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Complex Networks and Dynamic Systems 3

Terry L. Friesz
David Bernstein

Foundations
of Network
Optimization
and Games
Complex Networks and Dynamic Systems

Volume 3

Series Editor
Terry L. Friesz
Pennsylvania State University
University Park, PA, USA

More information about this series at http://www.springer.com/series/8854

Terry L. Friesz • David Bernstein

Foundations of Network
Optimization and Games

123
Terry L. Friesz David Bernstein
Department of Industrial Department of Computer Science
and Manufacturing Engineering James Madison University
Pennsylvania State University Harrisonburg, VA, USA
University Park, PA, USA

ISSN 2195-724X ISSN 2195-7258 (electronic)

Complex Networks and Dynamic Systems
ISBN 978-1-4899-7593-5 ISBN 978-1-4899-7594-2 (eBook)
DOI 10.1007/978-1-4899-7594-2

Library of Congress Control Number: 2015934441

Springer New York Heidelberg Dordrecht London

© Springer Science+Business Media New York 2016
This work is subject to copyright. All rights are reserved by the Publisher, whether the whole or part of
the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation,
broadcasting, reproduction on microfilms or in any other physical way, and transmission or information
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The use of general descriptive names, registered names, trademarks, service marks, etc. in this publication
does not imply, even in the absence of a specific statement, that such names are exempt from the relevant
protective laws and regulations and therefore free for general use.
The publisher, the authors and the editors are safe to assume that the advice and information in this book
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or omissions that may have been made.

Printed on acid-free paper

Springer Science+Business Media LLC New York is part of Springer Science+Business Media (www.
springer.com)
 Preface

T his book is about computable mathematical models of infrastructure net-

works in decision environments that are primarily static or steady state in
nature. The models considered are either mathematical programs or nonco-
operative mathematical games. The numerical methods considered include
steepest descent, feasible direction, projection, fixed point, gap function, and
computational intelligence algorithms.
The book is a direct outgrowth of teaching and research we have done
at Penn State, James Madison University, George Mason University, MIT,
Princeton, and the University of Pennsylvania. It is meant for use by students
in civil engineering, industrial engineering, systems engineering, and operations
research as either a primary or secondary textbook. It is also a reference for
researchers specializing in the design and operation of transportation, water
resource, telecommunications, and/or energy infrastructure networks.
The book includes quite a large number of numerical examples which we
have found instructive to students and scholars who are selecting numerical
methods for specific applications. At the same time, the book emphasizes a
theoretical core of foundation models, each of which is a point of departure in
the descriptive and prescriptive modeling of real networks.

University Park and Harrisonburg Terry L. Friesz

David Bernstein

v
 Contents

Contents vii

List of Figures xi

List of Tables xiii

1 Introduction 1
1.1 Fundamental Notions . . . . . . . . . . . . . . . . . . . . . . . . 2
1.2 Transportation Networks . . . . . . . . . . . . . . . . . . . . . . 3
1.3 Telecommunication Networks . . . . . . . . . . . . . . . . . . . 9
1.4 Electric Power Networks . . . . . . . . . . . . . . . . . . . . . . 11
1.5 Water Resource Networks . . . . . . . . . . . . . . . . . . . . . 16
1.6 The Way Ahead . . . . . . . . . . . . . . . . . . . . . . . . . . 20
1.7 References and Additional Reading . . . . . . . . . . . . . . . . 21

2 Elements of Nonlinear Programming 23

2.1 Nonlinear Program Defined . . . . . . . . . . . . . . . . . . . . 24
2.2 Other Types of Mathematical Programs . . . . . . . . . . . . . 25
2.3 Necessary Conditions for an Unconstrained Minimum . . . . . 27
2.4 Necessary Conditions for a Constrained Minimum . . . . . . . 28
2.5 Formal Derivation of the Kuhn-Tucker Conditions . . . . . . . 36
2.6 Sufficiency, Convexity, and Uniqueness . . . . . . . . . . . . . . 42
2.7 Generalized Convexity and Sufficiency . . . . . . . . . . . . . . 50
2.8 Sensitivity Analysis . . . . . . . . . . . . . . . . . . . . . . . . . 52
2.9 Numerical and Graphical Examples . . . . . . . . . . . . . . . . 58
2.10 One-Dimensional Optimization . . . . . . . . . . . . . . . . . . 66
2.11 Descent Algorithms in n . . . . . . . . . . . . . . . . . . . . . 70
2.12 References and Additional Reading . . . . . . . . . . . . . . . . 72

3 Elements of Graph Theory 75

3.1 Terms from Graph Theory . . . . . . . . . . . . . . . . . . . . . 76
3.2 Network Notation . . . . . . . . . . . . . . . . . . . . . . . . . . 78
3.3 Network Structure . . . . . . . . . . . . . . . . . . . . . . . . . 84
3.4 Labeling Algorithms . . . . . . . . . . . . . . . . . . . . . . . . 92
vii
Contents viii

3.5 Solving the Linear Minimum Cost Flow Problem Using

Graph-Theoretic Methods . . . . . . . . . . . . . . . . . . . . . 114
3.6 Hamiltonian Walks and the Traveling Salesman Problem . . . . 118
3.7 Summary . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 119
3.8 References and Additional Reading . . . . . . . . . . . . . . . . 119

