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Main Authors: Fosgerau, Mogens, Sørensen, Jesper R. -V.
Format: Preprint
Published: 2026
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Online Access:https://arxiv.org/abs/2604.20220
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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