i

A GRAPH THEORETIC MODELING FRAMEWORK FOR GENERALIZED

TRANSPORTATION SYSTEMS WITH CONGESTION PHENOMENA

A Dissertation

Submitted to the Faculty

of

Purdue University

by

Georgios Kalafatas

In Partial Fulfillment of the

Requirements for the Degree

of

Doctor of Philosophy

August 2010

Purdue University

West Lafayette, Indiana

 ii

“Die Philosophen haben die Welt nur verschieden interpretiert;

es kommt aber darauf an, sie zu verändern.”

“The philosophers have just interpreted the world in various ways;

the next step is to change it.”

– Karl Marx: Thesen über Feuerbach (1845)

 iii

ACKNOWLEDGMENTS

I would like to express my thanks to Professor Srinivas Peeta without whom this

work would not have been materialized. His constant encouragement and guidance have

been invaluable in shaping my research and my involvement in the field of operations

research. He has spent endless hours going over various details and has helped me in

clearing several obstacles along the way. The various discussions I had with him have

broadened my horizons. The committee members Dr. Samuel Labi and Dr. Andrew

Tarko are to be acknowledged for their guidance towards excellence, Dr. Alexander Paz

for his every day interest in DTA modeling details, Dr. Kumares Sinha and Dr. Mathew

Karlaftis for their inspiring trust in many challenging tasks and their attitude in crucial

times, Dr. Reha Uzsoy for his interest and insight in my research. A special mention has

to be made to Pr. Jean-Philip Richards for his brilliant capability of being a true pharos

of knowledge during his teachings, and Hillel Bar-Gera for his insightful comments

which shaped some aspects of this study.

I have acquainted myself with a lot of friends at Purdue, who made my stay a

memorable one. Still, I would like first to acknowledge Eva, my wife. Only with her true

devotion, inspiration and support, the path of knowledge was pictured with the most

beautiful colors. The friendship of Miltos, Dimitris, Panos, Hara, and two Georges kept

the spirit alive on numerous snowy days. Maria Paralika and Babis Lionis are
 iv

exceptional people who brightened my academic life. Sal, Yong, Lili, Sushant, Yu-Ting

were responsible for some of the most enjoyable and efficient collaborations in my

academic career. Mahmud Farooque, Jessica Mehr, Nija Phelps, Jennifer Ricksy and

Dorothy Miller realized what is considered only ideal under different circumstances;

university was the place that you could focus on studying.

Finally, my heartfelt thanks go to my parents Michalis and Anthoula, my sister

Giota, my grandmothers Frosso and Irini, and my parents-in-law Kostis and Evlampia

for constantly encouraging me to pursue my goals with confidence and determination. I

am indeed lucky to have such a huge backing of family and friends devoted to my cause.

Last but not least comes little Michael, my nineteen month old son, who teaches me

every day that a young learner can be a great teacher.

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TABLE OF CONTENTS

Page

LIST OF TABLES ........................................................................................................... viii

LIST OF FIGURES............................................................................................................ ix

ABSTRACT… ................................................................................................................... xi

CHAPTER 1. INTRODUCTION ....................................................................................... 1

1.1. Background and motivation ................................................................................... 1

1.2. Transportation systems with congestion phenomena ............................................. 3
1.2.1. Dynamic traffic assignment........................................................................... 3
1.2.2. Supply chain management............................................................................. 4
1.3. Graph theory ........................................................................................................... 5
1.4. Graph theoretic framework for generalized dynamic transportation
systems with congestion phenomena ..................................................................... 7
1.5. Study objectives ..................................................................................................... 7
1.6. Organization of the dissertation ............................................................................. 8

CHAPTER 2. THE GRAPH THEORETIC CELL TRANSMISSION MODEL ............. 11

2.1. Introduction .......................................................................................................... 11

2.2. Linear CTM-based formulation for the SD-DTA problem .................................. 19
2.2.1. Analytical description of the linear formulation ......................................... 19
2.2.2. Depiction of the linear formulation on the T-S diagram ............................. 21
2.2.3. Summary ..................................................................................................... 24
2.3. Graph theoretic formulation for the SD-DTA problem........................................ 24
2.3.1. GT-CTM and the graph theoretic SD-DTA formulation ............................ 24
2.3.2. Description of the graph theoretic formulation on the T-S diagram ........... 34
2.4. Backward propagating traffic waves (BPTWs).................................................... 38
2.5. GT-CTM as a building block for dynamic networks ........................................... 42
2.6. Analytical properties of GT-CTM and GT-CTM based SD-DTA
formulation .......................................................................................................... 47
2.6.1. Analytical properties of the GT-CTM ......................................................... 47
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Page

2.6.2. Properties of the GT-CTM based SD-DTA formulation............................. 50

2.7. Computational experience .................................................................................... 53
2.7.1. Experimental Setup ..................................................................................... 54
2.7.2. Computational results .................................................................................. 55
2.8. Concluding comments .......................................................................................... 58

CHAPTER 3. FIFO PROPERTY FOR THE MULTIPLE DESTINATION CASE ........ 61

3.1. Introduction .......................................................................................................... 61

3.2. GT-CTM for the multiple destination case .......................................................... 65
3.2.1. Methodology and formulation ..................................................................... 65
3.2.2. Limitations................................................................................................... 73
3.2.3. Solution methodology and implementation details ..................................... 74
3.3. Conclusions and extensions.................................................................................. 75

CHAPTER 4. GT-CTM FOR SUPPLY CHAIN MANAGEMENT ................................ 76

4.1. Introduction .......................................................................................................... 76

4.2. GT-CTM from an SCM perspective .................................................................... 80
4.2.1. Cell and cell connector in SCM .................................................................. 81
4.2.2. Parameters ................................................................................................... 82
4.2.3. Variables...................................................................................................... 83
4.2.4. Constraints and objective function .............................................................. 84
4.2.5. Shared properties and models between SCM and DTA .............................. 84
4.2.6. Discussion ................................................................................................... 85
4.3. A Single Product Formulation (SPF) as a GT-CTM construct ............................ 85
4.3.1. Karmarkar’s SCM Formulation................................................................... 85
4.3.2. An equivalent GT-CTM based representation for SP-SCM ....................... 87
4.3.3. Discussion ................................................................................................... 92
4.4. SCM phenomena from a DTA perspective .......................................................... 92
4.4.1. Congestion ................................................................................................... 92
4.4.2. Sub-assemblies ............................................................................................ 94
4.4.3. Discussion ................................................................................................... 95
4.5. Conclusions and future research........................................................................... 95

CHAPTER 5. GRAPH THEORETIC LINK TRANSMISSION MODEL FOR

LARGE NETWORK APPLICATIONS ................................................... 97

5.1. Introduction .......................................................................................................... 97

5.2. GT-CTM summary ............................................................................................ 101
5.3. Forward propagation of vehicles at the link level .............................................. 104
5.4. Backward propagation of empty vehicle slots - QD-BPTWs ............................ 111
5.4.1. Description of a QD-BPTW on the T-S diagram ...................................... 112
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Page

5.4.2. Definitional relationships between vehicles and empty vehicle slots ....... 114
5.4.3. Backward propagation of empty vehicle slots .......................................... 117
5.4.4. Discussion ................................................................................................. 120
5.5. GT-LTM’s mathematical formulation................................................................ 120
5.5.1. Reduction of variables ............................................................................... 120
5.5.2. On maximum occupancy ........................................................................... 123
5.5.3. The mathematical formulation .................................................................. 126
5.5.4. Discussion ................................................................................................. 129
5.6. Computational experience .................................................................................. 130
5.6.1. Computational performance ...................................................................... 131
5.6.2. Evaluation of QD-BPTWs......................................................................... 139
5.6.3. Summary ................................................................................................... 145
5.7. Conclusions ........................................................................................................ 146

CHAPTER 6. CONCLUSIONS...................................................................................... 148

6.1. Research summary ............................................................................................. 148

6.2. Research Contributions ...................................................................................... 152
6.3. Future Research .................................................................................................. 154

BIBLIOGRAPHY ........................................................................................................... 154

VITA…….….. ................................................................................................................ 162

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LIST OF TABLES

Table Page

2.1. Running time for MCF algorithms (Ahuja et al., 1993) ........................................... 53

2.2. Cell characteristics of the study network. .................................................................57

2.3. Computational results................................................................................................ 57

4.1. Conceptual equivalencies between DTA and SCM .................................................. 79

5.1. Performance of the network relaxation methodology for the 6 second

modeling time interval ............................................................................................ 138

5.2. QD-BPTW: propagation across links, start-up and instability effect for
link 78 (node 31 to node 18) of the Borman Expressway network of
Figure 5.7 for 18-second modeling time interval solved with barrier
algorithm. ................................................................................................................ 142
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LIST OF FIGURES

Figure Page

2.1. CTM’s representation on the T-S diagram................................................................ 23

2.2. Cell representations in the GT-CTM ([flow, capacity])............................................ 32

2.3. GT-CTM’s representation on the T-S diagram ......................................................... 37

2.4. Fundamental flow-density diagram in the GT-CTM. ............................................... 41

2.5. GT-CTM as a generalized TEG. ............................................................................... 46

2.6. Study network. .......................................................................................................... 56

2.7. Computational results................................................................................................ 58

3.1. Graph theoretic cell representation for MD-DTA with the FIFO property
“softly” observed. ..................................................................................................... 63

3.2. Graph theoretic cell representation for MD-DTA with the FIFO property
satisfied. .................................................................................................................... 64

4.1. Karmarkar’s (1989) graph sub-structure. ..................................................................86

4.2. Equivalent P/I-Cell for SCM. .................................................................................... 89

4.3. Representation of the graph sub-structure of Karmarkar’s (1989) single-

product formulation for multiple facilities and total facility input and
output capacity. ......................................................................................................... 90

5.1. Cell expansion to the link level on the T-S diagram for a link with 4 cells. ........... 106

5.2. GT-LTM’s graph representation on the T-S diagram. ............................................ 109

5.3. Formation (ABGE) and dissipation (BDHG) of a queue on the T-S

diagram. .................................................................................................................. 112
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Figure Page

5.4. Definitional relationships between forward propagating vehicles and

backward propagating empty vehicle slots. ............................................................ 117

5.5. Link level representation for backward propagating empty vehicle slots............... 119

5.6. Link level representation for backward propagating empty vehicle slots
using variables modeling vehicles. ......................................................................... 121

5.7. Borman Expressway network in a DYNASMART visualization with the

studied link 78 (node 31 to node 18) highlighted. .................................................. 131

5.8. Computational time for multiple modeling time intervals and solution
methodologies. ........................................................................................................ 135
 xi

ABSTRACT

Kalafatas, Georgios. Ph.D., Purdue University, August 2010, A Graph Theoretic

Modeling Framework for Generalized Transportation Systems with Congestion
Phenomena. Major Professor: Srinivas Peeta.

Dynamic Traffic Assignment (DTA) is the problem of routing vehicles from

their origins to their destinations considering the spatio-temporal dynamic phenomena

which may appear in the form of congestion. In this research we started by trying to

reduce the computational complexity of the DTA problem after performing a theoretical

analysis of a mathematical formulation based on the cell transmission model (CTM). It

resulted in the graph theoretic CTM (GT-CTM) for the single destination DTA (SD-

DTA) problem. The GT-TM was proved to be a generalized time expanded graph (G-

TEG). The FIFO property for the GT-CTM was also developed in graph theoretic terms

in order to allow the modeling of the multiple destinations DTA (MD-DTA) problem.

The GT-CTM, being a G-TEG, has the capability to capture in theoretical and analytical

terms all problems which have utilized in the past dynamic network flows. It directly

enriches them with the modeling capabilities of total input/output and congestion

phenomena, while it allows concepts and algorithms from one application area to

fertilize the other. Such modeling capabilities were exhibited by showing how the GT-

CTM can model some supply chain problems. Finally, the GT-CTM was extended to the
 xii

graph theoretic link transmission model (GT-LTM) to more efficiently compute large-

scale network application and incorporate an increased level of detail for backward

propagating traffic waves at dissipating queues. The computational efficiency of the GT-

LTM for the SD-DTA problem was shown for the Borman Expressway network located

in northwest Indiana. In total, we claim that the GT-CTM and accordingly its extension

for large-scale network applications the GT-LTM form an applicable graph theoretic

modeling framework for generalized transportation systems with congestion phenomena.

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CHAPTER 1. INTRODUCTION

1.1 Background and motivation

The initial motivation for this study is the need to analytically represent the

traffic flow dynamics for the dynamic traffic assignment (DTA) problem so as to

address two key objectives. The first is the ability to derive key theoretical insights on

dynamic traffic flow phenomena associated with network-level interactions of dynamic

vehicular traffic networks through analytical approaches. The second is the need to

reduce the complexity of the DTA problem. In the process, the study has been able to

address substantially broader objectives and derive some fundamental insights.

First, while leveraging Daganzo’s cell transmission model (CTM) to analytically

model the DTA problem, it identifies an exact graph structure that is generalized enough

to address a broad class of dynamic network problems characterized by congestion

phenomena. This is illustrated in Chapter 4 for a supply chain management (SCM)

problem, in addition to a class of DTA problems in Chapter 2. It leads to two

fundamental insights: (i) the ability to elicit a graphical structure by leveraging the CTM

provides a capability to graphically visualize the traffic flow dynamics by defining a

“generalized cell,” providing intuitive geometrical interpretations for analytical

equations used to model the problems. This leads to a novel geometrical approach to
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address such problems, one which is used throughout this dissertation. (ii) The ability to

illustrate a direct link to graph theory provides powerful capabilities to explore well-

known graph-based algorithms to reduce computational complexity, a paradigm which is

also used in the rest of this dissertation.

Second the study provides capabilities to address the spatio-temporal dynamics

of some key traffic flow phenomena at a greater depth than previously addressed, by

leveraging the graphical and analytical capabilities of the proposed graph-theoretic

approach in the DTA context. This allows the exploration of the backward propagating

traffic waves (BPTW) separately for queue formation and queue dissipation contexts,

and a capability to seamlessly track the BPTWs in numerical studies, as illustrated in

Chapter 5.

Third by leveraging the graph-theoretic capabilities of the proposed approach,

the study is extended to develop a graph theoretic version of a link transmission model

(LTM) that aggregates the spatial level of modeling from the cell to the link level. It

exploits the proposed graphical/geometrical characteristics to derive a more

computationally efficient model to address larger-scale networks in the DTA context. It

leads to the proposition of a double-graph structure for generalized transportation

systems with congestion phenomena.

In the introduction chapter, we will provide background information for: (i) the

transportation problems (Section 1.2) of DTA and SCM with congestion phenomena, (ii)

graph theory (Section 1.3), and (iii) the use of graph theory as the mathematical base to

develop our graph theoretic modeling framework for generalized transportation systems
 3

with congestion phenomena (Section 1.4). Then, we will summarize the study objectives

(Section 1.5) and the organization of the rest of the dissertation (Section 1.6).

1.2 Transportation systems with congestion phenomena

We define a transportation system with congestion phenomena to be a system

that is utilized to transport physical entities (like vehicles, freight, or in process materials

as part of a supply chain) where the service time of at least one of the system’s facilities

(road links, intermediate inventory facilities or manufacturing units, respectively) may

increase as the physical entities being serviced in this facility increase. Based on this

definition, DTA (Section 1.2.1) and SCM (Section 1.2.2) belong to this class of systems.

1.2.1 Dynamic traffic assignment

DTA is the problem of routing vehicles from their origins to their destinations in

a road network by taking into account the spatial and temporal traffic interactions which

appear in the form of congestion.

Ideally, a DTA model becomes more realistic as it better incorporates traffic

phenomena like formation and dissipation of queues, traffic hysteresis, traffic safety,

driver behavior, route and mode choice, traffic control, the First-In First-Out (FIFO)

property, traffic information, for every road link in the road network (spatial aspect), for

every time instance of the study period (temporal aspect), and for every driver travelling

in the spatio-temporal window of study. These phenomena are not necessarily simple to

model using closed analytical representations. In fact, they are active research areas with

extensive literature, and their complexity can be prohibitive if all these elements are

simultaneously considered in a single DTA model. Therefore, from an implementation

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perspective, the challenge in DTA becomes essentially the problem of the appropriate

trade-off between the level of realism and computational efficiency, which depends on

the researcher’s or the practitioner’s study focus.

Simulation-based DTA models (like DYNASMART and DynaMIT) provide a

very good trade-off between realism and computational complexity in DTA’s state of

practice. However, their major disadvantage is that they do not provide a mathematical

platform for theoretical or conceptual insights. This means that although many traffic

phenomena are described in analytical terms at the same time, the cumulative

complexity is large enough that the simulator behaves like a “black box”. As a result, the

dynamics of traffic phenomena are analyzed empirically though the simulated results.

Furthermore, they are calibrated exclusively for traffic operations, implying that any

conceptual parallelism of the DTA problem with other transportation problems, like

logistic operations, SCM or production planning, is not straightforward.

1.2.2 Supply chain management

SCM is the problem of planning and implementing the operations related to the

movement, processing and storage of raw materials, work-in-process inventory (WIP),

and finished goods, measured in equivalent stock keeping units (SKUs), from their

initial locations to the processing facilities and finally to consumption.

In SCM, each operation is associated with a minimum lead (or processing) time,

which is achieved when the WIP has a relatively low value. Congestion in SCM is the

phenomenon where lead times increase as the WIP increases. Clearing functions express

throughput as a function of WIP and represent conceptual analogs to the link

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performance function and the fundamental traffic flow-density diagram in a DTA

context. They represent congestion phenomena in the same region as the link

performance functions; from no congestion to the congestion level where maximum

flow occurs. The functional form of clearing functions is equivalent to the functional

form of the fundamental traffic flow-density diagram. The difference between clearing

functions and the fundamental flow-density diagram is that the notion of clearing

function (and its mathematical form) does not cover the highly congested region where

flow decreases as a function of density.

As in DTA, both problems study the optimal transshipment of some entities

(vehicles or SKUs) from their origins to their destinations throughout a network of

interconnected facilities/processes (road links, industrial processes, or storage facilities)

and are modeled across multiple time periods. We will study this qualitative equivalence

using tools from graph theory.

1.3 Graph theory

Graph theory is the area of mathematics which studies graphs, or equivalently,

problems which can be represented using nodes and arcs. Arcs may carry flow which is

transferred to downstream arcs through common nodes. Networks are graphs with some

additional properties (in practice the terms “graphs” and “networks” are usually used

interchangeably with the difference that the term ”graph” is emphasized in theoretical,

mostly topological, studies and the term “network” in applications).

Graph theory has significant applications in transportation systems. The most

well-known and studied application of a graph theoretic problem in transportation is the

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shortest path (SP) problem, which is the problem of routing a unit of flow from an origin

node to a destination node in a connected network by selecting the path with the

minimum summation of its constituent arc costs (minimum total cost). The more

generalized version of this problem is the minimum cost flow problem (MCF) in which

flow is routed from many origins to many destinations. When there is a need to route

flow from specific origins to specific destinations, and not allow arbitrary routing from

any origin to any destination, we need to define a commodity of flow for every pair of

origins and destinations. This transformation defines the multi-commodity MCF

problem (MC-MCF). If arc costs or capacities change over time, then time expanded

graphs (TEG) are used. TEGs expand the spatial topology of the modeled network over

time using time-dependent different numerical values for arc costs and capacities.

Congestion in transportation systems is more realistically captured with TEGs.

The graph theoretic problems and structures described above (SP, MCF, MC-

MCF, and TEGs) are well-studied and applied. Their key characteristics are: (i) their

corresponding graph structures provide very good visualizations for large-scale

problems, (ii) accordingly, large-scale problems can be understood more intuitively

relative to their scale, and (iii) that the existing graph theoretic mathematical background

allows the theoretical study of useful properties like existence/uniqueness of a solution

and its optimality criteria, and the employment of computationally efficient solution

methodologies.
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1.4 Graph theoretic framework for generalized dynamic transportation systems with

congestion phenomena

Transportation systems with congestion phenomena have strong conceptual

analogies with problems addressed using graph theory. This has been noted in the past,

and indeed, DTA and SCM have already employed many variants of the SP, the MCF

and the MC-MCF problems. However, little research exists in creating a common

framework for modeling transportation systems with congestion phenomena (as in DTA

and SCM) in graph theoretic terms, or even better, a graph theoretic modeling

framework for generalized transportation systems with congestion phenomena. The

importance of such a research direction is that it allows the highly complex dynamic

transportation systems to be represented in a consistent graph theoretic framework, thus

allowing such transportation systems to benefit by sharing common graph theoretic

concepts, computationally efficient solution methodologies, and empirical insights.

1.5 Study objectives

This study seeks to develop a graph theoretic modeling framework for

generalized transportation systems with congestion phenomena. The specific objectives

are:

1. Identify and systematically develop a graph theoretic structure starting from

the DTA problem (Section 2.1-2.3) and explore its limitations (Section 2.4)

2. Classify the developed graph theoretic structure in relation to a TEG with

congestion characteristics or, namely, a generalized time expanded graph

(G-TEG) (Section 2.5)

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3. Explore its graph theoretic and DTA domain-specific properties (Section

2.6)

4. Evaluate the G-TEG’s performance for DTA network-level applications

with numerical experiments (Section 2.7).

5. Expand the G-TEG for capturing the FIFO property, and thus allowing the

modeling of multiple commodity problems (Chapter 3).

6. Demonstrate the G-TEG’s capability to model other dynamic network flow

problems with a case study on SCM (Chapter 4).

7. Develop and evaluate the performance of a more efficient modeling

approach for large networks with enhanced realism for traffic waves

consistent with the initial G-TEG (Chapter 5).

1.6 Organization of the dissertation

The rest of the dissertation is organized into 6 chapters as follows.

Chapter 2 introduces the graph theoretic structure for single destination DTA

(SD-DTA). The corresponding exact graph theoretic formulation originates in the cell

transmission model (CTM). The “cell” concept is projected in graph theoretic terms

forming the graph theoretic cell transmission model (GT-CTM). The fundamental

mathematical difference of the GT-CTM with the CTM and existing formulations

(linear, MCF sub-structure) is in the modeling of backward propagating traffic waves

(BPTWs). The most important characteristic property of the GT-CTM is that it is a G-

TEG. Therefore, the GT-CTM is not just a model for traffic operations but a graph

theoretic building block for generalized transportation systems with congestion, capable
 9

of representing a variety of applied dynamic transportation systems. Furthermore,

properties such as the existence and the uniqueness of a solution are addressed on a GT-

CTM basis. These properties, along with results from numerical experiments, which

indicate significant benefits in computational time, suggest that the GT-CTM is an

analytical graph theoretic building block which has the potential to characterize and

more efficiently solve the DTA problem.

In Chapter 3, we start from the GT-CTM’s graph structure for the single

destination case (as in Chapter 2) and extend it in three simple methodological steps for

the multiple destinations case. More specifically, the resulting formulation addresses the

FIFO property which is necessary in the multiple destinations case (Kalafatas and Peeta,

2010). The importance of this formulation is that it has a new expanded graph

representation, which classifies it to the class of mixed-integer multi-commodity

network design problems with side constraints. Special implementation details are

discussed due to the formulation’s high complexity, and different solution

methodologies are proposed, mainly from the network optimization domain.

Chapter 4 illustrates the ability of the GT-CTM to address some dynamic SCM

problems with congestion phenomena using a simple graphical representation (Kalafatas

and Peeta, 2009b). It further shows the conceptual equivalence between SCM and DTA

problems using the GT-CTM framework. Therefore, it is demonstrated that the GT-

CTM has the capability to constitute a generalized modeling framework to address

dynamic network problems with congestion phenomena.

 10

In Chapter 5, the GT-CTM is expanded from the cell to the link level in order to

address large network applications. At the link level, the modeling of backward

propagating traffic waves for dissipating queues requires higher modeling accuracy than

that afforded by the GT-CTM, and thus more detailed modeling is developed. The

transition from the cell to the link level is inspired by the link transmission model. The

LTM enhances the computational performance of the CTM by shifting the modeling

focus from the cell to the link level. In LTM, CTM’s fundamental equations are solved

for the lesser number of links at each simulation time interval, thus reducing the total

number of calculations. In this chapter, we combine the LTM’s concept of transition

from the cell level to the link level and GT-CTM’s graph theoretic mathematical

framework and develop the graph theoretic LTM (GT-LTM) which combines

characteristics from both models. GT-LTM’s computational efficiency is demonstrated

for the system optimal SD-DTA problem on the Borman Expressway network in

northwest Indiana.

Chapter 6 provides a summary of the study, its conclusions, and future research

directions.
 11

CHAPTER 2. THE GRAPH THEORETIC CELL TRANSMISSION MODEL

2.1 Introduction

Daganzo (1994) introduced the cell transmission model (CTM). It is a simple

approach to model traffic flow consistent with the hydrodynamic theory. It assumes a

piecewise linear relationship between flow and density, approximating the fundamental

flow-density diagram of Lighthill and Whitham (1955) and Richards (1956). The

modeling elements for a traffic network are the cell and the cell connector. The cell is a

homogeneous section of a road. Its length is equal to the distance traveled at free-flow

speed in one modeling time interval. The cell connectors link sequential cells and are

responsible for advancing the flow to the next cell(s). The CTM was later extended for

flows in traffic networks (Daganzo, 1995a).

