construct Microscopic Vehicle Trajectory from Mesoscopic Simulation Results using Consistent Simplified Kinematic Wave Model and Simplified Car following Model

White Paper: DTALite: A queue-based mesoscopic traffic simulator for fast model evaluation and calibration:Cogent Engineering (2014): http://www.tandfonline.com/doi/abs/10.1080/23311916.2014.961345

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Mesoscopic Dynamic Traffic Assignment for Emission Evaluation

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MOVES Lite

Emission Estimates

DTALite

Large-scale Dynamic Traffic Assignment & Simulator

Simplified Emission Estimation Method

Project level

Network level

Microscopic Vehicle Trajectory Reconstruction

Emission Result Aggregation

Zhou, X., S. Tanvir, H. Lei, J. Taylor, B. Liu, N. M. Rouphail, H. C. Frey. (2015) Integrating a Simplified Emission Estimation Model and Mesoscopic Dynamic Traffic Simulator to Efficiently Evaluate Emission Impacts of Traffic Management Strategies. Transportation Research Part D: Transport and Environment. 37, 123-136

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Topic 2: Modeling next-generation of transportation systems: from simulation to optimization

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Based on Paper titled “Finding Optimal Solutions for Vehicle Routing Problem with Pickup and Delivery

Services with Time Windows: A Dynamic Programming Approach Based on State-space-time Network

Representations”

Monirehalsadat Mahmoudi, Xuesong Zhou

Submitted Transportation Research Part B; http://arxiv.org/abs/1507.02731

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Motivation

Concept of Ride Sharing:

Advantages of Ride Sharing:

– Reducing driver stress and driving cost

– Increasing safety

– Increasing road capacity and reducing costs

– Increasing fuel efficiency and reducing pollution

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Regional Traffic Management Center

Cloud Computing Centerfor traffic data storage and

congestion pricing/crediting

Private SAV Providers

passenger 1

passenger 2

passenger 3

office

kindergarten

depot

OD trip request and confirmation SAV route

shopping center passenger 1's

destination

passenger 2's destination

passenger 3's destination

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Ride Sharing Companies

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Ridesharing Apps

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One-to-One Matching

Innovative Pricing Mechanism

Accessibility for Low-income Families

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Key Questions

– How many cars a city should use to support the overall transportation activity demand, at different levels of coordination and pre-trip scheduling?

– How much energy is used at the optimal state (optimal state is a condition in which 100% of travelling is supported by ride sharing)?

– How much emissions can be minimized?

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To address the first question:

we propose a new mathematical model for pickup and delivery problem with time windows

(PDPTW) to present a holistic optimization approach for synchronizing travel activity schedules,

transportation services, and infrastructure on urban networks.

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Vehicle Routing Problem (VRP) & Vehicle Routing Problem with Time Windows (VRPTW)

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Inputs: Passengers’ Location Passengers’ Preferred

Service Time Window

Output: Routing

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52

1

7

6

8

11

129

10

Depot

Customers

Route 1

Route 2

Route 3

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Vehicle Routing Problem with Pick up and Delivery with Time Windows (VRPPDTW)

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Outputs: Vehicle Routing Vehicle Scheduling Assigning Passengers to Vehicles (Many-to- One Relationship) Pricing

D1D2

O3O2

O1

D3

O4

D4

D6

O6D5

O5

Depot

Route 1

Route 2

Route 3

Inputs: Passengers’ Origin and Destination Location Passengers’ Preferred Pick up and Delivery Time Windows

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Optimization-based Approaches for Solving VRPPDTW

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Reference Method (Algorithm) Type of problem Objective Function

Psaraftis (1980)Exact backward

dynamic programming

Single vehicle

VRPPD

Weighted combination of the

total service time and the total

customer inconvenience

Psaraftis (1983)Forward dynamic

programming

Single vehicle

VRPPDTW

Sum of waiting and riding

times

Sexton and Bodin

(1985)

Benders’

decomposition

Single vehicle

VRPPD with one

sided windows

Total customer inconvenience

Desrosiers, Dumas,

and Soumis (1986)

Exact forward dynamic

programming

single vehicle

VRPPDTW Total distance traveled

Dumas, Desrosiers,

and Soumis (1991)Column Generation

Multiple vehicle

VRPPDTWTotal travel cost

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Optimization-based Approaches for Solving VRPPDTW (contd.)

