Computing solutions of the multiclass network equilibrium problem with affine cost functions

TL;DR

This paper studies the computation of Nash equilibria in multiclass nonatomic congestion games with affine cost functions, showing polynomial solvability under fixed parameters and proposing an extension of Lemke's algorithm for practical solutions.

Contribution

It proves polynomial solvability of the multiclass network equilibrium problem with affine costs for fixed vertices and classes, and introduces an extended Lemke's algorithm for practical computation.

Findings

Polynomial solvability when vertices and classes are fixed

Extension of Lemke's algorithm for this problem

Practical computation method for multiclass equilibria

Abstract

We consider a nonatomic congestion game on a graph, with several classes of players. Each player wants to go from its origin vertex to its destination vertex at the minimum cost and all players of a given class share the same characteristics: cost functions on each arc, and origin-destination pair. Under some mild conditions, it is known that a Nash equilibrium exists, but the computation of an equilibrium in the multiclass case is an open problem for general functions. We consider the specific case where the cost functions are affine. We show that this problem is polynomially solvable when the number of vertices and the number of classes are fixed. In particular, it shows that the parallel-link case with a fixed number of classes is polynomially solvable. On a more practical side, we propose an extension of Lemke's algorithm able to solve this problem.