A distinct characteristic of the CTM is that it is a discrete model for traffic flow,

the direct product of a discrete transformation of the well-established continuous traffic

flow model (Lighthill and Whitham, 1956; Richards, 1956). Such transformations are

sensitive to the exact specification of adjacent spatial and temporal cell indices in a

modeling context. Initially, Daganzo applied the linear transformations of the

differential equations of the continuous model to the state variables and parameters of

the same cell; it was the direct equivalent of the continuous model. However, this
 12

generated a permanent halt of traffic in cells with maximum occupancy after a red traffic

light. To handle this phenomenon, the corresponding equation was calibrated to “look”

one cell ahead, but still at the current time point. Extending this notion, all variables and

parameters in the equations that bound flow on cell connectors, the ones responsible for

the evolution of the traffic pattern, refer to the current time point. This results in traffic

patterns that evolve based only on the current state of the system. A key advantage of

this approach is the simple calculations that result in the context of a simulation

environment for dynamic network loading (DNL) problems. The key disadvantage is

that the impact of future traffic conditions is not accounted for in a direct temporal

manner, but only indirectly in a spatial manner, in terms of spatially “looking” ahead to

the next cells, at the current time point. Due to this continuous-to-discrete transformation

approach, the linear approximation of the over-congested region in terms of the

relationship between cell inflow and occupancy, ignores the immediate effect of the

outflow to downstream cells, which may be significant for large modeling time intervals

(Peeta and Ziliaskopoulos, 2001).

Another important modeling characteristic of the CTM is that it explicitly seeks

to capture backward propagating traffic waves (BPTW), which is predominantly a traffic

flow theoretic phenomenon that also appears in the context of the DNL problem.

BPTWs are density disturbances which travel backwards. When the change in density is

sudden, the associated BPTWs are categorized as shock waves. BPTWs appear in two

forms, the BPTW at queue formation (QF-BPTW) and the BPTW at queue dissipation

(QD-BPTW). From a traffic flow standpoint, QF-BPTWs describe traffic flow at the
 13

transition from low to high traffic density (decelerating traffic), and QD-BPTWs

describe the reverse situation (accelerating traffic). The behavior of traffic during these

transitions - as an independent traffic flow phenomenon - has been extensively studied

from several traffic flow theoretic perspectives (Gartner et al., 1992; Cassidy and

Bertini, 1999; Chung et al., 2007; Vlahogianni et al., 2007; Yeo and Skabardonis, 2009).

However, there are few modeling approaches (Daganzo, 1999; Yperman et al. 2006;

Szeto 2007) for BPTWs in the context of the CTM-based DNL problem which allow

significantly enhanced modeling realism. Computationally, this comes at the cost of

tracking (in a computer’s memory) not just at the current time point but additionally

several time points in the past. As these approaches are applied to the DNL problem

through simulation models, direct analytical insights for the dynamic traffic assignment

(DTA) problem are limited.

The CTM uses a specific parameter for the maximum speed of the BPTW. This

parameter is, in general, empirically calibrated and is considered to be a function of the

jam density (continuous equivalent of maximum occupancy) and the maximum flow of

the link (Newell, 1993). Thus, the numerical calibration of a CTM requires the following

numerical values for each cell type (highway, arterial, side street, etc.): three

independent parameters (the forward wave speed (free-flow speed), the maximum

occupancy or jam density, and the maximum flow), and one dependent parameter (the

backward propagating wave speed), in accordance with Newell (1993) who identifies

these parameters as the most important determinants of traffic flow evolution. The

numerical calibration of these parameters offers a good balance between modeling

 14

accuracy and computational complexity, especially when generalized traffic networks

(with multiple cell types) are considered, “as it is unlikely that in any practical

application an engineer would have reliable data beyond these parameters” (Daganzo,

1994). In practice, typically the free-flow speed and maximum occupancy have

numerical values that can be readily identified by practitioners. The numerical value of

the maximum flow has been extensively analyzed (Gartner et al., 1992), and

practitioners usually compute it using procedures from the Highway Capacity Manual

(HCM, 2000). By contrast, calibrating the speed of the BPTW is problematic as

practitioners do not have a robust methodology to rigorously define the numerical value

of the BPTW speed for different cell types. A secondary issue with the BPTW constraint

in Daganzo (1994) is that a queue forming after a bottleneck will never numerically

converge to the maximum occupancy because only a portion of the free space ahead will

be filled. This portion is equal to the ratio of the free-flow speed to the BPTW speed,

which is always less than one. This issue leads to computational inefficiencies when

optimality conditions in a DNL problem require the traffic pattern to move towards

maximum occupancy at the cell level.

In this chapter, we introduce a graph theoretic version of the CTM, labeled the

graph theoretic CTM (GT-CTM), and illustrate that it can be classified as a generalized

time-expanded graph (TEG). Furthermore, this classification originating in the graph

theoretic domain has an exact one-to-one mapping on the time-space (T-S) diagram. The

traffic flow theoretic characteristics revealed by the GT-CTM structure, among others,

provide capabilities to model many dynamic network problems characterized by

 15

congestion phenomena as TEGs, including production planning and logistics systems

(Chapter 4), water distribution networks, communication systems, and vehicular traffic

assignment. Here, we illustrate the properties and capabilities of the GT-CTM using the

DTA problem as the application domain.

From a DTA perspective, the CTM is useful for addressing the DNL problem.

Ziliaskopoulos (2000) developed the first CTM-based linear formulation for the single

destination system optimal dynamic traffic assignment (SD-SO-DTA) problem. The key

difference from Daganzo’s CTM (1994) was that by allowing holding of traffic (Peeta

and Ziliaskopoulos, 2001), the CTM’s constraints take the form of a linear formulation,

enabling efficiency for the DTA problem’s optimization-based solution procedure.

Network formulations based on the CTM have also been used for planning applications

such as traffic signal coordination (Lo, 1999), lane addition under user equilibrium

traffic assignment (Ukkusuri and Waller, 2007), and contra-flow operations (Tuydes and

Ziliaskopoulos, 2006).

Li et al. (2003) introduced an efficient Dantzig-Wolfe decomposition algorithm

for the SD-SO-DTA problem by recognizing a minimum cost flow (MCF) sub-structure.

They require the removal of the CTM’s BPTW constraint to enable this sub-structure.

Thereby, they use Daganzo’s CTM as is, and do not address the specific traffic flow

theoretic nature of the BPTW constraint which is critical to the complexity of the

resulting formulation. This issue holds for all the CTM-based application literature

mentioned heretofore as well. Further, in Li et al. (2003) the origin cells do not have an
 16

exact network correspondence and the BPTW constraint allows waves with free-flow

speed. The latter issue is typically disregarded in the CTM-based application literature.

Liu and Chang (2006) and Kalafatas and Peeta (2009) consider explicit capacity

constraints for cell connector flow. They model the effect of ramp capacity for two

interchanging highway segments and capacity sharing at intersections. A detailed

description is provided in Kalafatas (2005), who notes that the concept of a cell

connector is not designed to model road segments, especially if the numerical value of

their travel time is comparable to the numerical value of the modeling time interval

considered. In such instances, the road segment should be modeled using an additional

cell. Therefore, the concept of cell connector capacity will be used here strictly to denote

“point” capacities, like a turning movement of small radius at an urban intersection, and

road segments of trivial travel times.

Before the use of CTM for DTA purposes, there have been formulations in the

analytical DTA literature with embedded graph structures such as Zawack and

Thompson (1987), and Janson (1991). However, a key issue in these studies is their

analytical focus on relationships based on traffic flow as the major modeling variable

and not on traffic density. For example, in Carey (1987) and Lasdon and Luo (1994),

density directly appears as a major modeling variable and its effect on flow propagation

is considered explicitly using the concept of exit functions. The latter considers the non-

linear modified Greenshield’s formula of Chang et al. (1985) and a piecewise linear

approximation of it which is suitable for small network applications only. These

formulations have a graph sub-structure which strongly resembles the CTM’s graph sub-
 17

structure in Ziliaskopoulos’ (2000) formulation. The main difference is that they use exit

functions rather than directly applying the fundamental flow-density diagram (Nie,

2010).

In summary, the existing CTM-based analytical DTA literature uses Daganzo’s

(1994) original CTM equations, the modifications of Ziliaskopoulos (2000), and the

addition of cell connector capacity, as the traffic flow modeling component of their

specific SD-DTA application. By contrast, the aforementioned non-CTM based

analytical DTA models either do not focus on the primary role of traffic density or

suggest formulations whose computational complexity increases significantly with

network size.

This chapter proposes the GT-CTM as an analytical graph extension to the CTM

after proposing an alternative approach to model BPTWs. Thereby, the GT-CTM

becomes an analytical building block for addressing many problems that can be modeled

as dynamic networks characterized by congestion. The SD-DTA problem is used as the

application domain to illustrate the various graph properties of the GT-CTM (Kalafatas

and Peeta, 2008). It enables better articulation of the linkages between DTA and graph

theory, thereby providing the capability to leverage well-known graph algorithms.

Further, the GT-CTM enables us to propose the first exact graph formulation for the SD-

DTA problem that incorporates BPTW phenomena. The GT-CTM also provides a

convenient platform to illustrate the linkages between traffic flow theoretic

characteristics and the graph structure transparently, and hence, can represent an
 18

analytical tool to develop computationally more efficient models and solution

approaches.

The rest of the chapter is organized as follows. Section 2.2 re-states

Ziliaskopoulos’ (2000) CTM-based linear formulation for the SD-DTA problem using

notation that enables the transition to the GT-CTM based formulation. It then illustrates

this formulation on the time-space (T-S) diagram as a closed rectangular space. Section

2.3 formalizes the notion of Daganzo’s CTM cell into its graph theoretic equivalent.

Thereby, the origin, destination, ordinary, merging, and diverging cells are shown to be

instances of a single generalized graph theoretic cell representation. It results in the

graph theoretic cell transmission model. Next, the GT-CTM based formulation for the

SD-DTA problem is derived, and is shown to have an exact minimum cost flow graph

structure. It is then depicted on the T-S diagram, which enables the proposition of a

geometrical approach to study macroscopic traffic flow theory based on two closed

triangular sub-spaces on the T-S diagram. Section 2.4 discusses the key differences

between the GT-CTM and Daganzo’s CTM in the context of modeling the BPTW.

Section 2.5 proves that the GT-CTM’s graph structure is a generalized TEG. A key

implication is that though the GT-CTM is formulated from a DTA context, it becomes a

generalized building block for the broad area of dynamic networks (Aronson, 1989).

Section 2.6 identifies other graph and analytical properties of the GT-CTM. It shows that

the graph corresponding to the GT-CTM is acyclic, and that edge-disjoint paths are

node-disjoint as well. Further, in the SD-DTA context, it analyzes the existence and the

uniqueness of a solution using approaches directly from the domain of graph theory. It
 19

also discusses the complexity of the GT-CTM based formulation for the SD-DTA

problem, and its total unimodularity property. Section 2.7 performs numerical

experiments using an evacuation scenario to compare the GT-CTM based and

Ziliaskopoulos’ linear formulations for the SD-DTA problem. Section 2.8 concludes

with a summary of the study, its conclusions, and research extensions.

2.2 Linear CTM-based formulation for the SD-DTA problem

As a starting point to transition to the GT-CTM and the GT-CTM based

formulation for the system optimal SD-DTA problem, this section analytically describes

Ziliaskopoulos’ linear formulation (2000) consistent with the notation used in this study.

Section 2.2.1 describes the formulation and Section 2.2.2 depicts it on the T-S diagram.

2.2.1 Analytical description of the linear formulation

The road network is represented by the set of cells i  C , and the set of cell

connectors j  E . A cell belongs to one of three cell types: the subset of origin cells

C R  C (source cells), the subset of destination cells C S  C (sink cells), or the subset

of intermediate cells CG  C . The set of successor cells of cell i  C is  (i ) and the set

of its predecessor cells is  1 (i ) . The maximum occupancy of a cell i  C at time point

t T is N it , and the maximum inflow or outflow is Qit for time interval t , t  1  T .

For cell i  C in time interval t , t  1  T , the free-flow speed is vit , the traffic wave’s

backward propagation speed is wit , and the wit vit ratio is  it . The modeling time
 20

interval is  . The number of vehicles entering the traffic network at a source cell i  C R

at time point t T is d it .

The variables of the model are the number of vehicles xit in cell i  C at time

point t T , and the number of vehicles y tj routed by cell connector j  E in time

interval t , t  1  T . These variables are non-negative real numbers. The linear

programming formulation for the system optimal SD-DTA problem is expressed as

follows:

t
Minimize:    x
tT iC \CS
i (2.1)

Subject to:

xit  xit 1   y tj1   y tj1 i  C \ C R , t  T

j i  j 1  i 
(2.2)

xit  xit 1   y tj1  d it i  C R , t  T (2.3)

j  i 

 y tj  xit i  C, t  T (2.4)
j  i 

 y tj  Qit i  C, t  T (2.5)
j  i 

 y tj  Qit i  C, t  T
1
(2.6)
j i 

 y tj   it  N it  xit  i  C , t  T (2.7)
j 1  i 

xit  0 i  C, t  T (2.8)

ytj  0 j  E, t  T (2.9)
 21

The objective function (Equation (2.1)) seeks to minimize the total time spent in

the network. It consists of the total time spent by travelers in all cells other than the

destination cells. We retain parameter  in the formulation for highlighting the physical

meaning of the objective function.

Equation (2.2) represents the mass conservation constraint for all cells other than

source cells. The number of vehicles xit in a non-source cell i  C \ C R at time point

t T equals the number of vehicles xit 1 at time point  t  1  T plus the total inflow

from incoming cell connectors j 1  i  during the previous time interval, minus the

total outflow in the outgoing cell connectors j   i  during the previous time interval.

Equation (2.3) represents mass conservation for source cells i  C R and includes demand

d it at time point t T instead of inflow through cell connectors. Equations (2.4) to (2.7)

are capacity constraints for cell connectors. Equation (2.4) models the free-flow region.

Equations (2.5) and (2.6) constrain the total inflow and total outflow, respectively, in the

capacitated region. Equation (2.7) addresses the over-congested region, and captures the

backward propagating traffic wave effects through the empirically calibrated parameter

 it . We note here that none of these equations provides an explicit capacity constraint for

cell connectors as Equations (2.4) to (2.7) are written at the cell input or output level.

Equations (2.8) and (2.9) are the non-negativity constraints.

2.2.2 Depiction of the linear formulation on the T-S diagram

The depiction of the linear formulation on the T-S diagram is important as it

links the theoretical constructs to the vehicle trajectories. Let us assume that there are
 22

five moving vehicles whose trajectories are depicted on the T-S diagram of Figure

2.1(a). These trajectories intersect the boundaries of a rectangular region which extends

spatially from location i to location i  1 and temporally from time point t  1 to time

point t . All five vehicles initially travel at free-flow speed. Then, the last three vehicles

decelerate because of congestion at location i  1 . If the distance between locations i

and i  1 is equal to the length of a cell lc and the time period between time points t  1

and t is the modeling time interval  (as defined for the CTM), the rectangle ABCDA is

the representation of the boundary flow conditions of cell i  C for time interval

t 1, t  T on the T-S diagram. The summation of vehicle trajectories intersecting with:

(i) side AB is the summation of incoming flows y tj1 through the incoming cell

connectors j 1  i  , (ii) side BC is the occupancy xit of cell i  C at time point t T ,

(iii) side CD is the summation of outgoing flows y tj through the outgoing cell

connectors j   i  , and (iv) side DA is the occupancy xit 1 of cell i  C at time point

 t  1  T .
 23

Figure 2.1(aa).
). Vehicle trajectories on the T
T-S
S Figure 2.1(b).
2. (b). CTM’s sub
sub-graph
graph
diagram crossing CTM’s rectangular representation on the T
T-S
S diagram
boundaries (rectangle ABCDA)
Figure 2.1. CTM’s representation on the T-S diagram

The equivalent representation of the arc flows as a graph sub

sub-structure
structure is

depicted in Figure 2.1(b). The arc directions indicate whether the arc flows are incoming

or outgoing with respect to the rectangular space ABCDA. All arcs have a single

common point
point in ABCDA; this is the point of reference for conservation of flow

Equations (2.2) and (2.3) for cell i  C in time interval t  1, t   T . However, the

remaining constraints ((2.4)

((2.4)-(2.7))
(2.7)) of the linear formulation do not have a

straightforward one-to-
one -one
one representation on the graph sub
sub-structure
structure of Figure 2.1(b).

This is because the trajectory of the congested third vehicle, which initially appears in

cell i  C at time point  t  1  T and then appears again in that cell at the next time

point t T , mathematically requires non

non-graph
graph theoretic constraints and forces the

complexity of the mathematical programming formulation to increase from MCF to

linear.
 24

2.2.3 Summary

Equations (2.1)-(2.9) are an exact equivalent of Ziliaskopoulos’ (2000) model.

Re-writing it in the current form enables the transition to the GT-CTM based

formulation for the SD-DTA problem in Section 2.3. Since both these formulations are

linear, the phrase “linear formulation” will hereafter refer to Ziliaskopoulos’

formulation.

2.3 Graph theoretic formulation for the SD-DTA problem

This section introduces the GT-CTM as part of the transition from the linear to

the graph theoretic formulation for SD-DTA. Section 2.3.1 constructs the GT-CTM and

introduces the GT-CTM based graph theoretic formulation (Kalafatas and Peeta, 2007).

Section 2.3.2 illustrates the graph theoretic formulation on the T-S diagram.

2.3.1 GT-CTM and the graph theoretic SD-DTA formulation

The key concept in the transition from the CTM-based linear formulation to the

GT-CTM based graph theoretic formulation is the construction of a generalized cell in

which all CTM cell types are specific instances. A second characteristic of this cell is its

ability to illustrate network flow conservation. Hence, the set of traffic flow theoretic

and network flow conservation constraints revealed by the generalized “graph” cell

represent the graph theoretic cell transmission model. From a mathematical standpoint,

the generalized cell, and thus the GT-CTM, have an exact graph structure. Therefore, the

generalized cell is mathematically different from Daganzo’s CTM cells and their

modification by Ziliaskopolous (2000). As discussed in Section 2.4, the main difference

is in the modeling of the BPTWs.

 25

The generalized cell’s exact graph structure enables the introduction of a GT-

CTM based graph theoretic formulation for the SD-DTA problem. This is done in the

following three steps. Section 2.3.1.1 introduces new parameters and variables, and

associated definitional equations. Section 2.3.1.2 introduces the generalized “graph” cell

and constructs the GT-CTM through the mathematical elucidation of the traffic flow

theoretic and network flow conservation constraints. These constraints also represent the

GT-CTM based constraints for the graph theoretic SD-DTA formulation. Section 2.3.1.3

completes the graph theoretic SD-DTA formulation by specifying the system optimal

(SO) objective function.

2.3.1.1 New parameters and variables

The only new parameter compared to Ziliaskopolous (2000) is the number of

vehicles bit which exit the traffic network from destination cell i  Cs at time point t T .

For non-destination cells i  C \ C S , and accordingly for non-origin cells i  C \ C R , we

define that:

bit  0 i  C \ C S , t  T (2.10)

dit  0 i  C \ C R , t  T (2.11)

The use of parameter bit explicitly constrains vehicles or commodities to reach

their destination. It contributes to the formalization of the graph structure for the GT-

CTM. Further, it enables the circumvention of some practical issues that arise for CTM-

based applications such as SD-DTA (Ziliaskopoulos, 2000) and traffic signal

 26

coordination (Lo, 1999). For example, in Ziliaskopoulos (2000), the constraint set does

not explicitly require vehicles to reach their destinations while the SO objective function

implicitly “encourages” them to. A consequence of this is that when the study period T

is not sufficient for all vehicles to reach their destinations, the formulation can provide a

feasible solution without necessarily identifying meaningful paths (in terms of the

ending cell) for vehicles which have not reached their destination. This would entail an

extra post-processing step, and the consequent computational time, to re-calibrate and

execute the formulation. Lo (1999) uses the same formulation for traffic signal

coordination to minimize total delay. In a network with loops, it can lead to a non-

inferior optimal value by just propagating flow at the free-flow speed in the loops

without vehicles reaching their destination cells. By contrast, the use of parameter bit

forces all vehicles to reach their destination based on the set of constraints, independent

of the relative costs among the origin, intermediate and destinations cells. The relative

costs determine in which cells vehicles spend less/more time as part of their trip. For the

traffic scenarios discussed in the previous paragraph, the existence of parameter bit will

result in an infeasible formulation.

The new variables are defined hereafter. The total number of vehicles that

advance into cell i  C in time interval t , t  1  T is yIN ti , which is equal to the sum of

the flows y tj of the incoming cell connectors j   i  , as shown in Equation (2.12):

yIN ti   y tj i  C , t  T \  T 
1
(2.12)
j i 
 27

Equation (2.13) indicates that for the origin cells, which do not have predecessor

cells, the total inflow yIN ti is zero:

y IN it  0 i  CR , t  T \  T  (2.13)

Equation (2.14) defines that the total number of vehicles in cell i  C in time

interval t , t  1  T that advance to the downstream cells is yOUT it , which is equal to the

sum of the flows y tj of the outgoing cell connectors j   i  :

yOUT it   y tj i  C , t  T \  T  (2.14)
j  i 

Equation (2.15) indicates that as destination cells do not have successor cells,

their total outflow yOUT it is zero:

yOUT it  0 i  CS , t  T \  T  (2.15)

The number of vehicles in cell i  C in time interval t , t  1  T that do not

advance to downstream cells (thus remaining in the same cell for the next time interval

t  1, t  2  T ) is denoted by zit , and is equal to the total number of vehicles xit minus

the number of vehicles yOUT it that advance to the next cells minus the vehicles bit which

exit the traffic network for each cell i  C and time interval t T , as illustrated in

Equation (2.16):
 28

zit  xit  yOUT it  bit i  C , t  T \  T  (2.16)

The newly-defined variables are non-negative real numbers. Equations (2.13)-

(2.16) exclude T because flow variables yIN ti , yOUT it and y tj , and the z it variable would

then refer to time interval  T , T  1  T which is outside the planning period. This

formulation detail is important because it contributes to the final exact graph structure.

2.3.1.2 GT-CTM and SD-DTA constraint set

In this step, the transition from the linear constraint set to the graph theoretic

constraint set for the SD-DTA problem is performed using the parameters/variables

defined in Section 2.3.1.1. Then, the generalized cell structure is revealed, and the GT-

CTM is identified.

We start by observing that the number of vehicles zit in cell i  C in time interval

t , t  1  T can be viewed as a strict non-negative slack variable added to the left-hand

side of Constraint (2.4), for formulating the equivalent equality. This makes the

definitional Equation (2.16) mathematically equivalent to Constraint (2.4), with the

additional consideration of parameter bit .

Definitional equations (2.12)-(2.16), and the mass balance constraints (2.2) and

(2.3) of the linear formulation, can be represented as a single generalized mass balance

constraint (Equation (2.17)) for all cell types. That is, by adding d it to and subtracting bit

from the right-hand side of Equation (2.2), and by adding yIN ti to and subtracting bit
 29

from the right-hand side of Equation (2.3), according to Equations (2.12) to (2.16) we

obtain Equation (2.17). It is defined for the two independent and complementary subsets

of destination cells C R  C and the other types of cells  C \ CR   C :

xit  xit 1  yOUT it 1  y IN it 1  d it  bit 1 i  C, t  T (2.17)

Equation (2.17) defines that the number of vehicles xit in cell i  C at time point

t T is equal to the number of vehicles xit 1 in the same cell i  C at the previous time

point  t  1  T , minus the vehicles yOUT it 1 that exit cell i  C in the previous time

interval t  1, t   T , plus the vehicles y IN it 1 that enter cell i  C in the previous time

interval t  1, t   T , plus the vehicles d it that enter the traffic network in cell i  C in

time interval t  1, t   T , minus the vehicles bit 1 that exit the traffic network in the same

cell i  C in the previous time interval t  1, t   T .

Next, we apply Equation (2.16) for cell i  C in time interval  t  1  T , to

substitute for yOUT it 1 in the mass balance equation (2.17):

xit  xit 1   xit 1  zit 1  bit 1   yIN ti 1  d it  bit 1 

xit  zit 1  y IN it 1  d it i  C, t  T (2.18)

The physical interpretation of Equation (2.18) is that the number of vehicles xit

in cell i  C at time point t T is equal to the sum of the vehicles zit 1 that are in the
 30

same cell i  C in the previous time interval t  1, t   T and remain in that cell for the

next time interval t T , the number of vehicles y IN it 1 that advance into cell i  C from

the predecessor cells, and the vehicles d it that enter the traffic network in cell i  C in

time interval t  1, t   T . It is noted here that in order to retain the feasibility of the

graph theoretic model d it has to be less than or equal to N it . This is true for origin cells

as an infinite capacity is assumed for them. For intermediate cells (ordinary, merging,

diverging), d it  0  N it  0 can be used to represent initial traffic conditions.

