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We present a novel approach aimed at enhancing the efficacy of solving both regular and distributionally robust chance constrained programs using an empirical reference distribution. In general, these programs can be reformulated as mixed-integer programs (MIPs) by introducing binary variables for each scenario, indicating whether a scenario should be satisfied. Whereas existing methods have focused predominantly on either inner or outer approximations, this paper bridges this gap by studying a scheme that effectively combines these approximations via variable fixing. By checking the restricted outer approximations and comparing them with the inner approximations, we derive optimality cuts that can notably reduce the number of binary variables by effectively setting them to either one or zero. We conduct a theoretical analysis of variable fixing techniques, deriving an asymptotic closed-form expression. This expression quantifies the proportion of binary variables that should be optimally fixed to zero. Our empirical results showcase the advantages of our approach in terms of both computational efficiency and solution quality. Notably, we solve all the tested instances from literature to optimality, signifying the robustness and effectiveness of our proposed approach. History: Accepted by Andrea Lodi/Design & Analysis of Algorithms — Discrete. Funding: This work was supported by Office of Naval Research [N00014-24-1-2066]; Division of Civil, Mechanical and Manufacturing Innovation [2246414]. Supplemental Material: The software that supports the findings of this study is available within the paper and its Supplemental Information ( https://pubsonline.informs.org/doi/suppl/10.1287/ijoc.2023.0299 ) as well as from the IJOC GitHub software repository ( https://github.com/INFORMSJoC/2023.0299 ). The complete IJOC Software and Data Repository is available at https://informsjoc.github.io/ .
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Path-Based Formulations for the Design of On-demand Multimodal Transit Systems with Adoption Awareness
This paper reconsiders the On-Demand Multimodal Transit Systems (ODMTS) Design with Adoptions problem (ODMTS-DA) to capture the latent demand in on-demand multimodal transit systems. The ODMTS-DA is a bilevel optimization problem, for which Basciftci and Van Hentenryck proposed an exact combinatorial Benders decomposition. Unfortunately, their proposed algorithm only finds high-quality solutions for medium-sized cities and is not practical for large metropolitan areas. The main contribution of this paper is to propose a new path-based optimization model, called P-Path, to address these computational difficulties. The key idea underlying P-Path is to enumerate two specific sets of paths which capture the essence of the choice model associated with the adoption behavior of riders. With the help of these path sets, the ODMTS-DA can be formulated as a single-level mixed-integer programming model. In addition, the paper presents preprocessing techniques that can reduce the size of the model significantly. P-Path is evaluated on two comprehensive case studies: the midsize transit system of the Ann Arbor – Ypsilanti region in Michigan (which was studied by Basciftci and Van Hentenryck) and the large-scale transit system for the city of Atlanta. The experimental results show that P-Path solves the Michigan ODMTS-DA instances in a few minutes, bringing more than two orders of magnitude improvements compared with the existing approach. For Atlanta, the results show that P-Path can solve large-scale ODMTS-DA instances (about 17 millions variables and 37 millions constraints) optimally in a few hours or in a few days. These results show the tremendous computational benefits of P-Path which provides a scalable approach to the design of on-demand multimodal transit systems with latent demand. History: Accepted by Andrea Lodi, Design & Analysis of Algorithms—Discrete. Funding: This work was partially supported by National Science Foundation Leap-HI [Grant 1854684] and the Tier 1 University Transportation Center (UTC): Transit - Serving Communities Optimally, Responsively, and Efficiently (T-SCORE) from the U.S. Department of Transportation [69A3552047141]. Supplemental Material: The software that supports the findings of this study is available within the paper and its Supplemental Information ( https://pubsonline.informs.org/doi/suppl/10.1287/ijoc.2023.0014 ) as well as from the IJOC GitHub software repository ( https://github.com/INFORMSJoC/2023.0014 ). The complete IJOC Software and Data Repository is available at https://informsjoc.github.io/ .
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- Award ID(s):
- 1854684
- PAR ID:
- 10513092
- Publisher / Repository:
- INFORMS
- Date Published:
- Journal Name:
- INFORMS Journal on Computing
- ISSN:
- 1091-9856
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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- Free Publicly Accessible Full Text
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Accepted Manuscript1.0
- Journal Article:
- https://doi.org/10.1287/ijoc.2023.0014
