W-SPSA : an Efficient Stochastic Approximation Algorithm for the off-line calibration of Dynamic Traffic Assignment models

Thesis: S.M. in Transportation, Massachusetts Institute of Technology, Department of Civil and Environmental Engineering, February 2014. === Thesis: S.M., Massachusetts Institute of Technology, Department of Electrical Engineering and Computer Science, February 2014. === Cataloged from PDF version o...

Full description

Bibliographic Details
Main Author: Lu, Lu, S.M. Massachusetts Institute of Technology
Other Authors: Moshe E. Ben-Akiva and Francisco C. Pereira.
Format: Others
Language:English
Published: Massachusetts Institute of Technology 2014
Subjects:
Online Access:http://hdl.handle.net/1721.1/88395
id ndltd-MIT-oai-dspace.mit.edu-1721.1-88395
record_format oai_dc
spelling ndltd-MIT-oai-dspace.mit.edu-1721.1-883952019-05-02T16:37:20Z W-SPSA : an Efficient Stochastic Approximation Algorithm for the off-line calibration of Dynamic Traffic Assignment models Weighted Simultaneous Perturbation Stochastic Approximation : an SPSA for the off-line calibration of Dynamic Traffic Assignment models Efficient Stochastic Approximation Algorithm for the Off-line Calibration of DTA Models SPSA for the off-line calibration of Dynamic Traffic Assignment models Lu, Lu, S.M. Massachusetts Institute of Technology Moshe E. Ben-Akiva and Francisco C. Pereira. Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science. Massachusetts Institute of Technology. Department of Civil and Environmental Engineering. Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science. Civil and Environmental Engineering. Electrical Engineering and Computer Science. Thesis: S.M. in Transportation, Massachusetts Institute of Technology, Department of Civil and Environmental Engineering, February 2014. Thesis: S.M., Massachusetts Institute of Technology, Department of Electrical Engineering and Computer Science, February 2014. Cataloged from PDF version of thesis. Includes bibliographical references (pages 105-111). The off-line calibration is a crucial step for the successful application of Dynamic Traffic Assignment (DTA) models in transportation planning and real time traffic management. While traditional approaches focus on the separate or sequential estimation of demand and supply in a DTA system, a recently proposed framework calibrates the demand and supply models simultaneously by formulating the off-line calibration as a constrained optimization problem. Simultaneous Perturbation Stochastic Approximation (SPSA) has been reported in the literature to be the most suitable solution algorithm for this problem due to its highly efficient gradient estimation approach. However, it turns out that the performance of SPSA in terms of convergence rate and long run accuracy can deteriorate significantly when the physical network size and the number of considered time intervals increase. To overcome this problem, this thesis proposes a new algorithm, called Weighted SPSA, or W-SPSA. W-SPSA improves SPSA's gradient estimation process by effectively reducing the noise generated by irrelevant measurements. Synthetic tests are performed to systematically compare the performance of SPSA and W-SPSA. W-SPSA shows scalability and robustness in the tests and outperforms SPSA under different problem scales and characteristics. The application of W-SPSA in real world large-scale DTA systems is demonstrated with a case study of the entire Singapore expressway network. Results show that WSPSA is a more suitable algorithm than SPSA for the off-line calibration of large-scale DTA models. The contributions of the thesis include: 1) identifying limitations of a state-of-the- art solution algorithm for the DTA off-line calibration problem, 2) presenting rigorous definitions of an enhanced algorithm and proposing approaches to estimate the required algorithm parameters, 3) systematically comparing the performance of the new algorithm against the state-of-the-art, 4) demonstrating the characteristics of the new algorithm through experiments, and 5) discussing the general steps and empirical technical considerations when tackling real world DTA off-line calibration problems. S.M. in Transportation S.M. 2014-07-11T21:08:41Z 2014-07-11T21:08:41Z 2013 2014 Thesis http://hdl.handle.net/1721.1/88395 881815796 eng M.I.T. theses are protected by copyright. They may be viewed from this source for any purpose, but reproduction or distribution in any format is prohibited without written permission. See provided URL for inquiries about permission. http://dspace.mit.edu/handle/1721.1/7582 111 pages application/pdf Massachusetts Institute of Technology
collection NDLTD
language English
format Others
sources NDLTD