4 Programs with Network Structure 121

4.1 The Revised Form of the Simplex . . . . . . . . . . . . . . . . . 122
4.2 The Network Simplex . . . . . . . . . . . . . . . . . . . . . . . 125
4.3 Degeneracy . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 135
4.4 Explicit Upper and Lower Bound Constraints . . . . . . . . . . 135
4.5 Detailed Example of the Network Simplex . . . . . . . . . . . . 136
4.6 Nonlinear Programs with Network Structure . . . . . . . . . . . 141
4.7 The Frank-Wolfe Algorithm . . . . . . . . . . . . . . . . . . . . 144
4.8 Steepest Descent Algorithm . . . . . . . . . . . . . . . . . . . . 147
4.9 A Primal Affine Scaling Algorithm . . . . . . . . . . . . . . . . 150
4.10 Nonlinear Network Example of the Frank-Wolfe Algorithm . . 154
4.11 Nonlinear Network Example of Primal Affine Scaling . . . . . . 159
4.12 Linear Network Example of Affine Scaling . . . . . . . . . . . . 162
4.13 References and Additional Reading . . . . . . . . . . . . . . . . 166

5 Near-Network and Large-Scale Programs 169

5.1 Programs with Near-Network Structure . . . . . . . . . . . . . 170
5.2 Near-Network Examples . . . . . . . . . . . . . . . . . . . . . . 171
5.3 Nonlinear Programming Duality Theory . . . . . . . . . . . . . 176
5.4 A Non-network Example of Subgradient Optimization . . . . . 188
5.5 Large-Scale Programs . . . . . . . . . . . . . . . . . . . . . . . 190
5.6 The Representation Theorem . . . . . . . . . . . . . . . . . . . 194
5.7 Dantzig-Wolfe Decomposition and Column Generation . . . . . 195
5.8 Benders Decomposition . . . . . . . . . . . . . . . . . . . . . . 199
5.9 Simplicial Decomposition . . . . . . . . . . . . . . . . . . . . . 202
5.10 References and Additional Reading . . . . . . . . . . . . . . . . 204

6 Normative Network Models and Their Solution 207

6.1 The Classical Linear Network Design Problem . . . . . . . . . . 208
6.2 The Transportation Problem . . . . . . . . . . . . . . . . . . . 209
6.3 Variants of the Minimum Cost Flow Problem . . . . . . . . . . 217
6.4 The Traveling Salesman Problem . . . . . . . . . . . . . . . . . 234
6.5 The Vehicle Routing Problem . . . . . . . . . . . . . . . . . . . 241
6.6 The Capacitated Plant Location Problem . . . . . . . . . . . . 243
6.7 Irrigation Networks . . . . . . . . . . . . . . . . . . . . . . . . . 249
6.8 Telecommunications Flow Routing and System Optimal Traffic
Assignment . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 257
6.9 References and Additional Reading . . . . . . . . . . . . . . . . 263
ix Contents

7 Nash Games 265

7.1 Some Basic Notions . . . . . . . . . . . . . . . . . . . . . . . . 267
7.2 Nash Equilibria and Normal Form Games . . . . . . . . . . . . 267
7.3 Variational Inequalities and Related Nonextremal Problems . . 269
7.4 Relationship of Variational Inequalities and Mathematical
Programs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 270
7.5 Kuhn-Tucker Conditions for Variational Inequalities . . . . . . 272
7.6 Quasivariational Inequalities . . . . . . . . . . . . . . . . . . . . 274
7.7 Relationships Among Nonextremal Problems . . . . . . . . . . 275
7.8 Variational Inequality Representation of Nash Equilibrium . . . 280
7.9 User Equilibrium . . . . . . . . . . . . . . . . . . . . . . . . . . 281
7.10 Variational Inequality Existence and Uniqueness . . . . . . . . 284
7.11 Sensitivity Analysis of Variational Inequalities . . . . . . . . . . 288
7.12 Diagonalization Algorithms . . . . . . . . . . . . . . . . . . . . 291
7.13 Gap Function Methods for V I (F, Λ) . . . . . . . . . . . . . . . 300
7.14 Other Algorithms for V I (F, Λ) . . . . . . . . . . . . . . . . . . 307
7.15 Computing Network User Equilibria . . . . . . . . . . . . . . . 318
7.16 References and Additional Reading . . . . . . . . . . . . . . . . 321

8 Network Traffic Assignment 325

8.1 A Comment on Notation . . . . . . . . . . . . . . . . . . . . . . 327
8.2 System Optimal Traffic Assignment . . . . . . . . . . . . . . . . 327
8.3 User Optimal Traffic Assignment with Separable Functions . . 344
8.4 More About Nonseparable User Equilibrium . . . . . . . . . . . 353
8.5 Frank-Wolfe Algorithm for Beckmann’s Program . . . . . . . . 356
8.6 Nonextremal Formulations of Wardropian Equilibrium . . . . . 362
8.7 Diagonalization Algorithms for Nonextremal User
Equilibrium Models . . . . . . . . . . . . . . . . . . . . . . . . 370
8.8 Nonlinear Complementarity Formulation of User
Equilibrium . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 372
8.9 Numerical Examples of Computing User Equilibria . . . . . . . 373
8.10 Sensitivity Analysis of User Equilibrium . . . . . . . . . . . . . 378
8.11 References and Additional Reading . . . . . . . . . . . . . . . . 387

