When does additional information lead to longer travel time in multi-origin–destination networks?
Abstract
The Informational Braess’ Paradox (IBP) illustrates a counterintuitive scenario where revelation of additional roadway segments to some self-interested travelers leads to increased travel times for these individuals. IBP extends the original Braess’ paradox by relaxing the assumption that all travelers have identical and complete information about the network. In this paper, we study the conditions under which IBP does not occur in networks with non-atomic selfish travelers and multiple origin-destination pairs. Our results completely characterize the network topologies immune to IBP, thus resolving an open question proposed by Acemoglu et al. [1].
1 Introduction
The informational Braess’ paradox (IBP), as introduced by Acemoglu et al. [1], illustrates a counterintuitive phenomenon in network traffic where disseminating supplementary information about available paths to certain travelers paradoxically results in increased travel time for these individuals. This longer travel time stems from the initial reactions of the informed travelers to the new information, and the subsequent responsive adjustments in routing by those without information extension. The IBP concept builds upon the classical Braess’ paradox (BP), which demonstrates that adding an extra link to a transport network can sometimes lead to a situation where all travelers experience a weak increase in travel times as a result of their individually rational routing decisions. The “weak increase” in this context means that travel times for travelers between one origin-destination (OD) pair strictly increase, while travel times for all others do not decrease [2, 3].
Both IBP and BP reveal the complex and counterintuitive interplay between network structure, the information possessed by self-interested travelers, and the resulting traffic flow dynamics. Though both paradoxes show similar negative effects that arise from seemingly beneficial changes, they each highlight different aspects of network dynamics and the potential unforeseen consequences when adjustments are made. (1) In BP, all travelers have access to complete information about the available routes in the network, which leads to uniform decision-making, ironically resulting in suboptimal outcomes when a new link is introduced. Conversely, IBP addresses the effects of unequal information distribution among travelers, where individual travelers act based on typically incomplete and differentiated information. In this scenario, travelers belong to different groups determined by their information types, i.e., the information sets about network edges available to them. When only one group of travelers receives additional information, their initial responses to this new data trigger a ripple effect that can ultimately impact all travelers. (2) BP requires that the introduction of an extra link causes a “uniform”, albeit weak, increase in travel times for all travelers. On the other hand, IBP only stipulates that travelers who receive additional information experience longer travel time. It is possible that some travelers with unchanged information sets might benefit from shorter travel times. As pointed out by Acemoglu et al. [1], in networks with a single OD pair, BP is identical with IBP with a single information type. The observation, however, cannot be extended to the multi-OD-pair case. The BP with two OD pairs, presented in [3], cannot be formulated as an IBP with two information types. Indeed, in the BP only one group of travelers alters their routes following the addition of an extra edge, yet their travel time does not increase. The lack of increased travel time for the route-changing group in BP departs from the expected outcome in an IBP framework, where travelers with additional choices face longer travel times after reacting to new information.
Since its introduction in the 1960s [2], BP has been extensively studied from various perspectives. Notably, for non-atomic travelers, each of whom controls an infinitesimally small fraction of the total traffic, Milchtaich [4] and Chen et al. [3] characterized topologies of networks that are immune to BP, thereby advancing our understanding of when and why the paradox does not manifest. In contrast, the investigation into IBP is still in its nascent stages. The body of research on IBP is considerably smaller, indicating a promising avenue for study to explore the nuances and implications of information asymmetry in network traffic dynamics. Acemoglu et al. [1] proved that IBP with a single OD pair does not occur if and only if the network is series of linearly independent (SLI). The result, in combination with Milchtaich’s series-parallel characterization [4], indicates that the IBP is a considerably more pervasive phenomenon than BP, as SLI networks form a subclass of series-parallel ones [1]. The conclusion aligns with the aforementioned observation [1] that IBP generalizes BP when restricted to single OD pair networks. However, as far as multiple OD pairs are concerned, the relation between IBP and BP becomes considerably more intricate, as highlighted in the preceding discussion. Can one expect a smaller class of networks for IBP-freeness than those, obtained in [3], for BP-freeness (as what has been done for the single OD pair case)? The answer is negative, as shown by Acemoglu et al. [1]. The authors provided a sufficient condition that precludes the occurrence of IBP in networks with multiple OD pairs, while also demonstrating that this condition is not necessary. They thereby posed the natural question of identifying a condition that is both sufficient and necessary. In this paper, we resolve this question by establishing a complete characterization of undirected networks with multiple OD pairs in which IBP never occurs for non-atomic travelers. The characterization might be helpful in network design to improve traffic efficiency.
1.1 Routing Game
Our basic framework is selfish routing model [5, 6, 7]. In this paradigm, travelers, acting in their own self-interest, select routes connecting their origins to their destinations within a traffic network. This network is represented by an undirected connected multigraph that may have parallel edges but no loops, where is the vertex set and is the edge set. If no confusion arises, we identify a graph with its edge set. Given pairs of origin-destination (OD) vertices in with for all , we often call them OD pairs. There are types of non-atomic travelers, who are individually insignificant relative to the entire system. The “non-atomic” attribute means that each traveler controls an infinitesimally small fraction of the total traffic. No single non-atomic traveler’s actions can influence the overall system; their contribution to congestion is negligible. For every , the amount of type- travelers is often referred to as their traffic rate, and denoted as or (we will use these notations interchangeably throughout). Type- travelers have a common information set and a common terminal set , where is a function from to . Each type- traveler travels along a path from his origin to his destination in , called an - path, or simply his OD path. Let denote the set of type- travelers’ OD paths. The routing, a.k.a. traffic flow, of type- travelers is denoted by , where equals the volume of the flow (the amount of type- travelers) going through path , and the flow volume equals the traffic rate . The routing of all types of travelers is represented by a flow (vector) . For any edge , let denote the flow volume of type- travelers traversing , and denote the flow volume of all travelers passing through . For any path in , let denote the flow volume of all travelers going through . Each edge is associated with a nonnegative and nondecreasing latency function , which takes , the volume of flow using , as the independent variable. Under , the latency of a path is , the sum of its edges’ latencies, and the latency of a traveler equals the latency of his OD path along which he travels. Every traveler is selfish in that he is only concerned about his own latency. Given others’ routing choices, he always chooses one of his OD paths with the lowest latency. The self-interested behaviors induce an information constrained routing game, denoted by quadruple , where denotes the set of latency functions, and and describe the traffic rates and information sets of all types of travelers, respectively. The Nash equilibrium of the game is often referred to as an Information-Constrained Wardrop Equilibrium (ICWE).