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Ruland (1995,

1997)Polyhedral approach

Single Vehicle VRPPD without

capacity constraintsTotal travel cost

Savelsbergh

and Sol (1998)Branch-and-price Multiple vehicle VRPPDTW

Primary objective function: Total

number of vehicles, secondary: Total

distance traveled

Lu and Dessouky

(2004)Branch-and-cut Multiple vehicle VRPPDTW

Total travel cost and the fixed vehicle

cost

Ropke, Cordeau,

Laporte (2007)

Branch-and-cut-and-

priceMultiple vehicle VRPPDTW Total traveled distance

Ropke and Cordeau

(2009)

Branch-and-cut-and-

priceMultiple vehicle VRPPDTW Total traveled distance

Baldacci, Bartolini,

Mingozzi (2011)

Set-partitioning

formulation improved

by additional cuts

Multiple vehicle VRPPDTW

Primary objective function: Route costs,

secondary: Sum of vehicle fixed costs

and then sum of route costs

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Problem Statement by a Simple 6-node Transportation Network

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3

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1

1

2

2

2

2

22

2

2

1 1

1

1

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Passenger 1 and 2’s origin: node 2Passenger 1 and 2’s destination: node 3

O

D

O

D

Origin

Destination

Depot

Vehicle 1 and 2’s origin depot: node 4Vehicle 1 and 2’s destination depot: node 1

Two passengers

Two vehicles

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Problem Statement by a Simple 6-node Transportation Network

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3

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2

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2

2

2

2

22

2

2

1 1

1

1

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O

D

O

D

Origin

Destination

Depot

Passenger 1’s preferred time window for departure from origin: [4,7]Passenger 1’s preferred time for arrival at destination: [9,12]

Passenger 2’s preferred time window for departure from origin: [10,12]Passenger 2’s preferred time for arrival at destination: [15,17]

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Problem Statement by a Simple 6-node Transportation Network

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3

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1

1

2

2

2

2

22

2

2

1 1

1

1

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O

D

O

D

Origin

Destination

Depot

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Problem Statement by a Simple 6-node Transportation Network

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3

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2

1

1

2

2

2

2

22

2

2

1 1

1

1

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O

D

O

D

Origin

Destination

Depot

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Opening Statement about Our Method

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3

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1

1

2

2

2

2

22

2

2

1 1

1

1

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Existing Network representation [Cordeau (2006)]

Pick up node

Delivery node

Depot

2

2

2 2

0

0

0

0

3 3

3

3

3

3

1 2

3 4

50

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Current Mathematical Model for VRPPDTW[Cordeau (2006)]

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𝑀𝑖𝑛

𝑣∈𝑉

𝑖∈𝑁

𝑗∈𝑁

𝑐𝑖𝑗𝑣 𝑥𝑖𝑗𝑣

objective function: minimizing the total routing cost

𝑣∈𝑉

𝑗∈𝑁

𝑥𝑖𝑗𝑣 = 1 ∀𝑖 ∈ 𝑃

𝑗∈𝑁

𝑥𝑖𝑗𝑣 −

𝑗∈𝑁

𝑥𝑛+𝑖,𝑗𝑣 = 0 ∀𝑖 ∈ 𝑃, 𝑣 ∈ 𝑉

𝑗∈𝑁

𝑥0𝑗𝑣 = 1 ∀𝑣 ∈ 𝑉

𝑗∈𝑁

𝑥𝑗𝑖𝑣 −

𝑗∈𝑁

𝑥𝑖𝑗𝑣 = 0 ∀𝑖 ∈ 𝑃 ∪ 𝐷, 𝑣 ∈ 𝑉

𝑖∈𝑁

𝑥𝑖,2𝑛+1𝑣 = 1 ∀𝑣 ∈ 𝑉

guarantees that each passenger is definitely picked up

ensure that each passenger’s origin and destination are visited exactly once by the same vehicle

each vehicle 𝑣 starts its route from the origin depot

flow balance on each node

each vehicle 𝑣 ends its route to the destination depot

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Current Mathematical Model for VRPPDTW[Cordeau (2006)] (contd.)

