Computing all Wardrop Equilibria parametrized by the Flow Demand

TL;DR

This paper presents an algorithm to compute all Wardrop equilibria in networks with flow-dependent costs, applicable to both undirected and directed networks, and capable of handling discontinuities and multiple commodities.

Contribution

It introduces a homotopy-based algorithm that efficiently computes all Wardrop equilibria parametrized by flow demand, extending to discontinuous costs and multiple commodities.

Findings

Algorithm correctly computes all equilibria in undirected single-commodity networks.

It is output-polynomial in non-degenerate cases.

Handles discontinuous costs and multiple commodities.

Abstract

We develop an algorithm that computes for a given undirected or directed network with flow-dependent piece-wise linear edge cost functions all Wardrop equilibria as a function of the flow demand. Our algorithm is based on Katzenelson's homotopy method for electrical networks. The algorithm uses a bijection between vertex potentials and flow excess vectors that is piecewise linear in the potential space and where each linear segment can be interpreted as an augmenting flow in a residual network. The algorithm iteratively increases the excess of one or more vertex pairs until the bijection reaches a point of non-differentiability. Then, the next linear region is chosen in a Simplex-like pivot step and the algorithm proceeds. We first show that this algorithm correctly computes all Wardrop equilibria in undirected single-commodity networks along the chosen path of excess vectors. We then adapt our algorithm to also work for discontinuous cost functions which allows to model directed edges and/or edge capacities. Our algorithm is output-polynomial in non-degenerate instances where the solution curve never hits a point where the cost function of more than one edge becomes non-differentiable. For degenerate instances we still obtain an output-polynomial algorithm computing the linear segments of the bijection by a convex program. The latter technique also allows to handle multiple commodities.