Definition 1 (ICWE flow).
[1] A flow is an ICWE flow if for every type- traveler and every - path with , it follows that for each .
The game always admits an ICWE flow, which is essentially unique: if and are both ICWE flows, then for every [1]. By the definition and uniqueness, given ICWE flow , for each , let with denote the equilibrium latency of type- travelers.
1.2 Information Braess’ Paradox
Given game , we say is an information extension (of ) if and for .
Definition 2 (IBP).
[1] Let and be ICWE flows of games and , respectively. If , then Information Braess’ Paradox (IBP) occurs, and quintuple is called an IBP instance.
The IBP instance encompasses two information constrained routing games and with and being their ICWE flows respectively. The only difference between and is that is properly contained in . By , we see that type- travelers have their information set expanded but suffer from a higher latency, while the information sets of other travelers remain unchanged. For a network , if an IBP instance exists, then we say is not immune to IBP; otherwise, we call an IBP-free network.
For a network with OD pairs, we assume for convenience that each edge and each vertex of the network are contained in at least one OD path.
1.3 IBP-free Networks with a Single OD Pair
Acemoglu et al. [1] established a sufficient and necessary condition for an undirected network with a single OD pair to be IBP-free (see Theorem 1). To present their result, we need to introduce three classes of networks with a single OD pair : series-parallel networks, linearly independent networks, and series of linearly independent networks, where are referred to as their terminal sets. These networks provide us with important structural properties for characterizing IBP-freeness in networks with one or more OD pairs.
Definition 3 (SP network).
A network with a single OD pair is called series-parallel (SP) if any two OD paths never pass through an edge in opposite directions.
We can use recursive operations to equivalently characterize SP networks (see, e.g., [4]). By connecting two networks with a single OD pair in series, we mean joining the destination vertex of one network with the origin vertex of the other network (the origin of the first network becomes the origin of the new network, and the destination of the second network becomes the destination of the new network). By connecting two networks with a single OD pair in parallel, we mean identifying the origin vertices of two networks to form the origin of the new network and identifying the destination vertices of two networks to form the new destination of the new network.
A network with a single OD pair is SP if and only if it is a single-edge network, or a connection of two SP networks in series, or a connection of two SP networks in parallel. Another characteristic of SP networks is that the network in Figure 5 can not be embedded in a SP network [4]. SP networks are immune to BP [4] but not immune to IBP [1]. An important subclass of SP networks consists of linearly independent ones, which have been shown to be IBP-free [1].
Definition 4 (LI networks).
A network with a single OD pair is called linearly independent (LI) if each OD path has an edge that does not belong to any other OD path.
LI networks can also be characterized using recursive graphical operations [8]. A network with a single OD pair is LI if and only if it is a single-edge network, or a connection of two LI networks in parallel, or a connection of a single edge and an LI network in series. Another subclass of SP networks is obtained by connecting LI networks in series..
Definition 5 (SLI network).
A network with a single OD pair is series of linearly independent (SLI) if it is an LI network or it is a connection of two SLI networks in series.
It is worth noting that the connection of two LI networks in series may not be an LI network (see Figure 1(b)), and the connection of two SLI networks in parallel may not be an SLI network (see Figure 1(a)).
Theorem 1.
[1] A network with a single OD pair is IBP-free if and only if it is an SLI network.
A vertex in a connected graph is a cut vertex if its removal from the graph leaves the graph unconnected. A block of a graph is a maximal connected subgraph without any cut vertex. SP networks (and thus their special cases, SLI networks and LI networks) possess a structure known as block-chain. It means that an SP network can be constructed by connecting several SP blocks in series, where the OD pair of each block is uniquely determined by the OD pair of the whole SP network [3]. In particular, an SLI network is a connection of several LI blocks in series. See Figure 2 for an illustration, where the OD pair of block is , . If a terminal (either the origin or the destination) of an LI block is not a terminal of the entire SLI network, then it is a cut vertex of the entire SLI network. For example, in Figure 2 are those terminals.
1.4 IBP-free Networks with Multiple OD Pairs
In this paper, we completely characterize the structure of undirected networks with multiple OD pairs that are immune to IBP (see Theorem 3), strengthening the sufficient condition by [1] (see Theorem 2) and solving an open question proposed in [1].
When network has OD pairs , we call a network with multiple OD pairs. For every , we reserve symbol to denote the subnetwork with terminal set , or equivalently with a single OD pair , which consists of all - paths in . To characterize IBP-free networks, in view of Theorem 1, it suffices to consider the scenario in which each is an SLI network, and therefore its blocks are all LI. To investigate the mutual influence of routing in two subnetworks and , the first step is to study the structural properties of their common part .
Proposition 1.
[3] Suppose that and are SLI subnetworks of . Let and be blocks of and , respectively. If , then is a common block of and .
It is worth noting that a common block of and may have different terminal sets when restricted to the specific subnetworks. See Figure 3 for an illustration, where is a block with .
Definition 6.
[3] Suppose that and are SLI. A block of is called a coincident block of and if it is a common block of and , and the terminal set of in is the same as that in .
In Definition 6, the orders of terminals (which is the origin and which is the destination) of in and do not have to be the same. Combining the SLI condition for IBP-free networks with a single OD pair (see Theorem 1) and the coincident condition for characterizing BP-freeness [3], Acemoglu et al. [1] established the following sufficient condition for excluding IBP in networks with multiple OD pairs.
Theorem 2.
[1] Let to be a network with OD pairs. For every , let be the subnetwork of with terminal set . Then is IBP-free if satisfies the following conditions:
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SLI condition: for every , is SLI.
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Coincident condition: for any with , either or the graph induced by consists of all coincident blocks of and .