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𝑥𝑖𝑗𝑣 𝐵𝑖𝑣 + 𝑑𝑖 + 𝑡𝑖𝑗 ≤ 𝐵𝑗

𝑣 ∀𝑖 ∈ 𝑁, 𝑗 ∈ 𝑁, 𝑣 ∈ 𝑉

𝑥𝑖𝑗𝑣 𝑄𝑖𝑣 + 𝑞𝑗 ≤ 𝑄𝑗

𝑣 ∀𝑖 ∈ 𝑁, 𝑗 ∈ 𝑁, 𝑣 ∈ 𝑉

𝐿𝑖𝑣 = 𝐵𝑛+𝑖

𝑣 − 𝐵𝑖𝑣 + 𝑑𝑖 ∀𝑖 ∈ 𝑃, 𝑣 ∈ 𝑉

𝐵2𝑛+1𝑣 − 𝐵0

𝑣 ≤ 𝑇𝑣 ∀𝑣 ∈ 𝑉

𝑒𝑖 ≤ 𝐵𝑖𝑣 ≤ 𝑙𝑖 ∀𝑖 ∈ 𝑁, 𝑣 ∈ 𝑉

𝑡𝑖,𝑛+𝑖 ≤ 𝐿𝑖𝑣 ≤ 𝐿 ∀𝑖 ∈ 𝑃, 𝑣 ∈ 𝑉

𝑚𝑎𝑥 0, 𝑞𝑖 ≤ 𝑄𝑖𝑣 ≤ 𝑚𝑖𝑛 𝑄𝑣 , 𝑄𝑣 + 𝑞𝑖 ∀𝑖 ∈ 𝑁, 𝑣 ∈ 𝑉

𝑥𝑖𝑗𝑣 ∈ 0,1 ∀𝑖 ∈ 𝑁, 𝑗 ∈ 𝑁, 𝑣 ∈ 𝑉

validity of the time variables

validity of the load variables

defines each passenger’s ride time

impose maximal duration of each route

impose time windows constraints

impose the ride time of each passenger constraints

impose capacity constraints

Non-linear Constraint

Non-linear Constraint

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Current Theoretical and Computational Challenges

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– Single vs multiple vehicles

• The focus of most research was on solving the PDPTW for a single vehicle (simpler case)

– Single vs multiple depots

– Limited number of transportation requests (passengers)

• The most Current Algorithm: Baldacci et al. (2011) based on a set-partitioning formulation

solved instances of approximately 500 requests with tight time windows.

– Time windows

• Some preprocessing steps to find feasible transportation requests are needed

• Research only focus on tight time windows to prevent some fluctuation in results

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Current Theoretical and Computational Challenges (contd.)

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– Fixed routing cost (travel time) over time

• Existing network for PDPTW: an offline network in which each link has a fixed routing

cost (travel time)

– Existence of sub-tour in the optimal solution

• Some additional constraints are needed to avoid the existence of any sub-tour in the

optimal solution

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Opening Statement about Our Method (contd.)

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Description of the PDPTW in Space-Time Transportation Network [Mahmoudi, M. & Zhou, X. (2014)]

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3

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1

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4

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2

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2

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1

2 222

11

1

1

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1 1 11

1 11

1

o2 o 1

o1

d2

d1d 1

Pickup node

Delivery node

Depot

Transportation node

(a) (b)[4,7]

[11,14]

[8,10]

[13,16]

[.,.] Time windows

http://arxiv.org/abs/1507.02731

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Physical Vehicle’s Space-time Transportation Network

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1514131211108 97653 421

2

5

6

3

16

1

4

17

Time

o2

o1

d2

d1

o 1

d 1

18 19 20

Dummy pick up node

Dummy delivery node

Dummy depot

Transportation node

Transportation arcs

Waiting Arc

Time window for vehicle v at starting and ending depots

Passenger p s preferred departure time window from origin

Passenger p s preferred arrival time window to destination

Service arc corresponding pick up

Service arc corresponding drop off

Spac

e

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Virtual Vehicle’s Space-time Transportation Network

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1514131211108 97653 421

2

5

6

3

16

1

4

17

Time

o1

d1

o*/d*

18 19 20

Dummy pickup node

Dummy delivery node

Dummy depot

Transportation node

Transportation arcs

Waiting Arc

Time window for vehicle v* at starting and ending depots

Passenger p s preferred departure time window from origin

Passenger p s preferred arrival time window to destination

Service arc corresponding pick up

Service arc corresponding drop off

Spac

e

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Binary representation and equivalent character-based representation for passenger carrying states

Binary

representation

Equivalent character-based

representation

[0,0,0] [_ _ _]

[1,0,0] [𝑝1 _ _]

[0,1,1] [_ 𝑝2 𝑝3]

(a) Shared ride (b) Serving single passenger once a time

Depot

Passenger p s origin

Passenger p s destination

o2

o1

d2

d1

o3 d3

o2

o1

d2

d1

o3 d3

o 1o 1 d 1 d 1

[p1 p2 _ ]

[ _ p2 _ ]

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All possible combinations of passenger carrying states

