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When does additional information lead to longer travel time in multi-origin–destination networks?

Xujin Chen111Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing 100190, China; xchen@amss.ac.cn    Xiaodong Hu222Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing 100190, China; xdhu@amss.ac.cn    Xinqi Jing333Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing 100190, China; jingxinqi@amss.ac.cn    Zhongzheng Tang444School of Science, Beijing University of Posts and Telecommunications, Beijing 100876, China; tangzhongzheng@amss.ac.cn
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 G=(V,E)G=(V,E) that may have parallel edges but no loops, where V=V(G)V=V(G) is the vertex set and E=E(G)E=E(G) is the edge set. If no confusion arises, we identify a graph with its edge set. Given nn pairs of origin-destination (OD) vertices (oi,di)i=1n(o_{i},d_{i})_{i=1}^{n} in GG with oidio_{i}\neq d_{i} for all i[n]i\in[n], we often call them OD pairs. There are kk 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 j[k]j\in[k], the amount of type-jj travelers is often referred to as their traffic rate, and denoted as r(j)r(j) or rjr_{j} (we will use these notations interchangeably throughout). Type-jj travelers have a common information set EjEE_{j}\subseteq E and a common terminal set {ot(j),dt(j)}\{o_{t(j)},d_{t(j)}\}, where t()t(\cdot) is a function from [k][k] to [n][n]. Each type-jj traveler travels along a path from his origin ot(j)o_{t(j)} to his destination dt(j)d_{t(j)} in EjE_{j}, called an ot(j)o_{t(j)}-dt(j)d_{t(j)} path, or simply his OD path. Let 𝒫j\mathcal{P}_{j} denote the set of type-jj travelers’ OD paths. The routing, a.k.a. traffic flow, of type-jj travelers is denoted by fj=(fPj:P𝒫j)f^{j}=(f^{j}_{P}:P\in\mathcal{P}_{j}), where fPj0f^{j}_{P}\geq 0 equals the volume of the flow (the amount of type-jj travelers) going through path P𝒫jP\in\mathcal{P}_{j}, and the flow volume P𝒫jfPj\sum_{P\in\mathcal{P}_{j}}f^{j}_{P} equals the traffic rate rjr_{j}. The routing of all kk types of travelers is represented by a flow (vector) f=(f1,,fk)f=(f^{1},\ldots,f^{k}). For any edge eEe\in E, let fej=P𝒫j:ePfPjf_{e}^{j}=\sum_{P\in\mathcal{P}_{j}:e\in P}f^{j}_{P} denote the flow volume of type-jj travelers traversing ee, and fe=j[k]fejf_{e}=\sum_{j\in[k]}f_{e}^{j} denote the flow volume of all travelers passing through ee. For any path PP in GG, let fP=j[k]fPjf_{P}=\sum_{j\in[k]}f_{P}^{j} denote the flow volume of all travelers going through PP. Each edge eEe\in E is associated with a nonnegative and nondecreasing latency function e()\ell_{e}(\cdot), which takes fef_{e}, the volume of flow using ee, as the independent variable. Under ff, the latency of a path PP is P(f)=ePe(fe)\ell_{P}(f)=\sum_{e\in P}\ell_{e}(f_{e}), 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 (G,,r,)(G,\ell,r,\mathcal{E}), where ={e|eE}\ell=\{\ell_{e}~{}|~{}e\in E\} denotes the set of latency functions, and r=(r1,,rk)r=(r_{1},\ldots,r_{k}) and =(E1,,Ek)\mathcal{E}=(E_{1},\ldots,E_{k}) describe the traffic rates and information sets of all kk 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 ff is an ICWE flow if for every type-jj traveler and every ot(j)o_{t(j)}-dt(j)d_{t(j)} path P𝒫jP\in\mathcal{P}_{j} with fPj>0f_{P}^{j}>0, it follows that P(f)P(f)\ell_{P}(f)\leq\ell_{P^{\prime}}(f) for each P𝒫jP^{\prime}\in\mathcal{P}_{j}.

The game always admits an ICWE flow, which is essentially unique: if ff and f^\hat{f} are both ICWE flows, then e(fe)=e(f^e)\ell_{e}(f_{e})=\ell_{e}(\hat{f}_{e}) for every eEe\in E [1]. By the definition and uniqueness, given ICWE flow ff, for each j[k]j\in[k], let j(f)=P(f)\ell_{j}(f)=\ell_{P}(f) with fP(j)>0f_{P}^{(j)}>0 denote the equilibrium latency of type-jj travelers.

1.2 Information Braess’ Paradox

Given game (G,,r,)(G,\ell,r,\mathcal{E}), we say ~={E~1,,E~k}\tilde{\mathcal{E}}=\{\tilde{E}_{1},\ldots,\tilde{E}_{k}\} is an information extension (of \mathcal{E}) if E1E~1E_{1}\subset\tilde{E}_{1} and Ej=E~jE_{j}=\tilde{E}_{j} for j=2,,kj=2,\ldots,k.

Definition 2 (IBP).

[1] Let ff and f~\tilde{f} be ICWE flows of games (G,,r,)(G,\ell,r,\mathcal{E}) and (G,,r,~)(G,\ell,r,\tilde{\mathcal{E}}), respectively. If 1(f~)>1(f)\ell_{1}(\tilde{f})>\ell_{1}(f), then Information Braess’ Paradox (IBP) occurs, and quintuple (G,,r,,~)(G,\ell,r,\mathcal{E},\tilde{\mathcal{E}}) is called an IBP instance.

The IBP instance encompasses two information constrained routing games (G,,r,)(G,\ell,r,\mathcal{E}) and (G,,r,~)(G,\ell,r,\tilde{\mathcal{E}}) with ff and f~\tilde{f} being their ICWE flows respectively. The only difference between \mathcal{E} and ~\tilde{\mathcal{E}} is that E1E_{1} is properly contained in E~1\tilde{E}_{1}. By 1(f~)>1(f)\ell_{1}(\tilde{f})>\ell_{1}(f), we see that type-11 travelers have their information set expanded but suffer from a higher latency, while the information sets of other travelers remain unchanged. For a network GG, if an IBP instance (G,,r,,~)(G,\ell,r,\mathcal{E},\tilde{\mathcal{E}}) exists, then we say GG is not immune to IBP; otherwise, we call GG 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 (o,d)(o,d): series-parallel networks, linearly independent networks, and series of linearly independent networks, where {o,d}\{o,d\} 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.

Refer to caption
(a) SP not SLI
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(b) SLI not LI
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(c) LI
Figure 1: Three classes of networks with a single OD pair

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 BhB_{h} is (vh,vh+1)(v_{h},v_{h+1}), h[4]h\in[4]. 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, v2,v3,v4v_{2},v_{3},v_{4} in Figure 2 are those terminals.

Refer to caption
Figure 2: An SLI network, which is the chain of blocks B1,B2,B3,B4B_{1},B_{2},B_{3},B_{4}.

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 GG has n(2)n\,(\geq 2) OD pairs (oi,di)i=1n(o_{i},d_{i})_{i=1}^{n}, we call GG a network with multiple OD pairs. For every i[n]i\in[n], we reserve symbol GiG_{i} to denote the subnetwork with terminal set {oi,di}\{o_{i},d_{i}\}, or equivalently with a single OD pair (oi,di)(o_{i},d_{i}), which consists of all oio_{i}-did_{i} paths in GG. To characterize IBP-free networks, in view of Theorem 1, it suffices to consider the scenario in which each GiG_{i} is an SLI network, and therefore its blocks are all LI. To investigate the mutual influence of routing in two subnetworks GiG_{i} and GjG_{j}, the first step is to study the structural properties of their common part GiGjG_{i}\cap G_{j}.

Proposition 1.

[3] Suppose that GiG_{i} and GjG_{j} are SLI subnetworks of GG. Let BiB_{i} and BjB_{j} be blocks of GiG_{i} and GjG_{j}, respectively. If E(Bi)E(Bj)E(B_{i})\cap E(B_{j})\neq\emptyset, then Bi=BjB_{i}=B_{j} is a common block of GiG_{i} and GjG_{j}.

It is worth noting that a common block of GiG_{i} and GjG_{j} may have different terminal sets when restricted to the specific subnetworks. See Figure 3 for an illustration, where G1=G2G_{1}=G_{2} is a block with {o1,d1}{o2,d2}\{o_{1},d_{1}\}\neq\{o_{2},d_{2}\}.

Definition 6.

[3] Suppose that GiG_{i} and GjG_{j} are SLI. A block BB of GG is called a coincident block of GiG_{i} and GjG_{j} if it is a common block of GiG_{i} and GjG_{j}, and the terminal set of BB in GiG_{i} is the same as that in GjG_{j}.

In Definition 6, the orders of terminals (which is the origin and which is the destination) of BB in GiG_{i} and GjG_{j} 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 GG to be a network with nn OD pairs. For every i[n]i\in[n], let GiG_{i} be the subnetwork of GG with terminal set {oi,di}\{o_{i},d_{i}\}. Then GG is IBP-free if GG satisfies the following conditions:

  • SLI condition: for every i[n]i\in[n], GiG_{i} is SLI.

  • Coincident condition: for any i,j[n]i,j\in[n] with iji\neq j, either E(Gi)E(Gj)=E(G_{i})\cap E(G_{j})=\emptyset or the graph induced by E(Gi)E(Gj)E(G_{i})\cap E(G_{j}) consists of all coincident blocks of GiG_{i} and GjG_{j}.

The coincident condition is not necessary, as shown by the cycle network GG with three vertices and two OD pairs depicted in Figure 3. Although G=G1=G2G=G_{1}=G_{2} is a non-coincident block, Acemoglu et al.  [1] proved that GG is IBP-free.

Refer to caption
Figure 3: A cycle network (non-coincident block) 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 GG to be a network with nn OD pairs. For every i[n]i\in[n], let Gi=(Vi,Ei)G_{i}=(V_{i},E_{i}) be the subnetwork with terminal set {oi,di}\{o_{i},d_{i}\}. Then GG is IBP-free if and only if GG satisfies the following conditions:

  • SLI condition: for every i[n]i\in[n], GiG_{i} is SLI.

  • Common block condition: for any i,j[n]i,j\in[n] with iji\neq j, either E(Gi)E(Gj)=E(G_{i})\cap E(G_{j})=\emptyset or the graph induced by E(Gi)E(Gj)E(G_{i})\cap E(G_{j}) consists of all common blocks of GiG_{i} and GjG_{j}, 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 (G,,r,)(G,\ell,r,\mathcal{E}) that is IBP-free, we can decompose the game into several local games based on the block-chain structure of GG. By Theorem 1, we assume that network GG satisfies the SLI condition in Theorem 3. Thus each subnetwork GiG_{i} processes a block-chain structure (recall Figure 2). Furthermore, using Proposition 1, we can decompose the network GG into a number of LI blocks B1,B2,,BlB_{1},B_{2},\ldots,B_{l}, each of which is a common block of several GiG_{i}’s. For ease of presentation, if BsGiB_{s}\subseteq G_{i}, i.e., BsB_{s} is a block of GiG_{i}, we denote the OD pair of BsB_{s} in the block-chain of GiG_{i} as (oi,di)(o_{i},d_{i}). In this way, we may consider a local game (Bs,Bs,rBs,Bs)(B_{s},\ell_{B_{s}},r_{B_{s}},\mathcal{E}_{B_{s}}) restricted to BsB_{s}, where Bs\ell_{B_{s}} is the restriction of \ell to BsB_{s}, Bs\mathcal{E}_{B_{s}} is the restriction of \mathcal{E} to BsB_{s}, and the traffic rates are consistent with those in GG, i.e.,

rBs(j)=rjr_{B_{s}}(j)=r_{j} if BsGt(j)B_{s}\subseteq G_{t(j)}, and rBs(j)=0r_{B_{s}}(j)=0 otherwise.

Note that although the real participants of the game are only travelers whose OD paths pass some edges in BsB_{s}, i.e., type-jj travelers with Gt(j)BsG_{t(j)}\supseteq B_{s}, 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 fsf_{s} be an ICWE flow of (Bs,Bs,rBs,Bs)(B_{s},\ell_{B_{s}},r_{B_{s}},\mathcal{E}_{B_{s}}) and j(fs)\ell_{j}(f_{s}) be the ICWE latency of type-jj travelers in network BsB_{s}; if rBs(j)=0r_{B_{s}}(j)=0, then we set j(fs)=0\ell_{j}(f_{s})=0. Let ff be an ICWE flow of (G,,r,)(G,\ell,r,\mathcal{E}). It is easy to see that the equilibrium latency of a traveler in GG is the sum of his equilibrium latency in all local games.

Proposition 2.

For every j[k]j\in[k], j(f)=s=1lj(fs)\ell_{j}(f)=\sum_{s=1}^{l}\ell_{j}(f_{s}).

Proof.

Let fBsf_{B_{s}} denote the restriction of ff on BsB_{s}. For every BsGt(j)B_{s}\subseteq G_{t(j)}, it is clear that fBsf_{B_{s}} is an ICWE flow of (Bs,Bs,rBs,Bs)(B_{s},\ell_{B_{s}},r_{B_{s}},\mathcal{E}_{B_{s}}) and j(fBs)=j(fs)\ell_{j}(f_{B_{s}})=\ell_{j}(f_{s}) by the uniqueness of ICWE. Because Gt(j)G_{t(j)} is the connection of its blocks in series, we have j(f)=BsGt(j)j(fBs)=BsGt(j)j(fs)=s=1lj(fs)\ell_{j}(f)=\sum_{B_{s}\subseteq G_{t(j)}}\ell_{j}(f_{B_{s}})=\sum_{B_{s}\subseteq G_{t(j)}}\ell_{j}(f_{s})=\sum_{s=1}^{l}\ell_{j}(f_{s}), where the last equality is implied by the setting that j(fs)=0\ell_{j}(f_{s})=0 whenever BsGt(j)B_{s}\nsubseteq G_{t(j)}. ∎

Lemma 1.

Let GG be a network with multiple OD pairs that satisfies the SLI condition. Let B1,B2,,BlB_{1},B_{2},\ldots,B_{l} be the blocks of GG, each of which is an LI network with the OD pairs determined by GG and GG’s OD pairs. Then GG is an IBP-free network if and only if BsB_{s} is an IBP-free network for every s[l]s\in[l].

Proof.

To see the sufficiency, suppose that (G,,r,,~)(G,\ell,r,\mathcal{E},\tilde{\mathcal{E}}) is an IBP instance. Let ff be an ICWE flow of (G,,r,)(G,\ell,r,\mathcal{E}) and f~\tilde{f} be an ICWE flow of (G,,r,~)(G,\ell,r,\tilde{\mathcal{E}}). By Proposition 2, we have 1(f)=s=1l1(fs)\ell_{1}(f)=\sum_{s=1}^{l}\ell_{1}(f_{s}) and 1(f~)=s=1l1(fs~)\ell_{1}(\tilde{f})=\sum_{s=1}^{l}\ell_{1}(\tilde{f_{s}}). Since 1(f)<1(f~)\ell_{1}(f)<\ell_{1}(\tilde{f}), there must be an s[l]s\in[l] such that 1(fs)<1(fs~)\ell_{1}(f_{s})<\ell_{1}(\tilde{f_{s}}). It follows that (Bs,Bs,rBs,Bs,~Bs)(B_{s},\ell_{B_{s}},r_{B_{s}},\mathcal{E}_{B_{s}},\tilde{\mathcal{E}}_{B_{s}}) is an IBP instance.