The coincident condition is not necessary, as shown by the cycle network with three vertices and two OD pairs depicted in Figure 3. Although is a non-coincident block, Acemoglu et al. [1] proved that is IBP-free.
The next theorem represents our main contribution. Building on the results of [1], we establish the following necessary and sufficient condition, showing that cycle networks are the sole exception not covered by the coincident condition.
Theorem 3 (Main Result).
Let to be a network with OD pairs. For every , let be the subnetwork with terminal set . Then is IBP-free if and only if satisfies the following conditions:
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SLI condition: for every , is SLI.
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Common block condition: for any with , either or the graph induced by consists of all common blocks of and , where each common block is either a coincident block or a cycle.
Our technical contributions primarily lie in the following two aspects: (1) We identified IBP instances for non-coincident blocks that are not cycles. (2) We proved that cycle networks are IBP-free. The analysis for both aspects requires a thorough understanding of the interaction between network structures, selfish routing games, and the mechanisms of IBP. It involves disentangling and reducing the complex interweaving of intricate structures and routing dynamics.
While Roman and Turrini [9] asserted to have proven the IBP-freeness of cycle networks, their proof contained irremediable flaws. Specifically, Proposition 3 in [9], intended to mirror Lemma 1(b) of [1], claimed that in a cycle network, after the information extension, there must exist a type of travelers whose latency does not increase. However, the authors [9] did not provide a complete proof for the general case. Furthermore, the proof of their main theorem (Theorem 3 in [9]) is flawed, as detailed in Appendix A. The issues remain unresolved in Roman’s thesis [10]. Given these shortcomings, we present a novel approach to prove the IBP-freeness of cycle networks. The proofs, which constitute the most technical part of our paper, are elaborated in Section 4 and Appendix B. Our method is completely different from that of Roman and Turrini, offering a complete analysis of the problem.
1.5 Related Work
The most related work for IBP-free networks, which has been discussed in Subsections 1.3 and 1.4, includes the SLI characterization by [1] for the case of a single OD pair, and the sufficient conditions of [1, 9] for the case of multiple OD pairs.
The study of the counterintuitive phenomenon in routing games was started by Braess in 1968 [2]. Milchtaich [4] introduced a series-parallel characterization for excluding BP in undirected networks with a single OD pair. Chen et al. [3] extended this solution by providing a complete characterization for all undirected and directed networks with multiple OD pairs that are immune to BP, incorporating the series-parallel and coincident conditions. BP appears not only in traffic networks, but also in communication networks [11, 12, 13, 14], mechanical systems and electrical circuits [15, 16]. In addition, BP serves as the motivation for a network design problem: determining which edges should be removed from a given network to achieve the optimal flow at equilibrium. Roughgarden [17] provided optimal inapproximability results and proposed approximation algorithms for tackling this network design problem.
Traveler heterogeneity has garnered significant research attention. Milchtaich [18] studied the situation that different travelers may have different latency functions. Cole et al. [19] focused on the routing games where diversity emerges from the trade-off between two criteria and characterized the topology of networks for which diversity is never harmful. Meir and Parkes [20] proposed a routing game model in which travelers face uncertainty regarding the paths chosen by others. Sekar et al. [21] considered the selfish routing game in which travelers may overestimate or underestimate their traffic latencies. Wu et al. [22] studied the equilibrium route choices and traffic latencies within a heterogeneous information system, considering an uncertain state that impacts the latencies of edges in the network.
Organization.
The rest of the paper is organized as follows: Section 2 introduces additional notations and presents preliminaries. Sections 3 is dedicated to proving the “only if” part of our characterization for IBP-free networks, which asserts that under the SLI condition, non-coincident blocks are either cycles or admit IBP. Section 4 establishes the “if” part of our characterization, showing that all cycle networks with multiple OD pairs are IBP-free. Section 5 concludes the paper with remarks on possible directions of future research. Due to space limitations, some proofs are omitted from the main body and provided in the Appendix.
2 Preliminaries
Given an information constrained routing game that is IBP-free, we can decompose the game into several local games based on the block-chain structure of . By Theorem 1, we assume that network satisfies the SLI condition in Theorem 3. Thus each subnetwork processes a block-chain structure (recall Figure 2). Furthermore, using Proposition 1, we can decompose the network into a number of LI blocks , each of which is a common block of several ’s. For ease of presentation, if , i.e., is a block of , we denote the OD pair of in the block-chain of as . In this way, we may consider a local game restricted to , where is the restriction of to , is the restriction of to , and the traffic rates are consistent with those in , i.e.,
if , and otherwise.
Note that although the real participants of the game are only travelers whose OD paths pass some edges in , i.e., type- travelers with , for notational convenience, we consider the other travelers (if any) as dummy participants of the game with traffic rate 0 for which we do not need to specify OD pairs or information sets. Let be an ICWE flow of and be the ICWE latency of type- travelers in network ; if , then we set . Let be an ICWE flow of . It is easy to see that the equilibrium latency of a traveler in is the sum of his equilibrium latency in all local games.
Proposition 2.
For every , .
Proof.
Let denote the restriction of on . For every , it is clear that is an ICWE flow of and by the uniqueness of ICWE. Because is the connection of its blocks in series, we have , where the last equality is implied by the setting that whenever . ∎
Lemma 1.
Let be a network with multiple OD pairs that satisfies the SLI condition. Let be the blocks of , each of which is an LI network with the OD pairs determined by and ’s OD pairs. Then is an IBP-free network if and only if is an IBP-free network for every .
Proof.
To see the sufficiency, suppose that is an IBP instance. Let be an ICWE flow of and be an ICWE flow of . By Proposition 2, we have and . Since , there must be an such that . It follows that is an IBP instance.
To see the necessity, suppose that with is an IBP instance for some . We construct an IBP instance as follows. Let for every edge . For type- travelers in , let their traffic rates be consistent with , let their information set before (resp. after) information expansion when restricted to be as in (resp. ), and let their information sets (before and after information expansion) when restricted to (with and ) be . Let and be ICWE flows of and , respectively. By Proposition 2, and . Since , we have , showing that is an IBP instance. ∎
For an edge , we use to denote the network obtained from by contracting into a new vertex . If exactly one of the two vertices incident to is a terminal vertex of , then the corresponding terminal of is the new vertex . We use to denote the network obtained from by removing .