𝑤 𝑤′ [_ _ _] [𝑝1 _ _] [_ 𝑝2 _] [_ _ 𝑝3] [𝑝1 𝑝2 _] [𝑝1 _ 𝑝3] [_ 𝑝2 𝑝3]

[_ _ _] no change pickup pickup pickup

[𝑝1 _ _] drop-off no change pickup pickup

[_ 𝑝2 _] drop-off no change pickup pickup

[_ _ 𝑝3] drop-off no change pickup pickup

[𝑝1 𝑝2 _] drop-off drop-off no change

[𝑝1 _ 𝑝3] drop-off drop-off no change

[_ 𝑝2 𝑝3] drop-off drop-off no change

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47

Finite states graph showing all possible passenger carrying state transition (pickup or drop-off)

[ _ _ _ ]

[ p1 _ _ ]

[ _ p2 _ ]

[ _ _ p3 ]

[ p1 p2 _ ]

[ p1 _ p3 ]

[ _ p2 p3 ]

Pick up

Drop off

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48

Projection on state-space network representation for ride-sharing path (pick up passenger 𝑝1 and then 𝑝2).

2 4

31

5 6

o2

d1

2 4

31

5 6

o1

2 4

31

5 6

Dummy pick up node

Dummy delivery node

Dummy depot

Transportation node

Service link corresponding passenger p s pick up

Service link corresponding passenger p s drop off

[ _ _ ]

[ p1 _ ]

[ p1 p2 ]

2 4

31

5 6

d2

[ p2 _ ]

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Problem Definition

49

𝑀𝑖𝑛 𝑍 = 𝑣∈(𝑉∪𝑉∗) 𝑖,𝑗,𝑡,𝑠,𝑤,𝑤′ ∈𝐵𝑣 𝑐 𝑣, 𝑖, 𝑗, 𝑡, 𝑠, 𝑤, 𝑤′ 𝑦 𝑣, 𝑖, 𝑗, 𝑡, 𝑠, 𝑤, 𝑤′

s.t.

Flow balance constraints at vehicle 𝑣’s origin vertex

𝑖,𝑗,𝑡,𝑠,𝑤,𝑤′ ∈𝐵𝑣

𝑦 𝑣, 𝑖, 𝑗, 𝑡, 𝑠, 𝑤, 𝑤′ = 1 𝑖 = 𝑜𝑣′ , 𝑡 = 𝑒𝑣, 𝑤 = 𝑤

′ = 𝑤0, ∀𝑣 ∈ (𝑉 ∪ 𝑉∗)

Flow balance constraint at vehicle 𝑣’s destination vertex

𝑖,𝑗,𝑡,𝑠,𝑤,𝑤′ ∈𝐵𝑣

𝑦 𝑣, 𝑖, 𝑗, 𝑡, 𝑠, 𝑤, 𝑤′ = 1 𝑗 = 𝑑𝑣′ , 𝑠 = 𝑙𝑣, 𝑤 = 𝑤

′ = 𝑤0, ∀𝑣 ∈ (𝑉 ∪ 𝑉∗)

Flow balance constraint at intermediate vertex

𝑗,𝑠,𝑤′′

𝑦 𝑣, 𝑖, 𝑗, 𝑡, 𝑠, 𝑤, 𝑤′′ −

𝑗′,𝑠′,𝑤′

𝑦 𝑣, 𝑗′, 𝑖, 𝑠′, 𝑡, 𝑤′, 𝑤 = 0 𝑖, 𝑡, 𝑤 ∉ 𝑜𝑣′ , 𝑒𝑣, 𝑤0 , 𝑑𝑣

′ , 𝑙𝑣, 𝑤0 , ∀𝑣 ∈ (𝑉 ∪ 𝑉∗)

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Problem Definition (contd.)

50

Passenger 𝑝’s pick-up request constraint

𝑣∈(𝑉∪𝑉∗)

𝑖,𝑗,𝑡,𝑠,𝑤,𝑤′ ∈Ψ𝑝,𝑣

𝑦 𝑣, 𝑖, 𝑗, 𝑡, 𝑠, 𝑤, 𝑤′ = 1 ∀𝑝 ∈ 𝑃

Passenger 𝑝’s drop-off request constraint

𝑣∈(𝑉∪𝑉∗)