9 Spatial Price Equilibrium on Networks 391

9.1 Extensions of STJ Network Spatial Price Equilibrium . . . . . 392
9.2 Algorithms for STJ Network Spatial Price Equilibrium . . . . . 401
9.3 Sensitivity Analysis for STJ Network Spatial Price
Equilibrium . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 410
9.4 Oligopolistic Network Competition . . . . . . . . . . . . . . . . 419
9.5 Inclusion of Arbitrageurs . . . . . . . . . . . . . . . . . . . . . . 424
9.6 Modeling Freight Networks . . . . . . . . . . . . . . . . . . . . 429
9.7 References and Additional Reading . . . . . . . . . . . . . . . . 440
Contents x

10 Network Stackelberg Games and Mathematical Programs

with Equilibrium Constraints 443
10.1 Defining the Price of Anarchy . . . . . . . . . . . . . . . . . . . 444
10.2 Bounding the Price of Anarchy . . . . . . . . . . . . . . . . . . 446
10.3 The Braess Paradox and Equilibrium Network Design . . . . . 455
10.4 MPECs and Their Relationship to Stackelberg Games . . . . . 459
10.5 Alternative Formulations of Network Equilibrium Design . . . . 461
10.6 Algorithms for Continuous Equilibrium Network Design . . . . 473
10.7 Numerical Comparison of Algorithms . . . . . . . . . . . . . . . 481
10.8 Electric Power Markets . . . . . . . . . . . . . . . . . . . . . . 481
10.9 References and Additional Reading . . . . . . . . . . . . . . . . 495

Index 499
 List of Figures

2.1 Geometry of an Optimal Solution . . . . . . . . . . . . . . . . . . . 30

2.2 LP Graphical Solution . . . . . . . . . . . . . . . . . . . . . . . . . 60
2.3 NLP Graphical Solution . . . . . . . . . . . . . . . . . . . . . . . . 62

3.1 Example Network . . . . . . . . . . . . . . . . . . . . . . . . . . . 77

3.2 Spanning Tree for Example Network . . . . . . . . . . . . . . . . . 78
3.3 An Illustration of Network Structure . . . . . . . . . . . . . . . . . 86
3.4 Original Network for Path Generation Example . . . . . . . . . . . 95
3.5 Iteration 1 of Path Generation Algorithm . . . . . . . . . . . . . . 96
3.6 Iteration 2 of Path Generation Algorithm . . . . . . . . . . . . . . 97
3.7 Iteration 3 of Path Generation Algorithm . . . . . . . . . . . . . . 97
3.8 Iteration 4 of Path Generation Algorithm . . . . . . . . . . . . . . 98
3.9 Example Network for Multiple Introduction
Spanning Tree Algorithm . . . . . . . . . . . . . . . . . . . . . . . 99
3.10 Example Network for MST Algorithm . . . . . . . . . . . . . . . . 103
3.11 Minimum Spanning Tree Solution . . . . . . . . . . . . . . . . . . . 104
3.12 Larson and Odoni (1981) Example Network . . . . . . . . . . . . . 107
3.13 Iteration 1 of Dijkstra’s Algorithm . . . . . . . . . . . . . . . . . . 108
3.14 Iteration 2 of Dijkstra’s Algorithm . . . . . . . . . . . . . . . . . . 108
3.15 Iteration 3 of Dijkstra’s Algorithm . . . . . . . . . . . . . . . . . . 108
3.16 Iteration 9 of Dijkstra’s Algorithm . . . . . . . . . . . . . . . . . . 109
3.17 Tree of Shortest Paths from Dijkstra’s Algorithm . . . . . . . . . . 110
3.18 Network for Maximal Flow Example . . . . . . . . . . . . . . . . . 114
3.19 Iteration 1 of Flow Augmentation Algorithm . . . . . . . . . . . . 115
3.20 Iteration 2 of Flow Augmentation Algorithm . . . . . . . . . . . . 115
3.21 Maximal Flow Solution . . . . . . . . . . . . . . . . . . . . . . . . 115

4.1 Partition of the Constraint Matrix . . . . . . . . . . . . . . . . . . 122

4.2 Example Network . . . . . . . . . . . . . . . . . . . . . . . . . . . 126
4.3 Spanning Tree (Ignoring Arc Direction) for Example Network . . . 132
4.4 Cycle Created by Entering Variable . . . . . . . . . . . . . . . . . 133
4.5 Example Capacitated Network . . . . . . . . . . . . . . . . . . . . 137
4.6 Initial Basic Feasible Solution . . . . . . . . . . . . . . . . . . . . . 137
xi
List of Figures xii

4.7 Iteration 1: Introducing a New Basic Arc . . . . . . . . . . . . . . 138

4.8 Iteration 1: Determining Leaving Arc . . . . . . . . . . . . . . . . 139
4.9 Iteration 2: Adjustment for Loop 2-3-4-5-2 . . . . . . . . . . . . . 140
4.10 Optimal Solution . . . . . . . . . . . . . . . . . . . . . . . . . . . . 140
4.11 Alternative Optimal Solution . . . . . . . . . . . . . . . . . . . . . 141
4.12 A Network with Four Nodes and Five Arcs . . . . . . . . . . . . . 155

6.1 Municipal Water Supply Network . . . . . . . . . . . . . . . . . . . 253

6.2 Convergence Plot of the Simplicial Decomposition . . . . . . . . . 256
6.3 Solution Plots of the Water Supply Model . . . . . . . . . . . . . . 257
6.4 Comparison of ASM-CS with ASM-VS . . . . . . . . . . . . . . . . 259
6.5 Convergence plot and evolution of solutions over iterations . . . . 263