Definition 7 (Nice embedding).
A network is nicely embedded in the network if can be obtained from by recursive edge removals and contractions under the condition that no terminal set of the networks in the process is merged by the contractions.
Lemma 2.
If network can be nicely embedded in the network and is not immune to IBP, then is not immune to IBP.
Proof.
We only need to consider the situation that is or for some edge . We use to denote the latency function set in for convenience. If is an IBP instance, then we set and when , and set and when . Setting ’s latency function by , it is easy to see that is an IBP instance. ∎
3 Necessity Proof
In this section, we establish the necessity of the conditions stated in Theorem 3. It is evident from Theorem 1 that the SLI condition is a prerequisite for IBP-freeness. It remains to prove the necessity of the common block condition. To accomplish this, we only need to consider an IBP-free network with two OD pairs such that and are SLI. Furthermore, by Proposition 1 and Lemma 1, we may assume that is the non-coincident common block of and . Our objective is to show that is a cycle, thereby confirming the necessity of the condition.
3.1 An IBP Instance
In this subsection, we show that an IBP can occur in the following network with three vertices, two OD pairs , and latency functions , as depicted in Figure 4(a). Specifically, , , and latency functions are written beside the corresponding edges, e.g., , , and .
with
with
Suppose that and that for , type- travelers have OD pair and traffic rate . By the symmetry between OD pair indices and that between the vertices in the same OD pair, we may assume , and . The information set of type-1 travelers changes from to larger , while the information set of type-2 travelers is always . Let and denote the ICWE flows before and after type-1 travelers enlarge their information set, respectively.
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Clearly, , when and when , from which we deduce that under type-1 travelers experience latency .
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After type-1 travelers known about , some of them will use this “new” edge instead of . Easy computation shows that these travelers amount to , and the remaining amount of type-1 travelers stick to ; accordingly, type-2 travelers will split their routes: when (resp. ), amount 4 sticking to their left path (resp. lower path ) and amount changing to their right path (resp. upper path ). See Figure 4(b) and (c) for an illustration. It is easy to check that is indeed an ICWE flow under which type-1 travelers experience a higher latency .
In conclusion, constitutes an IBP instance, saying that is not immune to IBP. Recalling Lemma 2 and the IBP-freeness of , we have the following corollary.
Corollary 1.
cannot be nicely embedded in .
3.2 Graphical Structures
Since is a non-coincident block of and , we have . A connected graph is -connected if it contains more than vertices and has no cut vertices. Since is a non-coincident block, it contains at least vertices, and therefore is 2-connected. The reader is referred to [23] for properties of 2-connected graphs. Setting , we have because is non-coincident. Note that if can be nicely embedded in , then there is a mapping such that and for .
Recall that and are assumed to be SLI networks. So the theta graph in Figure 5 can neither be embedded in nor in [4].
Lemma 3.
If graph is not a cycle and contains a cycle with , then can be nicely embedded in .
Proof.
Suppose without loss of generality that . Since is not a cycle, we may take such that is an end of whenever . By the 2-connectivity of , there is a path in between distinct vertices on that goes through and is internally disjoint from . Recall that the theta graph (see Figure 5) is not embeddable in . So one of the two - paths in contains both and . Now contains both OD pairs, i.e., . Let be obtained from by iteratively contracting edges as many as possible under the condition that no two distinct vertices from are merged and that and are not merged. If an edge with one end is contracted, the vertex resulting from the contraction is named as . In particular, when both ends of the contracted edge are in , it must be the case that one end, say , is in and the other, say , is in , for which we consider the two ends merge to a new vertex . The contraction process contracts to a cycle with and contracts to an - path with . Thus with is edge disjoint union of and . To prove the lemma, it suffices to check that can be nicely embedded in . In the remainder of the proof, we focus on vertices of instead of those in the original graph .
By the construction of , each edge in has both ends in . If one of and , say , is outside , then there is an edge that joins and a vertex , and should have been contracted in the above process of constructing . So we have and hence . Note that and have degree 3, and other vertices have degree 2 in .
When , we deduce that with is itself. It remains to consider the case where . If there is between and and does not join and , then shows that can be nicely embedded in . Next, we prove that such an edge does exist. When and have a common neighbor, at least one of the two edges incident with the common neighbor qualifies to be . When and have no common neighbor, and are neighbors in both and , and there is a 3-edge - path in that contains ; it is easy to see that one of the three edges in the path qualifies to be the as desired. ∎
Lemma 4.
Either is a cycle or can be nicely embedded in .
Proof.
Suppose that is a 2-connected graph that is not a cycle. Let be a cycle in going through and . By Lemma 3, we only need to consider the case of . Similar to the above proof, the 2-connectivity of gives a path between distinct vertices on that goes through and is internally disjoint from . In turn, excluding theta graph implies that both and are contained in one of the two - paths in ; we denote the path by . Now is a cycle in that contains . It follows from Lemma 3 that can be nicely embedded in . ∎
4 Sufficiency Proof
In this section, we justify the “if” part of Theorem 3. By contradiction, suppose that network with OD pairs satisfies the SLI condition and common block condition, but is not immune to IBP. It follows from the SLI condition and Proposition 1 that every block of is a block of some , , which is therefore LI. Since is not immune to IBP, by Lemma 1, some block of , denoted by , is not immune to IBP. In turn, Theorem 1 implies that is a network with OD pairs. Then, we deduce from Theorem 2 that is not a coincident block of its subnetworks, which, along with the common block condition, enforces that is a cycle. To reach a contraction and prove the sufficiency, it suffices to establish the following IBP-freeness.
Theorem 4.
A cycle with OD pairs is IBP-free.
Due to space limitations, the proof of Theorem 4 is deferred to Appendix B. The proof strategies can be summarized as follows:
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Reduction to fewer traveler types: By Lemmas 5 and 6, we reduce the problem to be the one with fewer types of travelers: If IBP happens, then it happens on a cycle network such that each OD pair is associated with only one type of travelers. According to Lemma 7, we can assume that the travelers of the same type choose the same one OD path before the information expansion and a different OD path after the information expansion.