𝑖,𝑗,𝑡,𝑠,𝑤,𝑤′ ∈𝛷𝑝,𝑣

𝑦 𝑣, 𝑖, 𝑗, 𝑡, 𝑠, 𝑤, 𝑤′ = 1 ∀𝑝 ∈ 𝑃

Binary definitional constraint

𝑦 𝑣, 𝑖, 𝑗, 𝑡, 𝑠, 𝑤, 𝑤′ ∈ {0, 1} ∀ 𝑖, 𝑗, 𝑡, 𝑠, 𝑤, 𝑤′ ∈ 𝐵𝑣, ∀𝑣 ∈ (𝑉 ∪ 𝑉∗)

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Lagrangian Relaxation-based Solution Approach

51

𝐿 = )𝑣∈(𝑉∪𝑉∗

𝑖,𝑗,𝑡,𝑠,𝑤,𝑤′ ∈𝐵𝑣

𝑐 𝑣, 𝑖, 𝑗, 𝑡, 𝑠, 𝑤, 𝑤′ 𝑦 𝑣, 𝑖, 𝑗, 𝑡, 𝑠, 𝑤, 𝑤′

+

𝑝∈𝑃

𝜆 𝑝 )𝑣∈(𝑉∪𝑉∗

𝑖,𝑗,𝑡,𝑠,𝑤,𝑤′ ∈Ψ𝑝,𝑣

𝑦 𝑣, 𝑖, 𝑗, 𝑡, 𝑠, 𝑤, 𝑤′ − 1

o Pickup and drop-off constraints : each passenger is picked up and dropped off exactly once by a vehicle

(either physical or virtual).

o Flow balance constraints on intermediate nodes force the vehicle to end its route at the destination

depot with the empty passenger carrying state.

o If vehicle 𝑣 picks up passenger 𝑝 from his origin, to maintain the flow balance constraints on

intermediate nodes , the vehicle must drop-off the passenger at his destination node so that the vehicle

comes back to its ending depot with the empty passenger carrying state.

o As a result, constraint (6) is redundant

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New Relaxed Problem

52

𝑀𝑖𝑛 𝐿

s.t.

𝑖,𝑗,𝑡,𝑠,𝑤,𝑤′ ∈𝐵𝑣 𝑦 𝑣, 𝑖, 𝑗, 𝑡, 𝑠, 𝑤, 𝑤′ = 1 𝑖 = 𝑜𝑣

′ , 𝑡 = 𝑒𝑣, 𝑤 = 𝑤′ = 𝑤0, ∀𝑣 ∈ (𝑉 ∪ 𝑉

∗)

𝑖,𝑗,𝑡,𝑠,𝑤,𝑤′ ∈𝐵𝑣 𝑦 𝑣, 𝑖, 𝑗, 𝑡, 𝑠, 𝑤, 𝑤′ = 1 𝑗 = 𝑑𝑣

′ , 𝑠 = 𝑙𝑣, 𝑤 = 𝑤′ = 𝑤0, ∀𝑣 ∈ (𝑉 ∪ 𝑉

∗)

𝑗,𝑠,𝑤′′ 𝑦 𝑣, 𝑖, 𝑗, 𝑡, 𝑠, 𝑤, 𝑤′′ −

𝑗′,𝑠′,𝑤′ 𝑦 𝑣, 𝑗′, 𝑖, 𝑠′, 𝑡, 𝑤′, 𝑤 = 0 𝑖, 𝑡, 𝑤 ∉ 𝑜𝑣

′ , 𝑒𝑣, 𝑤0 , 𝑑𝑣′ , 𝑙𝑣, 𝑤0 , ∀𝑣 ∈ (𝑉 ∪ 𝑉

∗)

𝑦 𝑣, 𝑖, 𝑗, 𝑡, 𝑠, 𝑤, 𝑤′ ∈ {0, 1} ∀ 𝑖, 𝑗, 𝑡, 𝑠, 𝑤, 𝑤′ ∈ 𝐵𝑣 , ∀𝑣 ∈ (𝑉 ∪ 𝑉∗)

The simplified Lagrangian function L:

𝐿 = )𝑣∈(𝑉∪𝑉∗

𝑖,𝑗,𝑡,𝑠,𝑤,𝑤′ ∈𝐵𝑣

𝜉 𝑣, 𝑖, 𝑗, 𝑡, 𝑠, 𝑤, 𝑤′ 𝑦 𝑣, 𝑖, 𝑗, 𝑡, 𝑠, 𝑤, 𝑤′ −

𝑝∈𝑃

𝜆 𝑝

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Time-dependent Forward Dynamic Programming

53

for each vehicle 𝑣 ∈ (𝑉 ∪ 𝑉∗) do

𝐿 . , . , . ∶= +∞;

node pred of vertex . , . , . ∶= −1; time pred of vertex . , . , . ∶= −1; state pred of vertex . , . , . ∶= −1;

