Traffic-toolbox Function

biGls - Bilevel optimisation function using a global linear search

Calling Sequence

[prix,opfV,sfV,sP]=biGls(prlk,lp,up,dia,prix0,eps)

Parameters

Description

This function solves numerically the optimal network pricing problem given by: Max_y f(x(y),y)=y'x(y), subject to x being solution of the parametric (with parameter y) traffic assignment problem over the traffic network describe in the global variable %net.

The algorithm is based on a cyclic decomposition along coordenate axis of upper level objective function (given by the links prices y). In each direction a one-dimensional global optimization is performed using as initial point the optimum found in the previous iteration.

In this case GLSsci is used to do one-dimensional search. GLSsci is the Scilab version of Matlab GLS, Global Line Search. GLS is a Matlab program for univariate local or global optimization using function values only, implemented as optimization in R^n along a ray x+alp*p (alp>=0). Source of matlab version: http://www.mat.univie.ac.at/~neum/software/ls/

EXAMPLES

See Also