To see the necessity, suppose that (Bs,Bs,rBs,(B_{s^{*}},\ell_{B_{s^{*}}},r_{B_{s^{*}}}, Bs,~Bs)\mathcal{E}_{B_{s^{*}}},\tilde{\mathcal{E}}_{B_{s^{*}}}) with 1(fs)<1(f~s)\ell_{1}(f_{s^{*}})<\ell_{1}(\tilde{f}_{s^{*}}) is an IBP instance for some s[l]{s^{*}}\in[l]. We construct an IBP instance (G,,r,,~)(G,\ell,r,\mathcal{E},\tilde{\mathcal{E}}) as follows. Let e0\ell_{e}\equiv 0 for every edge eE(G)E(Bs)e\in E(G)-E(B_{s^{*}}). For type-jj travelers in GG, let their traffic rates be consistent with rBsr_{B_{s^{*}}}, let their information set before (resp. after) information expansion when restricted to BsB_{s^{*}} be as in Bs\mathcal{E}_{B_{s^{*}}} (resp. ~Bs\tilde{\mathcal{E}}_{B_{s^{*}}}), and let their information sets (before and after information expansion) when restricted to BuB_{u} (with usu\neq s^{*} and BuGt(j)B_{u}\subseteq G_{t(j)}) be E(Bu)E(B_{u}). Let ff and f~\tilde{f} be ICWE flows of (G,,r,)(G,\ell,r,\mathcal{E}) and (G,,r,~)(G,\ell,r,\tilde{\mathcal{E}}), respectively. By Proposition 2, 1(f)=s=1l1(fs)=1(fs)\ell_{1}(f)=\sum_{s=1}^{l}\ell_{1}(f_{s})=\ell_{1}(f_{s^{*}}) and 1(f~)=s=1l1(fs~)=1(f~s)\ell_{1}(\tilde{f})=\sum_{s=1}^{l}\ell_{1}(\tilde{f_{s}})=\ell_{1}(\tilde{f}_{s^{*}}). Since 1(fs)<1(f~s)\ell_{1}(f_{s^{*}})<\ell_{1}(\tilde{f}_{s^{*}}), we have 1(f)<1(f~)\ell_{1}(f)<\ell_{1}(\tilde{f}), showing that (G,,r,,~)(G,\ell,r,\mathcal{E},\tilde{\mathcal{E}}) is an IBP instance. ∎

For an edge eE(G)e\in E(G), we use G/eG/e to denote the network obtained from GG by contracting ee into a new vertex vev_{e}. If exactly one of the two vertices incident to ee is a terminal vertex of GG, then the corresponding terminal of G/eG/e is the new vertex vev_{e}. We use GeG\setminus e to denote the network obtained from GG by removing ee.

Definition 7 (Nice embedding).

A network HH is nicely embedded in the network GG if HH can be obtained from GG 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 HH can be nicely embedded in the network GG and HH is not immune to IBP, then GG is not immune to IBP.

Proof.

We only need to consider the situation that HH is GeG\setminus e or G/eG/e for some edge eE(G)e\in E(G). We use \ell to denote the latency function set in HH for convenience. If (H,,r,,~)(H,\ell,r,\mathcal{E},\tilde{\mathcal{E}}) is an IBP instance, then we set =\mathcal{E}^{\prime}=\mathcal{E} and ~=~\tilde{\mathcal{E}}^{\prime}=\tilde{\mathcal{E}} when H=GeH=G\setminus e, and set ={E{e}|E}\mathcal{E}^{\prime}=\{E\cup\{e\}~{}|~{}E\in\mathcal{E}\} and ~={E{e}|E~}\tilde{\mathcal{E}}^{\prime}=\{E\cup\{e\}~{}|~{}E\in\tilde{\mathcal{E}}\} when H=G/eH=G/e. Setting ee’s latency function by e0\ell_{e}\equiv 0, it is easy to see that (G,,r,,~)(G,\ell,r,\mathcal{E}^{\prime},\tilde{\mathcal{E}}^{\prime}) 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 GG with two OD pairs such that G1G_{1} and G2G_{2} are SLI. Furthermore, by Proposition 1 and Lemma 1, we may assume that G=G1=G2G=G_{1}=G_{2} is the non-coincident common block of G1G_{1} and G2G_{2}. Our objective is to show that GG 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 F1F_{1} with three vertices, two OD pairs (oi,di)i=12(o_{i},d_{i})_{i=1}^{2}, and latency functions \ell, as depicted in Figure 4(a). Specifically, V(F1)={u,v,w}={o1,d1,o2,d2}V(F_{1})=\{u,v,w\}=\{o_{1},d_{1},o_{2},d_{2}\}, E(F1)={e1,e2,e3,e4}E(F_{1})=\{e_{1},e_{2},e_{3},e_{4}\}, and latency functions are written beside the corresponding edges, e.g., e1(x)=0\ell_{e_{1}}(x)=0, e2(x)=4x\ell_{e_{2}}(x)=4x, e3(x)=x+22\ell_{e_{3}}(x)=x+22 and e4(x)=10+2x\ell_{e_{4}}(x)=10+2x.

Refer to caption
(a)  (a) network (F1,)(F_{1},\ell)
 
Refer to caption
(b)     (b) ICWE flow f~\tilde{f}
         with o2=o1o_{2}=o_{1}
Refer to caption
(c)         (c) ICWE flow f~\tilde{f}
            with o2=d1o_{2}=d_{1}
Figure 4: A network with two OD pairs that admits IBP

Suppose that k=2k=2 and that for j=1,2j=1,2, type-jj travelers have OD pair (oj,dj)(o_{j},d_{j}) and traffic rate rj=5r_{j}=5. By the symmetry between OD pair indices and that between the vertices in the same OD pair, we may assume (o1,d1)=(u,v)(o_{1},d_{1})=(u,v), d2=wd_{2}=w and o2{o1,d1}o_{2}\in\{o_{1},d_{1}\}. The information set of type-1 travelers changes from E1={e2,e3}E_{1}=\{e_{2},e_{3}\} to larger E~1={e2,e3,e4}\tilde{E}_{1}=\{e_{2},e_{3},e_{4}\}, while the information set of type-2 travelers is always E2={e1,e2,e4}E_{2}=\{e_{1},e_{2},e_{4}\}. Let ff and f~\tilde{f} denote the ICWE flows before and after type-1 travelers enlarge their information set, respectively.

  • Clearly, fe2e31=5f^{1}_{e_{2}e_{3}}=5, fe1e42=5f^{2}_{e_{1}e_{4}}=5 when o2=o1o_{2}=o_{1} and fe42=5f^{2}_{e_{4}}=5 when o2=d1o_{2}=d_{1}, from which we deduce that under ff type-1 travelers experience latency 1(f)=47\ell^{1}(f)=47.

  • After type-1 travelers known about e4e_{4}, some of them will use this “new” edge instead of e3e_{3}. Easy computation shows that these travelers amount to f~e41=3\tilde{f}^{1}_{e_{4}}=3, and the remaining f~e31=2\tilde{f}^{1}_{e_{3}}=2 amount of type-1 travelers stick to e3e_{3}; accordingly, type-2 travelers will split their routes: when o2=o1o_{2}=o_{1} (resp. o2=d1o_{2}=d_{1}), amount 4 sticking to their left path e1e4e_{1}e_{4} (resp. lower path e4e_{4}) and amount 11 changing to their right path e2e_{2} (resp. upper path e1e2e_{1}e_{2}). See Figure 4(b) and (c) for an illustration. It is easy to check that f~\tilde{f} is indeed an ICWE flow under which type-1 travelers experience a higher latency 1(f~)=48\ell^{1}(\tilde{f})=48.

In conclusion, (F1,,r,{E1,E2},{E~1,E2})(F_{1},\ell,r,\{E_{1},E_{2}\},\{\tilde{E}_{1},E_{2}\}) constitutes an IBP instance, saying that F1F_{1} is not immune to IBP. Recalling Lemma 2 and the IBP-freeness of GG, we have the following corollary.

Corollary 1.

F1F_{1} cannot be nicely embedded in GG.

3.2 Graphical Structures

Since G=G1=G2G=G_{1}=G_{2} is a non-coincident block of G1G_{1} and G2G_{2}, we have {o1,d1}{o2,d2}\{o_{1},d_{1}\}\neq\{o_{2},d_{2}\}. A connected graph is 22-connected if it contains more than 22 vertices and has no cut vertices. Since GG is a non-coincident block, it contains at least 33 vertices, and therefore is 2-connected. The reader is referred to [23] for properties of 2-connected graphs. Setting S={o1,d1,o2,d2}S=\{o_{1},d_{1},o_{2},d_{2}\}, we have |S|{3,4}|S|\in\{3,4\} because GG is non-coincident. Note that if F1F_{1} can be nicely embedded in GG, then there is a mapping b:F1Gb:F_{1}\rightarrow G such that b1(S)={u,v,w}b^{-1}(S)=\{u,v,w\} and |b1({oi,di})|=2|b^{-1}(\{o_{i},d_{i}\})|=2 for i=1,2i=1,2.

Recall that G1G_{1} and G2G_{2} are assumed to be SLI networks. So the theta graph F2F_{2} in Figure 5 can neither be embedded in G1G_{1} nor in G2G_{2} [4].

Refer to caption
Figure 5: A network that can not be embedded in LI networks
Lemma 3.

If graph GG is not a cycle and contains a cycle CC with |SV(C)|1|S-V(C)|\leq 1, then F1F_{1} can be nicely embedded in GG.

Proof.

Suppose without loss of generality that o1,d1,o2V(C)o_{1},d_{1},o_{2}\in V(C). Since GG is not a cycle, we may take eE(G)E(C)e\in E(G)-E(C) such that d2d_{2} is an end of ee whenever d2V(C)d_{2}\not\in V(C). By the 2-connectivity of GG, there is a path PP in GG between distinct vertices x,yx,y on CC that goes through ee and is internally disjoint from CC. Recall that the theta graph F2F_{2} (see Figure 5) is not embeddable in G1G_{1}. So one of the two o1o_{1}-d1d_{1} paths in CC contains both xx and yy. Now CPC\cup P contains both OD pairs, i.e., SS. Let HH be obtained from CPC\cup P by iteratively contracting edges as many as possible under the condition that no two distinct vertices from SS are merged and that xx and yy are not merged. If an edge with one end zS{x,y}z\in S\cup\{x,y\} is contracted, the vertex resulting from the contraction is named as zz. In particular, when both ends of the contracted edge are in S{x,y}S\cup\{x,y\}, it must be the case that one end, say z1z_{1}, is in S{x,y}S-\{x,y\} and the other, say z2z_{2}, is in {x,y}S\{x,y\}-S, for which we consider the two ends merge to a new vertex z1=z2Sz_{1}=z_{2}\in S. The contraction process contracts CC to a cycle DD with V(D)=(SV(C)){x,y}V(D)=(S\cap V(C))\cup\{x,y\} and contracts PP to an xx-yy path with V(Q)=(SV(C)){x,y}V(Q)=(S-V(C))\cup\{x,y\}. Thus HH with V(H)=S{x,y}V(H)=S\cup\{x,y\} is edge disjoint union of DD and QQ. To prove the lemma, it suffices to check that F1F_{1} can be nicely embedded in HH. In the remainder of the proof, we focus on vertices of HH instead of those in the original graph CPC\cup P.

By the construction of HH, each edge in HH has both ends in S{x,y}S\cup\{x,y\}. If one of xx and yy, say xx, is outside SS, then there is an edge eE(H)e\in E(H) that joins xx and a vertex zS{y}z\in S-\{y\}, and ee should have been contracted in the above process of constructing HH. So we have {x,y}S\{x,y\}\subseteq S and hence V(H)=SV(H)=S. Note that xx and yy have degree 3, and other vertices have degree 2 in HH.

When |S|=3|S|=3, we deduce that HH with |V(H)|=3|V(H)|=3 is F1F_{1} itself. It remains to consider the case where |S|=4|S|=4. If there is eE(H)e\in E(H) between {o1,d1}\{o_{1},d_{1}\} and {o2,d2}\{o_{2},d_{2}\} and ee does not join xx and yy, then H/e=F1H/e=F_{1} shows that F1F_{1} can be nicely embedded in HH. Next, we prove that such an edge ee does exist. When xx and yy have a common neighbor, at least one of the two edges incident with the common neighbor qualifies to be ee. When xx and yy have no common neighbor, xx and yy are neighbors in both DD and QQ, and there is a 3-edge xx-yy path in DD that contains SS; it is easy to see that one of the three edges in the path qualifies to be the ee as desired. ∎

Lemma 4.

Either GG is a cycle or F1F_{1} can be nicely embedded in GG.

Proof.

Suppose that GG is a 2-connected graph that is not a cycle. Let CC be a cycle in GG going through o1o_{1} and d1d_{1}. By Lemma 3, we only need to consider the case of o2V(C)o_{2}\notin V(C). Similar to the above proof, the 2-connectivity of GG gives a path PP between distinct vertices x,yx,y on CC that goes through o2o_{2} and is internally disjoint from CC. In turn, excluding theta graph F2F_{2} implies that both xx and yy are contained in one of the two o1o_{1}-d1d_{1} paths in CC; we denote the path by QQ. Now (CV(Q(x,y)))P(C\setminus V(Q(x,y)))\cup P is a cycle in GG that contains o1,d1,o2o_{1},d_{1},o_{2}. It follows from Lemma 3 that F1F_{1} can be nicely embedded in GG. ∎

The combination of Lemma 4 and Corollary 1 enforces that GG is a cycle as desired. The “only if” part of Theorem 3 has been verified.

4 Sufficiency Proof

In this section, we justify the “if” part of Theorem 3. By contradiction, suppose that network GG with nn OD pairs satisfies the SLI condition and common block condition, but GG is not immune to IBP. It follows from the SLI condition and Proposition 1 that every block of GG is a block of some GiG_{i}, i[n]i\in[n], which is therefore LI. Since GG is not immune to IBP, by Lemma 1, some block of GG, denoted by CC, is not immune to IBP. In turn, Theorem 1 implies that CC is a network with n(2)n\,(\geq 2) OD pairs. Then, we deduce from Theorem 2 that CC is not a coincident block of its subnetworks, which, along with the common block condition, enforces that CC is a cycle. To reach a contraction and prove the sufficiency, it suffices to establish the following IBP-freeness.

Theorem 4.

A cycle CC with n(2)n~{}(\geq 2) 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:

  • 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.

  • 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].

  • 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).

  • Reduction to fewer OD pairs via specific path choices: According to Lemmas 1317, 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.

  • Symmetric structures: Next, we consider two structures on a cycle with nn OD pairs: a completely symmetric distribution of terminal vertices and an almost symmetric distribution of terminal vertices. These two structures are proven to be immune to IBP in Lemmas 19 and 20.

  • Traffic rate and structure transformations: In Lemma 21, we convert an IBP instance in a cycle with nn 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 11. Moreover, Lemma 23 uses swap operations to convert a general IBP instance (with nn OD pairs) into an instance on a completely symmetric structured cycle or an almost symmetric structured cycle.

  • IBP-freeness: Finally, by combining Lemmas 1923, we arrive at the main result of this section (Theorem 4): a cycle with nn OD pairs is IBP-free.

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. 1.

    Inequality Derivation (Page 569, left column, fifth paragraph): The inequality esace(fe(x~))\sum_{e\in s_{a}}c_{e}(f_{e}(\tilde{x})) esace(fe(x))\leq\sum_{e\in s_{a}}c_{e}(f_{e}(x)) is derived using the monotonicity of the functions cec_{e}. This derivation requires that fe(x~)fe(x)\ f_{e}(\tilde{x})\leq f_{e}(x) holds for all esae\in s_{a}. However, unfortunately, the single inequality esafe(x~)esafe(x)\sum_{e\in s_{a}}f_{e}(\tilde{x})\leq\sum_{e\in s_{a}}f_{e}(x) provided by the authors is insufficient to guarantee the required monotonicity condition for each individual term.

  2. 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 sαis_{\alpha i} decreases and belongs to SαS_{\alpha}, while the demand for sβis_{\beta i} increases and belongs to SβS_{\beta}. 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 xx and yy are distinct. (If xx and yy 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 xx and yy, 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 22 between xx and yy that does not pass through any other terminal vertices, then the xx-yy path can be replaced with a single edge between xx and yy. The latency function of this edge would be the summation of the latency functions of the edges along the xx-yy path. In summary, we can assume that there are 2n2n vertices on the cycle CC, corresponding to nn origin vertices and nn destination vertices.

There are exactly two paths between each (oi,di)(o_{i},d_{i}) pair on the cycle CC, denoted as αi\alpha_{i} and βi\beta_{i}, for which we have C=αiβiC=\alpha_{i}\cup\beta_{i}. Here, CC represents the set of edges on the cycle, and αi\alpha_{i} and βi\beta_{i} represent the sets of edges on the two paths, respectively.

For each OD pair (oi,di)(o_{i},d_{i}), there may be more than one type of travelers taking it as their OD pair. For ease of presentation, we use “type-(i,j)(i,j) travelers” to mean the jj-th type of travelers whose OD pair is (oi,di)(o_{i},d_{i}).