𝐿 𝑜𝑣′ , 𝑒𝑣, 𝑤0 ∶= 0;

for each time 𝑡 ∈ 𝑒𝑣, 𝑙𝑣 do

for each link (𝑖, 𝑗) do

for each state 𝑤 do

derive downstream state 𝑤’ based on the possible state transition on link (𝑖, 𝑗);

derive arrival time 𝑠 = 𝑡 + 𝑇𝑇(𝑖, 𝑗, 𝑡);

if (𝐿(𝑖, 𝑡, 𝑤) + 𝜉 𝑣, 𝑖, 𝑗, 𝑡, 𝑠, 𝑤, 𝑤′ < 𝐿(𝑗, 𝑠, 𝑤′)) then

𝐿(𝑗, 𝑠, 𝑤′) ∶= 𝐿(𝑖, 𝑡, 𝑤) + 𝜉 𝑣, 𝑖, 𝑗, 𝑡, 𝑠, 𝑤, 𝑤′ ; //label update

node pred of vertex 𝑗, 𝑠, 𝑤′ ∶= 𝑖; time pred of vertex 𝑗, 𝑠, 𝑤′ ∶= 𝑡; state pred of vertex 𝑗, 𝑠, 𝑤′ ∶= 𝑤;

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Computational Results for Testing Different Cases

54

4

3

65

2

1

4

3

65

2

1

Scenario I. Two passengers are served by one vehicle through ride-sharing mode.

Scenario II. Two passengers are served by one vehicle (not through ride-sharing mode).

4

3

65

2

1

Scenario III. Two passengers and one vehicle; one passenger remains unserved.

4

3

65

2

1

Scenario IV. Two passengers and two vehicles; each vehicle is assigned to a passenger

4

3

65

2

1

Scenario V. Three passengers are served by one vehicle through ride-sharing mode

4

3

65

2

1

Scenario VI. Two vehicles compete for serving a

passenger

Transportation link Representative of passenger p s origin-destination pair

Representative of vehicle routing

p1

p2

v1

p1

p2

p1

p2

p1

p2

p1

p2

v1

v1

v1

v1

v2

v1

v2

p3

p1

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Lagrangian multipliers along 30 iterations in test case 1 for the six-node transportation network: System Marginal Cost!

55

-20

-15

-10

-5

0

5

10

0 2 4 6 8 10 12 14 16 18 20 22 24 26 28 30

Lagr

angi

an m

ult

iplie

r va

lue

Iteration number

Passenger 1 Passenger 2 Passenger 3 Passenger 4 Passenger 5 Passenger 6

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Medium and large-scale transportation networks for computational performance testing

56

(a) Chicago sketch network (b) Phoenix metropolitan regional network

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Results for the Chicago network with 933 transportation nodes and 2,967 links

57

Test case

number

Number of

iterations

Number of

passengers

Number of

vehicles𝐿𝐵∗ 𝑈𝐵∗ Gap (%)

Number of

passengers not served

CPU running

time (sec)

1 20 2 2 108.43 108.43 0.00% 0 17.43

2 20 11 3 352.97 352.97 0.00% 0 91.87

3 20 20 5 616.66 626.18 1.52% 1 327.51

4 20 46 15 1586.81 1664.07 4.64% 2 4681.52

5 20 60 15 1849.98 1878.55 1.52% 3 7096.50

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Results for the Phoenix network with 13,777 transportation nodes and 33,879 links

58

Test case

number

Number of

iterations

Number of

passengers

Number of

vehicles𝐿𝐵∗ 𝑈𝐵∗ Gap (%)

Number of passengers

not served

CPU running

time (sec)

1 6 4 2 70.95 70.95 0.00% 0 110.39

2 6 10 5 191.55 207.05 7.49% 1 398.37

3 6 20 6 310.37 310.37 0.00% 0 1323.18

4 6 40 12 622.23 622.23 0.00% 0 3756.505

5 6 50 15 784.07 784.07 0.00% 0 6983.189

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Short Summary

– We propose a new mathematical formulation in state-space-time network for PDPTW

– Based on time-dependent forward dynamic programming approach in the Lagrangianreformulation framework, the main problem is transformed to easy sub-problems (Time-dependent least cost path sub-problems) which is solved independently without much effort

– Unlike former proposed models for PDPTW, this model is now able to solve PDPTW in large scale transportation networks.

59

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Topic 3: Extensions of state-space-time modeling framework:Traffic flow state estimation, and traffic signal control and train timetabling…

60

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Application 1: Traffic State Estimation How much information is sufficient?