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Increasing latencies and non-dominant traffic rates: If IBP occurs, for every type of travelers, the latency of the path chosen before the information expansion will strictly increase after the information expansion (see Lemma 8). In addition, when IBP occurs, the traffic rate of any type of travelers is strictly less than the total traffic rate of all the others (see Lemma 9). Then, we directly derive that a cycle with two OD pairs is IBP-free in Lemma 10, significantly streamlining the proof process in [1].
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Reduction to fewer OD pairs via path coverage: In Lemma 11, if there are two types of travelers such that the union of their chosen paths covers the entire cycle in an IBP instance, then we can construct a new IBP instance with fewer OD pairs. By using this lemma and case analysis, it follows that a cycle with three OD pairs is IBP-free (see Lemma 12).
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Reduction to fewer OD pairs via specific path choices: According to Lemmas 13 – 17, if two types of travelers with specific path choices exist in an IBP instance, then we can construct a new IBP instance with fewer OD pairs. Lemma 18 states the relationship between the path choices and the amount of flow in edges.
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Traffic rate and structure transformations: In Lemma 21, we convert an IBP instance in a cycle with OD pairs to one with all integer traffic rates, and in Lemma 22, we transform an IBP instance in a cycle with a finite number of OD pairs such that all traffic rates are equal to . Moreover, Lemma 23 uses swap operations to convert a general IBP instance (with OD pairs) into an instance on a completely symmetric structured cycle or an almost symmetric structured cycle.
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5 Concluding Remark
In this paper, we have characterized all undirected IBP-free networks with multiple OD pairs. Investigating the directed counterpart presents an intriguing and potentially challenging avenue for future research.
Our analysis could potentially be extended to other paradoxical settings. For example, classical BP represents the situation where adding an extra link to a network can sometimes strictly increase the travel times for travelers between one OD pair without decreasing travel times for all others. We propose exploring a “strong increase” version of BP, where adding an extra link to a network can sometimes strictly increase the travel times for all travelers whose OD paths contain the link. The analytical methods and characterization properties presented in this paper are also adaptable for studying networks that are immune to this stronger form of BP.
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Appendix A Two Critical Flaws in the Proof of Theorem 3 in [9]
This section raises valid concerns about the robustness of the proof of Theorem 3 in [9] by identifying the following two primary issues.
-
1.
Inequality Derivation (Page 569, left column, fifth paragraph): The inequality is derived using the monotonicity of the functions . This derivation requires that holds for all . However, unfortunately, the single inequality provided by the authors is insufficient to guarantee the required monotonicity condition for each individual term.
-
2.
Generality Oversight (Page 570, left column, first paragraph): The assertion “without loss of generality” fails to account for a crucial scenario: when the demand for decreases and belongs to , while the demand for increases and belongs to . This oversight is significant because this particular scenario cannot be used to support the result of Claim 3 in [9]. In fact, considering this case would lead to the opposite inequality, contradicting the intended conclusion.
Appendix B The Proof of Theorem 4
This section is devoted to the proof of Theorem 4. Without loss of generality, assume that any two terminal vertices and are distinct. (If and coincide at a single vertex, this vertex can be split into two different vertices, each incident with different (one of the) edges originally incident with the coincident vertex. Name these two vertices and , respectively, and add a zero-latency edge between them.) Additionally, it can also be assumed that all vertices on the cycle are terminal vertices in OD pairs. Otherwise, if there is a path of length at least between and that does not pass through any other terminal vertices, then the - path can be replaced with a single edge between and . The latency function of this edge would be the summation of the latency functions of the edges along the - path. In summary, we can assume that there are vertices on the cycle , corresponding to origin vertices and destination vertices.
There are exactly two paths between each pair on the cycle , denoted as and , for which we have . Here, represents the set of edges on the cycle, and and represent the sets of edges on the two paths, respectively.
For each OD pair , there may be more than one type of travelers taking it as their OD pair. For ease of presentation, we use “type- travelers” to mean the -th type of travelers whose OD pair is .
Let us assume that the type- travelers with OD pair have the expanded information sets. Let the path set before the information expansion be , and after the information expansion, the path set becomes . The remaining types of travelers with the unchanged information sets can be defined as follows: For each ,
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•
The path set of type- travelers is .
-
•
The path set of type- travelers is .
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•
The path set of type- travelers is .
In the game, there are types of travelers. The following lemma shows that, aside from the type- travelers, it can be assumed that there are only type- travelers with the complete information for each .
Lemma 5.
Suppose that is a cycle with OD pairs. If there is an IBP instance with types of travelers , then there is an IBP instance with types of travelers .
Proof.
For any , by the symmetry of and , we only show a new IBP instance without type- travelers. Let be the traffic rate of type- travelers. Since type- travelers always choose to take before and after the information expansion of type- travelers, the flow of this part can be fixed on the latency function of the edges in path . That is, for each and for each . Therefore, we can construct a new IBP instance without type- and type- travelers for each . ∎
Furthermore, we can construct an IBP instance that does not include type- travelers.
Lemma 6.
Suppose that is a cycle with OD pairs. If there is an IBP instance with types of travelers , then there is an IBP instance with types of travelers .
Proof.
Denote the path sets for type- travelers before and after the information expansion as and , respectively. Suppose that and are ICWE flows of the network before and after the information expansion. First, we must have . Otherwise, would be an ICWE flow of the network after the information expansion, and IBP would not occur. So . Because the path selection of type- travelers changes before and after the information expansion, we have . We know that and .
Next, we will prove that . Assume by contradiction that . We construct a new feasible flow for the network before the information expansion. For and for any , set . Let , , , and . Then, we have and . Thus, for every OD path , . So is an ICWE flow in the network after the information expansion. Since , is a feasible flow for the network before the information expansion. Thus, is an ICWE flow for the network before the information expansion. By the uniqueness of ICWE, it follows that . Since , we derive , which contradicts with the definition of IBP (). Therefore, .