7.1 A simple travel network with 5 Arcs and 4 Nodes . . . . . . . . . . 319

8.1 Paths of integration . . . . . . . . . . . . . . . . . . . . . . . . . . 351

8.2 The Josefsson and Patriksson network . . . . . . . . . . . . . . . . 382

9.1 A Network with 16 Nodes and 50 Links . . . . . . . . . . . . . . . 418

9.2 Model Overview . . . . . . . . . . . . . . . . . . . . . . . . . . . . 431
9.3 Network Aggregation . . . . . . . . . . . . . . . . . . . . . . . . . . 432
9.4 Network Showing Possible OD Modes . . . . . . . . . . . . . . . . 433

10.1 The Pigou/Roughgarden Example Network . . . . . . . . . . . . . 453

10.2 A Four-Arc Network . . . . . . . . . . . . . . . . . . . . . . . . . . 455
10.3 A Five-Arc Network . . . . . . . . . . . . . . . . . . . . . . . . . . 457
Q
10.4 Consumers’ Surplus (Shaded Area) = 0 ij θij (v) dvij − θij (T ) Tij . 467
 ũij
10.5 Consumer’s Surplus (Shaded Area) = uij Qij (x) dxij . . . . . . . 468
10.6 Change in Consumers’ Surplus (Shaded Area) . . . . . . . . . . . . 470
10.7 Change in Consumers’ Surplus (Shaded Area) . . . . . . . . . . . . 470
10.8 Convergence Plot of the PSO . . . . . . . . . . . . . . . . . . . . . 493
 List of Tables

2.1 Some Symbols and Operators . . . . . . . . . . . . . . . . . . . . . 64

6.1 Solving the Capacitated Plant Location Problem . . . . . . . . . . 248

6.2 Parameter Values of the Model . . . . . . . . . . . . . . . . . . . . 256
6.3 Solution of the Water Supply Problem . . . . . . . . . . . . . . . . 258
6.4 Comparison of ASM-CS with ASM-VS . . . . . . . . . . . . . . . . 260
6.5 Numerical Result for the Telecommunications Network . . . . . . . 262

7.1 Parameters . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 319

7.2 Iterations of the Fixed-Point Algorithm . . . . . . . . . . . . . . . 321

8.1 Sensitivity results for K = 1 . . . . . . . . . . . . . . . . . . . . . . 386

8.2 Sensitivity results for K = 1/2 . . . . . . . . . . . . . . . . . . . . 386
8.3 Sensitivity results for K = 1/4 . . . . . . . . . . . . . . . . . . . . 386

9.1 Transportation cost functions . . . . . . . . . . . . . . . . . . . . . 419

9.2 Inverse demand and supply functions . . . . . . . . . . . . . . . . . 420
9.3 Comparison of exact and approximate flows for a 30 % increase in
K1Ψ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 421
9.4 Comparison of exact and approximate demands for a 30 % increase
in K1Ψ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 422
9.5 Comparison of exact and approximate supplies for a 30 % increase
in K1Ψ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 423
9.6 Comparison of exact and approximate prices or a 30 % increase in
K1Ψ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 424

10.1 Numerical Comparison of Algorithms . . . . . . . . . . . . . . . . 481

10.2 Transmission Flow of ISO and its utility . . . . . . . . . . . . . . . 494

xiii
 1
Introduction

I t is quite common these days to hear laments about the quality of both the
world’s public and private infrastructure. In some developing countries, the
infrastructure needed for economic vitality is said not to exist at all. In many
developed countries, public infrastructure is said to be crumbling. In almost
every country and geographical region, there is at least one economic sector
for which investments in private infrastructure are not keeping pace with tech-
nological progress. These lamentations mean that some or all of the relevant
transportation, telecommunications, energy distribution, and water resource
networks are inadequate for the tasks at hand. As a result, a great many hard
scientists, social scientists, and engineers have begun to study infrastructure
networks in a systematic way.
As a participant in the evolving discourse on infrastructure networks, this
book presents a class of mathematical models and computational methods that
inform scholarly inquiry pertinent to infrastructure network engineering from
the perspectives of microeconomic theory and game theory with a heavy dose of
computational methods. The class of models and methods emphasized herein
has been referred to both as network economics and as network engineering.
Regardless of the appellation employed, the branch of scholarly inquiry consid-
ered herein is concerned with the formulation of both descriptive and prescrip-
tive mathematical models of infrastructure as network optimization problems
and network games. Network economics and network engineering are also con-
cerned with the theoretical properties of the principal infrastructure network
models studied, especially the properties of existence and uniqueness of solu-
tions; it is also concerned with algorithms for finding infrastructure network
flows, prices, and designs.
Because both physical and conceptual networks are studied in a variety of
different fields, it is fairly difficult to trace the history of network economics and
network engineering. Nonetheless, it is clear that important results have been
developed by researchers in both methodology-driven (e.g., operations research,
mathematics) and problem-driven (e.g., transportation, telecommunications)
disciplines.