Let us assume that the type-(1,0)(1,0) travelers with OD pair (o1,d1)(o_{1},d_{1}) have the expanded information sets. Let the path set before the information expansion be 𝒫(1,0)={α1}\mathcal{P}_{(1,0)}=\{\alpha_{1}\}, and after the information expansion, the path set becomes 𝒫~(1,0)={α1,β1}\tilde{\mathcal{P}}_{(1,0)}=\{\alpha_{1},\beta_{1}\}. The remaining types of travelers with the unchanged information sets can be defined as follows: For each i[n]i\in[n],

  • The path set of type-(i,1)(i,1) travelers is 𝒫(i,1)={αi,βi}\mathcal{P}_{(i,1)}=\{\alpha_{i},\beta_{i}\}.

  • The path set of type-(i,2)(i,2) travelers is 𝒫(i,2)={αi}\mathcal{P}_{(i,2)}=\{\alpha_{i}\}.

  • The path set of type-(i,3)(i,3) travelers is 𝒫(i,3)={βi}\mathcal{P}_{(i,3)}=\{\beta_{i}\}.

In the game, there are 3n+13n+1 types of travelers. The following lemma shows that, aside from the type-(1,0)(1,0) travelers, it can be assumed that there are only type-(i,1)(i,1) travelers with the complete information for each i[n]i\in[n].

Lemma 5.

Suppose that CC is a cycle with nn OD pairs. If there is an IBP instance (C,,r,,~)(C,\ell,r,\mathcal{E},\tilde{\mathcal{E}}) with 3n+13n+1 types of travelers i=1n{(i,1),(i,2),(i,3)}{(1,0)}\bigcup_{i=1}^{n}\{(i,1),(i,2),(i,3)\}\cup\{(1,0)\}, then there is an IBP instance (C,,r,,~)(C,\ell^{\prime},r^{\prime},\mathcal{E}^{\prime},\tilde{\mathcal{E}^{\prime}}) with n+1n+1 types of travelers i=1n{(i,1)}{(1,0)}\bigcup_{i=1}^{n}\{(i,1)\}\cup\{(1,0)\}.

Proof.

For any i[n]i\in[n], by the symmetry of αi\alpha_{i} and βi\beta_{i}, we only show a new IBP instance without type-(i,2)(i,2) travelers. Let r(i,2)r_{(i,2)} be the traffic rate of type-(i,2)(i,2) travelers. Since type-(i,2)(i,2) travelers always choose to take αi\alpha_{i} before and after the information expansion of type-(1,0)(1,0) travelers, the flow of this part can be fixed on the latency function of the edges in path αi\alpha_{i}. That is, e(x)=e(x+r(i,2))\ell^{\prime}_{e}(x)=\ell_{e}(x+r_{(i,2)}) for each eαie\in\alpha_{i} and e(x)=(x)\ell^{\prime}_{e}(x)=\ell(x) for each eCαie\in C\setminus\alpha_{i}. Therefore, we can construct a new IBP instance without type-(i,2)(i,2) and type-(i,3)(i,3) travelers for each i[n]i\in[n]. ∎

Furthermore, we can construct an IBP instance that does not include type-(1,1)(1,1) travelers.

Lemma 6.

Suppose that CC is a cycle with nn OD pairs. If there is an IBP instance (C,,r,,~)(C,\ell,r,\mathcal{E},\tilde{\mathcal{E}}) with n+1n+1 types of travelers i=1n{(i,1)}{(1,0)}\bigcup_{i=1}^{n}\{(i,1)\}\cup\{(1,0)\}, then there is an IBP instance (C,,r,,~)(C,\ell^{\prime},r^{\prime},\mathcal{E}^{\prime},\tilde{\mathcal{E}^{\prime}}) with nn types of travelers i=2n{(i,1)}{(1,0)}\bigcup_{i=2}^{n}\{(i,1)\}\cup\{(1,0)\}.

Proof.

Denote the path sets for type-(1,0)(1,0) travelers before and after the information expansion as 𝒫(1,0)={α1}\mathcal{P}_{(1,0)}=\{\alpha_{1}\} and 𝒫~(1,0)={α1,β1}\tilde{\mathcal{P}}_{(1,0)}=\{\alpha_{1},\beta_{1}\}, respectively. Suppose that ff and f~\tilde{f} are ICWE flows of the network before and after the information expansion. First, we must have α1(f)>β1(f)\ell_{\alpha_{1}}(f)>\ell_{\beta_{1}}(f). Otherwise, ff would be an ICWE flow of the network after the information expansion, and IBP would not occur. So fα1(1,1)=0f_{\alpha_{1}}^{(1,1)}=0. Because the path selection of type-(1,0)(1,0) travelers changes before and after the information expansion, we have r(1,0)=fα1(1,0)>f~α1(1,0)r_{(1,0)}=f_{\alpha_{1}}^{(1,0)}>\tilde{f}_{\alpha_{1}}^{(1,0)}. We know that fα1=fα1(1,0)+fα1(1,1)=r(1,0)+0=r(1,0)f_{\alpha_{1}}=f_{\alpha_{1}}^{(1,0)}+f_{\alpha_{1}}^{(1,1)}=r_{(1,0)}+0=r_{(1,0)} and fβ1=fβ1(1,1)=r(1,1)f_{\beta_{1}}=f_{\beta_{1}}^{(1,1)}=r_{(1,1)}.

Next, we will prove that r(1,0)=fα1>f~α1r_{(1,0)}=f_{\alpha_{1}}>\tilde{f}_{\alpha_{1}}. Assume by contradiction that f~α1r(1,0)\tilde{f}_{\alpha_{1}}\geq r_{(1,0)}. We construct a new feasible flow f¯\bar{f} for the network before the information expansion. For i2i\geq 2 and for any P𝒫(i,1)P\in\mathcal{P}_{(i,1)}, set f¯P(i,1)=f~P(i,1)\bar{f}_{P}^{(i,1)}=\tilde{f}_{P}^{(i,1)}. Let f¯α1(1,0)=r(1,0)\bar{f}_{\alpha_{1}}^{(1,0)}=r_{(1,0)}, f¯β1(1,0)=0\bar{f}_{\beta_{1}}^{(1,0)}=0, f¯α1(1,1)=f~α1r(1,0)\bar{f}_{\alpha_{1}}^{(1,1)}=\tilde{f}_{\alpha_{1}}-r_{(1,0)}, and f¯β1(1,1)=f~β1\bar{f}_{\beta_{1}}^{(1,1)}=\tilde{f}_{\beta_{1}}. Then, we have f¯α1=f¯α1(1,0)+f¯α1(1,1)=f~α1\bar{f}_{\alpha_{1}}=\bar{f}_{\alpha_{1}}^{(1,0)}+\bar{f}_{\alpha_{1}}^{(1,1)}=\tilde{f}_{\alpha_{1}} and f¯β1=f¯β1(1,0)+f¯β1(1,1)=f~β1\bar{f}_{\beta_{1}}=\bar{f}_{\beta_{1}}^{(1,0)}+\bar{f}_{\beta_{1}}^{(1,1)}=\tilde{f}_{\beta_{1}}. Thus, for every OD path PP, f¯P=f~P\bar{f}_{P}=\tilde{f}_{P}. So f¯\bar{f} is an ICWE flow in the network after the information expansion. Since f¯α1(1,0)=r(1,0)\bar{f}_{\alpha_{1}}^{(1,0)}=r_{(1,0)}, f¯\bar{f} is a feasible flow for the network before the information expansion. Thus, f¯\bar{f} is an ICWE flow for the network before the information expansion. By the uniqueness of ICWE, it follows that (1,0)(f)=(1,0)(f¯)\ell_{(1,0)}(f)=\ell_{(1,0)}(\bar{f}). Since f¯α1=f~α1r(1,0)>0\bar{f}_{\alpha_{1}}=\tilde{f}_{\alpha_{1}}\geq r_{(1,0)}>0, we derive (1,0)(f)=(1,0)(f¯)=α1(f¯)=α1(f~)=(1,0)(f~)\ell_{(1,0)}(f)=\ell_{(1,0)}(\bar{f})=\ell_{\alpha_{1}}(\bar{f})=\ell_{\alpha_{1}}(\tilde{f})=\ell_{(1,0)}(\tilde{f}), which contradicts with the definition of IBP ((1,0)(f)<(1,0)(f~)\ell_{(1,0)}(f)<\ell_{(1,0)}(\tilde{f})). Therefore, fα1>f~α1f_{\alpha_{1}}>\tilde{f}_{\alpha_{1}}.

Then, we construct a new flow f^\hat{f} for the network after the information expansion with f^α1(1,1)=0\hat{f}_{\alpha_{1}}^{(1,1)}=0. For i2i\geq 2 and for any P𝒫(i,1)P\in\mathcal{P}_{(i,1)}, f^P(i,1)=f~P(i,1)\hat{f}_{P}^{(i,1)}=\tilde{f}_{P}^{(i,1)}. f^α1(1,0)=f~α1\hat{f}_{\alpha_{1}}^{(1,0)}=\tilde{f}_{\alpha_{1}}, f^β1(1,0)=r(1,0)f~α1\hat{f}_{\beta_{1}}^{(1,0)}=r_{(1,0)}-\tilde{f}_{\alpha_{1}}, f^α1(1,1)=0\hat{f}_{\alpha_{1}}^{(1,1)}=0 and f^β1(1,1)=r(1,1)\hat{f}_{\beta_{1}}^{(1,1)}=r_{(1,1)}. Then, we have f^α1=f^α1(1,0)+f^α1(1,1)=f~α1\hat{f}_{\alpha_{1}}=\hat{f}_{\alpha_{1}}^{(1,0)}+\hat{f}_{\alpha_{1}}^{(1,1)}=\tilde{f}_{\alpha_{1}} and f^β1=f^β1(1,0)+f^β1(1,1)=f~β1\hat{f}_{\beta_{1}}=\hat{f}_{\beta_{1}}^{(1,0)}+\hat{f}_{\beta_{1}}^{(1,1)}=\tilde{f}_{\beta_{1}}. Thus, for every OD path PP, f^P=f~P\hat{f}_{P}=\tilde{f}_{P}. Thus, f^\hat{f} is an ICWE of the network after the information expansion with f^α1(1,1)=0\hat{f}_{\alpha_{1}}^{(1,1)}=0. So type-(1,1)(1,1) 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-(1,1)(1,1) travelers. ∎

By Lemma 6, We can assume that there are nn types of travelers in cycle CC. Travelers of nn types are re-denoted using a simplified notation: type-ii for each i[n]i\in[n] with (oi,di)(o_{i},d_{i}). Type-11 travelers have the expanded information sets 𝒫1={α1}\mathcal{P}_{1}=\{\alpha_{1}\} and 𝒫~1={α1,β1}\tilde{\mathcal{P}}_{1}=\{\alpha_{1},\beta_{1}\}. Type-ii travelers have the complete information sets {αi,βi}\{\alpha_{i},\beta_{i}\} for i[n]{1}i\in[n]\setminus\{1\}. In the remainder of this section, we represent an IBP instance using a simplified triple notation (C,,r)(C,\ell,r). Suppose that ff and f~\tilde{f} are ICWE flows of the network before and after the information expansion. Since fαi+fβi=f~αi+f~βif_{\alpha_{i}}+f_{\beta_{i}}=\tilde{f}_{\alpha_{i}}+\tilde{f}_{\beta_{i}}, we assume αi\alpha_{i} satisfies fαif~αif_{\alpha_{i}}\geq\tilde{f}_{\alpha_{i}} and βi\beta_{i} satisfies fβif~βif_{\beta_{i}}\leq\tilde{f}_{\beta_{i}} for each i[n]i\in[n]. The subsequent lemma indicates that it is sufficient to consider the case where fβi=0f_{\beta_{i}}=0 and f~αi=0\tilde{f}_{\alpha_{i}}=0 for each i[n]i\in[n].

Lemma 7.

Suppose that CC is a cycle with nn OD pairs. If there is an IBP instance (C,,r)(C,\ell,r) with nn types of travelers in which all travelers except type-11 travelers have the whole cycle CC as their information set, then there is an IBP instance (C,,r)(C,\ell^{\prime},r^{\prime}) with fβi=0f_{\beta_{i}}=0 and f~αi=0\tilde{f}_{\alpha_{i}}=0 for each i[n]i\in[n].

Proof.

Let ri=fαif~αi=f~βifβir^{\prime}_{i}=f_{\alpha_{i}}-\tilde{f}_{\alpha_{i}}=\tilde{f}_{\beta_{i}}-f_{\beta_{i}} and e(x)=e(x+eαif~αi+eβifβi)\ell^{\prime}_{e}(x)=\ell_{e}(x+\sum_{e\in\alpha_{i}}\tilde{f}_{\alpha_{i}}+\sum_{e\in\beta_{i}}f_{\beta_{i}}) for each i[n]i\in[n] and eE(C)e\in E(C). Let fαi=f~βi=rif^{\prime}_{\alpha_{i}}=\tilde{f}^{\prime}_{\beta_{i}}=r^{\prime}_{i} and fβi=f~αi=0f^{\prime}_{\beta_{i}}=\tilde{f}^{\prime}_{\alpha_{i}}=0. We have e(fe)=e(fe)\ell_{e}(f_{e})=\ell^{\prime}_{e}(f^{\prime}_{e}) and e(f~e)=e(f~e)\ell_{e}(\tilde{f}_{e})=\ell^{\prime}_{e}(\tilde{f}^{\prime}_{e}) for each eE(C)e\in E(C). Then we have ff^{\prime} and f~\tilde{f}^{\prime} are ICWE flows of (G,,r)(G,\ell^{\prime},r^{\prime}) before and after the information expansion. Since (G,,r)(G,\ell,r) is an IBP instance, (G,,r)(G,\ell^{\prime},r^{\prime}) is an IBP instance with fβi=0f_{\beta_{i}}=0 and f~αi=0\tilde{f}_{\alpha_{i}}=0 for each i[n]i\in[n]. ∎

By Lemmas 6 and 7, we have that if there is an IBP instance (C,,r)(C,\ell,r) with nn OD pairs, then there must be an IBP instance with nn 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: CC is a cycle network with nn OD pairs and there are nn types of travelers. For each i[n]i\in[n], type-ii travelers’ OD pair is (oi,di)(o_{i},d_{i}) and all of them choose oio_{i}-did_{i} path αi\alpha_{i} before the information expansion and βi\beta_{i} after the information expansion.

Recall that ff and f~\tilde{f} are ICWE flows before and after the information expansion. Simplified notations:

  • For each edge ee, e=e(fe)\ell_{e}=\ell_{e}(f_{e}) and ~e=e(f~e)\tilde{\ell}_{e}=\ell_{e}(\tilde{f}_{e}).

  • For each αi\alpha_{i}, αi=αi(f)\ell_{\alpha_{i}}=\ell_{\alpha_{i}}(f) and ~αi=αi(f~)\tilde{\ell}_{\alpha_{i}}=\ell_{\alpha_{i}}(\tilde{f}).

  • For each βi\beta_{i}, βi=βi(f)\ell_{\beta_{i}}=\ell_{\beta_{i}}(f) and ~βi=βi(f~)\tilde{\ell}_{\beta_{i}}=\ell_{\beta_{i}}(\tilde{f}).

Under the circumstances where IBP occurs, we establish the following inequalities, with the explanation for each detailed after the colon.

  1. 1.

    β1<α1\ell_{\beta_{1}}<\ell_{\alpha_{1}}: Otherwise, after the information expansion, the path choices of type-11 travelers will not change, which contradicts with the occurrence of IBP.

  2. 2.

    α1<~β1\ell_{\alpha_{1}}<\tilde{\ell}_{\beta_{1}}: 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. 3.

    αiβi\ell_{\alpha_{i}}\leq\ell_{\beta_{i}} for each 2in2\leq i\leq n: It can be derived from ff being the ICWE before the information expansion and the type-ii travelers have complete information for each 2in2\leq i\leq n.

  4. 4.

    ~βi~αi\tilde{\ell}_{\beta_{i}}\leq\tilde{\ell}_{\alpha_{i}} for each 1in1\leq i\leq n: It follows from f~\tilde{f} being the ICWE after the information expansion and the type-ii travelers have complete information for each 1in1\leq i\leq n.

From the above properties, we can deduce the subsequent key lemma:

Lemma 8.