Then, we construct a new flow for the network after the information expansion with . For and for any , . , , and . Then, we have and . Thus, for every OD path , . Thus, is an ICWE of the network after the information expansion with . So type- travelers choose the same path of the network before and after the information expansion. By the proof of Lemma 5, we can derive the instance of IBP that results from excluding the type- travelers. ∎
By Lemma 6, We can assume that there are types of travelers in cycle . Travelers of types are re-denoted using a simplified notation: type- for each with . Type- travelers have the expanded information sets and . Type- travelers have the complete information sets for . In the remainder of this section, we represent an IBP instance using a simplified triple notation . Suppose that and are ICWE flows of the network before and after the information expansion. Since , we assume satisfies and satisfies for each . The subsequent lemma indicates that it is sufficient to consider the case where and for each .
Lemma 7.
Suppose that is a cycle with OD pairs. If there is an IBP instance with types of travelers in which all travelers except type- travelers have the whole cycle as their information set, then there is an IBP instance with and for each .
Proof.
Let and for each and . Let and . We have and for each . Then we have and are ICWE flows of before and after the information expansion. Since is an IBP instance, is an IBP instance with and for each . ∎
By Lemmas 6 and 7, we have that if there is an IBP instance with OD pairs, then there must be an IBP instance with types of travelers and each type of travelers chooses different paths before and after the information expansion. So we only need to consider this situation: is a cycle network with OD pairs and there are types of travelers. For each , type- travelers’ OD pair is and all of them choose - path before the information expansion and after the information expansion.
Recall that and are ICWE flows before and after the information expansion. Simplified notations:
-
•
For each edge , and .
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•
For each , and .
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•
For each , and .
Under the circumstances where IBP occurs, we establish the following inequalities, with the explanation for each detailed after the colon.
-
1.
: Otherwise, after the information expansion, the path choices of type- travelers will not change, which contradicts with the occurrence of IBP.
-
2.
: From the definition of IBP, the latency of ICWE after the information expansion is strictly greater than the latency of ICWE before the information expansion.
-
3.
for each : It can be derived from being the ICWE before the information expansion and the type- travelers have complete information for each .
-
4.
for each : It follows from being the ICWE after the information expansion and the type- travelers have complete information for each .
From the above properties, we can deduce the subsequent key lemma:
Lemma 8.
If IBP occurs, then for each .
Proof.
According to the above inequalities (2) and (4), we have . By the inequalities (1), (2) and (4), we derive
Notice that and for each . According to the inequalities (3) and (4), for each , we have
which completes the proof. ∎
For the traffic rate of type- travelers, the following lemma is established.
Lemma 9.
If IBP occurs, then for each .
Proof.
Suppose there exists such that . Consider the path . For arbitrary edge , and hold, which means for each . Due to the monotonicity of the latency function, for each . Then , which contradicts with the result of Lemma 8. ∎
Lemma 10.
A cycle with two OD pairs is immune to IBP.
Proof.
If IBP occurs, by Lemma 9, the inequalities and hold simultaneously, which is a contradiction. ∎
Lemma 11.
If there is an IBP instance with types of travelers, which satisfies one of the following conditions:
-
1.
, ;
-
2.
, ,
then we can construct a new IBP instance with types of travelers.
Proof.
Suppose there exists and with . Since and , then and . Notice that and . Then we have and . Thus, and .
Assume, without loss of generality, that . Construct a new flow : For , and ; , , and . Thus for any and for any . Then, we derive that for any . Therefore, is an ICWE flow after the information expansion. Then, we know that type- travelers choose the same path of the network before and after the information expansion. If , then is an ICWE flow in the network before the information expansion. Then we derive that , which contradicts with Lemma 8. Thus, . By the proof of Lemma 5, we can derive the instance of IBP with types travelers.
The proof of the situation , is similar.
Suppose there exists and with . Since and , then and . Notice that and . Then we have and . Thus, and .
Assume, without loss of generality, that . Construct a new flow : For , and ; , , and . Thus for any and for any . Then, we derive that for any . Therefore, is an ICWE flow before the information expansion. Then, we know that type- travelers choose the same path of the network before and after the information expansion. By the proof of Lemma 5, we can derive the instance of IBP with types travelers. ∎
Lemma 12.
A cycle with three OD pairs is immune to IBP.
Proof.
Assume that IBP occurs by contradiction. We will discuss the following scenarios.
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1.
There exist and such that .
-
2.
There exist and such that .
-
3.
There exist and such that .
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4.
For any and such that , and .
Figure 6: The symmetric structured network with three OD pairs In this scenario, the network can only consist of the following structure with three OD pairs as shown in Figure 6. In such a network structure, due to symmetry, we can assume that represents the clockwise direction from to . There are four possible classifications for the paths of and . In the following three cases as shown in Figure 7, for any , according to Lemma 9, we derive that where . Then, it follows that , which contradicts with Lemma 8. The last case is shown in Figure 8. Since and , and . So . Similarly, since and , we show that . According to Lemma 9, , which means that . Similarly, we reveal that and . By Lemma 8, . Then we deduce that . Combining the above inequalities, , which is a contradiction.
Therefore, a cycle with three OD pairs is IBP-free. ∎
Similar to the fourth case in the proof of Lemma 12, we consider a structure on a cycle with OD pairs: a completely symmetric distribution of terminal vertices, as shown in Figure 9, which satisfies the following conditions: For any and such that , and .
We can represent the paths of type- travelers by defining an index as follows: For any , define
Without loss of generality, we assume that .
Lemma 13.
Consider and any . Let , and .
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1.
If , and , then .
-
2.
If , and , then .
Proof.
1. If and , then and . We deduce that and . Since and , . Thus, we have . Similarly, we derive . As , it follows . As , it follows . Combining the above inequalities, we obtain that .
2. If and , then and . We deduce that and . Since and , . Thus, we have . Similarly, we derive . As , it follows . As , it follows . Combining the above inequalities, we obtain that . ∎
Lemma 14.
Consider and any . Let , , and .
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1.
If , , and , then .
-
2.
If , , and , then .
Proof.
1. If and , then and . We deduce that and . Since and , . Thus, we have . Similarly, we derive . As , it follows . As and , it follows . Combining the above inequalities, we obtain that .
