arrow
返回

Bayesian optimization for congestion pricing problems: A general framework and its instability

delete2023-03-01
delete25
PRE
AI
J
Jinbiao Huo
Z
Zhiyuan Liu *
J
Jingxu Chen
Q
Qixiu Cheng
Q
Qiang Meng
DOI:10.1016/j.trb.2023.01.003delete
delete原文链接
delete原文求助
delete分享
delete收藏
摘要

摘要

En 中文
In this study, we proposed a generic Bayesian optimization (BO) framework to solve congestion pricing problems. In the BO framework, the Gaussian process (GP) serves as a surrogate model to approximate the highly nonlinear and expensive-to-evaluate objective functions. This study reveals that GP exhibits an instability phenomenon, which inherently limits the accuracy of BO. We investigate the sources and influences of instability from the perspective of error analysis, and then propose an improved GP (IGP) model to address the instability issue. The associated improvements are twofold: matrix inversion and matrix multiplication. A tailored preconditioner is developed to reduce the matrix inversion errors. To address multiplication errors, a tailored dot product algorithm in conjunction with a GP reformulation scheme is proposed. To validate the proposed models and methods, a link-based second-best congestion pricing problem is considered as an example. The results indicate that, in comparison to benchmark approaches (the sensitivity analysis method and genetic algorithm), the proposed BO framework shows higher computational efficiency and solution accuracy. With modifications on GP, the instability phenomenon is substantially mitigated in several instances, hence enhancing the accuracy of the BO framework.
Keyword:
Congestion pricing
Bayesian optimization
Computational instability

期刊

Transportation Research Part B-Methodological 封面图
Transportation Research Part B-Methodological
IF:
6.3
论文数:
3.6K
被引数:
1.9W

机构

H
hong kong polytechnic university
学者数:
3.0W
论文数: 4.1W
被引数: 921
S
southeast university - china
学者数:
5.3W
论文数: 4.9W
被引数: 57
N
National University of Singapore
学者数:
7.6W
论文数: 6.5W
被引数: 11.4W
学者 查看更多机构
引用论文

引用论文

err分享
err收藏
err分享
err收藏
err分享
err收藏
Ovarian cysts in MRL / MpJ mice are derived from the extraovarian rete: a developmental study
err2011-09-26
err0
errOAAI
errShin-Hyo Lee; Osamu Ichii; Saori Otsuka; Elewa Yaser Hosney; Yuka Namiki; Yoshiharu Hashimoto; Yasuhiro Kon
err分享
err收藏
学者 查看更多内容