◦ How to locate point sensors on a traffic segment?

◦ How to locate Bluetooth reader locations?

◦ How much AVI/GPS market penetration rate is sufficient?

61

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Space-state-time network: N(x,t): state N as cumulative flow counts

Dr. Newell’s three-detector model provides a unified framework

• N(t,x)=Min {Nupstream(t-BWTT)+Kjam*distance, Ndownstream(t-FFTT)}

62

Time axis

shock wave

backward wave

( )( )

b

length bBWTT b

w

forw

ard

wav

e

( )( )

f

length aFFTT a

v

Time t-1

shock

wav

e

Spac

e ax

is

Link b

Link a

A(b,t-1)

D(b,t-BWTT(b)-1)

N max(b)

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1: From Point Sensor Data to Boundary N-curves

Cell density and flow are all functions of cumulative flow counts

63

Sp

ac

e a

xis

Cumulative flow count n(t,x) space

Time

t0 t3

t t+ΔT

x+ΔX

xN(x,t) N(x,t+ΔT)

N(x+ΔX,t) N(x+ΔX,t+ΔT)

length xD t

w

length x XD t

w

f

xA t

v

f

x XA t

v

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2: From Bluetooth Travel Time to Boundary N-curves

Downstream and upstream N-Curves between two time stamps are connected

64

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3: From to GPS Trajectory Data to Boundary N-curves

Under FIFO conditions, GPS probe vehicle keeps the same N-Curve number (say m)

65

m

m

mm

m

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Stochastic 3-detector ModelAll sensors have errors error propagation

66

Min {Nupstream(*)+eu, Ndownstream(*) +ed}

Deng, W. Lei H. ,Zhou, X. (2013) Freeway Traffic State Estimation and Uncertainty Quantification based on Heterogeneous Data Sources: A Three Detector Approach. Transportation Research Part B. 57, 132-157

Lei, H., & Zhou, X. (2014). Linear Programming Model for Estimating High-Resolution Freeway Traffic States from Vehicle Identification and Location Data. Transportation Research Record: Journal of the Transportation Research Board, 2421, 151-160.

From single segment to corridor

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Application 2: State-space-time path State as speed for trajectory Use Dynamic Time Warping (DTW) to Estimate dynamic car following model

Time

Position

1 2 3 4 5 6 7 8

(A) Vehicle Trajectories with DTW Match Solution

X: Leader

Y: Follower

Match Solution

67

Time

Velocity

X: LeaderY: Follower

1 2 3 4 5 6 7 8

(B) Vehicle Velocity Time Series

• Matches points by measure of similarity

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Euclidean Vs Dynamic Time Warping

Euclidean DistanceSequences are aligned “one to one”.

“Warped” Time AxisNonlinear alignments are possible.

Reference: Eamonn Keogh

Computer Science & Engineering DepartmentUniversity of California - Riverside

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Construct Cost Matrix for Traffic Trajectory Matching

1 2 3 4 5 6 7 8

1 0 0 0 0 20 18 18 5

2 0 0 0 0 20 18 18 5

3 0 0 0 0 20 18 18 5

4 20 20 20 20 3 3 3 25

5 20 20 20 20 3 3 3 25

6 5 5 5 5 23 23 23 0

7 5 5 5 5 23 23 23 0

8 5 5 5 5 23 23 23 0

Time

Velocity Y: Follower

Time

Velocity

X: L

ea

de

r (C) Cost Matrix (for Velocity)

69

w

ij

jxixrdjxixijYXYXC FL

FLjiji

)()()()(),(

Time

Position

1 2 3 4 5 6 7 8

(A) Vehicle Trajectories with DTW Match Solution

X: Leader

Y: Follower

Match Solution

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Application to Newell’s Model

70

Follower separated by leader by reaction time and critical jam spacing

Algorithm finds optimal τn (time lag) for best velocity match

◦ Calculate dn for all time steps along the trajectory

Sn

Sn’

τn

dn

Xn(t)

Xn-1(t)

Time, t

Dis

tan

ce

, X

nnnn dtxtx )()( 1

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Calibrated Parameters: Car 1737

0

0.5

1

1.5

2

2.5

3

3.5

0

5

10

15

20

25

1

16

31

46

61

76

91

10

6

12

1

13

6

15

1

16

6

18

1

19

6

21

1

22

6

24

1

25

6

27

1

28

6

30

1

31

6

33

1

34

6

36

1

37

6

39

1

40

6

42

1

43

6

45

1

46

6

48

1

49

6

51

1

52

6

54

1

55

6

57

1

58

6

Re

acti

on

Tim

e (

seco

nd

s)