If IBP occurs, then αi<~αi\ell_{\alpha_{i}}<\tilde{\ell}_{\alpha_{i}} for each i[n]i\in[n].

Proof.

According to the above inequalities (2) and (4), we have α1<~β1~α1\ell_{\alpha_{1}}<\tilde{\ell}_{\beta_{1}}\leq\tilde{\ell}_{\alpha_{1}}. By the inequalities (1), (2) and (4), we derive

α1+β1<2α1<2~β1~α1+~β1.\ell_{\alpha_{1}}+\ell_{\beta_{1}}<2\ell_{\alpha_{1}}<2\tilde{\ell}_{\beta_{1}}\leq\tilde{\ell}_{\alpha_{1}}+\tilde{\ell}_{\beta_{1}}.

Notice that αi+βi=α1+β1\ell_{\alpha_{i}}+\ell_{\beta_{i}}=\ell_{\alpha_{1}}+\ell_{\beta_{1}} and ~αi+~βi=~α1+~β1\tilde{\ell}_{\alpha_{i}}+\tilde{\ell}_{\beta_{i}}=\tilde{\ell}_{\alpha_{1}}+\tilde{\ell}_{\beta_{1}} for each 2in2\leq i\leq n. According to the inequalities (3) and (4), for each 2in2\leq i\leq n, we have

αi12(αi+βi)=12(α1+β1)<12(~α1+~β1)=12(~αi+~βi)~αi,\ell_{\alpha_{i}}\leq\frac{1}{2}(\ell_{\alpha_{i}}+\ell_{\beta_{i}})=\frac{1}{2}(\ell_{\alpha_{1}}+\ell_{\beta_{1}})<\frac{1}{2}(\tilde{\ell}_{\alpha_{1}}+\tilde{\ell}_{\beta_{1}})=\frac{1}{2}(\tilde{\ell}_{\alpha_{i}}+\tilde{\ell}_{\beta_{i}})\leq\tilde{\ell}_{\alpha_{i}},

which completes the proof. ∎

For the traffic rate rir_{i} of type-ii travelers, the following lemma is established.

Lemma 9.

If IBP occurs, then ri<jirjr_{i}<\sum_{j\neq i}r_{j} for each i[n]i\in[n].

Proof.

Suppose there exists i[n]i\in[n] such that rijirjr_{i}\geq\sum_{j\neq i}r_{j}. Consider the path αi\alpha_{i}. For arbitrary edge eαie\in\alpha_{i}, ferif_{e}\geq r_{i} and f~ejirj\tilde{f}_{e}\leq\sum_{j\neq i}r_{j} hold, which means fef~ef_{e}\geq\tilde{f}_{e} for each eαie\in\alpha_{i}. Due to the monotonicity of the latency function, e~e\ell_{e}\geq\tilde{\ell}_{e} for each eαie\in\alpha_{i}. Then αi=eαieeαi~e=~αi\ell_{\alpha_{i}}=\sum_{e\in\alpha_{i}}\ell_{e}\geq\sum_{e\in\alpha_{i}}\tilde{\ell}_{e}=\tilde{\ell}_{\alpha_{i}}, which contradicts with the result of Lemma 8. ∎

Lemma 10.

A cycle CC with two OD pairs is immune to IBP.

Proof.

If IBP occurs, by Lemma 9, the inequalities r1<r2r_{1}<r_{2} and r2<r1r_{2}<r_{1} hold simultaneously, which is a contradiction. ∎

Lemma 11.

If there is an IBP instance (C,,r)(C,\ell,r) with n(3)n~{}(\geq 3) types of travelers, which satisfies one of the following conditions:

  1. 1.

    i,j\exists~{}i,j, βiβj=C\beta_{i}\cup\beta_{j}=C;

  2. 2.

    i1,j1\exists~{}i\neq 1,j\neq 1, αiαj=C\alpha_{i}\cup\alpha_{j}=C,

then we can construct a new IBP instance with n1n-1 types of travelers.

Proof.

Suppose there exists ii and jj with βiβj=C\beta_{i}\cup\beta_{j}=C. Since αiβi=C\alpha_{i}\cup\beta_{i}=C and αjβj=C\alpha_{j}\cup\beta_{j}=C, then αiβj\alpha_{i}\subset\beta_{j} and αjβi\alpha_{j}\subset\beta_{i}. Notice that αi=βjβi\alpha_{i}=\beta_{j}\setminus\beta_{i} and αj=βiβj\alpha_{j}=\beta_{i}\setminus\beta_{j}. Then we have ~βi~αi=~βjβi~βj\tilde{\ell}_{\beta_{i}}\leq\tilde{\ell}_{\alpha_{i}}=\tilde{\ell}_{\beta_{j}\setminus\beta_{i}}\leq\tilde{\ell}_{\beta_{j}} and ~βj~αj=~βiβj~βi\tilde{\ell}_{\beta_{j}}\leq\tilde{\ell}_{\alpha_{j}}=\tilde{\ell}_{\beta_{i}\setminus\beta_{j}}\leq\tilde{\ell}_{\beta_{i}}. Thus, ~αi=~βi=~αj=~βj\tilde{\ell}_{\alpha_{i}}=\tilde{\ell}_{\beta_{i}}=\tilde{\ell}_{\alpha_{j}}=\tilde{\ell}_{\beta_{j}} and ~βiβj=0\tilde{\ell}_{\beta_{i}\cap\beta_{j}}=0.

Assume, without loss of generality, that rirjr_{i}\leq r_{j}. Construct a new flow f¯\bar{f}: For k[n]{i,j}k\in[n]\setminus\{i,j\}, f¯αk=0\bar{f}_{\alpha_{k}}=0 and f¯βk=rk\bar{f}_{\beta_{k}}=r_{k}; f¯αi=ri\bar{f}_{\alpha_{i}}=r_{i}, f¯βi=0\bar{f}_{\beta_{i}}=0, f¯αj=ri\bar{f}_{\alpha_{j}}=r_{i} and f¯βj=rjri\bar{f}_{\beta_{j}}=r_{j}-r_{i}. Thus f¯e=f~e\bar{f}_{e}=\tilde{f}_{e} for any eαiαje\in\alpha_{i}\cup\alpha_{j} and f¯ef~e\bar{f}_{e}\leq\tilde{f}_{e} for any eβiβje\in\beta_{i}\cap\beta_{j}. Then, we derive that e(f¯e)=~e\ell_{e}(\bar{f}_{e})=\tilde{\ell}_{e} for any eCe\in C. Therefore, f¯\bar{f} is an ICWE flow after the information expansion. Then, we know that type-ii travelers choose the same path of the network before and after the information expansion. If i=1i=1, then f¯\bar{f} is an ICWE flow in the network before the information expansion. Then we derive that α1=α1(f¯)=~α1\ell_{\alpha_{1}}=\ell_{\alpha_{1}}(\bar{f})=\tilde{\ell}_{\alpha_{1}}, which contradicts with Lemma 8. Thus, i1i\neq 1. By the proof of Lemma 5, we can derive the instance of IBP with n1n-1 types travelers.

The proof of the situation i1,j1\exists~{}i\neq 1,j\neq 1, αiαj=C\alpha_{i}\cup\alpha_{j}=C is similar.

Suppose there exists i1i\neq 1 and j1j\neq 1 with αiαj=C\alpha_{i}\cup\alpha_{j}=C. Since αiβi=C\alpha_{i}\cup\beta_{i}=C and αjβj=C\alpha_{j}\cup\beta_{j}=C, then βiαj\beta_{i}\subset\alpha_{j} and βjαi\beta_{j}\subset\alpha_{i}. Notice that βi=αjαi\beta_{i}=\alpha_{j}\setminus\alpha_{i} and βj=αiαj\beta_{j}=\alpha_{i}\setminus\alpha_{j}. Then we have αiβi=αjαiαj\ell_{\alpha_{i}}\leq\ell_{\beta_{i}}=\ell_{\alpha_{j}\setminus\alpha_{i}}\leq\ell_{\alpha_{j}} and αjβj=αiαjαi\ell_{\alpha_{j}}\leq\ell_{\beta_{j}}=\ell_{\alpha_{i}\setminus\alpha_{j}}\leq\ell_{\alpha_{i}}. Thus, βi=αi=βj=αj\ell_{\beta_{i}}=\ell_{\alpha_{i}}=\ell_{\beta_{j}}=\ell_{\alpha_{j}} and αiαj=0\ell_{\alpha_{i}\cap\alpha_{j}}=0.

Assume, without loss of generality, that rirjr_{i}\leq r_{j}. Construct a new flow f^\hat{f}: For k[n]{i,j}k\in[n]\setminus\{i,j\}, f^αk=rk\hat{f}_{\alpha_{k}}=r_{k} and f^βk=0\hat{f}_{\beta_{k}}=0; f^αi=0\hat{f}_{\alpha_{i}}=0, f^βi=ri\hat{f}_{\beta_{i}}=r_{i}, f^αj=rjri\hat{f}_{\alpha_{j}}=r_{j}-r_{i} and f^βj=ri\hat{f}_{\beta_{j}}=r_{i}. Thus f^e=fe\hat{f}_{e}=f_{e} for any eβiβje\in\beta_{i}\cup\beta_{j} and f^efe\hat{f}_{e}\leq f_{e} for any eαiαje\in\alpha_{i}\cap\alpha_{j}. Then, we derive that e(f^e)=e\ell_{e}(\hat{f}_{e})=\ell_{e} for any eCe\in C. Therefore, f^\hat{f} is an ICWE flow before the information expansion. Then, we know that type-ii 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 n1n-1 types travelers. ∎

Lemma 12.

A cycle CC with three OD pairs is immune to IBP.

Proof.

Assume that IBP occurs by contradiction. We will discuss the following scenarios.

  1. 1.

    There exist ii and jj such that αiαj\alpha_{i}\subset\alpha_{j}.

    For any eαie\in\alpha_{i}, according to Lemma 9, we derive that feri+rj>rkf~ef_{e}\geq r_{i}+r_{j}>r_{k}\geq\tilde{f}_{e} where k={1,2,3}{i,j}k=\{1,2,3\}\setminus\{i,j\}. Then, it follows that αi~αi\ell_{\alpha_{i}}\geq\tilde{\ell}_{\alpha_{i}}, which contradicts with Lemma 8.

  2. 2.

    There exist ii and jj such that αiαj=\alpha_{i}\cap\alpha_{j}=\emptyset.

    Then we have βiβj=C\beta_{i}\cup\beta_{j}=C. By Lemma 11, we can construct a new IBP instance with 22 types of travelers, which contradicts with Lemma 10.

  3. 3.

    There exist ii and jj such that αiαj=C\alpha_{i}\cup\alpha_{j}=C.

    If {i,j}={2,3}\{i,j\}=\{2,3\}, according to Lemma 11, we can construct a new IBP instance with 22 types of travelers, which contradicts with Lemma 10.

    Otherwise, suppose that j>i=1j>i=1 and let k={2,3}{j}k=\{2,3\}\setminus\{j\}. For any eαke\in\alpha_{k}, according to Lemma 9, we deduce that ferk+min{r1,rj}>max{r1,rj}f~ef_{e}\geq r_{k}+\min\{r_{1},r_{j}\}>\max\{r_{1},r_{j}\}\geq\tilde{f}_{e}. Then, we show that αk~αk\ell_{\alpha_{k}}\geq\tilde{\ell}_{\alpha_{k}}, which contradicts with Lemma 8.

  4. 4.

    For any ii and jj such that αiαj\alpha_{i}\setminus\alpha_{j}\neq\emptyset, αiαj\alpha_{i}\cap\alpha_{j}\neq\emptyset and αiαjC\alpha_{i}\cup\alpha_{j}\neq C.

    Refer to caption
    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 α1\alpha_{1} represents the clockwise direction from o1o_{1} to d1d_{1}. There are four possible classifications for the paths of α2\alpha_{2} and α3\alpha_{3}. In the following three cases as shown in Figure 7, for any eαie\in\alpha_{i}, according to Lemma 9, we derive that feri+min{rj,rk}>max{rj,rk}f~ef_{e}\geq r_{i}+\min\{r_{j},r_{k}\}>\max\{r_{j},r_{k}\}\geq\tilde{f}_{e} where {i,j,k}={1,2,3}\{i,j,k\}=\{1,2,3\}. Then, it follows that αi~αi\ell_{\alpha_{i}}\geq\tilde{\ell}_{\alpha_{i}}, which contradicts with Lemma 8. The last case is shown in Figure 8. Since α2β2\ell_{\alpha_{2}}\leq\ell_{\beta_{2}} and α3β3\ell_{\alpha_{3}}\leq\ell_{\beta_{3}}, e1+e5+e6e2+e3+e4\ell_{e_{1}}+\ell_{e_{5}}+\ell_{e_{6}}\leq\ell_{e_{2}}+\ell_{e_{3}}+\ell_{e_{4}} and e3+e4+e5e1+e2+e6\ell_{e_{3}}+\ell_{e_{4}}+\ell_{e_{5}}\leq\ell_{e_{1}}+\ell_{e_{2}}+\ell_{e_{6}}. So e5e2\ell_{e_{5}}\leq\ell_{e_{2}}. Similarly, since ~β2~α2\tilde{\ell}_{\beta_{2}}\leq\tilde{\ell}_{\alpha_{2}} and ~β3~α3\tilde{\ell}_{\beta_{3}}\leq\tilde{\ell}_{\alpha_{3}}, we show that ~e2~e5\tilde{\ell}_{e_{2}}\leq\tilde{\ell}_{e_{5}}. According to Lemma 9, fe5=r2+r3>r1=f~e5f_{e_{5}}=r_{2}+r_{3}>r_{1}=\tilde{f}_{e_{5}}, which means that e5~e5\ell_{e_{5}}\geq\tilde{\ell}_{e_{5}}. Similarly, we reveal that e1~e1\ell_{e_{1}}\geq\tilde{\ell}_{e_{1}} and e3~e3\ell_{e_{3}}\geq\tilde{\ell}_{e_{3}}. By Lemma 8, e1+e2+e3=α1<~α1=~e1+~e2+~e3\ell_{e_{1}}+\ell_{e_{2}}+\ell_{e_{3}}=\ell_{\alpha_{1}}<\tilde{\ell}_{\alpha_{1}}=\tilde{\ell}_{e_{1}}+\tilde{\ell}_{e_{2}}+\tilde{\ell}_{e_{3}}. Then we deduce that ~e2>e2\tilde{\ell}_{e_{2}}>\ell_{e_{2}}. Combining the above inequalities, ~e5~e2>e2e5~e5\tilde{\ell}_{e_{5}}\geq\tilde{\ell}_{e_{2}}>\ell_{e_{2}}\geq\ell_{e_{5}}\geq\tilde{\ell}_{e_{5}}, which is a contradiction.

Refer to caption
Refer to caption
Refer to caption
Figure 7: Three cases of the symmetric structured network with three OD pairs
Refer to caption
Figure 8: The fourth case of the symmetric structured network with three OD pairs

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 nn OD pairs: a completely symmetric distribution of terminal vertices, as shown in Figure 9, which satisfies the following conditions: For any ii and jj such that αiαj\alpha_{i}\setminus\alpha_{j}\neq\emptyset, αiαj\alpha_{i}\cap\alpha_{j}\neq\emptyset and αiαjC\alpha_{i}\cup\alpha_{j}\neq C.

Refer to caption
Figure 9: The symmetric structured network with nn OD pairs

We can represent the paths of type-ii travelers by defining an index as follows: For any i[n]i\in[n], define

σ(i)={1αi is the clockwise path from oi to di.1αi is the counterclockwise path from oi to di.\sigma(i)=\begin{cases}1&\text{$\alpha_{i}$ is the clockwise path from $o_{i}$ to $d_{i}$.}\\ -1&\text{$\alpha_{i}$ is the counterclockwise path from $o_{i}$ to $d_{i}$.}\\ \end{cases}

Without loss of generality, we assume that σ(1)=1\sigma(1)=1.

Lemma 13.

Consider n3n\geq 3 and any i1,j1i\neq 1,j\neq 1. Let e1=oioje_{1}=o_{i}o_{j}, e2=didje_{2}=d_{i}d_{j} and r=i=1nrir=\sum_{i=1}^{n}r_{i}.

  1. 1.