2. If and , then and . We deduce that and . Since and , . Thus, we have . Similarly, we derive . As , it follows . As and , it follows . Combining the above inequalities, we obtain that . ∎
Next, we introduce three edge contraction lemmas.
Lemma 15.
Given an IBP instance with types of travelers, if there exist two edges and with and satisfying the following conditions:
-
1.
for any ;
-
2.
,
then we can construct a new IBP instance with types of travelers.
Proof.
Suppose that and are ICWE flows of the network before and after the information expansion. By shrinking and on , we obtain a resulting cycle . The new labels for the contracted vertices are denoted as and after shrinking and , respectively. Let be the restricted path of on and be the restricted path of on for . We have that , , and for .
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For type-, and .
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For type- where , and .
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The type- and type- travelers are removed, and type- travelers with are added. The type- travelers choose with and with before the information expansion, while they choose with and with after the information expansion. We have that and for .
We can conclude that and restricted on are ICWE flows of before and after the information expansion. Thus, we derive a new IBP instance with types of travelers. ∎
Lemma 16.
Given an IBP instance with types of travelers, if there exist two edges and with and satisfying the following conditions:
-
1.
for any ;
-
2.
;
-
3.
for some and ,
then we can construct a new IBP instance with types of travelers.
Proof.
Suppose that and are ICWE flows of the network before and after the information expansion. By shrinking and on , we obtain a resulting cycle . The new labels for the contracted vertices are denoted as and after shrinking and , respectively. Let be the restricted path of on and be the restricted path of on for . We have that , , and for . In addition, and .
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For type-, it follows that . Since , and . Thus, .
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For type- where , and .
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The type- and type- travelers are removed, and type- travelers with are added. The type- travelers choose with and with before the information expansion, while they choose with and with after the information expansion. We have that and for .
We can conclude that and restricted on are ICWE flows of before and after the information expansion. Thus, we derive a new IBP instance with types of travelers. ∎
Lemma 17.
Given an IBP instance with types of travelers, if there exist three edges , and with and satisfying the following conditions:
-
1.
For any ,it follows that , or that , ;
-
2.
;
-
3.
for some and ,
then we can construct a new IBP instance with types of travelers.
Proof.
Suppose that and are ICWE flows of the network before and after the information expansion. By shrinking and on , we obtain a resulting cycle . The new labels for the contracted vertices are denoted as and after shrinking and , respectively. We change the latency on edge to and relabel as . Let be the restricted path of on and be the restricted path of on for . We have that , , and for . In addition, and .
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•
For type-, it follows that . Since , and . Thus, .
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For type- where , and .
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•
The type- and type- travelers are removed, and type- travelers with are added. The type- travelers choose with and with before the information expansion, while they choose with and with after the information expansion. We have that and for .
We can conclude that and restricted on are ICWE flows of before and after the information expansion. Thus, we derive a new IBP instance with types of travelers. ∎
Lemma 18.
For any , if , then where and . Otherwise, .
Proof.
Notice that for any . If , then . Thus, . If , then . Thus, . ∎
Lemma 19.
A cycle shown in Figure 9 with OD pairs is immune to IBP.
Proof.
(by induction on ) When contains three OD pairs, the conclusion holds by Lemma 12. Assuming that the conclusion holds for cases containing fewer than OD pairs, consider an IBP instance where contains OD pairs with a completely symmetric distribution of terminal vertices. Suppose that and are ICWE flows of the network before and after the information expansion. Let . Recall that . Let us discuss the values of below:
Case 1. .
We derive that .
According to Lemma 9,
and . By Lemma 18, and for any when , , and .
Let . Then . We know that for . If , then for any , . Thus, , which contradicts with Lemma 8. If , then for . Thus, we derive for . For , . Thus, , which contradicts with Lemma 8.
Case 2. .
We relabel the vertices in as follows: , , , and for . In this case, the problem is transformed into the scenario where , which is exactly the same as the scenario where . Therefore, this case is proven.
Case 3. , , , are not all equal and .
Let . Then . If for any , then . As and , by Lemmas 13 and 15, we derive a new IBP instance with types of travelers, which contradicts with the induction assumption. Otherwise, we only need to consider the case . Let . Then . By Lemma 18, we deduce that , which means that . As and , by Lemmas 13 and 15, we derive a new IBP instance with types of travelers, which contradicts with the induction assumption.
Case 4. , , , are not all equal and .
Let . Then . If for any , then by Lemma 9. As and , by Lemmas 13 and 15, we derive a new IBP instance with types of travelers, which contradicts with the induction assumption. Otherwise, we only need to consider the case . Let . Then . By Lemma 18, we deduce that , which means that . As and , by Lemmas 13 and 15, we derive a new IBP instance with types of travelers, which contradicts with the induction assumption.
∎
Next, Let us consider a cycle with OD pairs possessing an almost symmetric distribution of terminal vertices: except for and of type- travelers, all other and are symmetric where . Suppose is located between and , where and , as shown in Figure 10:
Lemma 20.
A cycle shown in Figure 10 with OD pairs is immune to IBP.
Proof.
(by induction on ) When contains three OD pairs, the conclusion holds by Lemma 12. Assuming that the conclusion holds for cases containing fewer than OD pairs, consider an IBP instance where contains OD pairs with a completely symmetric distribution of terminal vertices. Suppose that and are ICWE flows of the network before and after the information expansion. Let . If , since and , then . Thus, , which means that . By Lemma 11, we derive a IBP instance with types of travelers, which contradicts with the induction assumption. Thus, . Let us discuss the values of below:
Case 1. .
We derive that . By Lemma 18, we have and . Let . Notice that and by Lemma 9. Then .
By the definition of , we know that . Then if , then ; if , then and . For , . Thus, , which contradicts with Lemma 8.
Case 2. .
We derive that . By Lemma 18, and .
Let . Notice that and by Lemma 9. Then . By the definition of , we know that where . Then if , then ; if , then and . For , . Thus, , which contradicts with Lemma 8.
Case 3. , , , are not all equal and .
Let . Then and . If , by Lemmas 13 and 15, we derive a new IBP instance with types of travelers, which contradicts with the induction assumption. If , then there exists with . Otherwise, by Lemma 9. Let . Then and . According to Lemma 18, . By Lemmas 13 and 15, we derive a new IBP instance with types of travelers, which contradicts with the induction assumption.
