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Computation and application of the paired combinatorial logit stochastic user equilibrium problem

Chen, Anthony; Ryu, Seungkyu; Xu, Xiangdong; Choi, Keechoo - In: Computers & operations research : and their … 43 (2014), pp. 68-77

Persistent link: https://www.econbiz.de/10010241295

A modified gradient projection algorithm for solving the elastic demand traffic assignment problem

Ryu, Seungkyu; Chen, Anthony; Choi, Keechoo - In: Computers & operations research : and their … 47 (2014), pp. 61-71

Persistent link: https://www.econbiz.de/10010364550

A self-adaptive gradient projection algorithm for the nonadditive traffic equilibrium problem

Chen, Anthony; Zhou, Zhong; Xu, Xiangdong - In: Computers & operations research : and their … 39 (2012) 2, pp. 127-138

Persistent link: https://www.econbiz.de/10009348530

Design of a rail transit line for profit maximization in a linear transportation corridor

Li, Zhi-chun; Lam, William H. K.; Wong, S. C.; Sumalee, … - In: Transportation research / E : an international journal 48 (2012) 1, pp. 50-70

Persistent link: https://www.econbiz.de/10009387212

Multiclass bi-criteria traffic assignment without class-specific variables : an alternative formulation and a subgradient projection algorithm

Li, Zhengyang; Li, Guoyuan; Xu, Zhandong; Chen, Anthony - In: Transportation research / E : an international journal 176 (2023), pp. 1-24

Persistent link: https://www.econbiz.de/10014382085

A faster path-based algorithm with Barzilai-Borwein step size for solving stochastic traffic equilibrium models

Du, Muqing; Tan, Heqing; Chen, Anthony - In: European journal of operational research : EJOR 290 (2021) 3, pp. 982-999

Persistent link: https://www.econbiz.de/10012495242

Modeling link capacity constraints with physical queuing and toll in the bi-modal mixed road network including bus and car modes

Yao, Jia; Chen, Anthony; Liu, Zhiyuan - In: Transportation research : an international journal 184 (2024), pp. 1-22

Persistent link: https://www.econbiz.de/10015078322

Accelerating the gradient projection algorithm for solving the non-additive traffic equilibrium problem with the Barzilai-Borwein step size

Tan, Heqing; Du, Muqing; Chen, Anthony - In: Computers & operations research : and their … 141 (2022), pp. 1-18

Persistent link: https://www.econbiz.de/10013185145

Algorithmic Hessians and the Fast Computation of Cross-Gamma Risk

Joshi, Mark S. - 2010

We introduce a new methodology for computing Hessians from algorithms for function evaluation, using backwards methods. We show that the complexity of the Hessian calculation is a linear function of the number of state variables times the complexity of the original algorithm. We apply our...

Persistent link: https://www.econbiz.de/10013142095