    If σ(i)=1\sigma(i)=1, σ(j)=1\sigma(j)=-1 and fe1r2fe2f_{e_{1}}\geq\frac{r}{2}\geq f_{e_{2}}, then e1=e2=~e1=~e2\ell_{e_{1}}=\ell_{e_{2}}=\tilde{\ell}_{e_{1}}=\tilde{\ell}_{e_{2}}.

  2. 2.

    If σ(i)=1\sigma(i)=-1, σ(j)=1\sigma(j)=1 and fe1r2fe2f_{e_{1}}\leq\frac{r}{2}\leq f_{e_{2}}, then e1=e2=~e1=~e2\ell_{e_{1}}=\ell_{e_{2}}=\tilde{\ell}_{e_{1}}=\tilde{\ell}_{e_{2}}.

Proof.

1. If σ(i)=1\sigma(i)=1 and σ(j)=1\sigma(j)=-1, then αiαj={e1}\alpha_{i}\cap\alpha_{j}=\{e_{1}\} and C(αiαj)={e2}C\setminus(\alpha_{i}\cup\alpha_{j})=\{e_{2}\}. We deduce that αi+αj=eCe+e1e2\ell_{\alpha_{i}}+\ell_{\alpha_{j}}=\sum_{e\in C}\ell_{e}+\ell_{e_{1}}-\ell_{e_{2}} and βi+βj=eCee1+e2\ell_{\beta_{i}}+\ell_{\beta_{j}}=\sum_{e\in C}\ell_{e}-\ell_{e_{1}}+\ell_{e_{2}}. Since αiβi\ell_{\alpha_{i}}\leq\ell_{\beta_{i}} and αjβj\ell_{\alpha_{j}}\leq\ell_{\beta_{j}}, eCe+e1e2eCee1+e2\sum_{e\in C}\ell_{e}+\ell_{e_{1}}-\ell_{e_{2}}\leq\sum_{e\in C}\ell_{e}-\ell_{e_{1}}+\ell_{e_{2}}. Thus, we have e1e2\ell_{e_{1}}\leq\ell_{e_{2}}. Similarly, we derive ~e1~e2\tilde{\ell}_{e_{1}}\geq\tilde{\ell}_{e_{2}}. As fe1r2f~e1f_{e_{1}}\geq\frac{r}{2}\geq\tilde{f}_{e_{1}}, it follows e1~e1\ell_{e_{1}}\geq\tilde{\ell}_{e_{1}}. As fe2r2f~e2f_{e_{2}}\leq\frac{r}{2}\leq\tilde{f}_{e_{2}}, it follows e2~e2\ell_{e_{2}}\leq\tilde{\ell}_{e_{2}}. Combining the above inequalities, we obtain that e1=e2=~e1=~e2\ell_{e_{1}}=\ell_{e_{2}}=\tilde{\ell}_{e_{1}}=\tilde{\ell}_{e_{2}}.

2. If σ(i)=1\sigma(i)=-1 and σ(j)=1\sigma(j)=1, then αiαj={e2}\alpha_{i}\cap\alpha_{j}=\{e_{2}\} and C(αiαj)={e1}C\setminus(\alpha_{i}\cup\alpha_{j})=\{e_{1}\}. We deduce that αi+αj=eCe+e2e1\ell_{\alpha_{i}}+\ell_{\alpha_{j}}=\sum_{e\in C}\ell_{e}+\ell_{e_{2}}-\ell_{e_{1}} and βi+βj=eCee2+e1\ell_{\beta_{i}}+\ell_{\beta_{j}}=\sum_{e\in C}\ell_{e}-\ell_{e_{2}}+\ell_{e_{1}}. Since αiβi\ell_{\alpha_{i}}\leq\ell_{\beta_{i}} and αjβj\ell_{\alpha_{j}}\leq\ell_{\beta_{j}}, eCe+e2e1eCee2+e1\sum_{e\in C}\ell_{e}+\ell_{e_{2}}-\ell_{e_{1}}\leq\sum_{e\in C}\ell_{e}-\ell_{e_{2}}+\ell_{e_{1}}. Thus, we have e2e1\ell_{e_{2}}\leq\ell_{e_{1}}. Similarly, we derive ~e2~e1\tilde{\ell}_{e_{2}}\geq\tilde{\ell}_{e_{1}}. As fe1r2f~e1f_{e_{1}}\leq\frac{r}{2}\leq\tilde{f}_{e_{1}}, it follows e1~e1\ell_{e_{1}}\leq\tilde{\ell}_{e_{1}}. As fe2r2f~e2f_{e_{2}}\geq\frac{r}{2}\geq\tilde{f}_{e_{2}}, it follows e2~e2\ell_{e_{2}}\geq\tilde{\ell}_{e_{2}}. Combining the above inequalities, we obtain that e1=e2=~e1=~e2\ell_{e_{1}}=\ell_{e_{2}}=\tilde{\ell}_{e_{1}}=\tilde{\ell}_{e_{2}}. ∎

Lemma 14.

Consider n3n\geq 3 and any i1,j1i\neq 1,j\neq 1. Let e1=oioje_{1}=o_{i}o_{j}, e2=did1e_{2}=d_{i}d_{1}, e3=d1dje_{3}=d_{1}d_{j} and r=i=1nrir=\sum_{i=1}^{n}r_{i}.

  1. 1.

    If σ(i)=1\sigma(i)=1, σ(j)=1\sigma(j)=-1, fe1r2f_{e_{1}}\geq\frac{r}{2} and fe2,fe3r2f_{e_{2}},~{}f_{e_{3}}\leq\frac{r}{2}, then e1=~e1=e2+e3=~e2+~e3\ell_{e_{1}}=\tilde{\ell}_{e_{1}}=\ell_{e_{2}}+\ell_{e_{3}}=\tilde{\ell}_{e_{2}}+\tilde{\ell}_{e_{3}}.

  2. 2.

    If σ(i)=1\sigma(i)=-1, σ(j)=1\sigma(j)=1, fe1r2f_{e_{1}}\leq\frac{r}{2} and fe2,fe3r2f_{e_{2}},~{}f_{e_{3}}\geq\frac{r}{2}, then e1=~e1=e2+e3=~e2+~e3\ell_{e_{1}}=\tilde{\ell}_{e_{1}}=\ell_{e_{2}}+\ell_{e_{3}}=\tilde{\ell}_{e_{2}}+\tilde{\ell}_{e_{3}}.

Proof.

1. If σ(i)=1\sigma(i)=1 and σ(j)=1\sigma(j)=-1, then αiαj={e1}\alpha_{i}\cap\alpha_{j}=\{e_{1}\} and C(αiαj)={e2,e3}C\setminus(\alpha_{i}\cup\alpha_{j})=\{e_{2},e_{3}\}. We deduce that αi+αj=eCe+e1e2e3\ell_{\alpha_{i}}+\ell_{\alpha_{j}}=\sum_{e\in C}\ell_{e}+\ell_{e_{1}}-\ell_{e_{2}}-\ell_{e_{3}} and βi+βj=eCee1+e2+e3\ell_{\beta_{i}}+\ell_{\beta_{j}}=\sum_{e\in C}\ell_{e}-\ell_{e_{1}}+\ell_{e_{2}}+\ell_{e_{3}}. Since αiβi\ell_{\alpha_{i}}\leq\ell_{\beta_{i}} and αjβj\ell_{\alpha_{j}}\leq\ell_{\beta_{j}}, eCe+e1e2e3eCee1+e2+e3\sum_{e\in C}\ell_{e}+\ell_{e_{1}}-\ell_{e_{2}}-\ell_{e_{3}}\leq\sum_{e\in C}\ell_{e}-\ell_{e_{1}}+\ell_{e_{2}}+\ell_{e_{3}}. Thus, we have e1e2+e3\ell_{e_{1}}\leq\ell_{e_{2}}+\ell_{e_{3}}. Similarly, we derive ~e1~e2+~e3\tilde{\ell}_{e_{1}}\geq\tilde{\ell}_{e_{2}}+\tilde{\ell}_{e_{3}}. As fe1r2f~e1f_{e_{1}}\geq\frac{r}{2}\geq\tilde{f}_{e_{1}}, it follows e1~e1\ell_{e_{1}}\geq\tilde{\ell}_{e_{1}}. As fe2r2f~e2f_{e_{2}}\leq\frac{r}{2}\leq\tilde{f}_{e_{2}} and fe3r2f~e3f_{e_{3}}\leq\frac{r}{2}\leq\tilde{f}_{e_{3}}, it follows e2+e3~e2+~e3\ell_{e_{2}}+\ell_{e_{3}}\leq\tilde{\ell}_{e_{2}}+\tilde{\ell}_{e_{3}}. Combining the above inequalities, we obtain that e1=~e1=e2+e3=~e2+~e3\ell_{e_{1}}=\tilde{\ell}_{e_{1}}=\ell_{e_{2}}+\ell_{e_{3}}=\tilde{\ell}_{e_{2}}+\tilde{\ell}_{e_{3}}.

2. If σ(i)=1\sigma(i)=-1 and σ(j)=1\sigma(j)=1, then αiαj={e2,e3}\alpha_{i}\cap\alpha_{j}=\{e_{2},e_{3}\} and C(αiαj)={e1}C\setminus(\alpha_{i}\cup\alpha_{j})=\{e_{1}\}. We deduce that αi+αj=eCe+e2+e3e1\ell_{\alpha_{i}}+\ell_{\alpha_{j}}=\sum_{e\in C}\ell_{e}+\ell_{e_{2}}+\ell_{e_{3}}-\ell_{e_{1}} and βi+βj=eCee2e3+e1\ell_{\beta_{i}}+\ell_{\beta_{j}}=\sum_{e\in C}\ell_{e}-\ell_{e_{2}}-\ell_{e_{3}}+\ell_{e_{1}}. Since αiβi\ell_{\alpha_{i}}\leq\ell_{\beta_{i}} and αjβj\ell_{\alpha_{j}}\leq\ell_{\beta_{j}}, eCe+e2+e3e1eCee2e3+e1\sum_{e\in C}\ell_{e}+\ell_{e_{2}}+\ell_{e_{3}}-\ell_{e_{1}}\leq\sum_{e\in C}\ell_{e}-\ell_{e_{2}}-\ell_{e_{3}}+\ell_{e_{1}}. Thus, we have e2+e3e1\ell_{e_{2}}+\ell_{e_{3}}\leq\ell_{e_{1}}. Similarly, we derive ~e2+~e3~e1\tilde{\ell}_{e_{2}}+\tilde{\ell}_{e_{3}}\geq\tilde{\ell}_{e_{1}}. As fe1r2f~e1f_{e_{1}}\leq\frac{r}{2}\leq\tilde{f}_{e_{1}}, it follows e1~e1\ell_{e_{1}}\leq\tilde{\ell}_{e_{1}}. As fe2r2f~e2f_{e_{2}}\geq\frac{r}{2}\geq\tilde{f}_{e_{2}} and fe3r2f~e3f_{e_{3}}\geq\frac{r}{2}\geq\tilde{f}_{e_{3}}, it follows e2+e3~e2+~e3\ell_{e_{2}}+\ell_{e_{3}}\geq\tilde{\ell}_{e_{2}}+\tilde{\ell}_{e_{3}}. Combining the above inequalities, we obtain that e1=~e1=e2+e3=~e2+~e3\ell_{e_{1}}=\tilde{\ell}_{e_{1}}=\ell_{e_{2}}+\ell_{e_{3}}=\tilde{\ell}_{e_{2}}+\tilde{\ell}_{e_{3}}. ∎

Next, we introduce three edge contraction lemmas.

Lemma 15.

Given an IBP instance (C,,r)(C,\ell,r) with n(3)n~{}(\geq 3) types of travelers, if there exist two edges e1=oioje_{1}=o_{i}o_{j} and e2=didje_{2}=d_{i}d_{j} with i1i\neq 1 and j1j\neq 1 satisfying the following conditions:

  1. 1.

    |αk{e1,e2}|=1|\alpha_{k}\cap\{e_{1},e_{2}\}|=1 for any k[n]k\in[n];

  2. 2.

    e1=e2=~e1=~e2\ell_{e_{1}}=\ell_{e_{2}}=\tilde{\ell}_{e_{1}}=\tilde{\ell}_{e_{2}},

then we can construct a new IBP instance with n1n-1 types of travelers.

Proof.

Suppose that ff and f~\tilde{f} are ICWE flows of the network before and after the information expansion. By shrinking e1e_{1} and e2e_{2} on CC, we obtain a resulting cycle CC^{\prime}. The new labels for the contracted vertices are denoted as oio_{i^{\prime}} and did_{i^{\prime}} after shrinking e1e_{1} and e2e_{2}, respectively. Let αk\alpha_{k}^{\prime} be the restricted path of αk\alpha_{k} on CC^{\prime} and βk\beta_{k}^{\prime} be the restricted path of βk\beta_{k} on CC^{\prime} for k[n]k\in[n]. We have that αk=αke1\ell_{\alpha_{k}^{\prime}}=\ell_{\alpha_{k}}-\ell_{e_{1}}, βk=βke1\ell_{\beta_{k}^{\prime}}=\ell_{\beta_{k}}-\ell_{e_{1}}, ~αk=~αke1\tilde{\ell}_{\alpha_{k}^{\prime}}=\tilde{\ell}_{\alpha_{k}}-\ell_{e_{1}} and ~βk=~βke1\tilde{\ell}_{\beta_{k}^{\prime}}=\tilde{\ell}_{\beta_{k}}-\ell_{e_{1}} for k[n]k\in[n].

  • For type-11, ~β1~α1\tilde{\ell}_{\beta_{1}^{\prime}}\leq\tilde{\ell}_{\alpha_{1}^{\prime}} and α1<~β1\ell_{\alpha_{1}^{\prime}}<\tilde{\ell}_{\beta_{1}^{\prime}}.

  • For type-kk where k[n]{1,i,j}k\in[n]\setminus\{1,i,j\}, ~βk~αk\tilde{\ell}_{\beta_{k}^{\prime}}\leq\tilde{\ell}_{\alpha_{k}^{\prime}} and αkβk\ell_{\alpha_{k}^{\prime}}\leq\ell_{\beta_{k}^{\prime}}.

  • The type-ii and type-jj travelers are removed, and type-ii^{\prime} travelers with ri=ri+rjr_{i^{\prime}}=r_{i}+r_{j} are added. The type-ii^{\prime} travelers choose αi\alpha_{i}^{\prime} with rir_{i} and αj\alpha_{j}^{\prime} with rjr_{j} before the information expansion, while they choose βi\beta_{i}^{\prime} with rir_{i} and βj\beta_{j}^{\prime} with rjr_{j} after the information expansion. We have that ~βk~αk\tilde{\ell}_{\beta_{k}^{\prime}}\leq\tilde{\ell}_{\alpha_{k}^{\prime}} and αkβk\ell_{\alpha_{k}^{\prime}}\leq\ell_{\beta_{k}^{\prime}} for k{i,j}k\in\{i,j\}.

We can conclude that ff and f~\tilde{f} restricted on CC^{\prime} are ICWE flows of CC^{\prime} before and after the information expansion. Thus, we derive a new IBP instance with n1n-1 types of travelers. ∎

Lemma 16.

Given an IBP instance (C,,r)(C,\ell,r) with n(3)n~{}(\geq 3) types of travelers, if there exist two edges e1=oioje_{1}=o_{i}o_{j} and e2=didje_{2}=d_{i}d_{j} with i1i\neq 1 and j1j\neq 1 satisfying the following conditions:

  1. 1.

    |αk{e1,e2}|=1|\alpha_{k}\cap\{e_{1},e_{2}\}|=1 for any k[n]{1}k\in[n]\setminus\{1\};

  2. 2.

    e1=e2=~e1=~e2\ell_{e_{1}}=\ell_{e_{2}}=\tilde{\ell}_{e_{1}}=\tilde{\ell}_{e_{2}};

  3. 3.

    β1βt{e1,e2}\beta_{1}\subset\beta_{t}\cup\{e_{1},e_{2}\} for some t1t\neq 1 and |α1{e1,e2}|1|\alpha_{1}\cap\{e_{1},e_{2}\}|\geq 1,

then we can construct a new IBP instance with n1n-1 types of travelers.

Proof.