© Springer Science+Business Media New York 2016 1

T.L. Friesz, D. Bernstein, Foundations of Network Optimization and Games,
Complex Networks and Dynamic Systems 3,
DOI 10.1007/978-1-4899-7594-2_1
1. Introduction 2

In this chapter we discuss some representative mathematical models that

illustrate the kind of infrastructure network applications that can be addressed
with the tools developed in subsequent chapters. In order to set the stage for
those examples, we need to introduce certain terminology and notation, which
will be the foundation for the mathematical language we use to model all
forms of infrastructure. Because this terminology and notation can seem a bit
overwhelming to the uninitiated reader with no prior background in network
modeling, we first introduce the language of network modeling in a rather
informal way, counting on the formal treatment in subsequent chapters to refine
and make more precise the reader’s understanding.
After discussing some fundamental notions, this chapter considers the fol-
lowing models classes in brief:
Section 1.2: Transportation Networks. The problems of transportation
network equilibrium and transportation network design are, respectively, pre-
sented as Nash and Stackelberg mathematical games.
Section 1.3: Telecommunication Networks. The problems of quasi-static
flow routing and flow control in telecommunication networks are presented as
nonlinear programs.
Section 1.4: Electric Power Networks. Noncooperative competition among
power-producing firms, which are attached to the electric power grid and over-
seen by a regulatory authority, is presented as a differential Stackelberg game.
Section 1.5: Water Resource Networks. Irrigation network capital bud-
geting and efficient municipal water allocation are modeled from the perspective
of mixed-integer mathematical programming.

1.1 Fundamental Notions

We begin by noting that networks are comprised of arcs and nodes. An arc
is conveniently thought of as an entity that connects two nodes, while a node
is any junction, origin or terminus of the network. So in everyday language
an example of a node can be the intersection of two or more streets, and the
streets, connecting as they do such intersections, are the arcs. Network arcs are
also sometimes referred to as links, and less frequently as edges – although this
latter name is more commonly associated with graph theory. Unless otherwise
stated every network arc will be directed from a tail node, where flow enters
to a head node where flow exits the arc. Sometimes nodes are referred to by
their graph-theoretic name: vertices. Associated with the arcs and nodes of a
network are various attributes that take on numerical values. Typical of these
are cost, delay, flow, capacity, distance, impedance, demand and supply.
Since we have brought up the subject of graph theory, it is useful to
distinguish graph theory from network modeling: graph theory is concerned
primarily with topological and other non-numerical properties of networks. In
fact, a collection of network arcs and nodes is by itself called a graph and is
3 1.2. Transportation Networks

typically denoted as: G (N , A), where A is a set of arcs and N is a set of nodes
associated with those arcs. Every network model begins with the articulation
of such a graph describing the nature of the connections among the arcs and
nodes.
We will have much cause to discuss and to mathematically describe paths,
also known as routes, on the graphs used to model infrastructure networks.
Simply put, a path is a sequence of consecutive arcs directed in a fashion that
allows flow from a specified origin to a specified destination to occur. We enc-
ourage the reader to reflect on the fact that a network may have substantially
more paths than arcs, an important fact that we discuss in detail in later
chapters. Suffice it to say for the time being that this tendency of networks
to have extremely large numbers of paths has a profound impact on the dev-
elopment of numerical algorithms for solving certain types of infrastructure
network models.
In the next section we begin the presentation of an overview of some rela-
tively advanced optimization problems and mathematical games that illustrate
the types of models that the reader of this book, whether student or researcher,
will be able to apply, enhance, and solve by the time he/she reaches the last
page. Some of the models presented in summary form in this chapter are con-
sidered in substantial detail in subsequent chapters, along with other models
not noted here.

1.2 Transportation Networks

The transportation network is one of the most visible infrastructure networks,
and a great many network models have been developed by transportation
planners and engineers. Illustrative examples include traffic prediction, static
network design, and real-time traffic control.

1.2.1 Traffic Prediction

In order to evaluate highway construction projects and perform environmental
impact assessments for new developments, it is necessary to be able to predict
traffic levels on the road network. To do so, we must be able to model how
people make their path choices when driving. The most-often used behavioral
model of this kind was proposed by Wardrop (1952). It is an equilibrium model
that assumes drivers will individually choose the path that is best for them.
Hence, if no driver has any incentive to change paths in equilibrium, it must
be true that all used paths are minimum-cost paths.
To present the Wardropian equilibrium model more formally, suppose that
hp denotes the flow of vehicles that use path p from their origin to their des-
tination, P is the set of all paths of the network, h = (hp : p ∈ P) is the
vector of all path flows, cp (h) is the generalized unit cost of using path p ∈ P
under flow condition h, and Qij is the rate of flow between origin-destination
pair (i, j) ∈ W, where i ∈ N denotes an origin node and j ∈ N denotes a
destination node, while W is the set of all origin-destination (OD) pairs con-
sidered. We will also have need for the set of all paths connecting (i, j), which
1. Introduction 4

we denote by Pij . Finally, c(h) will be the vector of all path costs. That is,
c(h) = (cp (h) : p ∈ P). Then, h is a Wardropian user equilibrium if and only if:
⎫
hp > 0, p ∈ Pij =⇒ cp (h) = min{cr (h) : r ∈ Pij } ∀ (i, j) ∈ W ⎪⎪
⎪
⎪
 ⎪
⎪
⎬
hp = Qij ∀ (i, j) ∈ W (1.1)
p∈Pij ⎪
⎪
⎪
⎪
⎪
⎪
⎭
hp > 0 ∀p ∈ P
Now let the set of all feasible path flows be presently denoted as
⎧ ⎫
⎨  ⎬
Ω= h: hp = Qij ∀ (i, j) ∈ W, hp > 0 ∀p ∈ P (1.2)
⎩ ⎭
p∈Pij

We will subsequently learn that this problem may be profitably stated as the
following variational inequality problem:
⎫
find h∗ ∈ Ω ⎬
(1.3)
⎭
[c(h∗ )] (h − h∗ ) ≥ 0
T
such that ∀h ∈ Ω
Formulation (1.1) is an example of a nonextremal static network equilibrium
problem that will be discussed in considerable detail in Chap. 8 of this book.