Summarizing the original mass balance equations (2.2) and (2.3), and the free-

flow speed constraint (2.4), are equivalent to Equations (2.16) and (2.18) and are

replaced by them.

The transformations discussed heretofore provide an exact constraint set (2.19)-

(2.28) for the SD-DTA graph theoretic formulation. Constraints (2.19)-(2.28) also

represent the GT-CTM. They are summarized hereafter:

 y tj  yIN ti  0 i  C , t  T \  T 
j 1  i 
(2.19)

zit 1  y IN it 1  d it  xit  0 i  C , t  T \ 0 (2.20a)

d i0  xi0  0 i  C (2.20b)

xit  zit  yOUT it  bit  0 i  C , t  T \  T  (2.21a)

xit  bit  0 i  C, t  T (2.21b)

yOUT it   y tj  0 i  C , t  T \  T  (2.22)
j  i 
 31

yIN it  Qit i  C , t  T \  T  (2.23)

xit  N it i  C, t  T (2.24)

zit  N it i  C , t  T \  T  (2.25)

yOUT it  Qit i  C , t  T \  T  (2.26)

y tj  Q tj i  C , t  T \  T  (2.27)

xit , ytj , zit , yIN ti , yOUT ti  0 i  C , j  E , t  T (2.28)

Constraints (2.19) to (2.22) are the flow conservation constraints. An one-to-one

mapping exists between these constraints and the flow conservation constraints of

previous CTM-based studies (Daganzo, 1994; Ziliaskopoulos, 2000; Li et al., 2003). A

key benefit of representing the flow conservation constraints using (2.19)-(2.22) is the

ability to define a generalized “graph” cell. Figure 2.2 illustrates the representation of a

“general” graph cell, and how it can be used to define the five original CTM cell types

as special instances of it. The four flow conservation constraints ((2.19)-(2.22))

correspond to the flow conservation at the four nodes, from left to right, of the “general”

cell. The five CTM cell types are illustrated in the figure as specific instances of the

“general” cell. The “general” cell in Figure 2.2 is labeled as the generalized “graph” cell.
 32

Figure 2.2. Cell representations in the GT

GT-CTM
CTM ([flow, capacity]).

We identify two types of flow conservation constraints in the generalized cell.

The exogenous flow conservation constraints ((2.19) and (2.22)) describe the flow

interactions of the cell through the interconnecting cell connectors with the sp
spatially
atially and

temporally adjacent cells (or the cell interactions with the rest of the network). The

endogenous flow conservation constraints ((2.20) and (2.21)) describe the internal flow

interactions in a single cell, including the flow entering from and eexiting
xiting the cell to the

outside (such as parking stations). Depending on the direction of flow with regard to the

cell, each pair of exogenous and endogenous constraints consists of an incoming flow

conservation constraint ((2.19), (2.20)) and an outgoing fflow

low conservation constraint
 33

((2.21), (2.22)). The endogenous flow conservation constraints are further articulated in

Section 2.3.2 when they are represented on the T-S diagram. Summarizing, the flow

conservation constraint at the cell level for exogenous incoming traffic is Equation

(2.19), for endogenous incoming traffic is Equation (2.20), for endogenous outgoing

traffic is Equation (2.21), and for exogenous outgoing traffic is Equation (2.22).

Constraints (2.23) to (2.27) are the arc capacity constraints, and constraint (2.28)

is the non-negativity constraint. Constraint (2.23) through (2.26) provide a “hard” upper

bound on the total inflow, the number of vehicles in a cell, the number of vehicles that

remain in the same cell for the next time interval, and the total outflow, respectively.

Constraints (2.24) and (2.25) are definitional. Constraint (2.24) replaces constraint (2.7)

as its graph equivalent for QF-BPTWs and provides a partly relaxed equivalent for QD-

BPTWs. As this represents a key difference from previous studies (Ziliaskopoulos,

2000; Li et al., 2003), we explicitly discuss this issue in Section 2.4. Constraint (2.25) is

a “hard” upper bound on zit . Constraint (2.27) bounds the number of vehicles propagated

by a single cell connector (Kalafatas, 2005; Liu et al., 2006; Kalafatas and Peeta, 2009)

as discussed in Section 2.1.

In summary, the constraint set (2.19)-(2.28) denotes the GT-CTM by revealing

its graph structure through the conceptualization of a generalized “graph” cell (as

illustrated in Figure 2.2). The GT-CTM includes network flow conservation constraints

and traffic flow theoretic constraints. Further, constraints (2.19) to (2.28) also represent

the constraint set for the graph theoretic SD-DTA formulation.

 34

2.3.1.3 Objective function

In the third step of the transition from the linear to the graphical formulation, we

will discuss the objective function of the graph theoretic SD-DTA formulation. The

objective function for generalized dynamic networks is presented in Equation (2.29).

The weights of the flows in the objective function are based on the specific objective.

 
 c t
1i  xit  c2ti  yIN it  c3it  yOUT it  c4it  zit    c5tj  y tj 
(2.29)
tT  iC jE 

Ziliaskopoulos (2000) formulated the SO objective (Equation (2.1)) for the

CTM-based SD-DTA model. It seeks to minimize the total time spent in the network. In

Equation (2.29), this implies that only the flows representing the number of vehicles xit

in cell i  C \ C S at time point t T take non-zero values for weights, c1ti   . All other

weights are zero. These are the exact flows that “count” the total vehicle-hours spent in

the network. Hence, Equation (2.29) with c1ti   along with constraint set (2.19)-(2.28)

represents the GT-CTM based graph theoretic formulation for the SD-DTA problem.

From a mathematical programming perspective, the formulation belongs to the well-

known class of minimum cost flow (MCF) problems.

2.3.2 Description of the graph theoretic formulation on the T-S diagram

The depiction of the graph theoretic formulation on the T-S diagram allows the

interpretation of the model using vehicle trajectories directly. Let us consider the case of

the five vehicle trajectories intersecting the sides of rectangle ABCDA as in Figure
 35

2.1(a). We will now add the diagonal side AC in the rectangle ABCDA as shown in

Figure 2.3(a). In Figure 2.3(b), we illustrate the graph structure of the GT-CTM based

graph formulation akin to Figure 2.1(b)’s graph sub-structure of the linear formulation.

The total incoming and outgoing flows y IN it 1 and yOUT it 1 , respectively, follow the

definitional constraints (2.19) and (2.22). The number of vehicle trajectories intersecting

with the diagonal side AC is the number of vehicles zit 1 which remain in the same cell

i  C in time interval t  1, t   T . Interestingly, as the slope of the diagonal side AC is

equal to the free-flow speed of this road segment, a vehicle whose trajectory intersects

with side AC (for example, the third vehicle) has an average speed strictly less than the

free-flow speed. Since congestion is defined in terms of the speed being strictly less than

the free-flow speed, our model can provide both an analytical and a geometrical

interpretation of congestion using variable zit .

With the introduction of the diagonal AC, rectangle ABCDA is split into two

triangular sub-spaces ABCA and ACDA as in Figure 2.3(a) and 2.3(b). We will now

move one time step further and study the triangle ACDA for the next time interval,

represented by triangle BECB in Figure 2.3(c). It leads to a parallelogram cell space

(ABECA) with occupancy xit (side BC). Thus, in Figure 2.3(c), triangle ABCA

functions as the receiving space and triangle BECB as the sending space with respect to

side BC’s occupancy xit . As discussed in Section 2.3.1.2, it can be observed that the

endogenous constraints of the graph theoretic formulation have a one-to-one analog with

the node flow conservation equations in each triangular sub-space in Figure 2.3(c).
 36

Accordingly, the capacity constraints of the graph theoretic formulation are upper

bounds on the flow crossing on each side of the two triangles ABCA and BECB.
 37

Figure 2.3(aa).
). Vehicle trajectories on the T
T- Figure 2.3(b). GT-CTM’s
GT CTM’s rectangular
S diagram crossing GTGT-CTM’s
CTM’s triangular graphh representation on the T
T-S
S diagram
boundaries (receiving triangle ABCA; consisting of two triangles (receiving
sending triangle ACDA) triangle ABCA; sending triangle ACDA)

Figure 2.3(c). GT-CTM’s

GT CTM’s diagonal graph representation on the T
T-S
S diagram (receiving
triangle ABCA; sending triangle BCEB)
Figure 2.3.. GT-CTM’s
CTM’s representation on the T-S
T diagram
 38

In summary, the representation of the graph theoretic formulation on the T-S

diagram enables the identification of a geometrical approach to study macroscopic

traffic flow theory concepts on the T-S diagram using sending and receiving triangles.

Further, the flow conservation constraints of constraint set (2.19)-(2.28) can be read in

graphical terms on the T-S diagram. In addition, the representation on the T-S diagram

reiterates the GT-CTM’s exact graph structure.

2.4 Backward propagating traffic waves (BPTWs)

This section discusses the assumptions under which constraint (2.24) can

reasonably capture constraint (2.7) for handling BPTWs, and thus enable the exact graph

theoretic formulation.

We start by rewriting the hard constraint (2.24) as follows:

Eq .(22) Eq .(23)
xit 1  Nit 1   zit  yIN it 1  dit 1   Nit 1   xit  yOUT ti  bit   yIN ti 1  dit 1  Nit 1 

yIN ti 1  N it 1  xit   yOUT it  bit  dit 1  i  C, t  T (2.30)

The resulting constraint (2.30) is mathematically equivalent to constraint (2.24)

and facilitates the comparison of constraints (2.7) and (2.24). Constraint (2.30) is the

direct outcome of the hard physical constraint (2.24); it simply has to hold. It ensures

that the maximum occupancy N it will always be respected.

Next, we examine the difference between constraints (2.7) and (2.30) in the

context of parameters bit and dit 1 . Parameters bit and dit 1 are equal to zero for
 39

intermediate cells i  CG , t T . For origin or destination cells i  C R  C S , t T ,

exactly one of these parameters is non-zero. Constraint (2.30) is always satisfied for

origin and destination cells as they have an infinite maximum occupancy N it . Hence it is

a redundant constraint for i  C R  C S .

Unlike in the CTM, parameter  it , which is the ratio ( wit / vit ) of the BPTW speed

wit to the free-flow speed vit , does not exist in constraint (2.30), and by extension, the

GT-CTM. Here, we need to differentiate the behavior of QF-BPTWs and QD-BPTWs

and examine each of them separately.

We first examine in GT-CTM terms a typical QF-BPTW by assuming a steady-

state traffic pattern of uniform initial traffic occupancy Qit (where maximum flow Qit is

achieved) for a corridor with maximum occupancy N it with no exiting flow at its end

(for example, due to a traffic accident or a red traffic signal). The corresponding point on

the GT-CTM’s linear approximation of the fundamental flow-density diagram, shown in

Figure 2.4, for the initial state is Qit , Qit  , and for the end state is  N it , 0  . The

numerical value of the QF-BPTW speed is the ratio of the differences of flows to the

differences of densities. In GT-CTM terms, the numerical value of the QF-BPTW’s

speed wit is the product of the slope of the line connecting the points Qit , Qit  and

 N it , 0  in Figure 2.4, and the free-flow speed vit . Hence, wit  vit   0  Qit  N i
t
 Qit  

wit  vit  Qit N i

t
 Qit  . The negative sign indicates that the wave propagates

backwards. Here, we are interested in the magnitude of the ratio

 40

 i t  wit vit  Qit N i

t
 Qit  . In the CTM context, Daganzo (1994) studied the vehicle

trajectories in Figure 2 of Treiterer and Myers (1974), and estimated the corresponding

cell parameters as Qit  0.51 , N it  3.6 , and  it  1/ 6 . The estimated  it  1/ 6 is very

close to our estimation for  i t , which is  i t  0.51/  3.6  0.51  1/ 6.06 . Recent

empirical studies on the calibration of the CTM’s fundamental diagram (Dervisoglu et

al., 2009) indicates similar numerical results for  i t . The key difference is that in our

case we do not consider  it as an exogenous independent degree of modeling freedom,

but as an endogenous inherent component of the “cell transmission” system. This is

important because it reduces significantly the amount of data needed for calibration, and

emphasizes the special relationship between Qit and N it as an endogenous characteristic

of the components of the associated dynamic transportation system for QF-BPTWs. A

fundamental implication of this observation is that the GT-CTM can serve as a building

block to model congestion effects in a range of dynamic networks as the relevant

parameters are endogenous. Elsewhere (Chapter 4), we illustrate it for supply chain

management systems.
 41

Figure 2.4.. Fundamental flow

flow-density
density diagram in the GT
GT-CTM.

While constraint (2.30) is adequate for QF

QF-BPTWs,
BPTWs, QD-BPTWs
QD BPTWs are not well
well-

modeled. More specifically, GT

GT-CTM
CTM allows QD
QD-BPTWs
BPTWs with infinite speed. The

physical implication is that when a queue dis

dissipates
sipates the effect of the outflow may appear

instantaneously at the end of the queue. That is, the last vehicle in the queue may

accelerate simultaneously with the first vehicle. The same issue in the CTM context

(QD-BPTW’s
BPTW’s speed can reach free
free-flow
flow speed) has led to the modification of constraint

(2.7) in later research (Daganzo, 1999; Szeto, 2007; Yperman et al. 2006) to more

realistically limit the QD

QD-BPTW’s
BPTW’s speed to a user
user-specified
specified finite value (which can be

significantly less than the free

free-flow
flow speed)
speed).. In the GT
GT-CTM
CTM context, this is an issue

which requires more extensive study and the authors address it in later research by using

the GT-CTM
CTM as the building block for modeling QD
QD-BPTWs
BPTWs as well (Chapter 5). The

aforementioned QD-BPTW
QD BPTW related issue does no
nott exist in some dynamic networks such
 42

as manufacturing systems, and possibly future automated highway systems, in which

moving units are synchronized.

Constraint (2.30) allows a queue to numerically converge to its maximum

occupancy. By contrast, a queue created due to full stoppage of traffic in a long freeway

corridor (finite cell occupancy) will never numerically converge to the maximum

occupancy under constraint (2.7) as only a portion  it  1 of the vehicles required to fill

the cell to maximum occupancy  N it  xit  is propagated under heavily congested

conditions.

Finally, for standard transportation planning problems, the BPTW speed is not a

major issue as planning applications are generally developed for light to medium traffic

conditions where constraints (2.7) and (2.24) are inactive most of the time. Hence, small

misrepresentations of the QD-BPTW may not significantly affect the overall traffic

pattern for such situations.

2.5 GT-CTM as a building block for dynamic networks

In this section, we prove that the GT-CTM is a generalized TEG, thereby serving

as an analytical building block to model a range of dynamic networks. A comprehensive

literature review of dynamic networks and their substantial applications is provided by

Aronson (1989). Such applications include production planning and logistics systems,

freight operations, communication systems, water distribution systems, personnel

planning and scheduling, and economic planning and cash flow models.
 43

Dynamic networks are usually modeled as time-expanded graphs. In general,

TEGs are created by producing multiple copies of the nodes of a static network over

time (one copy for each modeled time interval) and then connecting these nodes so as to

ensure the meaningful continuity of flow in space and time.

Proposition 1: The GT-CTM is a generalized TEG with the additional modeling

capabilities of total node inflow/outflow and congestion propagation phenomena.

Proof: We prove it by transforming the GT-CTM’s generalized cell to a

generalized node in a TEG in two steps, as illustrated in Figure 2.5. Then, TEGs are

instances of the GT-CTM for specific values of the parameters.

In the first step, we create an instance of the GT-CTM where every cell i  C in

any time interval t T is assigned a “very large” maximum occupancy N it and a “very

large” maximum inflow/outflow Qit . Then, the arc capacity constraints (2.23) to (2.26)

can be ignored, as they will always be satisfied. The only remaining capacity constraint

set is (2.27) which models the individual cell connector capacity.

In the second step, the variables of total cell inflow yIN it , cell occupancy xit and

total cell outflow yOUT it , which are defined in the flow conservation constraints (2.19)

and (2.22), are substituted into constraint (2.21) to obtain the equivalent constraint

(2.32). They are also substituted into the objective function (2.29) to obtain the modified

objective (2.31). The resulting formulation is a typical formulation for a TEG:

 44

Minimize:

 
 c 't
3i  zit     c5' tj  y tj   (2.31)
tT  iC jE 

subject to:

zit 1   y tj1  dit  zit   y tj  bit

j 1  i  j  i  i  C, t  T (2.32)

y j  Q tj i  C , t  T (2.27)

y tj , zit  0 i  C , j  E , t  T (2.28)

This completes the proof.

Figure 2.5 illustrates the graph theoretic analogy for the proposed two-step

transformation. As illustrated in Figure 2.5(a), we first remove arc  xit , Nit  from the

GT-CTM’s generalized cell shown in Figure 2.2 and “merge” the associated start and

end nodes, as this arc is uncapacitated (“very large” N it value). We also show the

connector arcs as dashed arrows for visual convenience as we transition to Figures 5(c)

and 5(d). In the second step, shown in Figure 2.5(b), the arcs associated with y IN it 1 and

yOUT it are removed as the capacity Qit is “very large”. This collapses the three nodes in

Figure 2.5(a) into one node in Figure 2.5(b).

The concept of a cell (Daganzo, 1994) has now been reduced to an equivalent

node representation. It is essential to note here that this “node” is a segment of a link

with an associated positive length, and not a node indicating an intersection as in a

typical static graph representation. After graphically rearranging the arcs in Figure
 45

2.5(b), we obtain a generalized node representation for a TEG with infinite intermediate

storage (unbounded zit ), as illustrated in Figure 2.5(c). Without loss of generality, a TEG

t
with some finite intermediate storage N i can be modeled when a constraint of the form

t
zit  N i is added. The graph representation of an intermediate node, which is the most

usual graph representation of a node in the TEG literature, is shown in Figure 2.5(d). In

summary, we have shown both mathematically and graphically that a TEG is an instance

of the GT-CTM with “very large” maximum occupancy N it and “very large” maximum

inflow/outflow Qit .
 46

Figure 2.5(aa). GT-CTM

CTM after the elimination of arc Figure 2.5(b). 2. . GT
GT-CTM
CTM after the
t t
 xi , N i  additional elimination of arcs
 y IN it 1 , Qit  and  yOUT it 1 , Qit  .

Figure 2.5(cc).. Graphically rearranged Figure 2.5(

5(d).. Typical intermediate node
generalized node representation in a TEG representation in a TEG

Figure 2.5.. GT-CTM

GT CTM as a generalized TEG.

The major implication of this theoretical proposition is that the GT

GT-CTM,
CTM, the

graph theoretic descendent of the CTM, is not just a traffic model consistent with the

hydrodynamic theory. Thereby, the GT

GT-CTM
CTM becomes a generalized TEG which

enriches “typical” TEGs with its modeling capabilities of node inflow/outflow capacity
 47

and congestion propagation phenomena (as discussed in Section 2.4). Time-dependent

cell connector capacities and time-dependent finite intermediate storage capacities for

the congestion variable zit can be defined without loss of generality, allowing for the

interpretation of dynamic network flows as instances of the GT-CTM.

2.6 Analytical properties of GT-CTM and GT-CTM based SD-DTA formulation

This section first illustrates a few additional analytical properties of the GT-CTM

in Section 2.6.1. Then, in Section 2.6.2, some properties of the GT-CTM based SD-DTA

formulation are discussed.

2.6.1 Analytical properties of the GT-CTM

In Section 2.6.1.1, we prove that the GT-CTM’s graph structure is acyclic.

Section 2.6.1.2 illustrates that every edge-disjoint path is also a node-disjoint path.

Section 2.6.1.3 recognizes the total unimodularity property of the GT-CTM constraint

set and its significance.

2.6.1.1 GT-CTM’s acyclic graph

Proposition 2: The GT-CTM’s graph structure is acyclic.

Proof: The acyclic property is characteristic of TEGs. Since the GT-CTM is a

generalized TEG, we will prove this property in the GT-CTM context by contradiction.

Assume that there is a directed cycle in the GT-CTM’s graph structure. It will

allow a flow to pass twice from an arc representing the number of vehicles xit in cell

i  C in time interval t T . But the flow entering any cell arrives from previous time
 48

intervals and exits in later time intervals, which are exclusively connected through cell

connectors following the single direction in which time progresses. Hence, a flow cannot

go back in time to re-enter the same cell i  C in time interval t T . This contradicts the

initial assumption and completes the proof.

The physical interpretation is that there is no path in the corresponding GT-CTM

graph that allows a vehicle to return back in time. This property allows the

implementation of the reaching shortest path algorithm for acyclic networks (Ahuja et

al., 1993), which has a running time complexity of O(m), where m is the number of arcs.

A potential application is in the real-time traffic-responsive routing of emergency

response vehicles.

2.6.1.2 Path property in a GT-CTM based network

Proposition 3: A set of edge-disjoint paths in a GT-CTM based network is always a set

of node-disjoint paths.

A set of edge-disjoint paths is a set of paths with no common edge. A set of

node-disjoint paths is a set of paths with no common node. By definition, a set of node-

disjoint paths cannot have a common edge; that is, they are also edge-disjoint. For an

edge-disjoint set of paths to also be node-disjoint, no common node must exist among

them.

Proof: It is proved by contradiction. It is assumed that there is a node in the GT-

CTM’s graph structure such that it belongs to at least two edge-disjoint paths. Then, this

common node belongs to one of the following three cases: (i) both its inflow and
 49

outflow degrees are at least 2 (common intermediate node for two edge-disjoint paths),

(ii) its outflow degree is at least 2 (common origin node for two edge-disjoint paths), or

(iii) its inflow degree is at least 2 (common destination node for edge-disjoint paths). As

seen in the general cell of Figure 2.2, all four nodes have at least one of the inflow or

outflow degrees strictly equal to one. Hence, none of the nodes can be a common

intermediate node as in case (i). Further, as seen in the source cell of Figure 2.2, all paths

start at the node with the flow conservation constraint (2.20), which has an outflow

degree of 1 (arc of state variable xit ). This precludes a common node from being an

origin node as in case (ii). Finally, as seen in the destination cell of Figure 2.2, all paths

end at the node with flow conservation constraint (2.21), which has an inflow degree of

1 (arc of state variable xit ). This precludes a common node from being a destination

node as in case (iii). Hence, two edge-disjoint paths cannot have a common node in the

GT-CTM’s graph structure. This contradicts our initial assumption and completes the

proof.

This property allows solution methodologies related to edge-disjoint paths to be

implemented for node-disjoint paths. It is useful in the identification of spatio-temporal

disjoint paths for generating secure and redundant routing strategies for disaster

response.

2.6.1.3 Total unimodularity property

As the GT-CTM consists of mass balance and capacity constraints, its constraint

set is totally unimodular (TU). This property ensures that when all parameters (arc
 50

capacities and arc costs) are integer, a linear solver will always provide integer solutions.

CTM formulations are typically solved with their relaxed linear equivalent

(Ziliaskopoulos, 2000). Hence, mathematically, exact integer solutions can be achieved

at the complexity of linear solution methodologies. For example, in Jabari (2009) the TU

property is leveraged to reduce the complexity of the traffic signal control problem in a

small-sized network.

2.6.2 Properties of the GT-CTM based SD-DTA formulation

Section 2.6.2.1 discusses the existence and Section 2.6.2.2 discusses the

uniqueness of a solution for the GT-CTM based graph theoretic SO SD-DTA

formulation. Section 2.6.2.3 addresses the complexity of the formulation.

2.6.2.1 Solution existence

The existence of a solution for the GT-CTM based graph theoretic SO SD-DTA

formulation is addressed here in graph theoretic terms. Section 2.3.1 illustrated GT-

CTM’s exact graph structure and classified the associated SO SD-DTA formulation as a

MCF problem; that is, the problem of routing flows in a network while minimizing

costs.

Then, the existence of a solution directly relates to the correct mathematical set

up of the MCF problem. Therefore, a solution exists, as in an MCF problem, when: (i)

t
the total network inbound traffic  d
iC tT
i equals the total network outbound traffic

t
 b
iC tT
i , (ii) there is connectivity among origins and destinations in both spatial and
 51

temporal terms, and (iii) there is sufficient capacity, in spatial and temporal terms, to

serve the demand.

We now illustrate the advantage of GT-CTM’s graph structure to address

otherwise complex concepts in DTA. While the GT-CTM based graph of a “typical”

SD-DTA problem is too complex to analyze feasibility, we address it by building a

customized instance of the maximum flow problem (MFP) to examine the feasibility of

the MCF problem. Then, solution existence for the SD-DTA problem is analytically

addressed at the computational complexity of MFP algorithms (Ahuja et al., 1993),

which generally perform better than MCF algorithms.

The existence of a solution is examined by constructing the following instance of

the MFP. We first create a super-source node and a super-sink node. Then, for each node

with dit  0 in the GT-CTM based network we create an arc whose origin is the super-

source node, destination is the node with dit  0 , and flow capacity is equal to d it .