Spac

ing

(m)

& W

ave

Sp

ee

d (

km/h

)

Critical Jam Spacing Backward Wave Speed Reaction Time

Reaction Time Lag (sec)

Critical Spacing (m)

Backward Wave Speed (km/h)

Avg 2.62 13.39 18.46

St. Dev 0.41 2.08 1.05

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NGSIM Data: I-80 Lane 4

72

-1 0 1 2 3 4 5 6 70

0.5

1

1.5

2

2.5x 10

4

Reaction Time (seconds)

Fre

quency

Reaction Time Distribution

Taylor, J., Zhou, X. Rouphail, N., Porter, R.J. (2015) Method for investigating intradriver heterogeneity using vehicle trajectory data: A Dynamic Time Warping approach. Transportation Research Part B, 73, 59-80

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Application 3: Phase-time network for Signal Optimization

Traffic signal phasing sequence representation◦ NEMA ring-structure signal phase (North America)

◦ Movement-based signal phase (same control flexibility, fewer variables)

Source: Traffic Signal Timing Manual: FHWA

Phase 1 Phase 2 Phase 3 Phase 4

Signal Phases

1 2

34Flexible Phasing

Sequence

1 2

34Cyclic Phasing

Sequence

P. Li., P. Mirchandani, X. Zhou, Solving Simultaneous Route Guidance and Traffic Signal Optimization Problem Using Coupled Space-time and Phase-time Networks. Transportation Research Part B. 81, 103-130.

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• A signal timing plan is composed of: • Phasing sequence• Phase duration

• Signal timings can also be represented with a series of phase nodes in the 2-D phase-time network

• Similar structure with a space-time network!

• Solution is provided like:

, , ,

if signal phase is green at

and then turns green to signal phase a

1,

0,

t

m k hw

otherwise

m

k h

“ phase 1 starts green

at t=1, then turn over

green to phase 4 at t=3”

Phase-time network for Signal Optimization

1 2 3 4 5 6 7 8

1

2

4

3

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Optimize traffic signal in phase-time network

• Each green phase will generate cost on other phases (e.g., delays)

• Find a least-cost path from origin (starting phase) to destination (end of horizon)

Z

1 2 3 4 5 6 7 8 TimePhase-Time Network: All Possible

Transition Arcs from Phase 1

1

2

4

3

Z

1 2 3 4 5 6 7 8 TimePhase-Time Network: All Possible

Transition Arcs from Phase 2

1

2

4

3

Z

1 2 3 4 5 6 7 8Phase-Time Network: All Possible

Transition Arcs from Phase 3

1

2

4

3

Z

1 2 3 4 5 6 7 8Phase-Time Network: All Possible

Transition Arcs from Phase 4

1

2

4

3

Time Time

Phase 1 Phase 2 Phase 3 Phase 4

Signal Phases

1 2

34Flexible Phasing

Sequence

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Intersection control constraints

Mutual exclusiveness of signal phases◦ Any signal phase has one and only one predecessor phase and successor phase at one time.

Time

(mj, h)

(mi, τ )

(mi`, l )

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Application 4: Speed-space-time network for high-speed train timetabling and speed control

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Time

Velocity

Space/Distance

t t+1 t+2 t+3 t+4

i+1i

i+2i+3i+4i+5i+6

0

1

2

3

4

5

Candidate vertex Non-candidate vertex Selected vertexTrain trajectory

(selected arc)

Time

Velocity

Space/Distance

t t+1 t+2 t+3 t+4

i+1i

i+2i+3i+4i+5i+6

v

v+1

v+2

v+3

v+4

v+5

Train trajectory (selected arc) Projection

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ConclusionsPresent a state-space-time (SST) based modeling framework

By adding additional state dimensions, we prebuild many complex constraints into a multi-dimensional network

◦ Computationally efficient solution algorithm: forward dynamic programming + Lagrangian relaxation

◦ Wide range of applications

◦ (i) how to estimate macroscopic and microscopic freeway traffic states from heterogeneous measurements,

◦ (ii) how to optimize transportation systems and ride-sharing services involving vehicular routing decisions with pickup and delivery time windows (VRPPDTW).

Challenges◦ Selecting state is an art…

◦ How to overcome curse of dimensionality

◦ Dynamics and uncertainty (demand/supply)

◦ Smart search space reduction and metaheuristics algorithms for real-time applications

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