1.2.2 Static Network Design

The problem of adding additional roads to a highway network whose flows
are described by the Wardropian user equilibrium introduced in the previous
example is known as the discrete equilibrium network design problem. From a
mathematical point of view, the discrete equilibrium network design problem
is a bilevel, nonlinear, mixed integer mathematical program. As such, it is
among the most computationally demanding of all mathematical models, yet
the ability to solve it is fundamental to informed capital budgeting for any road
network.
The mathematical articulation of this problem requires defining the set of
network arcs A, an arbitrary element of which set we denote by the specific arc
name a, where arcs are of course individual roads of the network of interest.
On any arc will be a flow of automobiles, denoted by fa , which is related to
the path flows of the previous example according to

fa = δap hp ∀a ∈ A
p∈P

where δap is an element of the so-called arc-path incidence matrix

Δ = (δap : a ∈ A, p ∈ P) and

1 if a ∈ p
δap = (1.4)
0 if a ∈
/p
5 1.2. Transportation Networks

where a ∈ p means that arc a belongs to path p. Of course, the notation a ∈ /p

means that arc a does not belong to path p.
We also associate with every arc an average generalized cost ca (f ) where
f = (fa : a ∈ A) is the full vector of arc flows. We will say more in Chap. 8
about the reasons for this type of functional dependence of arc costs on arc
flows, but for now it suffices to say that such cost functions depict the congestion
externalities known to be present on urban road networks. As a consequence,
it is possible to articulate the objective of the network design process as

min ca (f ) fa
a∈A∪I

for the case of fixed travel demands, where I is the set of arcs being considered
for insertion into the network. This minimization is meant to be accomplished
in light of the following constraints:

(1) A budget constraint:


βa y a ≤ B
a∈I

where B is the total budget for arc additions, βa ∈ 1++ is the cost of
constructing arc a ∈ I, and ya is a binary decision variable obeying

1 if arc a ∈ I is constructed
ya =
0 otherwise

(2) Logical constraints:

fa ≤ M ya ∀a ∈ I
where M is a suitably large positive number in the sense that

M  Qij ∀ (i, j) ∈ W,

so that when arc a ∈ I is not constructed its flow has the upper bound
of zero, and when constructed its flow has effectively no upper bound;

(3) Constraints ensuring a Wardropian user equilibrium flow pattern:

h = Φ (c, Q)

where Φ (c, Q) is an abstract operator signifying solution of the Ward-

ropian user equilibrium problem for the cost vector c = (cp : p ∈ P) and
demand vector Q = (Qij : (i, j) ∈ W);

(4) Flow conservation constraints from (1.1); and

(5) Nonnegativity constraints from (1.1).

1. Introduction 6

That is, the complete equilibrium network design model, for the circumstances
we have described, takes the following form:
 ⎫
min ca (f ) fa ⎪
⎪
⎪
⎪
a∈A∪I ⎪
⎪
subject to ⎪
⎪
 ⎪
⎪
∀a ∈ A ⎪
⎪
fa = δap hp ⎪
⎪
⎪
⎪
p∈P ⎪
⎪
⎪
⎪
⎪
⎪
h∈Ω ⎪
⎪
⎬
(1.5)
h = Φ (c, T ) ⎪
⎪
⎪
⎪
 ⎪
⎪
⎪
⎪
βa y a ≤ B ⎪
⎪
⎪
⎪
a∈I ⎪
⎪
⎪
⎪
⎪
⎪
fa ≤ M ya ∀a ∈ I ⎪
⎪
⎪
⎪
⎪
⎪
⎭
ya = (0, 1) ∀a ∈ I

Because h = Φ (c, T ) refers to the Wardropian network user equilibrium prob-

lem, it is clear that (1.5) is a bi-level problem for which an equilibrium problem
is embedded within a mathematical program. That is to say, (1.5) is a nonlin-
ear, mixed-integer mathematical program with equilibrium constraints. It is
easy to show that (1.5) generally has a nonconvex feasible region, making the
determination with certainty of a globally optimal network design effectively
impossible. We will study (1.5) and problems like it in some detail in this book.

1.2.3 Real-Time Traffic Control

The advent of technology that allows near real time dissemination of informa-
tion and instructions to individual vehicles operating over the transportation
network has made it clear to both traffic engineers and theorists that models
must be constructed that allow transient traffic states to be managed and ex-
ploited to achieve minimum congestion. Any such model must contain either
an explicit or an implicit description of the traffic dynamics, by which is meant
a description of how traffic flows and perceptions of travel cost evolve over time.
Let us consider abstract traffic dynamics of the following form for the network
of interest:

dh
= H (h,u,v, t) (1.6)
dt
du
= G (h,u,v, t) (1.7)
dt
7 1.2. Transportation Networks

where

h is once again a vector of path flows (hp : p ∈ P)

uij is the perceived cost of travel between origin-destination pair (i, j)
u is a vector of perceived costs (uij : (i, j) ∈ W)
S is the index set for information variables
v is a vector of information variables (vk : k ∈ S)

and H (., ., .) and G (., ., .) are vector operators. Although not explicitly stated,
all components of the vectors h, u, and v vary with time.
For computation, it is convenient to employ discrete time instead of con-
tinuous time. To do so, we introduce the interperiod time step
t f − t0
Δ= ≈ dt
N −1
where t0 is the initial time, tf is the terminal time, N is a positive integer
equal to the number of time steps employed to describe the dynamic process of
interest, and dt refers to an infinitesimal increment of time that Δ is meant to
approximate. That is, continuous time is replaced by the discrete time steps