Accordingly, for each node with bit  0 in the GT-CTM based network we create an arc

whose origin is the node with bit  0 , destination is the super-sink node, and flow

capacity is equal to bit . Finally, we create a new arc whose origin is the super-sink node

and destination is the super-source node, and we maximize the flow on this arc in the

t
modified network. If the maximum flow is equal to  d
iC tT
i , then there is at least one

feasible solution for the SD-DTA problem. This process is practically significant

because it can be used as a pre-processing step to examine the problem feasibility. Such
 52

a step can preclude non-meaningful traffic routing patterns while providing an initial

feasible solution for improving algorithms.

2.6.2.2 Uniqueness of solution

A proposition applied in the context of graph theory (Hoppe, 1995) is customized

for the GT-CTM to study the property of uniqueness for the SD-DTA solution.

Proposition 4: Assume a vector of feasible flows f in the GT-CTM network N.

Then f is the unique MCF (optimal flow) in N, if and only if every cycle with positive

residual capacity in the residual network N(f) has positive cost.

Proof: For every MCF problem, and hence in the GT-CTM context, a feasible

flow f is a MCF (optimal flow) if no negative cost cycles exist in the residual network.

Further, uniqueness of the MCF f is guaranteed when no zero-cost cycle with positive

capacity exists. If a zero-cost cycle exists with positive capacity in the residual network,

then by augmenting flow along this cycle, we create a different flow f '  f with the

same optimal value of the objective function.

In summary, we do not provide a proof for the uniqueness of a solution in the

GT-CTM modeling framework, but only the mechanism for identifying the uniqueness

of a solution for a specific solution set. However, we can perturb any cost function

lexicographically to guarantee uniqueness (Hoppe, 1995).

 53

2.6.2.3 Complexity

The complexity of the graph theoretic SD-DTA formulation for a known time-

horizon T is equal to the complexity of algorithms for the MCF problem. Some

standard MCF algorithms and their running time complexities are illustrated in Table

2.1. Here, n is the number of nodes, m is the number of links, U is the numerical value of

the largest capacity parameter, C is the numerical value of the largest cost parameter, S()

is the complexity of an algorithm for the shortest path algorithm, and M() is the

complexity of an algorithm for the maximum flow problem.

Table 2.1. Running time for MCF algorithms (Ahuja et al., 1993)

MCF algorithms Running Time

Successive shortest paths O  n U  S  n, m, nC  

Primal-dual 
O min n U , n  C  S  n, m, nC   M (n, m,U ) 
Out-of-kilter O  m U  S  n, m, nC  
Capacity scaling O  m  logU   m  n  log n 
Repeated capacity scaling O  m 2  log n   m  n  log n  

Enhanced capacity scaling O  m  log n   m  n  log n 

2.7 Computational experience

An evacuation scenario is used to compare the computational performance of

Ziliaskopoulos’ (2000) linear programming (LP) formulation and the GT-CTM based
 54

graph theoretic (GT) formulation for the SO SD-DTA problem. The problem addressed

is an evacuation routing problem using SD-DTA, in which vehicles seek to move from

the affected area to places of safety.

2.7.1 Experimental Setup

Figure 2.6 illustrates the study network for the experiments. It consists of a 4x5

grid network that replicates a dense urban environment with highways (longest cells),

arterials (medium-size cells) and side streets (shortest cells). It consists of 30 nodes and

107 links, and translates into 342 cells and 504 cell connectors. The cell parameters are

provided in Table 2.2 using CTM terminology. From an evacuation standpoint, the

boundaries of the network represent the boundaries of the evacuation zone from which

vehicles move to the safety zone. Evacuees are assigned randomly to source cells in the

city blocks, connected to arterials and side streets, and routed to the safety zone. The

performance of the LP and GT formulations is analyzed by varying the number of

evacuees from 2,000 to 22,000 in increments of 2,000. The effect of evacuee population

size on the problem size is in terms of time-expansion; while the same spatial network

topology is used, the number of time intervals needed to evacuate the evacuees increases

with their number.

The GAMS 21.3 with CPLEX 10.2 is the optimization software used. CPLEX

automatically selected the primal-dual algorithm for the linear formulation and the

network simplex for GT-CTM based formulation. The computing environment consists

of an AMD Turion 64x2 Mobile Technology 2.20 GHz processor with 4 GB of RAM,

4GB of ReadyBoost SD RAM, and runs with Windows Vista Premium SP 1.

 55

2.7.2 Computational results

The computational results are presented in Table 2.3 and illustrated in Figure 2.7.

Both the CTM-based LP and GT-CTM based GT formulations reach the same SO

objective function values for all evacuee population sizes. The results indicate that the

GT offers an average of 91.82% reduction in computational times over the LP. In Figure

2.7, the associated trend using a curve fit is indicated to be a polynomial curve for the

GT and a power curve for the LP.

 56

Figure 2.6.. Study network.

 57

Table 2.2. Cell characteristics of the study network.

Cell Type Source Destination Highway Arterial Side Street

21,26,31,36,41,46,
149,158, 78-319
51,56,61,86,95,104,11 1-60
239,248, (without the
3,122,131,140, (without
Cell IDs 284,293, 62-77 source and
167,176,185,194, the source
302,311, destination
203,228,229,230, cells)
320-342 cells)
257,266,275
Free flow speed
- - 70 35 15
(mph)
Time interval (sec.) 6 6 6 6 6
Cell length (feet) - - 616 308 132
Number of lanes - - 3 2 1
Maximum flow
- - 2200 1800 1500
(veh./hr/lane)
Maximum cell flow
- - 11 6 2.5
(veh./time step)
Maximum number
of vehicles per cell infinite Infinite 93.8 31.3 6.7
(veh./cell)

Table 2.3. Computational results.

Number
Objective Clearance Computational Computational
of study Computational
Population function time Time for LP Time for GT-
time savings
(min) interval (CPU sec) CTM (CPU sec)
intervals
2000 3794.4 50 42 59 10 83.05%
4000 14164.5 90 81 233 20 91.42%
6000 31109.4 130 120 409 34 91.69%
8000 54629.8 170 159 932 73 92.17%
10000 84725.0 210 198 1674 101 93.97%
12000 121395.4 250 237 2321 130 94.40%
14000 164640.9 290 275 2372 190 91.99%
16000 214461.7 330 314 4479 255 94.31%
18000 270857.5 370 353 4062 293 92.79%
20000 333828.5 410 392 5066 405 92.01%
22000 403374.6 450 431 6584 514 92.19%
 58

7.200 6584
GT-CTM
Computational time (CPU seconds)

6.300
LP
5.400
4479 5066
Poly. (GT-CTM)
4.500
4062
Power (LP)
3.600

2.700 2321
2372
1674
1.800
932
900 409 405 514
233 130 190 255 293
59 73 101
10 20 34
0
0 2.000 4.000 6.000 8.000 10.000 12.000 14.000 16.000 18.000 20.000 22.000
Evacuee Population

Figure 2.7. Computational results

2.8 Concluding comments

This chapter introduces the graph theoretic cell transmission model by

conceptually extending Daganzo’s cell transmission model in graph theoretic terms.

While the CTM is an analytical traffic flow propagation model, the GT-CTM

simultaneously captures traffic flow propagation and network flow dynamics. Hence, a

fundamental contribution of the GT-CTM is that it is an analytical building block for a

wide array of dynamic network applications characterized by congestion phenomena

such as supply chain management systems, vehicular traffic routing, and water

distribution systems. That is, the flow unit is generalized and can represent physical

entities such as product/commodity, vehicular traffic, and water as well as virtual

entities such as data. The GT-CTM and its properties, characteristics, and capabilities
 59

are articulated here using vehicular traffic assignment (SD-DTA) as the application

context. Elsewhere (Chapter 4), the authors use the GT-CTM to model congestion in

supply chain management systems.

The conceptual core of the GT-CTM is the development of a generalized “graph”

cell (Figure 2.2). The five CTM cell types are specific graph theoretic instances of the

generalized cell in that they are additionally incorporated with graph characteristics.

This capability of GT-CTM’s generalized cell to reveal relevant graph characteristics

represents another key contribution. That is the various dynamic network applications

can be transparently modeled through stepwise graph transformations to the generalized

cell; In Chapter 4 we illustrate it for the single product supply chain management

problem. Further, such transformations can be used to illustrate the GT-CTM properties;

in Section 2.5, it is used to prove that the GT-CTM is a generalized TEG. The

generalized cell representation also enables the illustration of GT-CTM’s acyclic graph

structure, and that every edge-disjoint path is a node-disjoint path. These properties, in

conjunction with GT-CTM’s exact graph structure, allow the leveraging of well-known

graph algorithms to address applications.

In the traffic flow modeling context, the GT-CTM provides the ability to

articulate traffic flow related phenomena intuitively through the generalized “graph”

cell. In this chapter, it is used to re-visit Daganzo’s CTM, especially in terms of the

modeling of the backward propagating traffic waves. Thereby, the  parameter (Section

2.4), which is user-specified in CTM, is determined endogenously in the GT-CTM,

circumventing the need for additional calibration data. The GT-CTM’s generalized cell
 60

can be used to read various network flow and traffic flow related constraints as well as

related flow dynamics visually (for example, Figures 2 and 3). It aids the development

of computationally more efficient models and solution approaches. In Chapter 5 we use

the GT-CTM as the platform to build the computationally efficient graph theoretic link

transmission model (GT-LTM).

The GT-CTM is analyzed using the SD-DTA application domain. The GT-CTM

based graph theoretic formulation for SO SD-DTA is identified as having a minimum

cost flow structure. It bounds the running time complexity of the formulation to that of

well-known MCF algorithms. Computational experience comparing Ziliaskopoulos’

CTM-based LP formulation with the GT-CTM based formulation indicates significant

savings due to GT-CTM’s exact graph structure. The GT-CTM enables studying the

existence and uniqueness of solution in graph terms. Further, its total unimodularity

property can generate exact integer solutions at the complexity of linear solution

methods.

As discussed in Section 2.4, the QD-BPTW modeling in the GT-CTM may raise

a flow-related issue in the context of queue dissipation. This issue has been a subject of

research in the broader CTM domain over the past decade. In Chapter 5 we handle this

issue by more accurately capturing QF-BPTWs and QD-BPTWs by scaling to the link-

level GT-LTM using GT-CTM as the base platform. Further, using the GT-CTM, in

Chapter 3 we formulate the multiple destination DTA problem by explicitly accounting

for the first-in, first-out property. It leads to a mixed integer multi-commodity network

design model that requires efficient heuristic solution techniques.

 61

CHAPTER 3. FIFO PROPERTY FOR THE MULTIPLE DESTINATION CASE

3.1 Introduction

In Chapter 2, a graph-based formulation was introduced for the SD-DTA

problem. It is a graph theoretic extension of the cell transmission model (CTM) and it is

labeled as the GT-CTM. The key characteristics of the GT-CTM are its simple graph

theoretic representation of the cell (Figure 2.2), which allows the application of fast

algorithms from the graph theory domain (Ahuja et al., 1993), and its consistency with

the LWR traffic flow model (Lighthill and Whitham, 1955; Richards, 1956). However,

the single destination version of the GT-CTM is limited to SD-DTA problems (e.g. the

evacuation planning problem). The study of the more general multiple destination DTA

(MD-DTA) problem requires the satisfaction of the FIFO property which cannot be

captured in the existing graph theoretic representation of the cell.

In this chapter, the GT-CTM is formulated with the FIFO property, which

enables the modeling of MD-DTA problems. This is done by modifying the graph

theoretic representation of the cell (Figure 2.2) in three simple methodological steps. In

the first step, each origin-destination (OD) pair is assigned a set of routing variables. The

topology of the graph theoretic representation remains the same for each OD pair

(Figure 3.1) and capacity sharing bounding constraints apply. Although there is no
 62

specific mechanism for “memorizing” the time of entrance of vehicles in a cell, the

FIFO property is “softly” observed (Li et al., 1999). In the second step, the time of

entrance for all vehicles is “memorized” by expanding graphically the new cell

representation (Figure 3.1) across the set of delay time intervals in a cell, resulting in the

graph theoretic representation shown in Figure 3.2. However, the FIFO property is not

yet guaranteed as vehicles can exit the link arbitrarily. In the third and final step, the

FIFO property is satisfied by prioritizing the exit of the delayed vehicles in the cell in

the order in which they are delayed. These priority rules are analytically represented

through additional binary variables and linear constraints. The graphical interpretation of

the priority rules is that for each pair of intersecting arcs (Figure 3.2), at most one arc is

allowed to have non-zero flow. In summary, the three step methodology results in the

graph theoretic representation (Figure 3.2) which has an increased number of variables

and constraints but retains the advantages of a graph structure, while ensuring the FIFO

property (with some limitations which are discussed). Most existing applications

involving the CTM focus on single destination problems due to the complexity

associated with ensuring the FIFO property for the multiple destination problem. The

current study contributes by providing this capability so as to address the more

generalized multiple destination problems that arise in the real world.

 63

Figure 3.1.
3 Graph theoretic cell representation for MD
MD-DTA
DTA with the FIFO property
“softly” observed.
Figure 3.2. Graph theoretic cell representation for MD-DTA with the FIFO property satisfied.
64
 65

The mathematical programming formulation for the MD-DTA problem arising

from the proposed approach is a mixed-integer multi-commodity network design

problem with side constraints. Certain physical and mathematical properties of the

model are exploited to reduce the computational burden. The FIFO property is not a

modeling consideration when vehicles spend exactly one time interval in a cell (whose

length is defined by free-flow speed). Hence, cells with such traffic patterns are

expanded only as presented in Figure 3.1 (application of methodological step 1 only).

Further, information on expected cell-level delays is used to pre-specify the numerical

value of the binary variables. The problem is then reduced to a multi-commodity MCF

problem with capacity sharing bounding constraints. For this problem, a Lagrangian

relaxation of the capacity sharing bounding constraints decomposes the problem to

multiple independent instances of the well-known MCF problem (Ahuja et al., 1993).

The rest of the chapter develops the formulation for the multiple destination

problem. The GT-CTM formulation has been provided in Section 2.3.1.2 for the single

destination case. Section 3.2 develops the GT-CTM formulation for the MD-DTA

problem and proposes mechanisms to address the complexity arising from the FIFO

property. Section 3.3 provides some concluding comments.

3.2 GT-CTM for the multiple destination case

3.2.1 Methodology and formulation

In this section, the single destination GT-CTM is extended to the multiple

destination case. The transformation is performed in three simple methodological steps

 66

(Sections 3.2.1.1-3.2.1.3). Limitations of this FIFO formulation (Section 3.2.2) and

potential solution methodologies (Section 3.2.3) are also provided.

3.2.1.1 Extension to multiple destinations

In the first methodological step, the single destination routing variables xit , y IN it ,

y OUT it , zit , and y tj , and the routing parameters d it and bit are expanded for each OD pair

k  K . The new routing variables are xikt , y IN ikt , yOUT ikt , zikt , and y tjk , and the new

routing parameters are d ikt and bikt . The graph structure of Figure 2.2 remains the same

for each OD pair, as seen in Figure 3.1, which implies that the mass balance constraints

(2.19)-(2.22) are rewritten independently for each OD pair k  K as follows:

 y tjk  yIN ikt i  C , t  T \  T  , k  K

j 1  i 
(3.1)

zikt 1  y IN ikt 1  d ikt  xikt i  C , t  T \ 0 , k  K (3.2.a)

d ik0  xik0 i  C , k  K (3.2.b)

xikt  zikt  yOUT ikt  bikt i  C , t  T \  T  , k  K (3.3.a)

T T
xik  bik i  C , k  K (3.3.b)

yOUT ikt   y tjk i  C , t  T \  T  , k  K (3.4)

j i 

However, vehicle flow of different OD pairs has to share the same cell and cell

connector capacities N it , Qit and q tj . Therefore, the capacity constraints (2.23)-(2.27)

are the bounding capacity constraints, which preclude solving for multiple independent

MCF problems. The new capacity constraints are:

 67

t
y IN ik  Qit i  C , t  T \  T  (3.5)
k K

t
x ik  N it i  C , t  T (3.6)
k K

t
z ik  N it i  C , t  T (3.7)
k K

t
y OUT ik  Qit i  C , t  T \  T  (3.8)
k K

t
y jk  q tj j  E , t  T \  T  (3.9)
k K

Many multi-commodity MCF problems have a set of constraints equivalent to

(3.1)-(3.9), whether they originate from the general network flow theory (Ahuja et al.,

1993), or the CTM-related literature (Li et al., 1999). Some of the literature (Li et al.,

1999) suggests that in such problems, the FIFO property is “softly” observed, where

“softly” implies that there are no incentives for FIFO violations. However, in reality,

under high traffic densities, the possibility of vehicles overtaking others may not exist.

This suggests the need to consider an explicit mechanism for ensuring the FIFO property

strongly. The “strong” satisfaction of the FIFO property will be ensured after the

transformations of the second and the third methodological steps.

3.2.1.2 Time of entrance and exit

In the second methodological step, the graph structure is expanded along with the

appropriate variables as depicted in Figure 3.2 so that the time of entrance and exit is

inherently identified in the graph-based cell representation. In order to provide a

comprehensive transition to the new graph structure, the new variables are described

first and then the intra-cell vehicle flows ( xikt , zikt ) are explained directly from Figure

3.2.
 68

The routing variables xikt , zikt , and yOUT ikt are expanded for the set of delay time

intervals   , where  is the number of time intervals that a vehicle has spent in the

cell. In Chapter 2 symbol  was used to denote the size of modeling time interval,

consistently with the notation of Ziliaskopoulos’ (2000) linear formulation. As symbol 

is typically used to denote time, it will be redefined in this chapter only for the sake of

better representation. The new intra-cell routing variables are: (i) the number of vehicles

xikt of OD pair k  K at time point t T that have been present in cell i C for  

time intervals (entered the cell at time point t  1  ), (ii) the number of vehicles yOUT ikt

of OD pair k  K in time interval t, t 1 T that have remained in cell i C for

  time intervals (entered the cell at time point t 1 ) and will propagate to the

next cells, and (iii) the number of vehicles zikt of OD pair k  K in time interval

t, t 1 T that have remained in cell i C for   time intervals (entered the cell at

time point t  1  ) and will not propagate to the next cell.

The corresponding mass balance equations are read in physical terms directly

from Figure 3.2. The following description is the same for all OD pairs k  K . Initially,

a set of vehicles y IN ikt enters a cell i C in time interval t, t 1 T . Then, by adding

the network inbound demand d ikt at the same cell i C and time point t T , we have

the number of vehicles xikt1 at time point t T that have been present in cell i C for

one time interval. The corresponding constraint is:

yIN tik1  d ikt  xikt1 i  C , t  T \ 0 , k  K (3.10.a)

 69

dik0  xik0,1 i  C , k  K (3.10.b)

Then, some yOUT ikt1 vehicles out of the total xikt1 vehicles will propagate to the

next cells, and the rest zikt1 vehicles will remain in the same cell. The zikt1 vehicles will be

equal to the vehicles x ikt 12 at the next time point  t  1  T that have been present in

the same cell i C for two time intervals. The corresponding constraints are:

xikt1  yOUT ikt1  zikt1 i  C , t  T \  T  , k  K (3.11)

z ikt 1  xik
t  1 2
i  C , t  T \  T  , k  K (3.12)

Generalizing constraints (3.11) and (3.12) for the rest of delay time points   ,

we get:

xikt  yOUT ikt  zikt i  C , t  T \  T  , k  K ,   (3.13.a)

T , T
x
 
ik  bik i  C , k  K (3.13.b)

zikt  xikt 1 1 i  C , t  T \  T  , k  K ,   1,   2  (3.14)

For vehicles that delay in the cell beyond the last  consecutive time intervals,

the FIFO property is not satisfied among them, although it still holds for them relative to

vehicles that have spent less than  time intervals. This issue will not be of concern if

 is appropriately selected to be large enough for specific cells. The corresponding

constraint is:

zikt  1  zikt   xik t 1  i  C , t  T \  T  , k  K (3.15)

 70

Finally, the total outflow yOUT ikt from cell i C in time interval t T is equal to

the sum of outflows yOUT ikt that come from the different delay time intervals  

minus the network outbound demand bikt . The corresponding constraint is:

t
y OUT ik  bikt  yOUT ikt i  C , t  T \  T  , k  K (3.16)
 

The second methodological step is completed by rewriting capacity constraints

(3.6) and (3.7) following the expansion of the routing variables:

t
x ik  N it i  C , t  T (3.17)
  k K

t
z ik  N it i  C , t  T \  T  (3.18)
  k K

3.2.1.3 “Strong” enforcement of the FIFO property

In the third methodological step, we establish the FIFO property strongly. To

control the exiting priorities among vehicles in the same cell, we introduce the following

binary variables: (i) sit controlling whether vehicles yOUT ikt that have been in cell i C

at time point t T for   time intervals are allowed to exit the cell  sit  1 or not

st
i  0  , and (ii) f i t controlling whether vehicles zikt that have been in cell i C at

time point t T for   consecutive time intervals are allowed to remain in the cell

f i
t
 1 or not f i
t
 0  . Therefore, the corresponding capacity constraints are:

t
y OUT ik  sit  Qit i  C , t  T \  T  ,    (3.19)
k K

t
z ik  f i t  N it i  C , t  T \  T  ,    (3.20)
k K
 71

The special relations between the sit and the f i t binary variables originate from

the definition of the FIFO property. Therefore, if vehicles are allowed to exit after  

time intervals  sit  1 , the vehicles that have waited for one more time interval

  1   have to be allowed to exit the cell  sit 1  1 . Furthermore, if vehicles are

allowed to exit after   time intervals  sit  1 , then no vehicle that has waited for

one more time interval   1   will be allowed to remain in the cell fi   t  1

0 .

The corresponding constraints are:

sit  sit  1 i  C , t  T \  T  ,    (3.21)

sit  f i t  1  1 i  C , t  T \  T  ,    (3.22)

Interestingly these relations have a graph interpretation in Figure 3.2. Vehicle

flow is allowed to at most one of each pair of intersecting arcs.

Finally, the generalized objective function for the multiple destination case

becomes:

   
min      w1tik  y IN ikt  w2 ikt  yOUT ikt    w3ikt  xikt  w4 ikt  yOUT ikt  w5ikt  zikt     w6 tjk  y tjk 
k K tT  iC     jE  (3.23)

where the new weights w are selected appropriately for modeling the SO

(Ziliaskopoulos, 2000) or the UE (Ukkusuri and Waller, 2008) objective.

In summary, the GT-CTM formulation for MD-DTA with “strong” enforcement

of the FIFO property consists of objective (3.23), constraints (3.1), (3.4)-(3.5), (3.8)-
 72

(3.10), and (3.13)-(3.22) which are renamed from (3.24) to (3.39), respectively, and the

individual variable constraints (3.40) and (3.41):

 y tjk  yIN ikt i  C , t  T \  T  , k  K

1
(3.1)/(3.24)
j i 

y IN tik1  d ikt  xikt1 i  C , t  T \ 0 , k  K (3.10.a)/(3.25.a)

dik0  xik0,1 i  C , k  K (3.10.b)/(3.25.b)

xikt  yOUT ikt  zikt i  C , t  T \  T  , k  K ,    (3.13.a)/(3.26.a)

T , T
x
 
ik  bik i  C , k  K (3.13.b)/(3.26.b)

i  C , t  T \  T  ,
zikt  xikt 1 1 (3.14)/(3.27)
k  K ,   1,   2

zikt  1  zikt   xik t 1  i  C , t  T \  T  , k  K (3.15)/(3.28)

t
y OUT ik  bikt  yOUT ikt i  C , t  T \  T  , k  K (3.16)/(3.29)
 

yOUT ikt   y tjk i  C , t  T \  T  , k  K (3.4)/(3.30)

j i 

t
y IN ik  Qit i  C , t  T \  T  (3.5)/(3.31)
k K

t
x ik  N it i  C , t  T (3.17)/(3.32)
  k K

t
z ik  N it i  C , t  T \  T  (3.18)/(3.33)
  k K

t
y jk  q tj j  E , t  T \  T  (3.9)/(3.34)
k K

t
y OUT ik  Qit i  C , t  T \  T  (3.8)/(3.35)
k K

t
y OUT ik  sit  Qit i  C , t  T \  T  ,    (3.19)/(3.36)
k K

t
z ik  f i t  N it i  C , t  T \  T  ,    (3.20)/(3.37)
k K

sit  sit  1 i  C , t  T \  T  ,    (3.21)/(3.38)

 73

sit  f i t  1  1 i  C , t  T \  T  ,    (3.22)/(3.39)

y IN ikt , yOUT ikt , y tjk , i  C , j  E ,  t  T ,

(3.40)
xikt , yOUT ikt , zikt  0 k  K ,    

sit , f jt  0,1 i  C , t  T \  T  ,    (3.41)

In summary, constraints (3.24) to (3.30) are the mass balance constraints,

constraints (3.31) to (3.35) are bounding capacity constraints, constraints (3.36)-(3.39)

are the FIFO enforcing constraints (where constraints (3.36) and (3.37) are responsible

for the network design characteristics of the formulation and (3.38) and (3.39) are side

constraints) and constraints (3.40) and (3.41) are the individual variable constraints.

