Beckmann potential 2026-10-05
The Beckmann potential integrates each link's delay function. Its gradient with respect to route flows is the corresponding vector of route delays, making Wardrop equilibrium a convex optimization problem.
Let be the finite, nonempty set of available routes for source-sink pair , and write for a route flow. The link-route incidence matrix has when route uses link , and zero otherwise. The source-sink route incidence matrix has when . Thus gives link throughputs and gives aggregate source-sink flows. A route's delay is
A Wardrop equilibrium uses only routes of minimum delay for their source-sink pair:
An infinitesimal user cannot improve its delay by changing route.
For fixed , the feasible route flows form a nonempty compact convex set: for each , and . Define the Beckmann potential
It is continuous, so the extreme value theorem gives a minimizer. Since every is strictly increasing, is a strictly convex function of . Its route-flow gradient is .
If an occupied route has greater delay than another route , moving a small amount of flow from to gives a negative directional derivative, contradicting minimality. Conversely, at a Wardrop equilibrium, for any feasible ,
The first-order condition for convex optimization therefore proves optimality. Consequently
If two minimizers had different , their midpoint would give a strictly smaller Beckmann potential. Thus the equilibrium link throughputs are unique. The route flows need not be unique, since need not be a strictly convex function of .
For a concrete example, take two successive stages of parallel links: in the first stage and in the second, with one source-sink pair and four routes . Put on every link and total flow . All allocations
have the same link throughputs and every route has delay two. These distinct allocations are all Wardrop equilibria.
For elastic demand, use the standard physical convention that and is finite, continuous, and strictly decreasing. Set and , and define the inverse demand function on . It is continuous and strictly decreasing, with and as . Choose any reference value and set
Each summand of is a strictly convex function. The reference values only add a constant to the objective. In the usual case , one may use a lower limit zero whenever the improper integral is finite; that integrability is not guaranteed merely by continuity of .
Minimize over the compact feasible set , , interpreting the objective at by its one-sided limit, which can be . This extension is sequentially lower semicontinuous, and an interior-demand feasible point has finite value, so a minimizer exists. It cannot have : adding a small amount on any route for has bounded marginal link cost, whereas its marginal demand benefit tends to infinity. Thus .
For , the route-flow partial derivative is . The first-order conditions for convex optimization give
If , reducing any occupied route cannot improve the objective only if that route has zero delay; nonnegative link delays then give . Therefore the conditions in every case are
Conversely these conditions give the nonnegative directional derivative for every feasible competitor and hence minimize the convex function . Allowing explicitly yields the stated form with and , with inverse-demand endpoint conventions understood. In particular, is defined on its demand range, rather than evaluating outside that range.
Strict convexity in the pair proves that the equilibrium aggregate source-sink flows and link throughputs are unique. Individual route flows may still be nonunique. Nonnegative, finite demand, nonnegative delays, finite route sets, and a usable route for each source-sink pair are the implicit modeling assumptions needed for the existence assertions.