Suppose that ff and f~\tilde{f} are ICWE flows of the network before and after the information expansion. By shrinking e1e_{1} and e2e_{2} on CC, we obtain a resulting cycle CC^{\prime}. The new labels for the contracted vertices are denoted as oio_{i^{\prime}} and did_{i^{\prime}} after shrinking e1e_{1} and e2e_{2}, respectively. Let αk\alpha_{k}^{\prime} be the restricted path of αk\alpha_{k} on CC^{\prime} and βk\beta_{k}^{\prime} be the restricted path of βk\beta_{k} on CC^{\prime} for k[n]k\in[n]. We have that αk=αke1\ell_{\alpha_{k}^{\prime}}=\ell_{\alpha_{k}}-\ell_{e_{1}}, βk=βke1\ell_{\beta_{k}^{\prime}}=\ell_{\beta_{k}}-\ell_{e_{1}}, ~αk=~αke1\tilde{\ell}_{\alpha_{k}^{\prime}}=\tilde{\ell}_{\alpha_{k}}-\ell_{e_{1}} and ~βk=~βke1\tilde{\ell}_{\beta_{k}^{\prime}}=\tilde{\ell}_{\beta_{k}}-\ell_{e_{1}} for k[n]{1}k\in[n]\setminus\{1\}. In addition, α1α1e1\ell_{\alpha_{1}^{\prime}}\leq\ell_{\alpha_{1}}-\ell_{e_{1}} and ~β1~β1e1\tilde{\ell}_{\beta_{1}^{\prime}}\geq\tilde{\ell}_{\beta_{1}}-\ell_{e_{1}}.

  • For type-11, it follows that α1<~β1\ell_{\alpha_{1}^{\prime}}<\tilde{\ell}_{\beta_{1}^{\prime}}. Since β1βt{e1,e2}\beta_{1}\subset\beta_{t}\cup\{e_{1},e_{2}\}, β1βt\beta_{1}^{\prime}\subset\beta_{t}^{\prime} and αtα1\alpha_{t}^{\prime}\subset\alpha_{1}^{\prime}. Thus, ~β1~βt~αt~α1\tilde{\ell}_{\beta_{1}^{\prime}}\leq\tilde{\ell}_{\beta_{t}^{\prime}}\leq\tilde{\ell}_{\alpha_{t}^{\prime}}\leq\tilde{\ell}_{\alpha_{1}^{\prime}}.

  • For type-kk where k[n]{1,i,j}k\in[n]\setminus\{1,i,j\}, ~βk~αk\tilde{\ell}_{\beta_{k}^{\prime}}\leq\tilde{\ell}_{\alpha_{k}^{\prime}} and αkβk\ell_{\alpha_{k}^{\prime}}\leq\ell_{\beta_{k}^{\prime}}.

  • The type-ii and type-jj travelers are removed, and type-ii^{\prime} travelers with ri=ri+rjr_{i^{\prime}}=r_{i}+r_{j} are added. The type-ii^{\prime} travelers choose αi\alpha_{i}^{\prime} with rir_{i} and αj\alpha_{j}^{\prime} with rjr_{j} before the information expansion, while they choose βi\beta_{i}^{\prime} with rir_{i} and βj\beta_{j}^{\prime} with rjr_{j} after the information expansion. We have that ~βk~αk\tilde{\ell}_{\beta_{k}^{\prime}}\leq\tilde{\ell}_{\alpha_{k}^{\prime}} and αkβk\ell_{\alpha_{k}^{\prime}}\leq\ell_{\beta_{k}^{\prime}} for k{i,j}k\in\{i,j\}.

We can conclude that ff and f~\tilde{f} restricted on CC^{\prime} are ICWE flows of CC^{\prime} before and after the information expansion. Thus, we derive a new IBP instance with n1n-1 types of travelers. ∎

Lemma 17.

Given an IBP instance (C,,r)(C,\ell,r) with n(3)n~{}(\geq 3) types of travelers, if there exist three edges e1=oioje_{1}=o_{i}o_{j}, e2=did1e_{2}=d_{i}d_{1} and e3=d1dje_{3}=d_{1}d_{j} with i1i\neq 1 and j1j\neq 1 satisfying the following conditions:

  1. 1.

    For any k[n]{1}k\in[n]\setminus\{1\},it follows that e1αke_{1}\in\alpha_{k}, e2,e3βke_{2},e_{3}\in\beta_{k} or that e2,e3αke_{2},e_{3}\in\alpha_{k}, e1βke_{1}\in\beta_{k};

  2. 2.

    e1=~e1=e2+e3=~e2+~e3\ell_{e_{1}}=\tilde{\ell}_{e_{1}}=\ell_{e_{2}}+\ell_{e_{3}}=\tilde{\ell}_{e_{2}}+\tilde{\ell}_{e_{3}};

  3. 3.

    β1βt{e2,e3}\beta_{1}\subset\beta_{t}\cup\{e_{2},e_{3}\} for some t1t\neq 1 and e1α1e_{1}\in\alpha_{1},

then we can construct a new IBP instance with n1n-1 types of travelers.

Proof.

Suppose that ff and f~\tilde{f} are ICWE flows of the network before and after the information expansion. By shrinking e1e_{1} and e2e_{2} on CC, we obtain a resulting cycle CC^{\prime}. The new labels for the contracted vertices are denoted as oio_{i^{\prime}} and did_{i^{\prime}} after shrinking e1e_{1} and e2e_{2}, respectively. We change the latency on edge e3e_{3} to 0 and relabel dj+1d_{j+1} as d1d_{1}. Let αk\alpha_{k}^{\prime} be the restricted path of αk\alpha_{k} on CC^{\prime} and βk\beta_{k}^{\prime} be the restricted path of βk\beta_{k} on CC^{\prime} for k[n]k\in[n]. We have that αk=αke1\ell_{\alpha_{k}^{\prime}}=\ell_{\alpha_{k}}-\ell_{e_{1}}, βk=βke1\ell_{\beta_{k}^{\prime}}=\ell_{\beta_{k}}-\ell_{e_{1}}, ~αk=~αke1\tilde{\ell}_{\alpha_{k}^{\prime}}=\tilde{\ell}_{\alpha_{k}}-\ell_{e_{1}} and ~βk=~βke1\tilde{\ell}_{\beta_{k}^{\prime}}=\tilde{\ell}_{\beta_{k}}-\ell_{e_{1}} for k[n]{1}k\in[n]\setminus\{1\}. In addition, α1α1e1\ell_{\alpha_{1}^{\prime}}\leq\ell_{\alpha_{1}}-\ell_{e_{1}} and ~β1~β1e1\tilde{\ell}_{\beta_{1}^{\prime}}\geq\tilde{\ell}_{\beta_{1}}-\ell_{e_{1}}.

  • For type-11, it follows that α1<~β1\ell_{\alpha_{1}^{\prime}}<\tilde{\ell}_{\beta_{1}^{\prime}}. Since β1βt{e1,e2}\beta_{1}\subset\beta_{t}\cup\{e_{1},e_{2}\}, β1βt\beta_{1}^{\prime}\subset\beta_{t}^{\prime} and αtα1\alpha_{t}^{\prime}\subset\alpha_{1}^{\prime}. Thus, ~β1~βt~αt~α1\tilde{\ell}_{\beta_{1}^{\prime}}\leq\tilde{\ell}_{\beta_{t}^{\prime}}\leq\tilde{\ell}_{\alpha_{t}^{\prime}}\leq\tilde{\ell}_{\alpha_{1}^{\prime}}.

  • For type-kk where k[n]{1,i,j}k\in[n]\setminus\{1,i,j\}, ~βk~αk\tilde{\ell}_{\beta_{k}^{\prime}}\leq\tilde{\ell}_{\alpha_{k}^{\prime}} and αkβk\ell_{\alpha_{k}^{\prime}}\leq\ell_{\beta_{k}^{\prime}}.

  • The type-ii and type-jj travelers are removed, and type-ii^{\prime} travelers with ri=ri+rjr_{i^{\prime}}=r_{i}+r_{j} are added. The type-ii^{\prime} travelers choose αi\alpha_{i}^{\prime} with rir_{i} and αj\alpha_{j}^{\prime} with rjr_{j} before the information expansion, while they choose βi\beta_{i}^{\prime} with rir_{i} and βj\beta_{j}^{\prime} with rjr_{j} after the information expansion. We have that ~βk~αk\tilde{\ell}_{\beta_{k}^{\prime}}\leq\tilde{\ell}_{\alpha_{k}^{\prime}} and αkβk\ell_{\alpha_{k}^{\prime}}\leq\ell_{\beta_{k}^{\prime}} for k{i,j}k\in\{i,j\}.

We can conclude that ff and f~\tilde{f} restricted on CC^{\prime} are ICWE flows of CC^{\prime} before and after the information expansion. Thus, we derive a new IBP instance with n1n-1 types of travelers. ∎

Lemma 18.

For any i{1,,n}i\in\{1,\ldots,n\}, if σ(i)=1\sigma(i)=1, then foi1oi<foioi+1f_{o_{i-1}o_{i}}<f_{o_{i}o_{i+1}} where o0=dno_{0}=d_{n} and on+1=d1o_{n+1}=d_{1}. Otherwise, foi1oi>foioi+1f_{o_{i-1}o_{i}}>f_{o_{i}o_{i+1}}.

Proof.

Notice that foi1oij=foioi+1jf^{j}_{o_{i-1}o_{i}}=f^{j}_{o_{i}o_{i+1}} for any jij\neq i. If σ(i)=1\sigma(i)=1, then foi1oii<foioi+1if^{i}_{o_{i-1}o_{i}}<f^{i}_{o_{i}o_{i+1}}. Thus, foi1oi=j=1nfoi1oij<j=1nfoioi+1j=foioi+1f_{o_{i-1}o_{i}}=\sum_{j=1}^{n}f^{j}_{o_{i-1}o_{i}}<\sum_{j=1}^{n}f^{j}_{o_{i}o_{i+1}}=f_{o_{i}o_{i+1}}. If σ(i)=1\sigma(i)=-1, then foi1oii>foioi+1if^{i}_{o_{i-1}o_{i}}>f^{i}_{o_{i}o_{i+1}}. Thus, foi1oi=j=1nfoi1oij>j=1nfoioi+1j=foioi+1f_{o_{i-1}o_{i}}=\sum_{j=1}^{n}f^{j}_{o_{i-1}o_{i}}>\sum_{j=1}^{n}f^{j}_{o_{i}o_{i+1}}=f_{o_{i}o_{i+1}}. ∎

Lemma 19.

A cycle CC shown in Figure 9 with n(3)n~{}(\geq 3) OD pairs is immune to IBP.

Proof.

(by induction on nn) When CC contains three OD pairs, the conclusion holds by Lemma 12. Assuming that the conclusion holds for cases containing fewer than nn OD pairs, consider an IBP instance where CC contains nn OD pairs with a completely symmetric distribution of terminal vertices. Suppose that ff and f~\tilde{f} are ICWE flows of the network before and after the information expansion. Let r=i=1nrir=\sum_{i=1}^{n}r_{i}. Recall that σ(1)=1\sigma(1)=1. Let us discuss the values of σ(2),,σ(n)\sigma(2),\ldots,\sigma(n) below:

Case 1. σ(2)==σ(n)=1\sigma(2)=\cdots=\sigma(n)=1.
We derive that fond1=i=1nri=rf_{o_{n}d_{1}}=\sum_{i=1}^{n}r_{i}=r. According to Lemma 9, fon1on=i=1n1ri>r2f_{o_{n-1}o_{n}}=\sum_{i=1}^{n-1}r_{i}>\frac{r}{2} and fd1d2=i=2nri>r2f_{d_{1}d_{2}}=\sum_{i=2}^{n}r_{i}>\frac{r}{2}. By Lemma 18, foi1oi<foioi+1f_{o_{i-1}o_{i}}<f_{o_{i}o_{i+1}} and fdi1di>fdidi+1f_{d_{i-1}d_{i}}>f_{d_{i}d_{i+1}} for any i[n]i\in[n] when o0=dno_{0}=d_{n}, on+1=d1o_{n+1}=d_{1}, d0=ond_{0}=o_{n} and dn+1=o1d_{n+1}=o_{1}. Let j=min{i1|foioi+1r2}j=\min\{i\geq 1~{}|~{}f_{o_{i}o_{i+1}}\geq\frac{r}{2}\}. Then 1jn11\leq j\leq n-1. We know that foioi+1>r2f_{o_{i}o_{i+1}}>\frac{r}{2} for i{j,,n}i\in\{j,\ldots,n\}. If j=1j=1, then for any eα1e\in\alpha_{1}, fer2f_{e}\geq\frac{r}{2}. Thus, α1~α1\ell_{\alpha_{1}}\geq\tilde{\ell}_{\alpha_{1}}, which contradicts with Lemma 8. If j2j\geq 2, then foioi+1<r2f_{o_{i}o_{i+1}}<\frac{r}{2} for i{1,,j1}i\in\{1,\ldots,j-1\}. Thus, we derive fdidi+1>r2f_{d_{i}d_{i+1}}>\frac{r}{2} for i{1,,j1}i\in\{1,\ldots,j-1\}. For eαje\in\alpha_{j}, fer2f_{e}\geq\frac{r}{2}. Thus, αj~αj\ell_{\alpha_{j}}\geq\tilde{\ell}_{\alpha_{j}}, which contradicts with Lemma 8.

Case 2. σ(2)==σ(n)=1\sigma(2)=\cdots=\sigma(n)=-1.
We relabel the vertices in CC as follows: o1=d1o_{1}^{\prime}=d_{1}, d1=o1d_{1}^{\prime}=o_{1}, oi=on+2io_{i}^{\prime}=o_{n+2-i}, and di=dn+2id_{i}^{\prime}=d_{n+2-i} for i{2,,n}i\in\{2,\ldots,n\}. In this case, the problem is transformed into the scenario where σ(1)=σ(2)==σ(n)=1\sigma(1)=\sigma(2)=\cdots=\sigma(n)=-1, which is exactly the same as the scenario where σ(1)=σ(2)==σ(n)=1\sigma(1)=\sigma(2)=\cdots=\sigma(n)=1. Therefore, this case is proven.

Case 3. σ(2)\sigma(2), σ(3)\sigma(3), \ldots, σ(n)\sigma(n) are not all equal and σ(2)=1\sigma(2)=1.
Let j=min{i|σ(i)=1}j=\min\{i~{}|~{}\sigma(i)=-1\}. Then 3jn3\leq j\leq n. If σ(i)=1\sigma(i)=-1 for any i{j,,n}i\in\{j,\ldots,n\}, then foj1oj=rr2f_{o_{j-1}o_{j}}=r\geq\frac{r}{2}. As σ(j1)=1\sigma(j-1)=1 and σ(j)=1\sigma(j)=-1, by Lemmas 13 and 15, we derive a new IBP instance with n1n-1 types of travelers, which contradicts with the induction assumption. Otherwise, we only need to consider the case foj1oj<r2f_{o_{j-1}o_{j}}<\frac{r}{2}. Let k=min{ij+1|σ(i)=1}k=\min\{i\geq j+1~{}|~{}\sigma(i)=1\}. Then σ(j)==σ(k1)=1\sigma(j)=\cdots=\sigma(k-1)=-1. By Lemma 18, we deduce that foj1oj>fojoj+1>>fok1okf_{o_{j-1}o_{j}}>f_{o_{j}o_{j+1}}>\cdots>f_{o_{k-1}o_{k}}, which means that fok1ok<r2f_{o_{k-1}o_{k}}<\frac{r}{2}. As σ(k1)=1\sigma(k-1)=-1 and σ(k)=1\sigma(k)=1, by Lemmas 13 and 15, we derive a new IBP instance with n1n-1 types of travelers, which contradicts with the induction assumption.