3.2.2 Limitations

The above formulation can model the FIFO property “strongly” compared to

previous research studies (Li et al., 1999). However, it comes with some limitations

(minor violations). These limitations are of two types: (i) intra-cell, and (ii) between

sequential cells.

A minor potential intra-cell FIFO violation may appear for vehicles which enter

the cell in the same modeling time interval. Given that a modeling time interval in DTA

macroscopic modeling is typically between 6 to 20 seconds, then if vehicle A entered

first at the same (6 or 20 second) time interval with vehicle B, then if at the end of the

cell there is outflow capacity sufficient for one vehicle only, it is possible that vehicle B

and not vehicle A will exit the cell. However, any better approximation of the FIFO

property will eventually result in a vehicle-by-vehicle integer enumeration which is

beyond the study area of macroscopic DTA models.

 74

From a computational complexity perspective, a more crucial intra-cell FIFO

violation has to do with the cardinality  of the set of delay time intervals   , or

equivalently the researcher/planner’s selection of the maximum time intervals that

vehicles’ relative position in the cell is tracked. If a vehicle remains in a congested cell

for more time intervals then it may be allowed to exit before vehicles that entered after

it. Thus, the greater  becomes, the higher the mixed integer formulation’s complexity

becomes.

The proposed FIFO property does not also address the case of vehicles travelling

between sequential cells at intersections. This means that servicing priorities at

intersections are not captured and vehicles will be serviced arbitrarily or potentially

according to individuals’ value of time and DTA feasibility constraints.

3.2.3 Solution methodology and implementation details

The proposed formulation for MD-DTA (3.24)-(3.41) is a mixed-integer multi-

commodity network design formulation with side constraints, which is NP-Hard.

However, the linear MCF sub-structures (multiple commodities) make the formulation

an appropriate candidate for the application of decomposition techniques (such as

Benders), or the Lagrangian relaxation of the capacity bounding constraints. Hybrid

heuristic approaches may also be of interest. For example, genetic algorithms may be

used for the estimation of the binary variables (which in physical terms have a one-to-

one correspondence with the actual delay on a link) followed by addressing the resulting

linear formulation with the decomposition techniques.

 75

Other sources of computational complexity are the existence of large number of

binary and routing variables, especially after their expansion for all delay time intervals.

Hence, a “brute” application of the formulation to even small networks will most likely

result in computationally cumbersome instances. Therefore, we propose some special

implementation details which will improve the applicability of the formulation. The

most important one is that the MD-DTA GT-CTM formulation should be expanded to

account for the FIFO property (steps 2 and 3) only for those cells and time intervals in

which delays occur. If traffic propagates at free-flow speed then all vehicles have the

same “optimal” speed and the FIFO property is redundant. Moreover, if estimated or

real-time information on traffic delays are historically known or provided on-line, then:

(i) the time-expansion (in terms of delay in a cell) will be the minimal, (ii) the binary

variables will be reduced.

3.3 Conclusions and extensions

The proposed graph-based formulation extends the modeling capabilities of the

GT-CTM from the SD-DTA to the broader and more complex MD-DTA class of

problems. The GT-CTM’s underlying graph theoretic structure is exploited for the

potential deployment of efficient solution methodologies. The same transformation

process can be the basis for modeling multiple user classes by focusing on behavior of

drivers. In future research, we will address the applicability of the GT-CTM on a DTA

simulation environment for near real-time applications.

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CHAPTER 4. GT-CTM FOR SUPPLY CHAIN MANAGEMENT

4.1 Introduction

In Chapters 2 and 3 the GT-CTM was developed and used to address the SD and

the MD-DTA problem consistent with the hydrodynamic theory. The GT-CTM is the

graph theoretic extension of the cell transmission model (CTM) (Daganzo, 1994; 1995).

In this chapter, it is showed that the GT-CTM can be used to model single product SCM

(SP-SCM) systems characterized by congestion phenomena.

Zawack and Thompson (1987) proposed a dynamic space-time network flow

model with a corresponding graph representation for modeling SD-DTA and the job

scheduling problems. However, their approach does not address congestion phenomena

realistically as it does not account for the fundamental role of traffic density. Thereby,

congestion phenomena are absent at medium to high densities, and backward

propagating traffic waves and queues are not captured realistically. The GT-CTM

inherently addresses these issues in the DTA context (Chapter 2), thereby enhancing

realism. Here it is shown that improved realism can also be attained for the SCM

problem using the GT-CTM modeling framework, as well as its ability to better

illustrate the interconnections between DTA and SCM. This is significant because

notions like optimal routing (DTA)/scheduling (SCM) and congestion, and solution
 77

methodologies in terms of heuristics and decomposition techniques, become

transferable. This enriches both fields by potentially enabling robust techniques from

one to be applied to the other.

As a starting point, the conceptual equivalence between DTA and SCM is

illustrated using their fundamental characteristics. DTA is the problem of routing a set of

vehicles from their origins to their destinations through the road links of a traffic

network while taking into account the spatio-temporal interactions of their routes. SCM

is the problem of planning and implementing the operations related to the movement,

processing and storage of raw materials, work-in-process inventory (WIP), and finished

goods, all measured in equivalent stock keeping units (SKUs), from their initial

locations to the processing facilities and finally to consumption. In general, both

problems study the optimal transshipment of some “units” (vehicles or SKUs) from their

origins to their destinations through a network of interconnected processes (road links,

industrial processes or storage facilities) and are modeled across multiple time periods.

In DTA, each road link is associated with a free-flow travel time. Link travel time

increases as the link traffic density increases, implying congestion. Link performance

functions express link travel time as a function of the link flow and model congestion up

to the point that maximum flow occurs. Congestion can also be described using the

fundamental traffic flow-density diagram which relates link flow to link density. It

models the whole spectrum of congestion levels, from the uncongested region to jam

densities. In SCM, each operation is associated with a minimum lead (or processing)

time, which is achieved when the WIP has a relatively low value. Congestion in SCM is
 78

the phenomenon where lead times increase as the WIP increases. Clearing functions

express throughput as a function of WIP (Karmarkar, 1989), and represent conceptual

analogs to the link performance function and the fundamental traffic flow-density

diagram in a DTA context. Clearing functions represent congestion phenomena in the

same region as the link performance functions – up to the congestion level at which

maximum flow occurs. However, the functional form of clearing functions (throughput-

WIP relation) is equivalent to the functional form of the fundamental traffic flow-density

diagram. The difference between clearing functions and the fundamental flow-density

diagram is that the notion of clearing function (and its mathematical form) does not

cover the highly congested region where flow decreases as a function of density. Table 1

summarizes the analogies between concepts in DTA and SCM. The qualitative

equivalence between DTA and SCM elements illustrated heretofore will be used later to

develop an analytical framework for SP-SCM through the GT-CTM.

 79

Table 4.1. Conceptual equivalencies between DTA and SCM

DTA SCM Comment

vehicle SKU the fundamental unit of flow
road link process (road link, the fundamental modeling element (server)
processing unit or forming the network
storage unit)
traffic density work in process number of units in a server in a modeling period
inventory (WIP)
jam or maximum maximum WIP maximum number of units in a server in
density modeling time period
traffic flow throughput number of units (vehicles, SKUs) being served
from a server in the modeling time period
link flow capacity maximum maximum number of units being served in a
throughput modeling time period (serving capacity)
link travel time process lead time the time that a unit of flow has to spent in a
server
free-flow travel least lead time the minimum time that a unit of flow has to
time spent in a server (usually experienced when few
units are present in the server)
link performance clearing function relations (of different functional form)
function (flow- (throughput-WIP representing congestion phenomena for
travel time relation) congestion levels up to the point which
relation) maximum flow occurs
fundamental flow- clearing function relations (of the same functional form) between
density diagram (throughput-WIP the flow units present in a server and the
(flow-density relation) maximum serving capacity
relation)
origin source location where flow units are entering the
network from an external location
destination destination location where flow units are exiting the network
to an external location

The GT-CTM is selected because it is based on a simple, exact and time-

expandable graph theoretic cell representation (Figure 2.2), capable of modeling

congestion phenomena in DTA applications without the need for additional congestion-
 80

specific constraints beyond the set of constraints that constitute the GT-CTM’s exact

graph structure. Further, the GT-CTM generalizes TEGs with the modeling capabilities

of node inflow/outflow capacity restrictions and congestion phenomena, and has the

computational complexity of the MCF problem. In the past, time-expanded formulations

have also been widely used to model dynamic network flow problems, such as SCM

problems. In the context of this study, the single-product (or single-commodity)

formulation (SPF) used by Karmarkar (1989) is selected as a well-accepted and

representative formulation for SCM modeling. It is selected because it has a clear graph-

based sub-structure, and addresses congestion phenomena through additional constraints

that are not necessarily linear (Asmundsson et al., 2002). It is shown that SPF’s graph

sub-structure is a construct of the GT-CTM, thereby illustrating that the GT-CTM can be

used to address the broad class of dynamic network flow problems with congestion

phenomena, such as DTA and SCM.

In Section 4.2 the original structure of the GT-CTM is retained and its analytical

formulation is described in SCM terms. In Section 4.3 the SPF of Karmarkar (1989) is

constructed on a GT-CTM base. In Section 4.4 a discussion follows on how notions like

congestion and sub-assemblies as identified in SCM can be addressed in the GT-CTM

modeling framework. Finally, in Section 4.5 our research is summarized and some

issues to be addressed in the future are identified.

4.2 GT-CTM from an SCM perspective

In this section the exact formulation of the GT-CTM is described in SCM terms.

The GT-CTM was developed and used for applications in traffic engineering. Therefore,
 81

the analytical descriptions of its corresponding formulation are provided in Chapter 2 in

DTA terms. It was shown in Section 2.5 that the GT-CTM is a G-TEG, which is suitable

for enhancing the modeling capabilities of any TEG. Aronson (1989) summarizes a wide

variety of TEG applications, including and not limited to SCM models. This indicates

that an analytical description of the GT-CTM in SCM terms can be achieved by directly

reading the GT-CTM’s graph structure with SCM terms instead of DTA terms. As the

GT-CTM description in DTA terms is provided in Chapter 2, in the following

paragraphs the initial GT-CTM graph structure of Figure 2.2 is retained and then re-

described in SCM terms.

4.2.1 Cell and cell connector in SCM

The two fundamental modeling elements of the GT-CTM are the cell and the cell

connector (Daganzo 1994; 1995).

A cell, from an SCM perspective, is the part of a homogeneous process with

duration equal to the modeling time interval  . For instance, if a process has a lead time

of  ' time intervals, then it is modeled with a number of consecutive cells equal to the

appropriate integer near the  '  ratio (by definition  '   ). A cell in its generalized

form is illustrated in Figure 2.2. Depending on the type of process, two types of cells are

defined. If the process has to do with the actual processing of materials in a machine,

then a processing-cell (P-Cell) is defined. If the process has to do with the storage of

some SKUs in a warehouse or on a finished goods stage, then an inventory-cell (I-Cell)

is defined. Both cells are mathematically and graphically equivalent, and the only reason
 82

they are differentiated now is to allow a smoother transition to Karkarkar’s (1989) model

later on.

A cell connector links sequential cells and propagates SKUs from an upstream

cell to the next downstream cell in the next time interval.

4.2.2 Parameters

The supply chain (SC) is represented by the set of cells i C , and the set of cell

connectors j  E . A cell (P-Cell or I-Cell) belongs to one of three cell types depending

on its position in the SC: (i) it is an origin cell C R  C (or source cell), if there are only

downstream cells attached to it and its only incoming flows of SKUs are from external

sources , (ii) it is a destination cell C S  C (or sink cell), if there are only upstream cells

attached to it and its only outgoing flows are to external destinations, or (iii) it is an

intermediate cell C G  C , if there are no incoming or outgoing flows from or to external

sources or destinations accordingly. All cell types described above are illustrated

graphically in Figure 2.2. The set of the successor cells of cell i C is (i ) and the set

of its predecessor cells is  1 (i ) . The maximum work in process inventory (WIP) that

can exist in a cell i C at time point t T is N it , and the maximum input or throughput

of SKUs is Qit for a homogeneous cell i C in time interval  t, t 1 T . In the case of

non-homogeneous cells, the maximum input is QIN it and the maximum throughput is

t
QOUT it  Q IN it . The cell connector’s capacity is q j . The incoming materials from external

sources at a source cell i  CR at time point t T are d it (supply), and the outgoing
 83

materials to external destinations at a destination cell i  CS at time point t T are bit

(demand).

4.2.3 Variables

The fundamental variables of the model are the number of SKUs xit (indicative

t
of WIP) in cell i C at time point t T , and the number of SKUs y j propagated by

cell connector j  E in time interval  t, t 1 T (indicative of throughput). The total

number of SKUs that advance into cell i C in time interval  t, t 1 T is y IN it , which

t
is by definition equivalent to the sum of the flows y j of the incoming cell connectors

j   1  i  . Accordingly, the total number of SKUs in cell i C in time interval

 t, t 1 T that advance to the next cells is y OUT it (total throughput), which is by

t
definition equivalent to the sum of the flows y j of the outgoing cell connectors j    i 

. The number of SKUs in cell i C in interval  t, t 1 T that do not advance to the

next cells is zit (remaining WIP), and it is equal to the difference between the total

number of SKUs xit in cell i C at time point t T minus the number of SKUs yOUT it

in cell i C in time interval  t, t 1 T that advance to the next cells. The variables

described heretofore are for the conservation of flow constraints presented in the

following paragraphs.

All variables are non-negative real numbers.

 84

4.2.4 Constraints and objective function

The constraints presented hereafter originate from Chapter 2. The equivalent

graph representation for the resulting formulation is illustrated in Figure 2.2 in the

generalized form. The constraints of the formulation are the same as constraints (2.19) to

(2.28). The generalized objective function of the GT-CTM is equation (2.29)

4.2.5 Shared properties and models between SCM and DTA

In the previous sub-sections the analytical formulation of the GT-CTM was

presented in SCM terms by retaining its graph structure. The key advantage of doing this

is that a common graph representation can be used to represent both the SD-DTA and

SP-SCM problems using GT-CTM’s exact graph structure.

For instance, in DTA the GT-CTM was used as a tool to study the properties of

existence and uniqueness of a traffic assignment solution (Chapter 2). The same

properties of existence and uniqueness of an SC configuration can be studied in SCM

using the same GT-CTM tools. Therefore, the existence of an SC configuration depends

on whether the equivalent MCF problem is feasible, and a feasible and optimal SC

configuration is unique only if there is no zero cost cycle in the residual network. The

FIFO property was developed in Chapter 3. However, the FIFO property substantially

increases the multiple destination DTA model complexity. The analytical study of the

analogies between multiple destination DTA and multiple commodities SCM is one of

our future research objectives.

 85

4.2.6 Discussion

In the current section, the GT-CTM retained its original graph structure and was

re-described from an SCM perspective. The key advantage is that it provides a

preliminary connection between DTA and SCM which enables the sharing of properties

like existence and uniqueness, and advancements like the graph-based formulation for

the multi-product case incorporating the FIFO property. However, existing and well-

accepted formulations like Karmarkar’s (1989) differ when compared to the GT-CTM’s

graph structure. In the next section, this gap is bridged by showing the relationship

between the two formulations.

4.3 A Single Product Formulation (SPF) as a GT-CTM construct

In this section, Karmarkar’s (1989) deterministic SP-SCM formulation is first

presented analytically and then constructed on a GT-CTM base. In two simple steps, we

first connect a P-Cell and an I-Cell (which both have an exact GT-CTM representation),

and then we assume infinite WIP capacity for the connected P and I cells.

4.3.1 Karmarkar’s SCM Formulation

Karmarkar (1989) discussed congestion phenomena in SCM using a simple and

representative single product formulation (SPF) for a single facility. As it is a well-

accepted formulation in SCM, we focus on illustrating how it can be built as a construct

of GT-CTM’s formulation which originates from DTA.

The variables of the formulation are the WIP Wt at end of period t carried over

to period t  1 , the new work Rt released in period t , the output or actual production
 86

possible X t in period t , the inventory It of finished product at start of period t , the

demand Dt in period t and the maximum production Pt possible in period t . The

constraints of the formulation are as follows:

Wt 1  Rt  Wt  X t t  T (4.1)
I t 1  X t  I t  Dt t  T (4.2)
X t  f Wt 1 , Rt , Pt  t  T (4.3)
Wt , Rt , X t , Dt , Pt  0 j  E, t  T (4.4)

Constraints (4.1) and (4.2) are the conservation of flow constraints and define a

graph sub-structure.
structure. A graphical representation of this sub
sub-structure
structure appears in Figure

4.1 which resembles Figure 4 of Karmakar (1989) (the difference is that in Figure 4.1

only the graph sub-structur

sub structuree of Karmarkar’s formulation is represented while

Karmarkar’s Figure 4 additionally depicts the facility as a “black box”). Constraint (4.3)

represents a set of constraints which provide better approximations for congestion

modeling. Constraint (4.4) is thee non

non-negativity
negativity constraint for all variables.

Figure 4.1. Karmarkar’s (1989) graph sub

sub-structure.
structure.
 87

The objective function of this formulation is the summation of the above product

flows (in the form of new released work, WIP or finished goods inventory) multiplied by

an associated production/inventory cost.

Karmarkar (1989) identified all SKU flows to be variables in this formulation as

the objective of his study was to focus on congestion phenomena. In practice, demand

Dt and the maximum production Pt are usually parameters in SCM, just as network

outflows at destination nodes and link capacities are typically parameters in DTA

problems. Furthermore, as Karmarkar (1989) discussed congestion for a single facility

the concept of a cell connector was not required, and thus did not appear in that study. In

our case, we included cell connectors (as discussed in Section 4.2) in order to represent

multiple facility problems as well.

4.3.2 An equivalent GT-CTM based representation for SP-SCM

In this section we will develop an equivalent formulation to Karmarkar’s (1989)

SP-SCM formulation starting from the GT-CTM, in two simple steps. We will first

connect a P-Cell to an I-Cell and then perform some mathematical (and graphical)

reductions.

In the first step we assume an upstream P-Cell and a downstream I-Cell. Then,

we connect them with a cell connector. We call the resulting graph representation a joint

processing/inventory-cell (P/I-Cell) and illustrate it in Figure 4.2.a, where subscript i

corresponds to the functions of the P-Cell, subscript r corresponds to the functions of the

I-Cell and subscript p corresponds to the cell connector connecting the P-Cell and the I-

Cell. Since the P-Cell and the I-Cell are linked serially with three arcs (total throughput
 88

of the P-Cell, cell connector, total input of the I-Cell), we replace all three with a single

cell connector with capacity equal to the minimum capacity of the three replaced arcs, as

illustrated in Figure 4.2.b. The second graph representation of the P/I-Cell (Figure 4.2.b)

is mathematically equivalent to the first graph representation (Figure 4.2.a).

Figure 4.2.a. Joint processing/inventory cell (P/I-Cell) for SP-SCM.

Figure 4.2.b. Mathematically equivalent P/I-Cell after graph reductions.

Figure 4.2. Equivalent P/I-Cell for SCM.

89
 90

In the second step, we assume infinite capacity for the WIP capacity constraint

for both the P-Cell

P Cell and the I-Cell.
I Cell. Therefore, the corresponding arcs ( x it , xrt of Figure 2)

are graphically deleted from the P/I

P/I-Cell,
Cell, in the sense that their starting and ending node

are reduced into a single node. The mathematical equivalent is the replacement of their

flow variables with the use of the corresponding conservation of flow equality equations

at the starting and ending node. The resulting ggraphical

raphical representation is illustrated in

Figure 4.3, and it is the graph representation of Karmarkar’s (1989) formulation’s graph

sub-structure
structure (of Figure 4.1) extended for multiple facilities (with the support of cell

connectors) and the additional model

modeling
ing capability of total facility input and output

capacity.

Figure 4.3
3. Representation of the graph sub
sub-structure
structure of Karmarkar’s (1989) single
single-
product formulation for multiple facilities and total facility input and output capacity.

This second step is indicative of the following key issue in modeling congestion

phenomena. In the GT- CTM the finite capacity of the x it and x rt arc flow variables is
GT-CTM

the equivalent of DTA’s finite jam density. Finite jam density in the GT
GT-CTM
CTM allows the
 91

modeling of congestion phenomena such as highly dense traffic conditions (or even

gridlock), queue spillbacks and backward propagating traffic waves. In the context of

SCM such congestion phenomena resemble situations where the SC is disrupted and

WIP or finished product are queued through a series of facilities. However such

congestion phenomena are not captured in the graph sub-structure of Karmarkar (1989)

as described by the corresponding constraints (4.1) and (4.2). The broader constraint

(4.3) can potentially capture such congestion phenomena, but it does not integrate them

elegantly in a graph sub-structure similar to that provided by constraints (4.1) and (4.2).

In fact, this issue is the major difference between Karmarkar’s (1989) formulation and

ours as depicted in Figures 4.2 and 4.3. Karmarkar depicts facility level congestion

phenomena (constraint 4.14) as a “black box”, while our Figures 4.2 and 4.3 provide

more analytical graph representations for such congestion phenomena at the facility

level. This further implies that the GT-CTM’s graph-based congestion modeling

capabilities can facilitate simpler and more computationally efficient formulations for

SCM with such congestion modeling capabilities because more congestion related

constraints become part of the computationally efficient MCF structure.

Finally, the conceptual, graphical and mathematical equivalence we showed for

the GT-CTM based DTA formulation and the SCM formulation may indirectly imply

that these formulations are expected to generate the same optimal solutions. The

equivalency in the flow conservation constraints (hard constraints) do imply the above

notion but in the end it is the (mostly empirical) calibration of the functional form (and

the corresponding numerical values) of the congestion related constraints (fundamental

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flow-density diagram, clearing functions) that will determine how close the optimal

solutions are.

4.3.3 Discussion

In this section, we showed that the GT-CTM can be used to construct existing

graph-based SC representations. Furthermore, we identified how congestion phenomena

such as highly dense traffic conditions, queue spillback and backward propagating

traffic waves can be modeled with the use of the GT-CTM’s graph structure in the

context of SCM.

So far, we moved conceptually from DTA to SCM and showed how DTA

properties and models can be applied in SCM, and how congestion in this context can be

captured in a single graph representation. In the next section, we will seek to identify

SCM phenomena and interpret them from a DTA GT-CTM perspective.

4.4 SCM phenomena from a DTA perspective

In this section, we will use the GT-CTM modeling framework to study SCM

phenomena from a DTA perspective. These phenomena include congestion

(Asmundsson et al., 2002) and interconnection of sub-assemblies.

4.4.1 Congestion

In DTA, each road link is associated with a minimum link travel time, labeled

free-flow travel time. The link travel time will increase as the link traffic density

increases. This phenomenon is described in DTA as congestion. It is usually captured by

link performance functions, which express link travel time as a function of the link flow,
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and can also be described using the fundamental traffic flow- density diagram. The GT-

CTM does not require an additional link performance function to capture congestion, as

it is indirectly captured through the graph relations of its internal arc flows because these

graph relations constitute a linear approximation of the fundamental traffic flow-density

diagram.

Accordingly, in SCM a process can be associated with a minimum lead (or

processing) time, which is achieved when the WIP has a relatively low value.

Congestion in SCM is the phenomenon where lead times increase as the WIP increases.

Clearing functions express throughput as a function of WIP (Karmarkar, 1989;

Asmundsson et al., 2002), and represent conceptual analogs to the fundamental traffic

flow-density diagram in a DTA context.

However, a careful examination of clearing functions indicates that congestion is

also considered the phenomenon where the maximum throughput of a process is not

achieved at conditions of minimum lead time. This is also true for traffic operations

according to the Highway Capacity Manual (HCM, 2000). In the simplest graph form of

the GT-CTM, maximum throughput (maximum traffic flow) is achieved at conditions of

minimum lead time (minimum travel time), and only after this point lead times (travel

times) increase as a function of WIP (traffic density). Interestingly, this further indicates

the potential for the GT-CTM to be extended (in future research) for traffic operations

with the proper adaptation and calibration of some equivalent clearing functions.
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4.4.2 Sub-assemblies

A characteristic phenomenon in SCM is the organization of production in sub-

assemblies of different sub-components which are then assembled in a single new

component. A similar phenomenon in DTA is not typical and may not exist at all. The

reason is that vehicles are independent units in typical traffic systems, and do not require

the presence of another vehicle to propagate to the next traffic link.

As sub-assemblies do not exist in DTA, we will address them by an ad-hoc

modification on the GT-CTM modeling framework, specifically for SCM. Let’s assume

that in order to assemble a unit of component k , it is required to consume  l units of

sub-component l and  m units of sub-component m . Only when both a number of y lt

sub-components l and a number of ym sub-components m arrive at the P-Cell, a

number of y IN tk components k will be produced. Thus, the following equations have to

hold:

ylt  l  y IN tk (4.5)
t t
y m m  y IN k (4.6)
When linear equations (4.5) and (4.6) are added to the original formulation

(2.19)-(2.29) for the corresponding cells which will link sub-assemblies, the pure MCF

problem becomes a MCF problem with side constraints (Ahuja et al., 1993). The

resulting formulation is more complex, but it is still a well-known mathematical

problem.
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4.4.3 Discussion

In this section, we examined how congestion and sub-assemblies are modeled in

SCM. Congestion modeling, with the use of clearing functions, shares similar concepts

with DTA, thus advances from both DTA and SCM can be used to enrich the modeling

capabilities of the GT-CTM. The existence of sub-assemblies in SCM does not have an

equivalent in typical DTA applications. Therefore, a special set of constraints (4.1)-(4.2)

was developed as an ad-hoc modeling approach, which altered the classification of GT-

CTM’s formulation to MCF with side constraints. The two phenomena studied in this

section indicate that further research can provide more insight on the similarities

between SCM and DTA.