τ0 = t0
τ1 = τ0 + Δ
τ2 = τ1 + Δ
..
.
τN −1 = τN −2 + Δ
τN = tf

In this scheme, a function of continuous time, such as h(t), where t ∈ [t0 , tf ] ⊂

1+ , is replaced by the vector
⎛ ⎞
hτ 0
⎜ hτ 1 ⎟
⎜ ⎟
⎜ ... ⎟ (1.8)
⎜ ⎟
⎝ hτN −1 ⎠
hτ N

where hτi ∈ |P| for all i ∈ [0, N ]. Similar discrete-time variables and notation
are easily formed for u and v. Since (1.8) is rather tedious to write repeatedly,
we use the less complicated shorthand
⎛ ⎞
h0
⎜ h1 ⎟
⎜ ⎟
⎜ ... ⎟ (1.9)
⎜ ⎟
⎝ hN −1 ⎠
hN
1. Introduction 8

so long as no confusion will result. As a consequence, (1.6) and (1.7) may be

restated in discrete time as

ht+1 = ht + Ht (ht , ut , vt ) · Δ t ∈ [0, N − 1] (1.10)

ut+1 = ut + Gt (ht , ut , vt ) · Δ t ∈ [0, N − 1] (1.11)

where t is now understood to be a discrete index. Furthermore, Ht (ht , ut , vt )

is understood to be the values of the continuous-time vector H (h,u,v, t) at
the start of each discrete period t ∈ [0, N − 1]; a similar interpretation of
Gt (ht , ut , vt ) of course applies.
The vector of information variables v describes message content, message
frequency, congestion tolls, and the like from a traffic information system and
are the fundamental control variables for real-time traffic management. The
vectors of path flows h and perceived costs u are the so-called state variables;
they are completely determined by knowledge of the controls. The vector
operators H (., ., .) and G (., ., .) are specified to reflect an adjustment process
describing the transitions among disequilibrium and equilibrium traffic states
that characterize the traffic network of interest. The states are constrained by
physical properties of the network, such as conservation of flow and nonnegativ-
ity of flows and perceived costs; such state-space constraints are similar to those
developed above for static traffic equilibrium and are represented abstractly as
 
h
∈ Γ(t) (1.12)
u

Similarly, the information variables obey regulatory, fiscal, and budgetary con-
straints, as well as physical constraints imposed by the information technology
itself, such as bandwidth, range, and the like. These control constraints are
represented abstractly as
v ∈ Λ(t) (1.13)
This completes the statement of the dynamics and our attention now turns to
specifying the criterion for our traffic control system.
It is reasonable, if traffic demand is elastic, to select maximization of net
economic surplus as the criterion. That is, we seek to maximize the difference
between consumers’ surplus1 and congestion costs. Net surplus for our problem
setting is
 tf   u0
max J = exp (−rt) Qij (y,v, t) dyij dt (1.14)
t0 (i,j)∈W u

1 Consumers’ surplus is unused willingness to pay.

9 1.3. Telecommunication Networks

where

r is the nominal rate of interest

y is a vector of dummy variables (yij : (i, j) ∈ W)
Qij (u,v, t) is the elastic demand for travel between (i, j) ∈ W
cp (h, t) is the unit path cost at time t under traffic conditions h
t f − t0 is the planning horizon
r is the constant rate of discount

and
  u0
Qij (y, v) dyij
(i,j)∈W 0

is a line integral.
We may construct a discrete-time approximation of (1.14); that approxi-
mation is
⎡ ⎤

N −1   u0
J= exp(−rt) ⎣ Qij,t (yt ,vt ) dyij,t ⎦ Δ
t=0 (i,j)∈W u

Consequently, the model of real-time control of the traffic network becomes

⎡ ⎤

N −1   u0
max J = Δ · exp (−rt) ⎣ Qij,t (yt ,vt ) dyij,t ⎦ (1.15)
t=0 (i,j)∈W u

subject to
⎫
ht+1 = ht + Ht (ht , ut , vt ) · Δt ∈ [0, N − 1]⎪
⎪
⎪
⎪
⎪
⎪
ut+1 = ut + Gt (ht , ut , vt ) · Δt ∈ [0, N − 1]⎪
⎬
(1.16)
(ht , ut ) ∈ Γt ⎪
⎪
⎪
⎪
⎪
⎪
⎪
⎭
vt ∈ Λt
Sets, functions, and variables with t as a subscript, in the above, are the
discrete-time counterparts of the corresponding continuous-time entities de-
fined previously. Later, we will learn numerical methods for this and similar
models.

1.3 Telecommunication Networks

One of the most visible infrastructure networks is the telecommunications net-
work. Among the two most important telecommunications network problems
are flow routing and flow control. Roughly speaking the problem of flow rout-
ing is that of finding an optimal routing pattern for message demands currently
1. Introduction 10

active on the telecommunications network, while the problem of flow control is

that of managing demand by accepting or rejecting message routing requests.
It is important to recognize that these two fundamental problems are viewed as
static problems for each instant in time at which message demand is evaluated.
As such, the static flow routing and flow control models we describe below are
frequently referred to as quasi-static models to reflect the need to solve them
in near real time, update the current message demand, and quickly re-solve the
models.