Case 4. σ(2)\sigma(2), σ(3)\sigma(3), \ldots, σ(n)\sigma(n) are not all equal and σ(2)=1\sigma(2)=-1.
Let j=min{i2|σ(i)=1}j=\min\{i\geq 2~{}|~{}\sigma(i)=1\}. Then 3jn3\leq j\leq n. If σ(i)=1\sigma(i)=1 for any i{j,,n}i\in\{j,\ldots,n\}, then foj1oj=r1<r2f_{o_{j-1}o_{j}}=r_{1}<\frac{r}{2} by Lemma 9. As σ(j1)=1\sigma(j-1)=-1 and σ(j)=1\sigma(j)=1, by Lemmas 13 and 15, we derive a new IBP instance with n1n-1 types of travelers, which contradicts with the induction assumption. Otherwise, we only need to consider the case foj1oj>r2f_{o_{j-1}o_{j}}>\frac{r}{2}. Let k=min{ij+1|σ(i)=1}k=\min\{i\geq j+1~{}|~{}\sigma(i)=-1\}. Then σ(j)==σ(k1)=1\sigma(j)=\cdots=\sigma(k-1)=1. By Lemma 18, we deduce that foj1oj<fojoj+1<<fok1okf_{o_{j-1}o_{j}}<f_{o_{j}o_{j+1}}<\cdots<f_{o_{k-1}o_{k}}, which means that fok1ok>r2f_{o_{k-1}o_{k}}>\frac{r}{2}. As σ(k1)=1\sigma(k-1)=1 and σ(k)=1\sigma(k)=-1, by Lemmas 13 and 15, we derive a new IBP instance with n1n-1 types of travelers, which contradicts with the induction assumption. ∎

Next, Let us consider a cycle with nn OD pairs possessing an almost symmetric distribution of terminal vertices: except for o1o_{1} and d1d_{1} of type-11 travelers, all other oio_{i} and did_{i} are symmetric where i1i\neq 1. Suppose d1d_{1} is located between djd_{j} and dj+1d_{j+1}, where j{2,,n}j\in\{2,\ldots,n\} and dn+1=o1d_{n+1}=o_{1}, as shown in Figure 10:

Refer to caption
Figure 10: The almost symmetric structured network with nn OD pairs
Lemma 20.

A cycle CC shown in Figure 10 with n(3)n~{}(\geq 3) OD pairs is immune to IBP.

Proof.

(by induction on nn) When CC contains three OD pairs, the conclusion holds by Lemma 12. Assuming that the conclusion holds for cases containing fewer than nn OD pairs, consider an IBP instance where CC contains nn OD pairs with a completely symmetric distribution of terminal vertices. Suppose that ff and f~\tilde{f} are ICWE flows of the network before and after the information expansion. Let r=i=1nrir=\sum_{i=1}^{n}r_{i}. If σ(1)=1\sigma(1)=-1, since α1>β1\ell_{\alpha_{1}}>\ell_{\beta_{1}} and α2β2\ell_{\alpha_{2}}\leq\ell_{\beta_{2}}, then σ(2)=1\sigma(2)=1. Thus, α1α2=\alpha_{1}\cap\alpha_{2}=\emptyset, which means that β1β2=C\beta_{1}\cup\beta_{2}=C. By Lemma 11, we derive a IBP instance with n1n-1 types of travelers, which contradicts with the induction assumption. Thus, σ(1)=1\sigma(1)=1. Let us discuss the values of σ(2),,σ(n)\sigma(2),\ldots,\sigma(n) below:

Case 1. σ(2)==σ(n)=1\sigma(2)=\cdots=\sigma(n)=1.
We derive that fond2=i=1nri=rf_{o_{n}d_{2}}=\sum_{i=1}^{n}r_{i}=r. By Lemma 18, we have fond2>fon1on>>fo1o2>fdno1f_{o_{n}d_{2}}>f_{o_{n-1}o_{n}}>\cdots>f_{o_{1}o_{2}}>f_{d_{n}o_{1}} and fond2>fd2d3>>fdjd1>fd1dj+1>>fdn1dn>fdno1f_{o_{n}d_{2}}>f_{d_{2}d_{3}}>\cdots>f_{d_{j}d_{1}}>f_{d_{1}d_{j+1}}>\cdots>f_{d_{n-1}d_{n}}>f_{d_{n}o_{1}}. Let k=min{i|foioi+1r2}k=\min\{i~{}|~{}f_{o_{i}o_{i+1}}\geq\frac{r}{2}\}. Notice that fo1o2=r1<r2f_{o_{1}o_{2}}=r_{1}<\frac{r}{2} and fon1on=i=1n1ri>r2f_{o_{n-1}o_{n}}=\sum_{i=1}^{n-1}r_{i}>\frac{r}{2} by Lemma 9. Then 2kn12\leq k\leq n-1. By the definition of kk, we know that fok1ok<r2f_{o_{k-1}o_{k}}<\frac{r}{2}. Then if kj+1k\neq j+1, then fdk1dk>r2f_{d_{k-1}d_{k}}>\frac{r}{2}; if k=j+1k=j+1, then fdk1d1>r2f_{d_{k-1}d_{1}}>\frac{r}{2} and fd1dk>r2f_{d_{1}d_{k}}>\frac{r}{2}. For eαke\in\alpha_{k}, fer2f_{e}\geq\frac{r}{2}. Thus, αk~αk\ell_{\alpha_{k}}\geq\tilde{\ell}_{\alpha_{k}}, which contradicts with Lemma 8.

Case 2. σ(2)==σ(n)=1\sigma(2)=\cdots=\sigma(n)=-1.
We derive that fo1o2=i=1nri=rf_{o_{1}o_{2}}=\sum_{i=1}^{n}r_{i}=r. By Lemma 18, fo1o2>fo2o3>>fon1on>fond2f_{o_{1}o_{2}}>f_{o_{2}o_{3}}>\cdots>f_{o_{n-1}o_{n}}>f_{o_{n}d_{2}} and fo1o2>fdno1>>fd1dj+1>fdjd1>>fd2d3>fond2f_{o_{1}o_{2}}>f_{d_{n}o_{1}}>\cdots>f_{d_{1}d_{j+1}}>f_{d_{j}d_{1}}>\cdots>f_{d_{2}d_{3}}>f_{o_{n}d_{2}}. Let k=max{i2|foi1oir2}k=\max\{i\geq 2~{}|~{}f_{o_{i-1}o_{i}}\geq\frac{r}{2}\}. Notice that fo2o3=rr2>r2f_{o_{2}o_{3}}=r-r_{2}>\frac{r}{2} and fond2=r1<r2f_{o_{n}d_{2}}=r_{1}<\frac{r}{2} by Lemma 9. Then 3kn3\leq k\leq n. By the definition of kk, we know that fokok+1<r2f_{o_{k}o_{k+1}}<\frac{r}{2} where on+1=d2o_{n+1}=d_{2}. Then if kjk\neq j, then fdkdk+1>r2f_{d_{k}d_{k+1}}>\frac{r}{2}; if k=jk=j, then fdkd1>r2f_{d_{k}d_{1}}>\frac{r}{2} and fd1dk+1>r2f_{d_{1}d_{k+1}}>\frac{r}{2}. For eαke\in\alpha_{k}, fer2f_{e}\geq\frac{r}{2}. Thus, αk~αk\ell_{\alpha_{k}}\geq\tilde{\ell}_{\alpha_{k}}, which contradicts with Lemma 8.

Case 3. σ(2)\sigma(2), σ(3)\sigma(3), \ldots, σ(n)\sigma(n) are not all equal and σ(2)==σ(j)=σ(j+1)=1\sigma(2)=\cdots=\sigma(j)=\sigma(j+1)=-1.
Let k=min{ij+1|σ(i)=1}k=\min\{i\geq j+1~{}|~{}\sigma(i)=1\}. Then σ(k1)=1\sigma(k-1)=-1 and σ(k)=1\sigma(k)=1. If fok1okr2f_{o_{k-1}o_{k}}\leq\frac{r}{2}, by Lemmas 13 and 15, we derive a new IBP instance with n1n-1 types of travelers, which contradicts with the induction assumption. If fok1ok>r2f_{o_{k-1}o_{k}}>\frac{r}{2}, then there exists ik+1i\geq k+1 with σ(i)=1\sigma(i)=-1. Otherwise, fok1ok=r1<r2f_{o_{k-1}o_{k}}=r_{1}<\frac{r}{2} by Lemma 9. Let l=min{ik+1|σ(i)=1}l=\min\{i\geq k+1~{}|~{}\sigma(i)=-1\}. Then σ(l1)=1\sigma(l-1)=1 and σ(l)=1\sigma(l)=-1. According to Lemma 18, fol1ol>fok1ok>r2f_{o_{l-1}o_{l}}>f_{o_{k-1}o_{k}}>\frac{r}{2}. By Lemmas 13 and 15, we derive a new IBP instance with n1n-1 types of travelers, which contradicts with the induction assumption.

Case 4. σ(2)\sigma(2), σ(3)\sigma(3), \ldots, σ(n)\sigma(n) are not all equal and σ(2)==σ(j)=1\sigma(2)=\cdots=\sigma(j)=-1, σ(j+1)=1\sigma(j+1)=1.
If fojoj+1>r2f_{o_{j}o_{j+1}}>\frac{r}{2}, then there exists ij+2i\geq j+2 with σ(i)=1\sigma(i)=-1. Otherwise, fojoj+1=r1<r2f_{o_{j}o_{j+1}}=r_{1}<\frac{r}{2} by Lemma 9. Let l=min{ij+2|σ(i)=1}l=\min\{i\geq j+2~{}|~{}\sigma(i)=-1\}. Then σ(l1)=1\sigma(l-1)=1 and σ(l)=1\sigma(l)=-1. According to Lemma 18, fol1ol>fojoj+1>r2f_{o_{l-1}o_{l}}>f_{o_{j}o_{j+1}}>\frac{r}{2}. By Lemmas 13 and 15, we derive a new IBP instance with n1n-1 types of travelers, which contradicts with the induction assumption. If fojoj+1r2f_{o_{j}o_{j+1}}\leq\frac{r}{2}, then fdjd1r2f_{d_{j}d_{1}}\geq\frac{r}{2} and fd1dj+1r2f_{d_{1}d_{j+1}}\geq\frac{r}{2}. According to the proof of Lemma 13, we have that δ=ojoj+1=~ojoj+1=djd1+d1dj+1=~djd1+~d1dj+1\delta=\ell_{o_{j}o_{j+1}}=\tilde{\ell}_{o_{j}o_{j+1}}=\ell_{d_{j}d_{1}}+\ell_{d_{1}d_{j+1}}=\tilde{\ell}_{d_{j}d_{1}}+\tilde{\ell}_{d_{1}d_{j+1}}. By Lemma 17, we derive a new IBP instance with n1n-1 types of travelers, which contradicts with the induction assumption.

Case 5. σ(2)=1\sigma(2)=-1, σ(3)\sigma(3), \ldots, σ(n)\sigma(n) are not all equal and there exists 3ij3\leq i\leq j with σ(i)=1\sigma(i)=1.
Let k=min{3ij|σ(i)=1}k=\min\{3\leq i\leq j~{}|~{}\sigma(i)=1\}. Then σ(k1)=1\sigma(k-1)=-1 and σ(k)=1\sigma(k)=1. Thus, β1βk\beta_{1}\subset\beta_{k}. If fok1ok<r2f_{o_{k-1}o_{k}}<\frac{r}{2}, by Lemmas 13 and 16, we derive a new IBP instance with n1n-1 types of travelers, which contradicts with the induction assumption. Then fok1okr2f_{o_{k-1}o_{k}}\geq\frac{r}{2}. Let us consider the edge eαke\in\alpha_{k} in the following five cases:

  1. 1.

    For e=olol+1e=o_{l}o_{l+1} where l{k,,j1}l\in\{k,\ldots,j-1\}, if σ(l)=1\sigma(l)=-1 and σ(l+1)=1\sigma(l+1)=1, then fe>r2f_{e}>\frac{r}{2}. Otherwise, by Lemmas 13 and 16, we derive a new IBP instance with n1n-1 types of travelers, which contradicts with the induction assumption.

  2. 2.

    For e=ojoj+1e=o_{j}o_{j+1}, if σ(j)=1\sigma(j)=-1 and σ(j+1)=1\sigma(j+1)=1, then fe>r2f_{e}>\frac{r}{2}. Otherwise, by Lemmas 14 and 17, we derive a new IBP instance with n1n-1 types of travelers, which contradicts with the induction assumption.

  3. 3.

    For e=olol+1e=o_{l}o_{l+1} where l{j+1,,n1}l\in\{j+1,\ldots,n-1\}, if σ(l)=1\sigma(l)=-1 and σ(l+1)=1\sigma(l+1)=1, then fe>r2f_{e}>\frac{r}{2}. Otherwise, by Lemmas 13 and 15, we derive a new IBP instance with n1n-1 types of travelers, which contradicts with the induction assumption.

  4. 4.

    For e=ond2e=o_{n}d_{2}, if σ(n)=1\sigma(n)=-1 and σ(2)=1\sigma(2)=-1, then fe>r2f_{e}>\frac{r}{2}. Otherwise, by Lemmas 14 and 17, we derive a new IBP instance with n1n-1 types of travelers, which contradicts with the induction assumption.

  5. 5.

    For e=dldl+1e=d_{l}d_{l+1} where l{2,,k1}l\in\{2,\ldots,k-1\}, if σ(l)=1\sigma(l)=1 and σ(l+1)=1\sigma(l+1)=-1, then fe>r2f_{e}>\frac{r}{2}. Otherwise, by Lemmas 13 and 16, we derive a new IBP instance with n1n-1 types of travelers, which contradicts with the induction assumption.

Let us take the edge with the minimum flow in αk\alpha_{k}, denoted as ee^{\ast}. We aim to prove that fe>r2f_{e^{\ast}}>\frac{r}{2}. If e=okok+1e^{\ast}=o_{k}o_{k+1}, since σ(k)=1\sigma(k)=1, then fokok+1>fok1okr2f_{o_{k}o_{k+1}}>f_{o_{k-1}o_{k}}\geq\frac{r}{2}. Since σ(k1)=1\sigma(k-1)=-1, fdk1dk>fdk2dk1f_{d_{k-1}d_{k}}>f_{d_{k-2}d_{k-1}}. Thus, edk1dke^{\ast}\neq d_{k-1}d_{k}. When eokok+1e^{\ast}\neq o_{k}o_{k+1} and edk1dke^{\ast}\neq d_{k-1}d_{k}, ee^{\ast} has edges on both sides in αk\alpha_{k} and fef_{e^{\ast}} does not exceed the flow of the edges on its two sides, then ee^{\ast} must belong to one of the five cases mentioned above, which means that fe>r2f_{e^{\ast}}>\frac{r}{2}. Therefore, αk~αk\ell_{\alpha_{k}}\geq\tilde{\ell}_{\alpha_{k}}, which contradicts with Lemma 8.

Case 6. σ(2)\sigma(2), σ(3)\sigma(3), \ldots, σ(n)\sigma(n) are not all equal and σ(2)=σ(n)=1\sigma(2)=\sigma(n)=1.
Then, β1β2\beta_{1}\subset\beta_{2}. If fo1o2<r2f_{o_{1}o_{2}}<\frac{r}{2}, since σ(1)=1\sigma(1)=1, then fdno1<fo1o2<r2f_{d_{n}o_{1}}<f_{o_{1}o_{2}}<\frac{r}{2}. Since σ(2)=1\sigma(2)=1 and σ(n)=1\sigma(n)=1, by Lemmas 14 and 17, we derive a new IBP instance with n1n-1 types of travelers, which contradicts with the induction assumption. Then fo1o2r2f_{o_{1}o_{2}}\geq\frac{r}{2}. Let us consider the edge eα2e\in\alpha_{2} in the following three cases:

  1. 1.

    For e=olol+1e=o_{l}o_{l+1} where l{2,,j1}l\in\{2,\ldots,j-1\}, if σ(l)=1\sigma(l)=-1 and σ(l+1)=1\sigma(l+1)=1, then fe>r2f_{e}>\frac{r}{2}. Otherwise, by Lemmas 13 and 16, we derive a new IBP instance with n1n-1 types of travelers, which contradicts with the induction assumption.

  2. 2.

    For e=ojoj+1e=o_{j}o_{j+1}, if σ(j)=1\sigma(j)=-1 and σ(j+1)=1\sigma(j+1)=1, then fe>r2f_{e}>\frac{r}{2}. Otherwise, by Lemmas 14 and 17, we derive a new IBP instance with n1n-1 types of travelers, which contradicts with the induction assumption.

  3. 3.

    For e=olol+1e=o_{l}o_{l+1} where l{j+1,,n1}l\in\{j+1,\ldots,n-1\}, if σ(l)=1\sigma(l)=-1 and σ(l+1)=1\sigma(l+1)=1, then fe>r2f_{e}>\frac{r}{2}. Otherwise, by Lemmas 13 and 15, we derive a new IBP instance with n1n-1 types of travelers, which contradicts with the induction assumption.

