Convex Duality in Perturbed Utility Route Choice
Fuente:
arXiv
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| Autori principali: | , |
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| Natura: | Preprint |
| Pubblicazione: |
2026
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| _version_ | 1866911614090870784 |
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| author | Fosgerau, Mogens Sørensen, Jesper R. -V. |
| author_facet | Fosgerau, Mogens Sørensen, Jesper R. -V. |
| contents | This paper develops a highly general convex duality framework for the perturbed utility route choice (PURC) model. We show that the traveler's constrained, potentially non-smooth utility maximization problem admits a dual formulation: an unconstrained concave maximization problem with a differentiable objective. The unique optimal flow can be recovered link-by-link from any dual solution via the convex conjugates of link perturbation functions. These properties enable efficient gradient-based optimization for large-scale networks and fast computation for sensitivity analysis. Finally, the framework reveals a structural analogy between PURC and current flow in electrical circuits. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2604_20220 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | Convex Duality in Perturbed Utility Route Choice Fosgerau, Mogens Sørensen, Jesper R. -V. Theoretical Economics 91 This paper develops a highly general convex duality framework for the perturbed utility route choice (PURC) model. We show that the traveler's constrained, potentially non-smooth utility maximization problem admits a dual formulation: an unconstrained concave maximization problem with a differentiable objective. The unique optimal flow can be recovered link-by-link from any dual solution via the convex conjugates of link perturbation functions. These properties enable efficient gradient-based optimization for large-scale networks and fast computation for sensitivity analysis. Finally, the framework reveals a structural analogy between PURC and current flow in electrical circuits. |
| title | Convex Duality in Perturbed Utility Route Choice |
| topic | Theoretical Economics 91 |
| url | https://arxiv.org/abs/2604.20220 |