topic Civil and Environmental Engineering.
Electrical Engineering and Computer Science.
spellingShingle Civil and Environmental Engineering.
Electrical Engineering and Computer Science.
Lu, Lu, S.M. Massachusetts Institute of Technology
W-SPSA : an Efficient Stochastic Approximation Algorithm for the off-line calibration of Dynamic Traffic Assignment models
description Thesis: S.M. in Transportation, Massachusetts Institute of Technology, Department of Civil and Environmental Engineering, February 2014. === Thesis: S.M., Massachusetts Institute of Technology, Department of Electrical Engineering and Computer Science, February 2014. === Cataloged from PDF version of thesis. === Includes bibliographical references (pages 105-111). === The off-line calibration is a crucial step for the successful application of Dynamic Traffic Assignment (DTA) models in transportation planning and real time traffic management. While traditional approaches focus on the separate or sequential estimation of demand and supply in a DTA system, a recently proposed framework calibrates the demand and supply models simultaneously by formulating the off-line calibration as a constrained optimization problem. Simultaneous Perturbation Stochastic Approximation (SPSA) has been reported in the literature to be the most suitable solution algorithm for this problem due to its highly efficient gradient estimation approach. However, it turns out that the performance of SPSA in terms of convergence rate and long run accuracy can deteriorate significantly when the physical network size and the number of considered time intervals increase. To overcome this problem, this thesis proposes a new algorithm, called Weighted SPSA, or W-SPSA. W-SPSA improves SPSA's gradient estimation process by effectively reducing the noise generated by irrelevant measurements. Synthetic tests are performed to systematically compare the performance of SPSA and W-SPSA. W-SPSA shows scalability and robustness in the tests and outperforms SPSA under different problem scales and characteristics. The application of W-SPSA in real world large-scale DTA systems is demonstrated with a case study of the entire Singapore expressway network. Results show that WSPSA is a more suitable algorithm than SPSA for the off-line calibration of large-scale DTA models. The contributions of the thesis include: 1) identifying limitations of a state-of-the- art solution algorithm for the DTA off-line calibration problem, 2) presenting rigorous definitions of an enhanced algorithm and proposing approaches to estimate the required algorithm parameters, 3) systematically comparing the performance of the new algorithm against the state-of-the-art, 4) demonstrating the characteristics of the new algorithm through experiments, and 5) discussing the general steps and empirical technical considerations when tackling real world DTA off-line calibration problems. === S.M. in Transportation === S.M.
author2 Moshe E. Ben-Akiva and Francisco C. Pereira.
author_facet Moshe E. Ben-Akiva and Francisco C. Pereira.
Lu, Lu, S.M. Massachusetts Institute of Technology
author Lu, Lu, S.M. Massachusetts Institute of Technology
author_sort Lu, Lu, S.M. Massachusetts Institute of Technology
title W-SPSA : an Efficient Stochastic Approximation Algorithm for the off-line calibration of Dynamic Traffic Assignment models
title_short W-SPSA : an Efficient Stochastic Approximation Algorithm for the off-line calibration of Dynamic Traffic Assignment models
title_full W-SPSA : an Efficient Stochastic Approximation Algorithm for the off-line calibration of Dynamic Traffic Assignment models
title_fullStr W-SPSA : an Efficient Stochastic Approximation Algorithm for the off-line calibration of Dynamic Traffic Assignment models
title_full_unstemmed W-SPSA : an Efficient Stochastic Approximation Algorithm for the off-line calibration of Dynamic Traffic Assignment models
title_sort w-spsa : an efficient stochastic approximation algorithm for the off-line calibration of dynamic traffic assignment models
publisher Massachusetts Institute of Technology
publishDate 2014
url http://hdl.handle.net/1721.1/88395
work_keys_str_mv AT lulusmmassachusettsinstituteoftechnology wspsaanefficientstochasticapproximationalgorithmfortheofflinecalibrationofdynamictrafficassignmentmodels
AT lulusmmassachusettsinstituteoftechnology weightedsimultaneousperturbationstochasticapproximationanspsafortheofflinecalibrationofdynamictrafficassignmentmodels
AT lulusmmassachusettsinstituteoftechnology efficientstochasticapproximationalgorithmfortheofflinecalibrationofdtamodels
AT lulusmmassachusettsinstituteoftechnology spsafortheofflinecalibrationofdynamictrafficassignmentmodels
_version_ 1719044149281292288