4.5 Conclusions and future research

Concluding, this study illustrated the capabilities of the GT-CTM as a direct

bridge between DTA and SCM. The GT-CTM can be used for SCM applications in its

original form (Section 4.2, Figure 2.2), or with a special graph construct (Figures 4.2,

4.3) in order to better resemble Karmarkar’s (1989) modeling approach (Section 4.3.1).

In both cases the DTA properties of existence and uniqueness of a traffic assignment

solution can be studied in SCM applications. Further, we discussed the definitional

analogies between link performance functions, the fundamental flow-density diagram

and clearing functions (Section 4.1) and later on we identified how congestion

phenomena such as highly dense traffic conditions, queue spillbacks and backward

propagating traffic waves can be modeled using the GT-CTM’s graph structure in the

context of SCM (Section 4.3.2). Finally, in Section 4.4 we discussed how congestion
 96

and sub-assemblies are viewed from an SCM perspective in the modeling environment

of the GT-CTM. In future research, we will seek to adapt and calibrate equivalent

clearing functions for the GT-CTM and examine whether the notion of clearing

functions for SCM can be meaningfully extended for the highly congested region.
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CHAPTER 5. GRAPH THEORETIC LINK TRANSMISSION MODEL FOR LARGE

NETWORK APPLICATIONS

5.1 Introduction

In this chapter, we develop a graph theoretic link transmission model (GT-LTM)

building block based on the GT-CTM and Yperman’s (2007) LTM, to address large

network applications efficiently and model backward propagating traffic waves more

realistically.

Yperman et al. (2005; 2006) and Yperman (2007) addressed a key computational

disadvantage of the CTM for large scale applications. The notion of the cell as the

fundamental modeling element in the CTM leads to a large number of cells, which

substantially increases the computational requirements of the model. Yperman and his

colleagues address this issue by shifting the focus of the fundamental modeling element

from the cell to the link, and introduce the link transmission model (LTM). It leads to

trade-offs between accuracy at the cell level of the CTM and the computational

efficiency at the link level of the LTM. Cells allow more detailed intra-link modeling

than links. This enables better calibration of the traffic flow relationships and the more

accurate tracking of the vehicle positions internally in a link. However, these modeling

capabilities are more beneficial for theoretical traffic flow studies and microscopic small
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or corridor DTA applications, rather than large-scale DTA problems. Large scale DTA

applications require efficient mathematical models as they focus on route level metrics,

like link and path travel times, which depend more on aggregate network-level

phenomena than the accuracy of intra-link disturbances. Hence, shifting the modeling

level from cell to the link through the LTM, and in our context, the GT-LTM enables

better computational efficiency in addressing large-scale DTA applications.

The LTM (Yperman, 2007) addresses the flow propagation concepts of the CTM

at the link level. It is used for simulation-based network loading applications. The

propagated flow depends on the local receiving and sending functions at the endpoints of

links, which are the intersection nodes. Yperman et al. (2006) propose a procedure that

ensures strict enforcement of the FIFO property for the LTM, but suggest that it is not

computationally efficient and primarily suitable for theoretical applications (Yperman,

2007). An application of the FIFO property is demonstrated in a diverge network with

three links (Yperman et al, 2006). Further, the LTM handles priority at intersections and

uses the speed of the BPTW as an external parameter which requires additional

calibration. Compared to the CTM, the LTM performs substantially better for large-scale

network loading applications (Yperman, 2007). The solution methodology for the LTM

and the FIFO property is based on a sequential time step procedure for every node.

However, its computational complexity is not analyzed. Since the LTM is addressed in

the context of the network loading only, specific properties in the DTA context are not

studied in theoretical terms.

 99

In this chapter the modeling of backward propagating traffic waves (BPTWs)

and their analytical study is fundamental for the synthesis of the GT-LTM, thus the key

definitions for the BPTWs, as it appears in Section 2.1 are summarized here and

extended accordingly. The speed of (BPTWs) has been an issue of discussion in many

recent works (Daganzo, 1993; 1994; 1999; Yperman 2007; Szeto, 2008). In general, the

BPTW is a disturbance of density which travels backwards. In the case that density

disturbances are not smooth, then the BPTWs take the form of a shock wave. We can

differentiate two major BPTWs (which may also take the form of shock waves): (i) the

BPTW which appears at queue formation (or QF-BPTW), and (ii) the BPTW which

appears at the dissipation of a queue (QD-BPTW). The QF-BPTW describes how a

disturbance of increased density travels backwards as a queue is formed upstream of a

bottleneck and refers to the kinematics of decelerating vehicles. This particular BPTW is

well studied in all previous works and will not be further examined here as it is easy to

model. The QD-BPTW appears when a queue dissipates after the removal of a

bottleneck and refers to the kinematics of accelerating vehicles. The corresponding

disturbance of decreased density (which first appears exactly upstream of the bottleneck)

propagates backwards at a finite speed. This means that in the case of a maximum

density queue after a red traffic light, when the traffic light turns to green some strictly

positive time will be required for allowing the first car from upstream links to enter at

the end of the queue.

There is little literature on the behavior of the QD-BPTW, as most studies on

BPTWs emphasize scenarios of queue formation and not queue dissipation. In the CTM
 100

context, Daganzo (1993) explicitly includes a numerical example for the dissipation of

queues where the speed of the QD-BPTW is the free-flow speed, which is significantly

higher than that of the QF-BPTW. This is because the CTM inherently assumes free-

flow speed for the QD-BPTW regardless of the speed w of the QF-BPTW. Daganzo

(1999) introduces the lagged cell transmission model (L-CTM) to partly address this

issue by proposing a time lag such that the speed of the QD-BPTW is reduced to less

than the free-flow speed proportional to the time lag. Szeto (2008) enhances the L-CTM,

and proposes the enhanced L-CTM (EL-CTM) by focusing on cases where negative

densities or densities greater than the jam density are predicted. Yperman’s (2007) LTM

addresses the issues mentioned heretofore for the DNL problem. In respect to this latest

(and most updated) work, GT-LTM will introduce an exact graph structure at the link

level (Section 5.3) and will expand in detail the analytical underline mechanism for QD-

BPTWs in graph and traffic flow theoretic terms (Section 5.4) for the SD-DTA problem.

As discussed in Chapter 2, the GT-CTM allows the QD-BPTW to propagate

instantaneously from the head to the tail under queue dissipation. While this is

representative of production planning and automated highway systems, it is inconsistent

with queue dissipation under traditional vehicular highway systems (for example, under

SD-DTA) where the QD-BPTW takes a finite amount of time to propagate upstream. In

this chapter, we extend the GT-CTM to the GT-LTM by shifting the modeling focus

from the cell level to the link level, akin to Yperman (2007). In this context, the QF-

BPTW and QD-BPTW are differentiated by proposing a separate mechanism to

propagate the QD-BPTW in terms of empty vehicle slots. The advantage of this

approach is that the resulting GT-LTM retains the theoretical advantages of the GT-
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CTM (G-TEG, graph theoretic analysis of solution existence and uniqueness) and the

computational efficiency of both the LTM and the GT-CTM, while enabling the

independent modeling of BPTWs for queue formation and dissipation.

The rest of the chapter is organized as follows. In Section 5.2, we summarize the

GT-CTM formulation for the SD-DTA problem, as it is the mathematical base for the

GT-LTM. The notation used is consistent with the requirement of a detailed

representation of the mathematical equations for the QD-BPTW on the T-S diagram. In

Section 5.3, we first extend the formulation from the cell level to the link level. Then,

the concept of backward propagating “empty vehicle slots” is used to model the QD-

BPTW. The definitional constraints that illustrate the interactions between the backward

propagating empty vehicle slots and the actual forward propagating vehicles are

specified. These definitional constraints, after the necessary transformations, provide the

final form of the formulation. Section 5.5 summarizes the computational results for

numerical experiments conducted using the Borman Expressway in North Indiana for

the GT-LTM. Section 5.6 provides some concluding comments.

5.2 GT-CTM summary

This section summarizes the SD-DTA formulation based on the GT-CTM. As

this work transfers the modeling focus from the cell (GT-CTM) to the link level (GT-

LTM), the notation used here is correspondingly modified. Compared to previous

chapters, time is modeled as a pointer to specific time points (modeling focus is on the

traffic flow theoretic aspect in the T-S diagram) and not as an integer counter of

modeling time intervals. That is, the modeling focus is on the graph structure. For
 102

instance, a flow y j is defined to represent flow in the actual time window t, t   T
t

and not that in the sequential time periods t, t 1 T , as addressed in the previous

chapters.

The network is represented by the set of cells i C , and the set of cell connectors

j  E . In CTM, a cell belongs to one of three cell types: the subset of origin cells

C R  C (source cells), the subset of destination cells CS  C (sink cells), or the subset

of intermediate cells CG  C . For the sake of simplicity and without loss of generality,

we also use a generalized cell representation, as in Figure 2.2, which captures all three

cell types. The set of the successor cells of cell i C is (i ) and the set of its

predecessor cells is 1 (i ) . The constant discretization time interval is  and the free-

t
flow speed is v f . The maximum occupancy of a cell i C at time point t T is Ni , and

t
the maximum inflow/outflow is Qi for cell i C in time interval t, t   T . The

capacity of a cell connector j  E in time interval t, t   T is q j . The number of

t

t
vehicles entering the network at source cell i  CR at time point t T is di (network

inbound flow), and the number of vehicles exiting the network at destination cell i  CS

t
at time t T is bi (network outbound flow).

The variables of the model are described in this paragraph. The number of

t
vehicles in cell i C at time point t T is xi . This set of variables represents

occupancy and it is a proxy for traffic density. The number of vehicles routed by cell
 103

connector j  E in time interval t, t   T is y j . The total number of vehicles that

t

t
advance into cell i C during time interval t, t   T is yINi , which is by definition

t 1
equivalent to the sum of the flows y j of the incoming cell connectors j   i  during

time interval t, t   T . Accordingly, the total number of vehicles from cell i C that

t
advance to the next cells during time interval t, t   T is yOUT i , which is by

t
definition equivalent to the sum of the flows y j of the outgoing cell connectors

j  i  during the same time interval t, t   T . All y variables are proxies for the

corresponding traffic flows. The number of vehicles in cell i C at time point t T that

t
do not advance to the next cells is zi ; for intermediate cells, it is equal to the difference

t
between the total number of vehicles xi in cell i C at time point t T and the number

t
of vehicles yOUT i in cell i C in time interval t, t   T that advance to the next

cells. All variables are non-negative real numbers.

The constraints of the formulation are summarized here:

 y tj  yIN it  0 i  C , t  T \  T 
1
(5.1)
j i 

zit 1  yINit 1  dit  xit  0 i  C, t T \ 0 (5.2.a)

di0  xi0  0 i  C (5.2.b)

xit  zit  yOUTit  bit  0 i  C , t  T \  T  (5.3.a)

 104

 
xi  bi  0 i  C (5.3.b)

yOUT it   y tj  0 i  C , t  T \  T  (5.4)
j  i 

yINit  Qit i  C , t  T \  T  (5.5)

xit  Nit i  C , t  T (5.6)

zit  Nit i  C , t  T \  T  (5.7)

yOUTit  Qit i  C , t  T \  T  (5.8)

ytj  Qtj i  C , t  T \  T  (5.9)

xit , ytj , zit , yIN ti , yOUT ti  0 i  C , j  E , t  T (5.10)

The generalized objective function is:

 
   c t
1i  xit  c2 it  y IN it  c3it  yOUT it  c4 it  zit    c5 tj  y tj 
(5.11)
tT  iC jE 

The analytical description of the formulation can be found in Chapter 2. Section

2.3.2 describes the formulation on the T-S diagram, and Figure 2.3 illustrates it. In the

next section, we exploit the geometrical and analytical synergy of GT-CTM’s properties

for a comprehensive transition from the cell to the link level.

5.3 Forward propagation of vehicles at the link level

In this section we provide a geometrical and analytical transition from the cell to

the link level by addressing the forward propagating vehicles (forward propagating

traffic wave (FPTW)) in intermediate links.

 105

Starting from the representation of GT-CTM’s graph equations on the T-S

diagram as in Figure 2.3, we extend the graph representation on the T-S diagram as in

Figure 5.1 (for an intermediate link with 4 cells). The parameters are the cell length  i ,

the link length l for an intermediate link l  LG , the integer number of cells n l in link

l  L, nl  , and the link’s free-flow speed vl or free-flow travel time  l . The above

parameters are related with the following fundamental CTM relations n l   l  and

vl  l l . The independent sets of intermediate links LG , origin links LR and

destination links LS form the complete set of links L  LG  LR  LS .

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Figure 5.1.. Cell expansion to the link level on the T-S diagram
agram for a link with 4 cells.

We can distinguish two types of variables in Figure 5.1

5.1. They include the

boundary of the parallelogram ABKJA (all z and

variables which appear on the external bound
 107

t  t 3
the yINi , yOUTi3 l variables) or boundary variables, and the interior variables in the

same parallelogram (all x and the rest of y variables) or internal variables.

All internal variables provide localized intra-link information for the cell-level

density and traffic flow conditions. Such variables are important primarily when the

research objective is to seek theoretical insights/results for traffic flow. However, the

current objective is to address large-scale DTA applications by providing travelers with

optimal paths in a computationally efficient manner. In this problem: (i) congestion in a

series of links contributes to the total path travel time, and (ii) these network-level

traffic conditions have to be captured in a computationally efficient manner. Hence, the

intra-link information of the internal variables will be discarded and only the effect of

boundary variables will be considered. The major drawback in terms of realism is that

maximum density, which is represented by the x variables, may not be satisfied. This is

an important issue which is addressed in the next paragraph.

Among the boundary variables, the z variables provide intra-link information at

t  t 3
the cell level and the yINi and yOUTi3 l flow variables provide boundary conditions at

t  t 3
the starting point and the ending point of a link. We will now rename yINi and yOUTi3 l

t  t 3
variables to yINl and yOUTl so that they are described from a link level perspective.

Then, constraints (5.5) and (5.8) can be re-written as:

yINlt  Qlt l  LG , t  T \  T  (5.12)

yOUTlt  Qlt l  LG , t  T \  T  (5.13)

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t
, where Ql is equal to the maximum flow for the first and last cells of link l  L

(assuming a uniform link without loss of generality).

t
Next, we aggregate the z variables of Figure 5.1 to a single zl variable at the

link level for the set of links l  L and analytically define it in equation (5.14). As each

t
of the z variables has an upper bound, as defined in equation (5.7), the zl has also an

upper bound as shown in equation (5.15).

nl 1
zlt   zitnnl l  LG , t  T \  T   l   , T  (5.14)
n0

nl 1
z   Nitnnl  Nlt
t
l
l  LG , t  T \  T   l   , T  (5.15)
n 0

t
Now we can define a new variable rl , which is the number of vehicles equal to

the total inflow or the total outflow for the parallelogram ABGFA in Figure 5.2:

yINit  zit  rlt  l  LG , t  T \  T   l   , T  (5.16)

rlt  zit   yOUTit l l  LG , t  T \  T   l   , T  (5.17)

 109

Figure 5.2.. GT-LTM’s

GT LTM’s graph representation on the T-S diagram.
diagram

The corresponding upper bound for the new variable is:

nl 1 nl 2  5.3.a  nl 2  5.7

n 0 n 0

rlt  zlt  yOUT it   zitnnl  yOUT it   zitnnl  zi nll 1 l  yOUT ti
t  n 1 
   zitnnl  xinll1l 
n 0
t  n 1 

nl  2 nl 1
rlt   Nitnnl  Ni nll1 l   Nitnnl  Nlt 
t  n 1 

n 0 n 0

rlt  Nlt l  LG , t  T \  T  l   , T  (5.18)

t
The mathematical rational for the above upper bound on the rl variable can be

interpreted geometrically on Figure 5.1 by applying equations (5.3.a) and (5.7) on

t
triangle IKJI. The geometrical interpretation of the rl variable is illustrated in Figure

5.2; it is the number of vehicle trajectories which intersect the side BF. Thus, the

conservation of flow constraints (5.16) and (5.17) can be interpreted as the conservation
 110

of flow in the triangular spaces ABFA and BFGB of Figure 5.2, respectively. Variable

rlt has an upper bound which is numerically equal to the link’s maximum occupancy

Nlt . It does not imply that the link’s occupancy xlt will also be bounded numerically by

t
the same maximum occupancy Nl .

t
The definitional equations for link occupancy xl are:

nl 1
xlt   xitn l  LG , t  T (5.19)
n 0

xlt  yINlt  xlt   yOUTlt l  LG , t  T \  T  (5.20)

xlt  Nlt l  LG , t  T (5.21)

Equation (5.19) relates the link level occupancy with the cell level occupancy.

Equation (5.20) is the conservation of flow in parallelogram ABCDA of Figure 5.2.

Equation (5.21) is the upper bound on occupancy (maximum occupancy).

In order to complete our mathematical formulation for the period of interest, the

starting and ending time are modeled by the following equations:

nl 1
x  z   yOUT ln
0
l
0
l
l  LG (5.22)
n 0

nl 1
T l T l  n T
zl   yIN l  xl l  LG (5.23)
n 0
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Equations (5.22) and (5.23) are conservation of flow equations for triangles

AFDA and BHGB of Figure 5.2 and correspond to the first and last time point of our

modeling period, respectively.

In summary, equations (5.12)-(5.13), (5.15)-(5.18), (5.22) and (5.23) define GT-

LTM’s graph theoretic structure for forward propagated vehicles at the link level

(parallelogram ABGFA of Figure 5.2). Equations (5.20) and (5.21) independently ensure

that maximum link density will be respected with the use of a second graph theoretic

structure (parallelogram ABCD of Figure 5.2). The graph structure of parallelogram

ABGFA of Figure 5.2 is topologically the same as GT-CTM’s graph structure at the cell

level (as illustrated in Figure 2.2). QF-BPTWs are captured in a straightforward manner

t t
by the existing graph structure with maximum speed equal to vQF ,l  Nl Ql  vl . A

limitation of this graph structure and the corresponding mathematical formulation is that

a backward (spatially) propagating density disturbance at queue dissipation may travel

backwards instantaneously. In the next section we propose a methodology and the

necessary constraints to establish a more realistic representation for BPTWs.

5.4 Backward propagation of empty vehicle slots - QD-BPTWs

In this section, we describe the QD-BPTWs in relation to the backward

propagation of empty vehicle slots, introduce the necessary analytical definitional

relationships and a modeling mechanism for the QD-BPTWs, and provide a geometrical

interpretation for the analytical operations.

 112

5.4.1 Description of a QD
QD-BPTW
BPTW on the T
T-S diagram

To
o better visualize the QD
QD-BPTW, we introduce it through the study of the

formation of a queue of maximum density across the whole length of a link and then the

dissipation of this queue This is illustrated in Figure 5.3 where a queue of maximum

density forms (region ABGE) with maximum upstream inflow (at side AB) and zero

outflow (at side EG). After maximum density is reached (side BG) the queue dissipates

(region BDHG) at maximum outflow (at side GH) and zero inflow (at side BD). The

speeds vQF ,l and vQD ,l of the QF--BPTW

BPTW and QD
QD-BPTW
BPTW,, respectively, correspond to the

slopes of sides FB and GC, respectively. The minimum time for the QF
QF-BPTW
BPTW and the

BPTW to reach the end of the link at maximum speeds vQF ,l and vQD ,l are QF ,l
QD-BPTW

and QD,l , respectively.

Figure 5.3.. Formation (ABGE) and dissipation (BDHG) of a queue on the T-S diagram.
 113

A vehicle from an upstream link will be able to enter into the tail of this heavily

congested link (at point B of side BC) only when an empty vehicle slot appears at the

tail of the link (on side BC). This will happen when the last stopped vehicle at the tail of

the link propagates forward, thus emptying a vehicle slot. However, this vehicle at point

B in turn requires an upstream empty vehicle slot in order to move forward and empty

its current slot. As this is a recursive process, in the case of our maximum density queue

no such empty slot appears anywhere in the link at time  l (side BG). The only source

for empty vehicle slots is at the head of the link (at point G); when the first vehicle of the

queue exits the link, it empties the first vehicle slot. This is the empty vehicle slot which

recursively travels backwards from the head of the link at point G to the tail of the link

at C (along side GC). Hence, we provide here an alternative description for the QD-

BPTW which is based on the backward propagation of empty vehicle slots.

Two simplifying assumptions are made in the case study shown in Figure 5.3.

First, vehicles travel at free-flow speed only. Second, maximum inflow and outflow at

queue formation and dissipation are equal, and hence QF,l  QD,l  l . This can be

identified geometrically in the BDHGB region of Figure 5.3. The last stopped vehicle at

point B will exit the link at point H after l  Nlt Qlt  time units, where Nlt is the

maximum occupancy for the whole length l of the link and Qlt is the maximum flow

for one time interval  . Since the last vehicle will travel at free flow speed vl , it will

travel on side CH, starting at point C. Thus, the first vehicle from upstream links will be

able to enter this heavily congested link (side BG of Figure 5.3) after
 114

QD,l  l l  QF,l time units, where l is the travel time at free-flow speed for this

link. These two assumptions along with the resulting numerical values are simplistic and

we do not imply their validity. They are useful only as indicative values for a simple and

easy to understand graphical representation of the two BPTW phenomena. For the

interested reader, Zhang (1999) provides more details from a traffic flow theoretic aspect

on the speed of BPTWs.

5.4.2 Definitional relationships between vehicles and empty vehicle slots

Interestingly, in the previous paragraph we indirectly utilized two fundamental

definitional relationships for the variables modeling the movement of empty vehicle

slots and related them to the variables modeling the movement of the vehicles.

The first definitional relationship is that the sum of the numbers of vehicles and

empty vehicle slots present in a link at any time point is constant. Accordingly, the sum

t t t
of vehicles xl and empty vehicle slots xBl is equal to the maximum occupancy Nl of

the link:

xlt  xBlt  Nlt l  LG , t  T (5.24)

From a mathematical programming perspective, the number of empty vehicle

t
slots xBl is not a new variable. It is the slack variable of the GT-CTM’s and the GT-

LTM’s maximum occupancy equation (5.6) and (5.21) for the cell and link level,

respectively.
 115

The second definitional relationship is that for any section of a directed road link

during a time interval  , the number of vehicles crossing the section in the physical

direction of the road link (forward propagation) is equal to the number of empty vehicle

slots crossing the same section in the opposite direction of the road link (backward

t
propagation). Accordingly, the total inflow of vehicles yINl is equal to the total outflow

t
of empty vehicle slots yOUT , Bl at the starting point of a link l  L for each time interval

t  T \  T  , and the total outflow of vehicles yOUT tl is equal to the total inflow of empty

t
 
vehicle slots yIN , Bl at the ending point of a link l  L for each time interval t  T \ T :

yOUT tl  yIN , Blt l  LG , t  T \  T  (5.25.a)

yINlt  yOUT , Blt l  LG , t  T \  T  (5.25.b)

Equations (5.25.a) and (5.25.b) originate in the more fundamental concept that

t t
the flow of vehicles y j and the (opposite) flow of empty vehicle slots yB j propagated

by a cell connector are equal:

ytj  yBtj j  E , t  T \  T  (5.26)

The upper bounds for the variables modeling empty vehicle slots, in accordance

with equations (5.24)-(5.26), are:

xBlt  Nlt l  LG , t  T (5.27)

yIN ,Blt  Qlt l  LG , t  T \  T  (5.28.a)

 116

yOUT ,Blt  Qlt l  LG , t  T \  T  (5.28.b)

yBtj  Qtj j  E , t  T \  T  (5.29)

The geometrical interpretation of equations (5.24)-(5.29) on the T-S diagram is

illustrated in Figure 5.4. Points A, B, C and D correspond to the same points in Figure

5.2. Figure 5.4 further implies a graph structure for the variables modeling empty

vehicle slots. This graph structure is analytically derived when definitional equations

(5.24)-(5.26) are used in conjunction with conservation of flow equation (5.20). The

resulting conservation of flow equation is:

xBlt  yB,INlt  xBlt   yB,OUT lt l  LG , t  T \  T  (5.30)

 117

Figure 5.4.. Definitional relation

relationship
shipss between forward propagating vehicles and
backward propagating empty vehicle slots.

In summary, equations (5.24)

(5.24)-(5.30) illustrate that the variables modeling empty

vehicle slots (and their upper bounds) are dependent

depend on the variables modeling the

propagation of vehicles. This is a useful result because it allows all equations of the

resulting formulation to be later (Section 5.4.4) re-written

written using variables modeling the

propagation of vehicles only

only.

