No Arabic abstract
With the increasing adoption of Automatic Vehicle Location (AVL) and Automatic Passenger Count (APC) technologies by transit agencies, a massive amount of time-stamped and location-based passenger boarding and alighting count data can be collected on a continuous basis. The availability of such large-scale transit data offers new opportunities to produce estimates for Origin-Destination (O-D) flows, helping inform transportation planning and transit management. However, the state-of-the-art methodologies for AVL/APC data analysis mostly tackle the O-D flow estimation problem within routes and barely infer the transfer activities across the entire transit network. This paper proposes three optimization models to identify transfers and approximate network-level O-D flows by minimizing the deviations between estimated and observed proportions or counts of transferring passengers: A Quadratic Integer Program (QIP), a feasible rounding procedure for the Quadratic Convex Programming (QCP) relaxation of the QIP, and an Integer Program (IP). The inputs of the models are readily available by applying the various route-level flow estimation algorithms to the automatically collected AVL/APC data and the output of the models is a network O-D estimation at varying geographical resolutions. The optimization models were evaluated on a case study for Ann Arbor-Ypsilanti area in Michigan. The IP model outperforms the QCP approach in terms of accuracy and remains tractable from an efficiency standpoint, contrary to the QIP. Its estimated O-D matrix achieves an R-Squared metric of 95.57% at the Traffic Analysis Zone level and 92.39% at the stop level, compared to the ground-truth estimates inferred from the state-of-practice trip-chaining methods.
Bayesian hybrid models fuse physics-based insights with machine learning constructs to correct for systematic bias. In this paper, we compare Bayesian hybrid models against physics-based glass-box and Gaussian process black-box surrogate models. We consider ballistic firing as an illustrative case study for a Bayesian decision-making workflow. First, Bayesian calibration is performed to estimate model parameters. We then use the posterior distribution from Bayesian analysis to compute optimal firing conditions to hit a target via a single-stage stochastic program. The case study demonstrates the ability of Bayesian hybrid models to overcome systematic bias from missing physics with less data than the pure machine learning approach. Ultimately, we argue Bayesian hybrid models are an emerging paradigm for data-informed decision-making under parametric and epistemic uncertainty.
We consider optimization problems for (networked) systems, where we minimize a cost that includes a known time-varying function associated with the systems outputs and an unknown function of the inputs. We focus on a data-based online projected gradient algorithm where: i) the input-output map of the system is replaced by measurements of the output whenever available (thus leading to a closed-loop setup); and ii) the unknown function is learned based on functional evaluations that may occur infrequently. Accordingly, the feedback-based online algorithm operates in a regime with inexact gradient knowledge and with random updates. We show that the online algorithm generates points that are within a bounded error from the optimal solution of the problem; in particular, we provide error bounds in expectation and in high-probability, where the latter is given when the gradient error follows a sub-Weibull distribution and when missing measurements are modeled as Bernoulli random variables. We also provide results in terms of input-to-state stability in expectation and in probability. Numerical results are presented in the context of a demand response task in power systems.
The performance of multimodal mobility systems relies on the seamless integration of conventional mass transit services and the advent of Mobility-on-Demand (MoD) services. Prior work is limited to individually improving various transport networks operations or linking a new mode to an existing system. In this work, we attempt to solve transit network design and pricing problems of multimodal mobility systems en masse. An operator (public transit agency or private transit operator) determines the frequency settings of the mass transit system, flows of the MoD service, and prices for each trip to optimize the overall welfare. A primal-dual approach, inspired by the market design literature, yields a compact mixed integer linear programming (MILP) formulation. However, a key computational challenge remains in allocating an exponential number of hybrid modes accessible to travelers. We provide a tractable solution approach through a decomposition scheme and approximation algorithm that accelerates the computation and enables optimization of large-scale problem instances. Using a case study in Nashville, Tennessee, we demonstrate the value of the proposed model. We also show that our algorithm reduces the average runtime by 60% compared to advanced MILP solvers. This result seeks to establish a generic and simple-to-implement way of revamping and redesigning regional mobility systems in order to meet the increase in travel demand and integrate traditional fixed-line mass transit systems with new demand-responsive services.
This paper proposes a data-driven control framework to regulate an unknown, stochastic linear dynamical system to the solution of a (stochastic) convex optimization problem. Despite the centrality of this problem, most of the available methods critically rely on a precise knowledge of the system dynamics (thus requiring off-line system identification and model refinement). To this aim, in this paper we first show that the steady-state transfer function of a linear system can be computed directly from control experiments, bypassing explicit model identification. Then, we leverage the estimated transfer function to design a controller -- which is inspired by stochastic gradient descent methods -- that regulates the system to the solution of the prescribed optimization problem. A distinguishing feature of our methods is that they do not require any knowledge of the system dynamics, disturbance terms, or their distributions. Our technical analysis combines concepts and tools from behavioral system theory, stochastic optimization with decision-dependent distributions, and stability analysis. We illustrate the applicability of the framework on a case study for mobility-on-demand ride service scheduling in Manhattan, NY.
Stochastic model predictive control (SMPC) has been a promising solution to complex control problems under uncertain disturbances. However, traditional SMPC approaches either require exact knowledge of probabilistic distributions, or rely on massive scenarios that are generated to represent uncertainties. In this paper, a novel scenario-based SMPC approach is proposed by actively learning a data-driven uncertainty set from available data with machine learning techniques. A systematical procedure is then proposed to further calibrate the uncertainty set, which gives appropriate probabilistic guarantee. The resulting data-driven uncertainty set is more compact than traditional norm-based sets, and can help reducing conservatism of control actions. Meanwhile, the proposed method requires less data samples than traditional scenario-based SMPC approaches, thereby enhancing the practicability of SMPC. Finally the optimal control problem is cast as a single-stage robust optimization problem, which can be solved efficiently by deriving the robust counterpart problem. The feasibility and stability issue is also discussed in detail. The efficacy of the proposed approach is demonstrated through a two-mass-spring system and a building energy control problem under uncertain disturbances.