Practical Frank–Wolfe Method with Decision Diagrams for Computing Wardrop Equilibrium of Combinatorial Congestion Games
Computation of equilibria for congestion games has been an important research subject. In many realistic scenarios, each strategy of congestion games is given by a combination of elements that satisfies certain constraints; such games are called combinatorial congestion games. For example, given a road network with some toll roads, each strategy of routing games is a path (a combination of edges) whose total toll satisfies a certain budget constraint. Generally, given a ground set of n elements, the set of all such strategies, called the strategy set, can be large exponentially in n, and it often has complicated structures; these issues make equilibrium computation very hard. In this paper, we propose a practical algorithm for such hard equilibrium computation problems. We use data structures, called zero-suppressed binary decision diagrams (ZDDs), to compactly represent strategy sets, and we develop a Frank–Wolfe-style iterative equilibrium computation algorithm whose per-iteration complexity is linear in the size of the ZDD representation. We prove that an ϵ-approximate Wardrop equilibrium can be computed in O(poly(n)/ϵ) iterations, and we improve the result to O(poly(n) log ϵ−1) for some special cases. Experiments confirm the practical utility of our method.