Abstract
In this paper we introduce the notions of characteristic and potential functions of directed graphs and study their properties. The main motivation for our research is the stochastic equilibrium traffic assignment problem, in which the drivers choose their routes with some probabilities. Since the number of the strategies in this game is very big, we need to find an efficient way of computation of the expected arc flows in the network. We show that the characteristic functions of the graphs are very useful in this respect. Using this technique we can form and solve numerically the equilibrium traffic assignment problem in a reasonable computational time. As a byproduct of our results we show that the spectral radius of a matrix with non-negative elements admits a convex parameterization as a function of its entries.
Similar content being viewed by others
References
Akamatsu T (1996) Cyclic flows Markov process and stochastic traffic assignment. Transp Res B 30:369–386
Akamatsu T (1997) Decomposition of path choice entropy in general transport networks. Transp Sci 31(4):349–362
Anderson SP, de Palma A, Thisse J-F (1992) Discrete choice theory of product differentiation. MIT, Cambridge
Bell M (1995) Alternatives to dial’s logit assignment algorithm. Transp Res B 298(4):287–295
Nemirovskii A (1995) Polynomial time methods in convex programming. In: Renegar J, Schub M, Smale S (eds) The mathematics of numerical analysis. AMS–SIAM summer seminar in applied mathematics, Park City, UT, 17 July–11 August 1995. Lectures in applied mathematics, vol. 32. Amer Math Soc, Providence
Nesterov Y (2000) Stable traffic equilibria: properties and applications. Optim Eng 1(1):29–50
Nesterov Y, de Palma A (2003) Static equilibrium in congested transportation networks. Networks Spatial Econ 3(3):371–395
Nesterov Y, Nemirovskii A (1994) Interior-point polynomial algorithms in convex programming. SIAM, Philadelphia
Sheffi Y (1985) Urban Transportation networks: equilibrium analysis with mathematical programming methods. Prentice-Hall, Englewood Cliffs
Wardrop JG (1952) Some theoretical aspects of road traffic research. In: Proceedings of the Institute of Civil Engineers, part II, pp. 325–378
Author information
Authors and Affiliations
Corresponding author
Additional information
The research results presented in this paper have been supported by a grant “Action de recherche concerté ARC 04/09-315” from the “Direction de la recherche scientifique, Communauté française de Belgique”. The scientific responsibility rests with its author.
Rights and permissions
About this article
Cite this article
Nesterov, Y. Characteristic functions of directed graphs and applications to stochastic equilibrium problems. Optim Eng 8, 193–214 (2007). https://doi.org/10.1007/s11081-007-9013-3
Received:
Revised:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s11081-007-9013-3