TY - GEN

T1 - Approximate dynamic programming for rail operations

AU - Powell, Warren Buckler

AU - Bouzaiene-Ayari, Belgacem

PY - 2007/12/1

Y1 - 2007/12/1

N2 - Approximate dynamic programming offers a new modeling and algorithmic strategy for complex problems such as rail operations. Problems in rail operations are often modeled using classical math programming models defined over space-time networks. Even simplified models can be hard to solve, requiring the use of various heuristics. We show how to combine math programming and simulation in an ADP-framework, producing a strategy that looks like simulation using iterative learning. Instead of solving a single, large optimization problem, we solve sequences of smaller ones that can be solved optimally using commercial solvers. We step forward in time using the same flexible logic used in simulation models. We show that we can still obtain near optimal solutions, while modeling operations at a very high level of detail. We describe how to adapt the strategy to the modeling of freight cars and locomotives.

AB - Approximate dynamic programming offers a new modeling and algorithmic strategy for complex problems such as rail operations. Problems in rail operations are often modeled using classical math programming models defined over space-time networks. Even simplified models can be hard to solve, requiring the use of various heuristics. We show how to combine math programming and simulation in an ADP-framework, producing a strategy that looks like simulation using iterative learning. Instead of solving a single, large optimization problem, we solve sequences of smaller ones that can be solved optimally using commercial solvers. We step forward in time using the same flexible logic used in simulation models. We show that we can still obtain near optimal solutions, while modeling operations at a very high level of detail. We describe how to adapt the strategy to the modeling of freight cars and locomotives.

UR - http://www.scopus.com/inward/record.url?scp=84883000063&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=84883000063&partnerID=8YFLogxK

M3 - Conference contribution

AN - SCOPUS:84883000063

SN - 9783939897040

T3 - OpenAccess Series in Informatics

SP - 191

EP - 208

BT - 7th Workshop on Algorithmic Approaches for Transportation Modeling, Optimization, and Systems, ATMOS 2007

T2 - 7th Workshop on Algorithmic Approaches for Transportation Modeling, Optimization, and Systems, ATMOS 2007

Y2 - 15 November 2007 through 16 November 2007

ER -