Case 4. , , , are not all equal and , .
If , then there exists with . Otherwise, by Lemma 9. Let . Then and . According to Lemma 18, . By Lemmas 13 and 15, we derive a new IBP instance with types of travelers, which contradicts with the induction assumption. If , then and . According to the proof of Lemma 13, we have that . By Lemma 17, we derive a new IBP instance with types of travelers, which contradicts with the induction assumption.
Case 5. , , , are not all equal and there exists with .
Let . Then and . Thus, . If , by Lemmas 13 and 16, we derive a new IBP instance with types of travelers, which contradicts with the induction assumption. Then . Let us consider the edge in the following five cases:
- 1.
- 2.
- 3.
- 4.
- 5.
Let us take the edge with the minimum flow in , denoted as . We aim to prove that . If , since , then . Since , . Thus, . When and , has edges on both sides in and does not exceed the flow of the edges on its two sides, then must belong to one of the five cases mentioned above, which means that . Therefore, , which contradicts with Lemma 8.
Case 6. , , , are not all equal and .
Then, . If , since , then . Since and , by Lemmas 14 and 17, we derive a new IBP instance with types of travelers, which contradicts with the induction assumption. Then . Let us consider the edge in the following three cases:
- 1.
- 2.
- 3.
Let us take the edge with the minimum flow in , denoted as . We aim to prove that . If , since , then . Since , . Thus, . When and , has edges on both sides in and does not exceed the flow of the edges on its two sides, then must belong to one of the three cases mentioned above, which means that . Therefore, , which contradicts with Lemma 8.
Case 7. and .
Let us renumber the vertices on as follows:
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•
Swap the labels of and .
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Swap the labels of and for .
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•
Swap the labels of and for .
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Swap the labels of and for .
Then and , which is equivalent to the scenario where and . The result in this scenario has been proved in Cases 2, 3, 4 and 5.
Case 8. and .
Let us renumber the vertices on as follows:
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•
Swap the labels of and .
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•
Swap the labels of and for .
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•
Swap the labels of and for .
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•
Swap the labels of and for .
Then , which is equivalent to the scenario where . The result in this scenario has been proved in Cases 1 and 6.
Case 9. and .
Then, . We have the following inequalities:
-
•
.
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•
.
-
•
.
-
•
.
Let us consider the edge with the minimum flow on and denote it as . Based on the previous inequalities, we can conclude that does not belong to the set . Therefore, there are only two possible cases:
- •
- •
Thus, for any . Therefore, , which contradicts with Lemma 8.
In conclusion, a cycle shown in Figure 10 with OD pairs is IBP-free. ∎
Next, we will transform a cycle containing OD pairs with the general distribution of the terminal vertices into a completely symmetric structured network as shown in Figure 9 or an almost symmetric structured network as shown in Figure 10 through a finite number of steps. The following lemma allows us to convert the traffic rates of all types of travelers into integers.
Lemma 21.
If there exists an IBP instance in a cycle with OD pairs, then we can construct an IBP instance in a cycle with OD pairs and all the traffic rates are integers.
Proof.
If all the traffic rates are rational numbers, then we assume that where are positive integers for any . Let be the least common multiple of . Then the new IBP instance have the traffic rates: for any . Otherwise, suppose that is an irrational number for some . Let and . Since the rational points are dense on the number axis, we can choose a rational number such that . Let and for . Let be the flow of the network before the information expansion where type- travelers unanimously choose the path for any and be the flow of the network before the information expansion where type- travelers unanimously choose the path for any . Since , we have that and for any . Then, we derive
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•
If , then . We have that .
-
•
If , then . We have that .
Next, we construct the latency functions for any edge : For , where . For ,
Then, it follows that and for any . Then and are ICWE flows of the network before and after the information expansion. Thus, this is a new IBP instance. We can repeatedly perform the above operation, converting all into rational numbers, and then further transform all into integers. ∎
The next lemma allows us to transform all integers into .
Lemma 22.
If there exits an IBP instance in a cycle with OD pairs and all integer traffic rates, then we can construct an IBP instance in a cycle with OD pairs and all the traffic rates are equal to .
Proof.
We divide the type- travelers into types of travelers: . These types of travelers have a traffic rate of and their OD pairs and the path choices remain consistent with the type- travelers. On the cycle , we replace the vertex with a path of length , denoted as , and replace the vertex with a path of length , denoted as . The latency of all newly added edges is defined as . ∎
For any IBP instance with a traffic rate of , we can transform it into an IBP instance of the completely symmetric structured cycle or the almost symmetric structured cycle.
Lemma 23.
If there exits an IBP instance in a cycle with OD pairs and all traffic rates are , then we can construct an IBP instance in the completely symmetric structured cycle or the almost symmetric structured cycle.
Proof.
Let and . Suppose that . Take and assume that as shown in Figure 11. , , , and divide the cycle into four paths:
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•
is the path from clockwise to .
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•
is the path from clockwise to , which is actually .
-
•
is the path from clockwise to .
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•
is the path from clockwise to , which is actually .
Swap and . Define new paths , , , and . For , type- travelers choose before and after the information expansion. We can observe that the traffic flow on each edge of the cycle remains unchanged after the swap, indicating that we still have an IBP instance. Next, we will prove that with each iteration of the above operation, the value of strictly decreases.
Let be the set obtained after performing one swap operation on . We firstly have that and . Consider any and :
-
•
If , since , then , which is a contradiction.
-
•
If and , since and , we have either and , or and . Thus, and .
-
•
If and , since and , we have either and , or and . Thus, and .
Thus, it follows that .
Therefore, after a finite number of steps, an IBP instance obtained corresponds to , i.e., for any , . If there exist such that or , according to Lemma 11, we can construct a new IBP instance by removing one type of travelers. Therefore, the final IBP instance satisfies: for any , , and , which is actually an IBP instance of the completely symmetric structured cycle or the almost symmetric structured cycle. ∎
Finally, we are ready to prove the main theorem of this section, which establishes our characterization for IBP-free networks with multiple OD pairs (Theorem 3).