Let us take the edge with the minimum flow in α2\alpha_{2}, denoted as ee^{\ast}. We aim to prove that fe>r2f_{e^{\ast}}>\frac{r}{2}. If e=o2o3e^{\ast}=o_{2}o_{3}, since σ(2)=1\sigma(2)=1, then fo2o3>fo1o2r2f_{o_{2}o_{3}}>f_{o_{1}o_{2}}\geq\frac{r}{2}. Since σ(n)=1\sigma(n)=1, fond2>fon1onf_{o_{n}d_{2}}>f_{o_{n-1}o_{n}}. Thus, eond2e^{\ast}\neq o_{n}d_{2}. When eo2o3e^{\ast}\neq o_{2}o_{3} and eond2e^{\ast}\neq o_{n}d_{2}, ee^{\ast} has edges on both sides in α2\alpha_{2} and fef_{e^{\ast}} does not exceed the flow of the edges on its two sides, then ee^{\ast} must belong to one of the three cases mentioned above, which means that fe>r2f_{e^{\ast}}>\frac{r}{2}. Therefore, α2~α2\ell_{\alpha_{2}}\geq\tilde{\ell}_{\alpha_{2}}, which contradicts with Lemma 8.

Case 7. σ(2)=1\sigma(2)=1 and σ(j)=σ(n)=1\sigma(j)=\sigma(n)=-1.
Let us renumber the vertices on CC as follows:

  • Swap the labels of o1o_{1} and d1d_{1}.

  • Swap the labels of oko_{k} and dj+2kd_{j+2-k} for k{2,,j}k\in\{2,\ldots,j\}.

  • Swap the labels of oko_{k} and on+j+1ko_{n+j+1-k} for k{j+1,,j+nj2}k\in\{j+1,\ldots,j+\lfloor\frac{n-j}{2}\rfloor\}.

  • Swap the labels of dkd_{k} and dn+j+1kd_{n+j+1-k} for k{j+1,,j+nj2}k\in\{j+1,\ldots,j+\lfloor\frac{n-j}{2}\rfloor\}.

Then σ(1)=1\sigma(1)=-1 and σ(2)=1\sigma(2)=1, which is equivalent to the scenario where σ(1)=1\sigma(1)=1 and σ(2)=1\sigma(2)=-1. The result in this scenario has been proved in Cases 2, 3, 4 and 5.

Case 8. σ(2)=σ(j)=1\sigma(2)=\sigma(j)=1 and σ(j+1)=σ(n)=1\sigma(j+1)=\sigma(n)=-1.
Let us renumber the vertices on CC as follows:

  • Swap the labels of o1o_{1} and d1d_{1}.

  • Swap the labels of oko_{k} and dj+2kd_{j+2-k} for k{2,,j}k\in\{2,\ldots,j\}.

  • Swap the labels of oko_{k} and on+j+1ko_{n+j+1-k} for k{j+1,,j+nj2}k\in\{j+1,\ldots,j+\lfloor\frac{n-j}{2}\rfloor\}.

  • Swap the labels of dkd_{k} and dn+j+1kd_{n+j+1-k} for k{j+1,,j+nj2}k\in\{j+1,\ldots,j+\lfloor\frac{n-j}{2}\rfloor\}.

Then σ(1)=σ(2)=σ(n)=1\sigma(1)=\sigma(2)=\sigma(n)=-1, which is equivalent to the scenario where σ(1)=σ(2)=σ(n)=1\sigma(1)=\sigma(2)=\sigma(n)=1. The result in this scenario has been proved in Cases 1 and 6.

Case 9. σ(2)=σ(j)=σ(j+1)=1\sigma(2)=\sigma(j)=\sigma(j+1)=1 and σ(n)=1\sigma(n)=-1.
Then, β1β2\beta_{1}\subset\beta_{2}. We have the following inequalities:

  • fdn1dn<fdno1<fo1o2f_{d_{n-1}d_{n}}<f_{d_{n}o_{1}}<f_{o_{1}o_{2}}.

  • foj1oj<fojoj+1f_{o_{j-1}o_{j}}<f_{o_{j}o_{j+1}}.

  • fd2d3<fond2f_{d_{2}d_{3}}<f_{o_{n}d_{2}}.

  • fdj+1dj+2<fd1dj+1<fdjd1f_{d_{j+1}d_{j+2}}<f_{d_{1}d_{j}+1}<f_{d_{j}d_{1}}.

Let us consider the edge with the minimum flow on CC and denote it as ee^{\ast}. Based on the previous inequalities, we can conclude that ee^{\ast} does not belong to the set {dno1,o1o2,ojoj+1,ond2,\{d_{n}o_{1},o_{1}o_{2},o_{j}o_{j+1},o_{n}d_{2}, djd1,d1dj+1}d_{j}d_{1},d_{1}d_{j+1}\}. Therefore, there are only two possible cases:

  • For e=okok+1e^{\ast}=o_{k}o_{k+1} where k{2,,n1}{j}k\in\{2,\ldots,n-1\}\setminus\{j\}, then σ(k)=1\sigma(k)=-1 and σ(k+1)=1\sigma(k+1)=1. If fer2f_{e^{\ast}}\leq\frac{r}{2}, by Lemmas 13 and 16, we derive a new IBP instance with n1n-1 types of travelers, which contradicts with the induction assumption.

  • For e=dkdk+1e^{\ast}=d_{k}d_{k+1} where k{2,,n1}{j}k\in\{2,\ldots,n-1\}\setminus\{j\}, then σ(k)=1\sigma(k)=1 and σ(k+1)=1\sigma(k+1)=-1. If fer2f_{e^{\ast}}\leq\frac{r}{2}, by Lemmas 13 and 16, we derive a new IBP instance with n1n-1 types of travelers, which contradicts with the induction assumption.

Thus, fe>r2f_{e}>\frac{r}{2} for any eα2e\in\alpha_{2}. Therefore, α2~α2\ell_{\alpha_{2}}\geq\tilde{\ell}_{\alpha_{2}}, which contradicts with Lemma 8.

In conclusion, a cycle CC shown in Figure 10 with n(3)n~{}(\geq 3) OD pairs is IBP-free. ∎

Next, we will transform a cycle containing nn 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 n(3)n~{}(\geq 3) OD pairs, then we can construct an IBP instance in a cycle with n(3)n~{}(\geq 3) OD pairs and all the traffic rates are integers.

Proof.

If all the traffic rates are rational numbers, then we assume that ri=piqir_{i}=\frac{p_{i}}{q_{i}} where pi,qip_{i},q_{i} are positive integers for any i[n]i\in[n]. Let QQ be the least common multiple of q1,q2,,qnq_{1},q_{2},\ldots,q_{n}. Then the new IBP instance have the traffic rates: ri=riQr_{i}^{\prime}=r_{i}\cdot Q for any i[n]i\in[n]. Otherwise, suppose that ri=ar_{i}=a is an irrational number for some i[n]i\in[n]. Let A={eC|e=~e}A=\{e\in C~{}|~{}\ell_{e}=\tilde{\ell}_{e}\} and b=mineCA|fef~e|b=\min_{e\in C\setminus A}|f_{e}-\tilde{f}_{e}|. Since the rational points are dense on the number axis, we can choose a rational number cc such that a<c<a+b2a<c<a+\frac{b}{2}. Let ri=cr_{i}^{\prime}=c and rj=rjr_{j}^{\prime}=r_{j} for j[n]{i}j\in[n]\setminus\{i\}. Let ff^{\prime} be the flow of the network before the information expansion where type-ii travelers unanimously choose the path αi\alpha_{i} for any i[n]i\in[n] and f~\tilde{f}^{\prime} be the flow of the network before the information expansion where type-ii travelers unanimously choose the path βi\beta_{i} for any i[n]i\in[n]. Since a<c<a+b2a<c<a+\frac{b}{2}, we have that |fefe|<b2|f_{e}-f_{e}^{\prime}|<\frac{b}{2} and |f~ef~e|<b2|\tilde{f}_{e}-\tilde{f}^{\prime}_{e}|<\frac{b}{2} for any eCe\in C. Then, we derive

  • If fef~e>0f_{e}-\tilde{f}_{e}>0, then fef~ebf_{e}-\tilde{f}_{e}\geq b. We have that fef~e=(fef~e)(fefe)(f~ef~e)f^{\prime}_{e}-\tilde{f}^{\prime}_{e}=(f_{e}-\tilde{f}_{e})-(f_{e}-f^{\prime}_{e})-(\tilde{f}^{\prime}_{e}-\tilde{f}_{e}) >bb2b2=0>b-\frac{b}{2}-\frac{b}{2}=0.

  • If fef~e<0f_{e}-\tilde{f}_{e}<0, then fef~ebf_{e}-\tilde{f}_{e}\leq-b. We have that fef~e=(fef~e)(fefe)(f~ef~e)f^{\prime}_{e}-\tilde{f}^{\prime}_{e}=(f_{e}-\tilde{f}_{e})-(f_{e}-f^{\prime}_{e})-(\tilde{f}^{\prime}_{e}-\tilde{f}_{e}) <b+b2+b2=0<-b+\frac{b}{2}+\frac{b}{2}=0.

Next, we construct the latency functions for any edge eCe\in C: For eAe\in A, ^e(x)e\hat{\ell}_{e}(x)\equiv\ell_{e} where x[0,)x\in[0,\infty). For eCAe\in C\setminus A,

^e(x)={min{e,~e}x[0,min{fe,f~e}],e~efef~ex+~efeef~efef~ex(min{fe,f~e},max{fe,f~e}),max{e,~e}x[max{fe,f~e},+).\hat{\ell}_{e}(x)=\begin{cases}\min\{\ell_{e},\tilde{\ell}_{e}\}&x\in[0,\min\{f^{\prime}_{e},\tilde{f}^{\prime}_{e}\}],\\ \frac{\ell_{e}-\tilde{\ell}_{e}}{f_{e}^{\prime}-\tilde{f}_{e}^{\prime}}x+\frac{\tilde{\ell}_{e}\cdot f_{e}^{\prime}-\ell_{e}\cdot\tilde{f}_{e}^{\prime}}{f_{e}^{\prime}-\tilde{f}_{e}^{\prime}}&x\in(\min\{f^{\prime}_{e},\tilde{f}^{\prime}_{e}\},\max\{f^{\prime}_{e},\tilde{f}^{\prime}_{e}\}),\\ \max\{\ell_{e},\tilde{\ell}_{e}\}&x\in[\max\{f^{\prime}_{e},\tilde{f}^{\prime}_{e}\},+\infty).\end{cases}

Then, it follows that e(fe)=e\ell^{\prime}_{e}(f_{e}^{\prime})=\ell_{e} and e(f~e)=~e\ell^{\prime}_{e}(\tilde{f}^{\prime}_{e})=\tilde{\ell}_{e} for any eCe\in C. Then ff^{\prime} and f~\tilde{f}^{\prime} 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 rir_{i} into rational numbers, and then further transform all rir_{i} into integers. ∎

The next lemma allows us to transform all integers rir_{i} into 11.

Lemma 22.

If there exits an IBP instance in a cycle with n(3)n~{}(\geq 3) OD pairs and all integer traffic rates, then we can construct an IBP instance in a cycle with (i=1nri)(\sum_{i=1}^{n}r_{i}) OD pairs and all the traffic rates are equal to 11.

Proof.

We divide the type-ii travelers into rir_{i} types of travelers: (i,1),(i,2),(i,1),(i,2), ,(i,ri)\ldots,(i,r_{i}). These types of travelers have a traffic rate of 11 and their OD pairs and the path choices remain consistent with the type-ii travelers. On the cycle CC, we replace the vertex oio_{i} with a path of length ri1r_{i}-1, denoted as oi1oi2oirio_{i}^{1}o_{i}^{2}\cdots o_{i}^{r_{i}}, and replace the vertex did_{i} with a path of length ri1r_{i}-1, denoted as di1di2dirid_{i}^{1}d_{i}^{2}\cdots d_{i}^{r_{i}}. The latency of all newly added edges is defined as 0. ∎

For any IBP instance with a traffic rate of 11, 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 n(3)n~{}(\geq 3) OD pairs and all traffic rates are 11, then we can construct an IBP instance in the completely symmetric structured cycle or the almost symmetric structured cycle.

Proof.

Let K=[n]{1}K=[n]\setminus\{1\} and M={{i,j}|αjαi,i,jK}M=\{\{i,j\}~{}|~{}\alpha_{j}\subset\alpha_{i},~{}i,j\in K\}. Suppose that MM\neq\emptyset. Take {i,j}M\{i,j\}\in M and assume that αjαi\alpha_{j}\subset\alpha_{i} as shown in Figure 11. oio_{i}, ojo_{j}, djd_{j}, and did_{i} divide the cycle CC into four paths:

  • P1P_{1} is the path from oio_{i} clockwise to ojo_{j}.

  • P2P_{2} is the path from ojo_{j} clockwise to djd_{j}, which is actually αj\alpha_{j}.

  • P3P_{3} is the path from djd_{j} clockwise to did_{i}.

  • P4P_{4} is the path from did_{i} clockwise to oio_{i}, which is actually βi\beta_{i}.

Refer to caption
Figure 11: The schematic diagram of αjαi\alpha_{j}\subset\alpha_{i}

Swap did_{i} and djd_{j}. Define new paths α¯i=P1P2\bar{\alpha}_{i}=P_{1}\cup P_{2}, β¯i=P3P4\bar{\beta}_{i}=P_{3}\cup P_{4}, α¯j=P2P3\bar{\alpha}_{j}=P_{2}\cup P_{3}, and β¯j=P1P4\bar{\beta}_{j}=P_{1}\cup P_{4}. For k{i,j}k\in\{i,j\}, type-kk travelers choose α¯k\bar{\alpha}_{k} before and β¯k\bar{\beta}_{k} 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 |M||M| strictly decreases.

Let MM^{\prime} be the set obtained after performing one swap operation on MM. We firstly have that {i,j}M\{i,j\}\in M and {i,j}M\{i,j\}\not\in M^{\prime}. Consider any {k,l}M\{k,l\}\in M^{\prime} and {k,l}M\{k,l\}\not\in M:

  • If {k,l}{i,j}=\{k,l\}\cap\{i,j\}=\emptyset, since {k,l}M\{k,l\}\in M^{\prime}, then {k,l}M\{k,l\}\in M, which is a contradiction.

  • If ki,jk\neq i,j and l=il=i, since {k,i}M\{k,i\}\in M^{\prime} and {k,i}M\{k,i\}\not\in M, we have either okP3o_{k}\in P_{3} and dkP4d_{k}\in P_{4}, or okP4o_{k}\in P_{4} and dkP3d_{k}\in P_{3}. Thus, {k,j}M\{k,j\}\in M and {k,j}M\{k,j\}\not\in M^{\prime}.

  • If ki,jk\neq i,j and l=jl=j, since {k,j}M\{k,j\}\in M^{\prime} and {k,j}M\{k,j\}\not\in M, we have either okP2o_{k}\in P_{2} and dkP3d_{k}\in P_{3}, or okP3o_{k}\in P_{3} and dkP2d_{k}\in P_{2}. Thus, {k,i}M\{k,i\}\in M and {k,i}M\{k,i\}\not\in M^{\prime}.

Thus, it follows that |M|<|M||M^{\prime}|<|M|.

Therefore, after a finite number of steps, an IBP instance obtained corresponds to M=M=\emptyset, i.e., for any i,jKi,j\in K, αiαj\alpha_{i}\setminus\alpha_{j}\neq\emptyset. If there exist i,jKi,j\in K such that αiαj=\alpha_{i}\cap\alpha_{j}=\emptyset or αiαj=C\alpha_{i}\cup\alpha_{j}=C, 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 i,jKi,j\in K, αiαj\alpha_{i}\setminus\alpha_{j}\neq\emptyset, αiαj\alpha_{i}\cap\alpha_{j}\neq\emptyset and αiαjC\alpha_{i}\cup\alpha_{j}\neq C, 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).

Proof of Theorem 4.

By Lemma 10, a cycle with two OD pairs is IBP-free. Suppose that there exists an IBP instance in CC with n(3)n~{}(\geq 3) OD pairs. By Lemmas 21, 22 and 23, we obtain an IBP instance of the completely symmetric structured cycle or the almost symmetric structured cycle, which contradicts with Lemma 19 or Lemma 20. ∎