5.4.3 Backward propagation of empty vehicle slots

In Section 5.4.1
5.4.1, we identified that the QD
QD-BPTW
BPTW can
can be discussed in terms of

the backward propagation of empty vehicle slots. This enables the modeling of the QD
QD-

BPTW backward propagating density disturbance as a wave tracking the movement of

 118

empty vehicle slots, which allows the usage of kinematic equations similar to those for

the forward propagating vehicles from the GT-CTM. Hence, the wave moves in the

direction opposite to that of traffic propagation on that link at its speed. This concept is

consistent with traffic flow theory and has conceptual similarities with the dual wave-

particle nature of light in quantum theory.

The practical implication is that we can develop the necessary set of

mathematical equations for capturing the QD-BPTW using the CTM, GT-CTM, and

GT-LTM (Section 5.3) flow propagation mechanisms, with the mathematical

expressions and graph structure developed in Figure 5.2. Thereby, the flow propagation

mechanism for empty vehicle slots, illustrated in Figure 5.5, originates in Figure 5.2, and

differs in that: (i) all variables refer to empty vehicle slots instead of vehicles, (ii)

propagation of empty vehicle slots is in the opposite direction to the propagation of

vehicles on the link(from ending point i  l to starting point i for a link with length l ),

and (iii) empty vehicle slots have their own minimum travel time QD,l  l each link

l L.
 119

Figure 5.5.. Link level representation for backward propagating empty vehicle slots.

Accordingly, the mathematical expressions for the backward propagating empty

vehicle slots of Figure 5.5 originate in the constraints describing Figure 5.2 for the case

of forward propagated
propagated vehicle. They can be read as conservation of flow in

parallelogram DCKJD of Figure 5.5 (constraints (5.31)

(5.31)-(5.32))
(5.32)), and in triangles AJDA

(constraint (5.33)) and CLKC (constraint (5.34)) for the first and last time point
points of

Figure 5.5, respectively.

yB,INlt  uBlt  sBlt  l  LG , t  T \  T   l   , T  (5.31)

sBlt   uBlt   yB,OUT lt l l  LG , t  T \  T   l   , T  (5.32)

l  1
xBl0  uBl0   yB,OUT ln l  LG (5.33)
n 0

l  1
T  l
uBl   yB, IN lT l n  xBlT l  LG (5.34)
n 0
 120

5.4.4 Discussion

In summary, equations (5.12),(5.13), (5.15)-(5.18), (5.22) and (5.23) for the

forward propagating vehicles, equations (5.20) and (5.21) for ensuring maximum

occupancy, equations (5.31)-(5.34) for the backward propagating empty vehicle slots,

and equations (5.24)-(5.29) which link the variables modeling empty vehicle slots with

the variables modeling vehicles, are sufficient to analytically define the GT-LTM. Next,

we reduce the number of variables and constraints mathematically to generate the final

form of the GT-LTM formulation.

5.5 GT-LTM’s mathematical formulation

In this section we finalize the GT-LTM’s mathematical formulation by replacing

all variables modeling empty vehicle slots with the variables modeling vehicles (Section

5.5.1) and then proving that maximum occupancy can be satisfied by the set of

constraints modeling the backward propagating empty vehicles slots.

5.5.1 Reduction of variables

In Figure 5.6, we represent the same region of the T-S diagram as in Figure 5.5

with the difference that we represent actual vehicles instead of empty vehicle slots. We

will now prove that the conservation of flow equations of Figure 5.5 are mathematically

equivalent to the conservation of flow equations of Figure 5.6, thus reducing the number

of variables to the set of variables modeling actual vehicles only.

 121

Figure 5.6.. Link

ink level representation for backward propagating empty vehicle slots using
variables modeling vehicles.

The relationship
relationships (5.24)-(5.29)
(5.29) between variables modeling vehicles and

variables modeling empty vehicle slots are sufficient to define such relations for

t t  t t 
variables uBl and sBl ass well. Variables uBl and sBl , which are the number of

trajectories of empty vehicle slots crossing sides DJ and CJ of Figure 5.5 respectively,
respectively

t t 
are associated with variables ul and sl which are the number of trajectories of actual

vehicles crossing the same sides DJ and CJ of Figure 5.6, respectively. From the

conservation of flow in triangle ADJA of Figure 5.5 for empty vehicle slots and of

Figure 5.6 for actual

actual vehicles
vehicles, we have:

t   l
t t
x u 
Bl Bl  yB ,OUT ln l  LG , t  T \  T  l   , T  (5.35)
n t
 122

t   l
t
x 
l  yln  ult l  LG , t  T \  T  l   , T  (5.36)
nt

Now, by adding (5.35) and (5.36) we have:

t   l t   l
xlt  xBlt   yln  ult  uBlt   yB,OUT ln  l  LG , t  T \  T   l   , T  (5.37)
n t n t

Then, by using equations (5.24) and (5.25b) and substituting in equation (5.37)

t t
we obtain a relationship between uBi and ui :

ult  uBlt  Nlt l  LG , t  T \  T   l   , T  (5.38)

t t
The relationship between sBi and si is constructed following the same rational

t t
as previously for variables uBi and ui based on the conservation of flow in triangle

BCJB of Figure 5.6 for actual vehicles and empty vehicle slots:

t  l
t 
x l  y n
l  slt 
nt 
t  l
 xBlt   sBlt   y n
B,OUT l
nt 
t  l t  l (5.24),(5.25b)
 xBlt   xlt    yln  slt   sBlt    yB,OUT ln 
nt  nt 
(t  )(t )
Nlt   slt   sBlt  

sBlt  slt  Nlt  l  LG ,  t  T \  T   l   , T  (5.39)

 123

In summary, equations (5.24)-(5.26), (5.38) and (5.39) are the definitional relations

between the variables modeling empty vehicle slots and the variables modeling vehicles.

Replacing all variables modeling empty vehicle slots in the graph theoretic set of

constraints (5.31)-(5.34), we obtain the sufficient set of constraints which captures the

QD-BPTW:

ult  yOUTlt  slt  l  LG , t  T \  T   l   , T  (5.40)

slt   yINlt l  ult  l  LG , t  T \  T   l   , T  (5.41)

l  1
xl0   yIN ln  ul0 l  LG (5.42)
n 0

l  1
T  l T T  l  n
ul  xl  
n 0
yOUT l l  LG (5.43)

ult  Nlt l  LG , t  T \  T   l   , T  (5.44)

slt  Nlt l  LG , t  T \  T   l   , T  (5.45)

The upper bounds (5.44) and (5.45) are derived from equations (5.38) and (5.39).

The constraint set (5.40)-(5.45) has a graph theoretic structure as illustrated in

Figure 5.6. The equality constraints are the conservation of flow in parallelogram

DCKJD and the inequality constraints are the capacities of the corresponding arcs.

5.5.2 On maximum occupancy

Equations (5.20) and (5.21) are designed to ensure that the maximum occupancy

for a link is satisfied. Also, constraints (5.18) and (5.45) provide upper bounds

t t t
numerically equal to the maximum occupancy N l for variables rl and sl ,
 124

respectively. We will now show that constraint (5.44), which provides an upper bound

t
for variable ul , with the help of constraints (5.40)-(5.43) is sufficient for: (i) ensuring

maximum occupancy, thus making constraints (5.20) and (5.21), and (ii) provides the

t t t
same numerical upper bound N l for variables rl and sl , thus making constraints

(5.18) and (5.45) redundant.

t
Variable ul is initially expanded by adding equality constraints (5.40)-(5.43)

applied for time intervals  0,t  . We conclude to constraint (5.46a):

t   l t 
ult   yIN ln   yOUT ln  xl0 (5.46a)
n0 n 0

which in turn can be rewritten as:

t    l
 t   t 
u    y IN l   y IN ln    yOUT ln  xl0 
t
l
n

 n 0 n t  n 0
t   l t 
ult   yIN ln  xl0    yIN ln  yOUT ln  (5.46b)
n t n 0

t 
0 n n
 
The term xl   yIN l  yOUT l in equation (5.46b) is equal to the occupancy
n0

t
variable xl , as derived from a recursive application of constraint set (5.20). From

equations (5.44) and (5.46b), we can further derive that:

t 
n
y IN l  xlt  Nlt  l  LG , t  T \  T   l   , T  (5.47)
n t

xlt  Nlt l  LG , t  T \  T   l   , T  (5.48)

 125

Equation (5.48) ensures the satisfaction of maximum occupancy for

t  T \  T  l   , T  . For the remaining intervals t   T  l   , T  equation (5.46b)

ensures the satisfaction of maximum occupancy. Till this point we proved that constraint

(5.44) is sufficient to ensure maximum occupancy, and thus constraints (5.20) and (5.21)

can be removed from the final form of the formulation.

Furthermore, from the conservation of flow in triangle BEFB of Figure 5.2, we

have that:

t  l ( t l ) t t   5.48

rlt    yIN ln  xlt l  rlt  l   yIN ln  xlt 
n  t  n  t  l

t 
rlt  l   yIN ln  N lt  rlt  l  N lt l  LG , t  T \  0, l    (5.49)/(5.18)
n  t  l

, thus proving that constraint (5.44) is sufficient to ensure constraint (5.18), and

therefore constraint (5.18) can be removed from the final form of the formulation.

t
Finally, the upper bound for variable sl , as in Equation (5.45), is redundant and

thus can be dropped from the final form of the formulation with the application of

constraint (5.40) to constraint (5.44).

A further mathematical reduction can be derived after the removal of inequality

t t
constraints (5.18) and (5.45). Variables rl and sl now appear only in the conservation

of flow equalities (5.16)-(5.17) and (5.40)-(5.41), respectively. By replacing them, we

t t
can remove variables rl and sl from the mathematical formulation and replace

constraints (5.16)-(5.17) with (5.50), and (5.40)-(5.41) with (5.51).

 126

zit  yINit  zit   yOUTit l l  LG , t  T \  T   l   , T  (5.50)

ult  yINlt l  ult   yOUTlt l  LG , t  T \  T   l   , T  (5.51)

The above mathematical reduction has also a geometrical interpretation on the T-

S diagram. It means that it is sufficient to consider conservation of flow at the external

bounds of parallelograms ABGFA of Figure 5.2 (for the forward propagating vehicles)

and DCKJD of Figure 5.6 (for the QD-BPTW) without additionally considering

conservation of flow equations for their internal triangles.

Summarizing, the discretization of the T-S diagram into fundamental receiving

and sending triangles, as initially described for Figure 2.3, is the key concept in the

formation of the link level GT-LTM. Hence, while the fundamental receiving and

sending triangles may not explicitly appear in the finalized graph theoretic structure of

the GT-LTM, they serve as a very useful intermediate analytical and graphical tool

towards the construction of the final form of the formulation.

5.5.3 The mathematical formulation

In this section, we summarize the GT-LTM’s mathematical programming

formulation.

The set of constraints is composed of five distinctive groups of constraints.

Constraint sets (5.52) and (5.53) form the first group, and represent the conservation of

flow equations between total inflow/outflow and the cell connectors. As we have moved

from the cell to the link level, the only cell connectors in equations (5.52) and (5.53) link

the sequential links. Hence, we can now call them link connectors j  EL  E and
 127

1
define accordingly the set   l  of predecessor link connectors and the set   l  of

successor link connectors.

 y tj  yIN lt  0 l  L , t  T \  T 
1
(5.1)/(5.52)
j l 

yOUT lt   y tj  0 l  L , t  T \  T  (5.4)/(5.53)
j  l 

The second group of constraints is the set (5.54). It is the conservation of flow

equation at origin and destination cells. Origin and destination cells are usually called

dummy origin and dummy destination links in non-CTM based DTA.

xlt  yINlt  dlt  xlt   yOUTlt  blt  0 l  LR  LS , t  T \  T  (5.2),(5.3)/(5.54)

The third group of constraints includes constraint sets (5.55) to (5.57). They

describe the forward propagating vehicles for intermediate links (non-origin, non-

destination) and represent the conservation of flow constraints at the external bound of

the parallelogram ABGFA of Figure 5.2. This group of constraints, in conjunction with

the first and the second group of constraints form an exact graph theoretic structure

(totally unimodular matrix).

l  1
n
xl0  zl0  y OUT l 0 l  LG (5.22)/(5.55)
n 0

zit  yINit  zit   yOUTit l  0 l  LG , t  T \  T  l   , T  (5.50)/(5.56)

l  1
T l T l  n T
zl  y
n 0
IN l  xl  0 l  LG (5.23)/(5.57)
 128

The fourth group of constraints includes constraint sets (5.58) to (5.60). They

describe the movement of empty vehicle slots in terms of actual vehicle variables for

intermediate links (non-origin, non-destination), and represent the conservation of flow

constraints at the external bound of parallelogram CDJKC of Figure 5.6. This group of

constraints, in conjunction with the first and the second groups form a different exact

graph theoretic structure (totally unimodular matrix).

l  1
xl0   yIN ln  ul0  0 l  LG (5.42)/(5.58)
n 0

ult  yINlt l  ult   yOUTlt  0 l  LG , t  T \  T   l   , T  (5.51)/(5.59)

l  1
ulT  l  xlT   yOUT lT  l n  0 l  LG (5.43)/(5.60)
n 0

The fifth and last group of constraints is the individual variable constraints for all

variables.

yINlt , yOUTlt  Qlt , ytj  Qtj l  L, j  EL , t  T \  T  (5.58)

zlt  Nlt l  L, t  T \  T  l   , T  (5.59)

ult  Nlt l  L, t  T \  T  l   , T  (5.60)

xlt , zlt , ult , yINlt , yOUT tl , ytj  0 l  L, j  EL , t  T (5.61)

The objective function of the formulation is, in general, a linear combination of

the routing variables. More specifically, for the SO, it is:

 129

 
min    l  yIN tl    zlt   (5.62)
lL\ LS tT 

The key difference of objective function (5.62) from (5.11) is the absence of the

occupancy variable x . Thus, travel time is captured as a function of two components: (i)

free-flow travel time l  y IN lt , or minimum travel time, which is measured at the time of

entrance of vehicles in a link, and (ii) congested travel time   zlt , which is measured for

every congested time interval.

5.5.4 Discussion

In this section, we illustrated the graphical and analytical introduction of the GT-

LTM. Its key characteristic is that it is comprised of two interlocking graph structures,

which we will call a double-graph structure: one for modeling forward propagating

vehicles and the other for capturing BPTWs more accurately. Each graph structure is

similar to the GT-CTM’s graph structure (Chapter 2) and thus DTA and graph properties

can be discussed on the GT-LTM accordingly. However, the GT-LTM’s formulation is

not proved to be a single graph-based formulation, which means that network algorithms

like the network simplex may not be utilized directly. As such, the GT-LTM’s

formulation belongs to the broad class of linear programs which enable commercial

software (such as CPLEX) to exploit the graph sub-structures automatically. In

comparison to other linear formulations with graph sub-structures (Ziliaskopoulos, 2000;

Li et al, 2003), GT-LTM has more compact graph structures (all constraints belong to

either one of the two or both graph sub-structures) and it requires significantly less

variables as it models traffic information at the link level and rather than the cell level.
 130

5.6 Computational experience

The computational performance of the proposed mathematical formulation and

its capability to model QD-BPTWs are evaluated on test network in Section 5.6.1. The

Borman Expressway in northwest Indiana consisting of I-80/94 is used as the study

network. It consists of 193 nodes and 460 links. The GAMS optimization modeling

environment is used along with the DYNASMART simulaiton environment which

provides a graphical visualization of the network topology (Figure 5.7). In order to solve

the SD-DTA evacuation problem for the Borman Expressway network, we add in our

GAMS code 29 additional exit links (destination cells) which are adjacent to the 29

boundary intersections of the network. The resulting network has a total of 489 links and

979 link connectors.

 131

Figure 5.77.. Borman Expressway network in a DYNASMART

YNASMART visualization with the
studied link 78 (node 31 to node 18) highlighted.

5.6.1 Computational performance

The computational performance of the GT-LTM’s

LTM’s double-graph
double graph formulation is

evaluated in three contexts

contexts: (i)
i) 10 different initial occupancy levels (total number of

vehicles to be evacuated), (ii)

ii) 3 exact and 1 relaxed solution methodologies
methodologies,, and ((iii) 3

different modeling time intervals  .

 132

5.6.1.1 Experimental scenarios

5.6.1.1.1 Initial occupancy levels

We model ten different initial occupancy levels because the computational size

of the problem strongly depends on the number of vehicles to be evacuated. This is

because a larger number of modeling time intervals are necessary as the number of

vehicles to be evacuated increases due to the increased clearance time for the last

vehicle. In the experiments, the effect of population size on computational performance

is analyzed by assigning the vehicles as a uniform percent of initial occupancy across all

links. The maximum total occupancy for the study network is 87,457 vehicles (100%

occupancy for all links). We start by assigning a number of vehicles equal to 10%

occupancy for every link. Then, new scenarios are created in 10% occupancy increments

until 100% occupancy is considered for every link, so as to generate ten scenarios with

different initial occupancy levels. As will be illustrated in Section 5.6.2, this approach of

increasing uniform occupancy provides insights for traffic patterns that start with free-

flow speed conditions (low initial occupancy levels), gradually model congested

conditions (intermediate initial occupancy levels), and finally reach gridlock (100%

initial occupancy for all links).

5.6.1.1.2 Solution methodology

GT-LTM’s formulation has been classified to be linear with two interlocking

graph structures. We test this class of problems with three exact and one relaxed solution

methodology in the GAMS/CPLEX modeling environment. The first exact solution

 133

methodology is the general linear programming option, for which GAMS uses the

primal-dual algorithm. It will be referred to as “linear” and originates from the broadest

classification of the problem, which does not exploit the graph structures. The second

exact solution methodology is the combined use of the network simplex algorithm for

the forward propagating vehicles graph structure and the primal-dual linear algorithm for

the rest of the linear constraints. It will be referred to as “linear+network simplex”. This

approach exploits one of the two graph structures and is implemented in GAMS/CPLEX

by selecting the network extraction option. The third exact solution methodology is the

barrier algorithm. It does not explicitly exploit any of the graph structures but is known

to perform well for large size problems. The fourth solution methodology is not exact; it

is the solution of a relaxation of the complete GT-LTM’s formulation. We solve only for

the constraint sets which model forward propagating vehicles and ignore the constraints

which model the QD-BPTW. Through this relaxation, an exact graph is obtained,

enabling the use of the network simplex algorithm, and provides good lower bounds for

the expected clearance times in a computationally efficient manner. Furthermore, these

clearance times are good estimates for the modeling period for the exact solution

methodologies.

5.6.1.1.3 Modeling time interval

Finally, all combinations of the ten initial occupancy levels and four solution

methodologies are solved for three different modeling time intervals  . We consider

time intervals 6 (as in DYNASMART), 12 and 18 seconds. When the modeling time
 134

interval is increased, fewer total number of modeling periods are required for modeling

the whole planning horizon.

5.6.1.2 Experimental results

The computational times for the various scenarios are illustrated in Figure 5.8.

On the x-axis, we have the different levels of initial occupancy as a percentage of the

maximum link occupancy, and on the y-axis the computational time is represented on a

logarithmic scale in hours.

100,00
55,15 51,40 39,23
Computational time on logarithmic scale

29,52 33,03
20,01

11,44 11,66
10,00 10,11
5,50 8,15
6,69
2,57 5,71
4,03

1,12
(hours)

1,07
1,00 0,98
0,82
0,59 0,54 0,60 0,60
0,42
0,24 0,23
0,24 0,15 0,22
0,10 0,10
0,06 0,07 Relaxed/Network Simplex Only/6sec
0,04 Exact/Linear+Network Simplex/6sec
Exact/Linear/6sec
Exact/Barrier/6sec
0,01
0% 20% 40% 60% 80% 100%
Percentage of maximum occupancy (total of 87457 vehicles )
Figure 5.8.a. Computational time for 6 second modeling time interval for the various
solution methodologies.
 135

Computational time on a logarithmic scalse 34,80

Relaxed/Network Simplex Only/12sec 16,13

Exact/Linear+Network Simplex/12sec 9,05
10,00
Exact/Linear/12sec 6,04 9,13
6,84
Exact/Barrier/12sec 3,27 3,37
1,73 2,72
1,15 2,30
1,53
0,74 0,89
1,00
(hours)

0,95
0,32 0,74
0,57 0,59
0,30
0,16
0,10 0,13 0,25
0,11 0,10 0,21
0,10
0,07
0,06
0,07 0,07
0,03
0,02 0,04
0,03
0,01
0% 20% 40% 60% 80% 100%
Percentage of maximum occupancy (total of 87457 vehicles )
Figure 5.8.b. Computational time for 12 second modeling time interval for the various
solution methodologies.

Relaxed/Network Simplex Only/18sec 19,92

Computational time on logarithmic scale

Exact/Linear+Network Simplex/18sec 12,05

10,00 6,49
Exact/Linear/18sec
4,31
Exact/Barrier/18sec
3,20
1,72 2,35
3,04
1,26
1,55 1,44
1,00 0,64 0,94 0,98
(hours)

0,57 0,63 0,72

0,34
0,23 0,31 0,37
0,10 0,19
0,10 0,08 0,085
0,05
0,05 0,07
0,068
0,03 0,04 0,056
0,040 0,046
0,023 0,033
0,027
0,018 0,023
0,01
0% 20% 40% 60% 80% 100%
Percentage of maximum occupancy (total of 87457 vehicles )
Figure 5.8.c. Computational time for 18 second modeling time interval for the various
solution methodologies.
Figure 5.8. Computational time for multiple modeling time intervals and solution
methodologies.
 136

A general trend is that computational time increases logarithmically proportional

to the linear increments of the initial occupancy for all solution methodologies and

modeling time intervals. The magnitude of the logarithmic rate of increase of

computational time depends on the specific solution methodology. More specifically, the

linear and the linear+network simplex have similar rates of increase, with the

linear+network simplex being faster. The barrier and the relaxed methodologies also

have similar rates of increase, with the relaxed solution methodology being the fastest of

all solution methodologies. Further, for all time intervals in the starting case of 10%

initial occupancy, the relaxed is the fastest, the next fastest is the linear+network

simplex, then comes the linear, and the barrier approach is the slowest.

The above initial computational times for the four solution methodologies in

accordance with the rates of increase of computational time provide a Pareto front of

optimal solution methodologies based on the level of initial occupancies.

The relaxed solution methodology is always faster and can be used for a quick

(though, not necessarily accurate) evaluation of the evacuation performance of the

studied network. The reason is that in our tests it offered the same optimal objective

function value with the rest of the exact solution methodologies despite some observed

violations of the constraints. The error levels of the relaxed solution methodology are

presented in Table 5.1. They suggest that the lower the initial occupancy, the less the

likelihood and the magnitude of a violation of a link’s maximum occupancy and its QD-

BPTW. The resulting traffic pattern of the relaxed solution methodology may not be

suitable for exact vehicle routing, especially in the congested regions. However, the
 137

clearance time (as a metric of the objective function) is overestimated progressively

from 0% for light traffic (10% initial occupancy) to 4% at gridlock (100% initial

occupancy), indicating a good approximation.

Table 5.1. Performance of the network relaxation methodology for the 6 second modeling time interval
138
 139

The results suggest the linear+network simplex algorithm to be the best

performing exact solution methodology for low to medium initial traffic occupancies (up

to 40% to 60% initial occupancy). However, it is much slower compared to the relaxed

solution methodology. Further, the barrier solution methodology completes the Pareto

front for higher congestion levels (from 40%-60% to gridlock). This indicates that the

barrier algorithm’s computational performance is superior to the performance of all

other tested exact linear solution methodologies at larger scales. Finally, the linear

(primal-dual) solution methodology generally has inferior performance for all

congestion levels.

5.6.2 Evaluation of QD-BPTWs

In this section, we evaluate the traffic pattern of the QD-BPTW for link 78

(Figure 5.7) for the gridlock case (100% initial occupancy) solved for the 18-second

modeling time interval with the barrier solution methodology. This link is selected

because it displays some distinct flow patterns, in contrast to most other links where the

effect of QD-BPTWs appears more random, precluding clear insights. Table 5.2 presents

the link level occupancy and flow conditions for each time interval; four distinct traffic

flow patterns are revealed.

The first traffic flow pattern appears from time interval 1 to time interval 3. Here,

the link remains at its initial jam density (100% initial occupancy) with zero inflow and

outflow. This is the time that all downstream links remain congested or the speed of

their QD-BPTW has not allowed an empty vehicle slot to arrive at head of link 78. Thus,

no downstream capacity is available for propagating any flow (zero outflow).

 140

Accordingly, as the initial density is the maximum value (100% initial occupancy), no

vehicle can enter the link (zero inflow). This traffic flow pattern (time intervals 1 to 3)

can be viewed as being due to the time required for the downstream QD-BPTW effects

to reach link 78. It allows the observation of the effect of different QD-BPTWs in terms

of propagating upstream in the network.

The second traffic flow pattern appears from time interval 4 to time interval 8.

