Past exam of the mathematics course of the University of Cambridge / 2010 / iii / Paper 30 / 3 / b / Solution

For the link-route incidence matrix $A$, the reduced-load approximation and Erlang loss formula giveIntroduce $y_j=-\log (1-B_j)$ and accepted route flows $x_r={\nu }_r{e}^{-(A^{T}y{)}_r}$. Multiplying the reduced load by the link's own acceptance probability givesThese are precisely the first-order optimality conditions for the convex potential for the Erlang fixed point, sinceEach exponential term is a convex function, and the integral of the strictly increasing function $U(\cdot ,C_j)$ is a strictly convex function. Hence $F$ is a strictly convex function. Moreover $U(z,C_j)\to C_j>0$ as $z\to \infty$, by the saturation of the carried load of an Erlang loss resource. Its integrals tend to infinity at least linearly, so $F$ is a coercive function on the nonnegative orthant and has a unique minimizer.

At $y_j=0$, $U(0,C_j)=0$. If link $j$ is used by any positive-rate route, then ${\partial }_{j}F<0$, excluding a boundary minimizer there. An unused link instead minimizes at $y_j=0$ and has zero derivative. Thus the minimizer satisfies the displayed flow equations for every link. Conversely, those equations imply $\nabla F=0$ and therefore minimize the convex potential for the Erlang fixed point. Finally $U(y,C)=a[1-E(a,C)]$ with $y=-\log (1-E(a,C))$ converts the flow equations back to $B_j=E(a_j,C_j)$. The Erlang fixed point approximation has exactly one solution under fixed routing.