Here, we observe positive outflow and zero inflow. Empty vehicle slots from

downstream links have arrived at the head of link 78, thus positive flow can be

propagated downstream. However, the speed of the QD-BPTW of link 78 has not

allowed these empty vehicle slots to travel from its head to its tail, leading to zero inflow

at the end of the queue. This traffic flow pattern (time interval 4 to 8) represents the

initial stages of a dissipating queue, just before the QD-BPTW reaches the tail of link

78.

The third traffic flow pattern appears for time intervals from 9 to 194. Positive

inflows and outflows are observed, which have: (i) small and strictly periodic

perturbations (perturbation period), and (ii) same average flows and occupancies when

averaged across any perturbation period. This traffic flow pattern is classified as a

stationary wave with a periodic flow instability. It is the result of the simultaneous

impact of the short term flow capacity and the QD-BPTW. The first is responsible for

the maximum flows (peaks) and the second is responsible for the small periodic

perturbations which result in a lower average inflow and outflow. Together, they

produce a traffic flow theoretic instability which can be analyzed further in the context
 141

of two-regime fundamental flow-density diagrams and the traffic hysteresis

phenomenon.

Here, a brief explanation will be provided on how the GT-LTM formulation

produced this periodic flow instability. We had assumed in Section 5.4.1 that the speed

of the QD-BPTW is vQD  v f  Q       Q   . It facilitated the theoretical

development of the model. However, in an application context, the integrality

requirement for the minimum time l , required for an empty vehicle slot to travel from

the head to the tail of a link (proxy for the speed of the QD-BPTW), resulted in a small

deviation from the previous assumption. The l parameter was approximated to the

nearest higher integer multiple of  , and thus the QD-BPTW constraints provided a

stronger bound for the inflow than the typical short term flow capacity bound (reduced

average inflow and outflow for time periods larger than the perturbation period). More

realistic stationary waves with such instabilities can be produced with a proper

calibration of the QD-BPTW constraints of the GT-LTM model, which is beyond the

scope of this study.

Finally, the fourth traffic flow pattern appears for time intervals 195 to 200. We

observe no inflow and positive outflow until the complete dissipation of the queue (zero

final occupancy).
 142

Table 5.2. QD-BPTW: propagation across links, start-up and instability effect for link 78
(node 31 to node 18) of the Borman Expressway network of Figure 5.7 for 18-second
modeling time interval solved with barrier algorithm.
Time Interval

Time Interval
Occupancy

Occupancy
Occupancy

Occupancy
(vehicles)

(vehicles)

(vehicles)

(vehicles)

(vehicles)

(vehicles)
(vehicles)

(vehicles)
Outflow

Outflow
Inflow

Inflow
Initial

Initial
Final

Final
1 125 125 0 0 36 67.5 67.5 13.5 13.5
2 125 125 0 0 37 67.5 67.5 13.5 13.5
3 125 125 0 0 38 67.5 63.5 9.5 13.5
4 125 117.5 0 7.5 39 63.5 57.5 7.5 13.5
5 117.5 104 0 13.5 40 57.5 57.5 13.5 13.5
6 104 90.5 0 13.5 41 57.5 57.5 13.5 13.5
7 90.5 77 0 13.5 42 57.5 57.5 13.5 13.5
8 77 63.5 0 13.5 43 57.5 61.5 13.5 9.5
9 63.5 57.5 7.5 13.5 44 61.5 67.5 13.5 7.5
10 57.5 57.5 13.5 13.5 45 67.5 67.5 13.5 13.5
11 57.5 57.5 13.5 13.5 46 67.5 67.5 13.5 13.5
12 57.5 57.5 13.5 13.5 47 67.5 67.5 13.5 13.5
13 57.5 61.5 13.5 9.5 48 67.5 63.5 9.5 13.5
14 61.5 67.5 13.5 7.5 49 63.5 57.5 7.5 13.5
15 67.5 67.5 13.5 13.5 50 57.5 57.5 13.5 13.5
16 67.5 67.5 13.5 13.5 51 57.5 57.5 13.5 13.5
17 67.5 67.5 13.5 13.5 52 57.5 57.5 13.5 13.5
18 67.5 63.5 9.5 13.5 53 57.5 61.5 13.5 9.5
19 63.5 57.5 7.5 13.5 54 61.5 67.5 13.5 7.5
20 57.5 57.5 13.5 13.5 55 67.5 67.5 13.5 13.5
21 57.5 57.5 13.5 13.5 56 67.5 67.5 13.5 13.5
22 57.5 57.5 13.5 13.5 57 67.5 67.5 13.5 13.5
23 57.5 61.5 13.5 9.5 58 67.5 63.5 9.5 13.5
24 61.5 67.5 13.5 7.5 59 63.5 57.5 7.5 13.5
25 67.5 67.5 13.5 13.5 60 57.5 57.5 13.5 13.5
26 67.5 67.5 13.5 13.5 61 57.5 57.5 13.5 13.5
27 67.5 67.5 13.5 13.5 62 57.5 57.5 13.5 13.5
28 67.5 63.5 9.5 13.5 63 57.5 61.5 13.5 9.5
29 63.5 57.5 7.5 13.5 64 61.5 67.5 13.5 7.5
30 57.5 57.5 13.5 13.5 65 67.5 67.5 13.5 13.5
31 57.5 57.5 13.5 13.5 66 67.5 67.5 13.5 13.5
32 57.5 57.5 13.5 13.5 67 67.5 67.5 13.5 13.5
33 57.5 61.5 13.5 9.5 68 67.5 63.5 9.5 13.5
34 61.5 67.5 13.5 7.5 69 63.5 57.5 7.5 13.5
35 67.5 67.5 13.5 13.5 70 57.5 57.5 13.5 13.5
 143

Time Interval

Time Interval
Occupancy

Occupancy
Occupancy

Occupancy
(vehicles)

(vehicles)

(vehicles)

(vehicles)

(vehicles)

(vehicles)
(vehicles)

(vehicles)
Outflow

Outflow
Inflow

Inflow
Initial

Initial
Final

Final
71 57.5 57.5 13.5 13.5 106 67.5 67.5 13.5 13.5
72 57.5 57.5 13.5 13.5 107 67.5 67.5 13.5 13.5
73 57.5 61.5 13.5 9.5 108 67.5 63.5 9.5 13.5
74 61.5 67.5 13.5 7.5 109 63.5 57.5 7.5 13.5
75 67.5 67.5 13.5 13.5 110 57.5 57.5 13.5 13.5
76 67.5 67.5 13.5 13.5 111 57.5 57.5 13.5 13.5
77 67.5 67.5 13.5 13.5 112 57.5 57.5 13.5 13.5
78 67.5 63.5 9.5 13.5 113 57.5 61.5 13.5 9.5
79 63.5 57.5 7.5 13.5 114 61.5 67.5 13.5 7.5
80 57.5 57.5 13.5 13.5 115 67.5 67.5 13.5 13.5
81 57.5 57.5 13.5 13.5 116 67.5 67.5 13.5 13.5
82 57.5 57.5 13.5 13.5 117 67.5 67.5 13.5 13.5
83 57.5 61.5 13.5 9.5 118 67.5 63.5 9.5 13.5
84 61.5 67.5 13.5 7.5 119 63.5 57.5 7.5 13.5
85 67.5 67.5 13.5 13.5 120 57.5 57.5 13.5 13.5
86 67.5 67.5 13.5 13.5 121 57.5 57.5 13.5 13.5
87 67.5 67.5 13.5 13.5 122 57.5 57.5 13.5 13.5
88 67.5 63.5 9.5 13.5 123 57.5 61.5 13.5 9.5
89 63.5 57.5 7.5 13.5 124 61.5 67.5 13.5 7.5
90 57.5 57.5 13.5 13.5 125 67.5 67.5 13.5 13.5
91 57.5 57.5 13.5 13.5 126 67.5 67.5 13.5 13.5
92 57.5 57.5 13.5 13.5 127 67.5 67.5 13.5 13.5
93 57.5 61.5 13.5 9.5 128 67.5 63.5 9.5 13.5
94 61.5 67.5 13.5 7.5 129 63.5 57.5 7.5 13.5
95 67.5 67.5 13.5 13.5 130 57.5 57.5 13.5 13.5
96 67.5 67.5 13.5 13.5 131 57.5 57.5 13.5 13.5
97 67.5 67.5 13.5 13.5 132 57.5 57.5 13.5 13.5
98 67.5 63.5 9.5 13.5 133 57.5 61.5 13.5 9.5
99 63.5 57.5 7.5 13.5 134 61.5 67.5 13.5 7.5
100 57.5 57.5 13.5 13.5 135 67.5 67.5 13.5 13.5
101 57.5 57.5 13.5 13.5 136 67.5 67.5 13.5 13.5
102 57.5 57.5 13.5 13.5 137 67.5 67.5 13.5 13.5
103 57.5 61.5 13.5 9.5 138 67.5 63.5 9.5 13.5
104 61.5 67.5 13.5 7.5 139 63.5 57.5 7.5 13.5
105 67.5 67.5 13.5 13.5 140 57.5 57.5 13.5 13.5
 144

Time Interval

Time Interval
Occupancy

Occupancy
Occupancy

Occupancy
(vehicles)

(vehicles)

(vehicles)

(vehicles)

(vehicles)

(vehicles)
(vehicles)

(vehicles)
Outflow

Outflow
Inflow

Inflow
Initial

Initial
Final

Final
141 57.5 57.5 13.5 13.5 176 67.5 67.5 13.5 13.5
142 57.5 57.5 13.5 13.5 177 67.5 67.5 13.5 13.5
143 57.5 61.5 13.5 9.5 178 67.5 63.5 9.5 13.5
144 61.5 67.5 13.5 7.5 179 63.5 57.5 7.5 13.5
145 67.5 67.5 13.5 13.5 180 57.5 57.5 13.5 13.5
146 67.5 67.5 13.5 13.5 181 57.5 57.5 13.5 13.5
147 67.5 67.5 13.5 13.5 182 57.5 57.5 13.5 13.5
148 67.5 63.5 9.5 13.5 183 57.5 61.5 13.5 9.5
149 63.5 57.5 7.5 13.5 184 61.5 67.5 13.5 7.5
150 57.5 57.5 13.5 13.5 185 67.5 67.5 13.5 13.5
151 57.5 57.5 13.5 13.5 186 67.5 67.5 13.5 13.5
152 57.5 57.5 13.5 13.5 187 67.5 67.5 13.5 13.5
153 57.5 61.5 13.5 9.5 188 67.5 63.5 9.5 13.5
154 61.5 67.5 13.5 7.5 189 63.5 57.5 7.5 13.5
155 67.5 67.5 13.5 13.5 190 57.5 57.5 13.5 13.5
156 67.5 67.5 13.5 13.5 191 57.5 57.5 13.5 13.5
157 67.5 67.5 13.5 13.5 192 57.5 57.5 13.5 13.5
158 67.5 63.5 9.5 13.5 193 57.5 61.3 13.3 9.5
159 63.5 57.5 7.5 13.5 194 61.3 67.3 13.5 7.5
160 57.5 57.5 13.5 13.5 195 67.3 53.8 0 13.5
161 57.5 57.5 13.5 13.5 196 53.8 40.3 0 13.5
162 57.5 57.5 13.5 13.5 197 40.3 26.8 0 13.5
163 57.5 61.5 13.5 9.5 198 26.8 13.5 0 13.3
164 61.5 67.5 13.5 7.5 199 13.5 0 0 13.5
165 67.5 67.5 13.5 13.5 200 0 0 0 0
166 67.5 67.5 13.5 13.5
167 67.5 67.5 13.5 13.5
168 67.5 63.5 9.5 13.5
169 63.5 57.5 7.5 13.5
170 57.5 57.5 13.5 13.5
171 57.5 57.5 13.5 13.5
172 57.5 57.5 13.5 13.5
173 57.5 61.5 13.5 9.5
174 61.5 67.5 13.5 7.5
175 67.5 67.5 13.5 13.5
 145

In summary, using the GT-LTM’s complete formulation, the dynamics of a

dissipating queue can be analyzed to identify four distinct traffic flow patterns. The third

observed traffic flow pattern is of modeling and traffic flow theoretic interest, as we

consider it to be a stationary wave with a periodic flow instability. To our knowledge, it

is the first time that an analytical mathematical programming DTA formulation

illustrates to the potential to model a traffic pattern which incorporates the effects of the

QD-BPTW and possible a traffic flow theoretic instability at the network level (across

sequential links).

5.6.3 Summary

In this section, we evaluated the computational performance of the GT-LTM and

its ability to model QD-BPTWs. From a computational performance standpoint, the

relaxed solution methodology provides the fastest (though less accurate) results with the

added advantage of providing good initial estimates for the clearance times (0% to 4%

estimation error). The linear+network solution methodology was the most efficient exact

methodology for the low to medium congestion levels and the barrier algorithm was the

most efficient exact methodology for high congestion levels. The study network

(Borman Expressway network) could not be modeled using the GT-CTM as

computational memory was exhausted by the additional variables to model intra-link

information, rather than link level metrics which are more useful from a DTA

perspective. This modeling issue has been observed by others researchers as well

(Zheng, 2009).
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5.7 Conclusions

The GT-LTM is a conceptual and modeling extension of the GT-CTM (as

presented in Section 5.2) to address the DTA problem at the link level (Section 5.3). The

transition from the cell to the link level was conceptually inspired by Yperman (2007) as

applied to the DNL problem, and addressed in this chapter for the DTA optimization

problem. The theoretical contribution of the GT-LTM is that it further reduces the

computational burden for analytical CTM-based models as it captures link level

variations of traffic rather than intra-link effects, while illustrating the linkage between

DTA and graph theory through with its double-graph structure. The GT-LTM also

allowed more efficient modeling of the QD-BPTW at the level of detail of the EL-CTM

(Szeto, 2008) and the LTM (Yperman, 2007) (Section 5.4).

The GT-LTM’s double-graph formulation (Section 5.5) is comprised of two

interlocking exact graph structures; it is not a complete single graph formulation. The

first graph structure (Figure 5.2) models the forward propagating vehicles and

corresponds to the FPTW and the second graph structure (Figures 5.5 and 5.6) models

the BPTWs. As the GT-LTM’s structure at the link level is a projection of the GT-

CTM’s structure at the cell level, the GT-CTM’s FIFO property (Chapter 3) is

applicable to the GT-LTM as well. This allows the theoretical transition from SD-DTA

to multiple destination DTA (MD-DTA). However, the resulting MD-DTA formulation

uses an exact multi-commodity network design formulation which is computationally

inefficient and requires additional customized solution methodologies for efficient

application (as discussed in Chapter 3 for the GT-CTM). In terms of computational

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complexity, the GT-LTM’s SD-DTA formulation is in general a linear formulation, and

more specifically a linear formulation with exact graph sub-structures.

Some versatile commercial optimization software, like CPLEX, can

automatically identify and exploit the graph sub-structures to achieve computational

benefits, as discussed in Section 5.6. The Borman Expressway network in northwest

Indiana was modeled and using the GAMS/CPLEX environment. CPLEX was able to

automatically identify the graph sub-structure and provide computational benefits.

Further, the evaluation of the QD-BPTW on link 78 provided insights on four distinct

traffic flow patterns associated with the QD-BPTW. To our knowledge, it is the first

time that an analytical DTA formulation provides the ability to model a traffic pattern

which incorporates the effects of the QD-BPTW and possible a traffic flow theoretic

instability at the network level.

The GT-LTM’s significance is in its double-graph linear formulation which

retains the GT-CTM’s ability to illustrate the linkage between DTA and graph theory. In

this context, future research can examine DTA notions like existence and uniqueness of

a solution with graph theoretic tools using the GT-LTM. Further, research on using the

GT-LTM for multiple destination applications as well as generating traffic flow theoretic

insights related to the QD-BPTW can represent potential future study directions.
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CHAPTER 6. CONCLUSIONS

This chapter summarizes the study and the research contributions, and suggests

directions for future research. Section 6.1 summarizes the research and discusses

associated conclusions. Section 6.2 highlights the significance of the research, and

Section 6.3 discusses possible extensions for future research.

6.1 Research summary

This study was originally motivated by the need to analytically represent the

traffic flow dynamics for the DTA problem so as to derive theoretical insights on the

associated phenomena, and to reduce the problem complexity. It led to specification of

the DTA problem in graph theoretic terms and the corresponding graph theoretic

modeling framework, the GT-CTM, for generalized transportation systems with

congestion phenomena (Chapter 2). Later, we studied the FIFO property in the GT-CTM

modeling framework which allows the expansion of GT-CTM’s modeling capabilities to

multiple destination problems (Chapter 3). GT-CTM was proved to have the capability

to model some SCM problems as well (Chapter 4). Finally, by shifting the focus from

the cell to the link level using the GT-LTM, large-scale network applications were

solved in a computationally more efficient manner. Further, the GT-LTM enabled

greater modeling realism for a class of traffic waves (Chapter 5). The GT-LTM was
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modeled using a double-graph structure consisting of two GT-CTM graph structures

which constantly exchange flow with each other.

In more detail, an exact graph structure for the SD-DTA was first introduced

(Chapter 2). It extended the CTM to its graph theoretic equivalent, the GT-CTM. The

resulting graph theoretic formulation is a hard-constrained, acyclic MCF DTA

formulation which produces non-inferior solutions for the SD-DTA problem in

significantly reduced computational times. Therefore, the importance of the GT-CTM is

that it is a graph theoretic building block related to well-known structures and algorithms

of the acyclic MCF problem. Any empirical relationships, representing realities of traffic

flow theory, can appear in the form of soft constraints in an optimization scheme. Soft

constraints can be accounted in the form of Lagrangian relaxations, where the relaxation

leads to the GT-CTM constraint set with transformed objective function weights, that is,

to a transformed acyclic MCF problem.

The GT-CTM’s building block can be applied to formalize the structure and

improve the performance of several planning schemes which had been previously

modeled on a CTM base. The traffic signal coordination problem had previously been

modeled using the CTM. Under a GT-CTM perspective, the traffic signal coordination

problem is equivalent to the network design problem. Thereby, we need to only solve for

the capacity of cell outflow arcs. As these problems from the traffic engineering domain

are formalized into the network design problem, more efficient solution methodologies

can be utilized from the operation research domain.

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In the context of theoretical DTA, the GT-CTM constitutes a graphical tool to

study otherwise complex concepts because it was proved to be a generalized TEG with

an exact graphical representation on the T-S diagram. This observation strongly

connects traffic flow theory with the well-developed and broad domain of dynamic

networks. It further allows a wide set of traffic and DTA properties (for instance,

existence and uniqueness of solution) to be discussed using graph theoretic tools.

Finally, in the operational domain, the computational efficiency of the graph theoretic

formulation was evaluated on a medium-sized evacuation network, and significant

computational benefits were identified compared to the linear formulation of

Ziliaskopoulos (2000).

The GT-CTM’s formulation with the FIFO property (Chapter 3) extends its

modeling capabilities to the broader and more complex MD-DTA class of problems,

while retaining the graph theoretic structure. The new formulation was classified to be a

mixed-integer multi-commodity network design problem with side constraints. The GT-

CTM’s underlying graph theoretic structure can be exploited for the deployment of

efficient solution methodologies.

In Chapter 4, we illustrated the GT-CTM’s capability as a generalized dynamic

modeling framework for transportation systems with congestion by applying it to a class

of SCM problems. The GT-CTM can be used in its original form or through a special

graph construct to better resemble Karmarkar’s (1989) modeling approach. In both

cases, the DTA properties of existence and uniqueness of a traffic assignment solution

can be analogously addressed for SCM applications. Further, we discussed the

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definitional analogies between link performance functions, the fundamental flow-density

diagram and clearing functions. Later on we identified how congestion phenomena such

as highly dense traffic conditions, queue spillbacks and backward propagating traffic

waves can be modeled using the GT-CTM’s graph structure in the context of SCM.

Finally, we discussed how congestion and sub-assemblies are viewed from a SCM

perspective in the modeling environment of the GT-CTM.

In Chapter 5, we developed the GT-LTM, a link level double-graph structure

based on the GT-CTM. It constitutes a more efficient modeling approach for large-scale

network applications and provides better realism for QD-BPTWs. The transition from

the cell to the link level was inspired by Yperman (2007) as applied to the DNL

problem, and was applied in the context of the DTA optimization problem. The

theoretical advancement of the GT-LTM is that it further reduces the computational

burden as it captures link level variations of traffic and not intra-link effects, while

simultaneously retaining a bridge between DTA and graph theory with its double-graph

structure. The GT-LTM further allowed more efficient modeling of the QD-BPTW at

the detail level of EL-CTM (Szeto, 2008) and LTM (Yperman, 2007).

The GT-LTM’s double-graph structure is comprised of two interlocking exact

graph structures. The first graph structure models the forward propagating vehicles and

corresponds to the FPTW and the second graph structure models BPTWs. As the GT-

LTM’s structure at the link level is a projection of the GT-CTM’s structure at the cell

level, the GT-CTM’s FIFO property (Chapter 3) is applicable to the GT-LTM as well.

This allows the theoretical transition from SD-DTA to MD-DTA. In terms of

 152

computational complexity, the GT-LTM’s SD-DTA formulation is a linear formulation

with two exact graph sub-structures and side constraints.

Furthermore, the evaluation of the QD-BPTW in the GT-LTM provided insights

for four distinct traffic flow patterns. To our knowledge, it is the first time that an

analytical mathematical programming DTA formulation has the potential to propose a

traffic flow pattern which represents the combined effects of the QD-BPTW and a traffic

flow’s possible instability at the network level.

6.2 Research Contributions

This study developed a graph theoretic modeling framework for generalized

transportation systems with congestion phenomena. More specifically the study’s

contributions are:

1. While addressing the DTA problem using a CTM base, a graph theoretic

structure was identified and developed. Labeled the GT-CTM (Section 2.1-

2.3), it constitutes a building block for a broader class of complex dynamic

network problems. Its limitations for the DTA problem with regard to the

QD-BPTW were explored (Section 2.4).

2. The developed graph structure was classified as a TEG with advanced

congestion characteristics, namely, a G-TEG (Section 2.5). This

classification allows the characterization of the GT-CTM as a graph

theoretic modeling framework for generalized transportation systems with

congestion phenomena. Related practical problems with a time-expanded

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network representation (Aronson, 1989) belong to the class of GT-CTM (G-

TEG) problems.

3. The GT-CTM’s graph theoretic and DTA domain-specific properties were

explored (Section 2.6). Multiple characterizations for the DTA problem

were provided, and more broadly, characterizations for generalized

transportation systems with congestion phenomena were provided.

4. The G-TEG’s performance for DTA network-level applications was

evaluated using numerical experiments, and suggested substantially

improved performance compared to a previous linear formulation (Section

2.7).

5. The GT-CTM’s G-TEG was expanded for capturing the FIFO property, and

thereby enabled the modeling of multiple commodity problems (Chapter 3).

6. The G-TEG’s capability to model other dynamic network flow problems

was demonstrated using a SCM case study (Chapter 4).

7. The GT-LTM was developed as a more efficient modeling approach for

large networks (Chapter 5). It has enhanced realism relative to the QD-

BPTW phenomena while retaining consistency with the GT-CTM’s initial

G-TEG. Its performance was evaluated using the Borman Expressway in

northwest Indiana and the traffic flow behavior of dissipating queue was

examined in the same test network. The results suggest that the

computational performance is significantly better compared to other CTM-

based or CTM extensions based models.

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6.3 Future Research

Several future research directions can be identified in the context of this research.

The performance of the GT-LTM for quasi real-time applications needs to be examined.

In relation to the SCM problem, it would be interesting to examine the QD-BPTW

phenomena in a production line or a logistics/supply corridor, so that the notion of

clearing functions for SCM may be meaningfully extended in the highly congested

region. It will also be useful to examine DTA notions like existence and uniqueness of a

solution with graph theoretic tools in the GT-LTM’s double-graph structure. Other

potential studies include analyzing multiple destination DTA applications and the

modeling of dynamic user equilibrium. The proposed FIFO property (Chapter 3) may be

evaluated with criteria similar to the ones suggested by Blumberg and Bar-Gera (2009)

for the DNL problem. The same transformation process (as in Chapter 3) can be the

basis for modeling multiple user classes by focusing on driver behavior. Additionally, a

more detailed study of the observed traffic flow instability (as in Chapter 5) may provide

useful traffic flow theoretic insights.

Concluding, the GT-CTM was shown to be a graph theoretic modeling

framework for generalized transportation systems with congestion. Its graph structure is

a building block for dynamic network problems. The GT-LTM, having a double-graph

interconnected structure, introduced for the first time in the operations research domain

the concept of two graph structures which constantly exchange flow with each other. A

further study of the GT-LTM’s special structure can potentially provide insights for

other applied network flow problems as well.

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VITA
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VITA

Georgios Kalafatas comes from the municipality of Keratsini in Greece. At

Purdue he deepened his knowledge in the fields of traffic flow theory, logistics, graph

theory and network flows, and mathematical programming. In this dissertation, he used

the above expertise to study the movement of vehicles in congested traffic networks, the

formation and dissipation of their queues. In the future, he will elaborate in the

movement of commodities, the circulation of money, and the formation and dissipation

of economic crisis in contemporary capital markets.