1.3.1 Quasi-static Flow Routing

Suppose we know (with certainty) the message demand Qij to be transmitted
between every origin-destination pair (i, j) ∈ W, where W is the set of all
origin-destination pairs with active message demands. (This set will change
from moment to moment, as allowed for by the quasi-static modeling perspec-
tive we have adopted.) We also have associated with every arc a ∈ A, where
A is again the set of all arcs that comprise the network, a unit transmission
delay function or latency Da (fa ), where fa is the message flow on arc a.
We may want, as the operator of a telecommunications network, to know
how to simultaneously best route the current message demands. When this is
our interest we are concerned with optimal flow routing, and the optimal flow
routing problem is expressed as:
 ⎫
min Da (fa ) fa ⎪
⎪
⎪
⎪
a∈A ⎪
⎪
subject to ⎪
⎪
 ⎪
⎪
hp = Qij ∀(i, j) ∈ W ⎪⎪
⎪
⎬
p∈Pw
(1.17)
 ⎪
⎪
⎪
⎪
fa = δap hp ∀a ∈ A ⎪
⎪
⎪
⎪
p ⎪
⎪
⎪
⎪
⎪
⎭
hp ≥ 0 ∀p ∈ P

where hp is the number of messages sent along path p and δap has the same def-
inition (1.4) given in our previous discussion of transportation network models.
We shall find in Chap. 8 that a mathematically similar transportation network
model is known as the system optimal traffic assignment model.

1.3.2 Flow Control

There is a model related to (1.17) for the management of message demand in
telecommunications networks. Demand management is frequently referred to
as flow control and depends on the articulation of a penalty function for each
origin-destination pair (i, j) ∈ W which we denote as
Eij (Qij ) (1.18)
11 1.4. Electric Power Networks

The penalty function (1.18) is a strictly monotonically decreasing function of

demand Qij and is meant to be appended to the routing objective function of
(1.17) to create the following model:
   ⎫
min Da (fa ) fa + Eij (Qij )⎪
⎪
⎪
⎪
⎪
subject to a∈A (i,j)∈W p∈Pij ⎪
⎪
⎪
⎪
 ⎪
⎪
∀(i, j) ∈ W ⎪
⎪
hp = Qij ⎪
⎬
p∈Pij
(1.19)
 ⎪
⎪
⎪
⎪
fa = δap hp ∀a ∈ A ⎪
⎪
⎪
⎪
⎪
⎪
p
⎪
⎪
⎪
⎪
⎭
hp ≥ 0 ∀p ∈ P

By penalizing demand, this model controls flow entering the network as well as
determines the optimal routing of demands. As such, (6.193) is a combined flow
routing and flow control model. Note that (1.19) is not a telecommunications
analog of the equilibrium network design model used in transportation since
message packets do not have the autonomy of automobile drivers in selecting
their own routes; as a consequence, flow control does not have the bilevel struc-
ture of equilibrium network design and is, as a consequence, computationally
much more tractable.

1.4 Electric Power Networks

Pricing electric power and assuring the electrical distribution grid or network is
adequate to meet anticipated demands is a fundamental infrastructure decision
problem that lends itself quite naturally to network modeling. To construct
an electric power model for predicting prices, we introduce the set of firms F
that own electric power-generating facilities. The power transmission network
is based on the graph G (N , A). We think of each node i ∈ N as a market for
electric power, which may be served not only by power-generating firms located
at that node but also by firms located at other nodes via the transmission
network. We denote by Nf the set of nodes (markets) where firm f ∈ F
has power-generating facilities. The set of power-generating facilities that firm
f ∈ F possesses at node i ∈ N is denoted by G(i, f ).
Electric power pricing is an intrinsically dynamic matter. We will employ
the same notion of discrete-time approximation introduced in Sect. 1.3 above.
In particular, we take the analysis horizon to be tf − t0 , where t0 is the initial
time and tf is the final time. Since the horizon is short (typically 1–30 days),
no notion of discounting to determine present value is necessary. Recall that,
in discrete time, flows and prices are computed at the start of each time period
and assumed to hold through a given period. The interperiod time step will be
tf − t0
Δ=
N −1
1. Introduction 12

where N , a positive integer, is the number of time steps used to describe the
dynamic process of interest. Thus, the sequence of time-steps t = 0, 1, . . . , N −1
will reach tf when starting at t0 .

1.4.1 Modeling the Firms Generating Power

We will also need the notion of an inverse demand function for electric power.
An inverse demand function determines price when demand is specified. For
the circumstance considered here, we take the inverse demand function for
market i ∈ N during period t to be
⎛ ⎞
 g
πit ⎝ si ⎠
g∈F

where πit is the price of power per MWatt-hour at node i ∈ N and sfit is the
flow of power sold at the same node during period t. Therefore, the expression
⎛ ⎞
  g
πit ⎝ sit ⎠ · sfit · Δ
i∈N g∈F

is the revenue that firm f generates during period t.

The costs that a generating firm f ∈ F bears are:

(1) Generation cost for power generation unit j ∈ G (i, f ) denoted by

 
Vjtf qjt
f

f
where qjt is the rate at which generator unit j ∈ G (i, f ), located at
node i ∈ Nf , produces power. Generation cost typically has a fixed
component and a variable component. For example, generation cost may
be quadratic and take the form
  1  2
Vjtf qjt
f
= μfj + μ̃fj · qjt
f
+ μ̂fj · qjt
f
2

where μfj , μ̃fj , μ̂fj ∈ 1++ for all f ∈ F and all j ∈ G (i, f ) are exogenous
parameters.

(2) Ramping cost obtained from a generation unit’s rotor fatigue, impacting
rotor life span. Ramping cost is negligible if the magnitude of power
change is less than some elastic range; that is, there is a range in which
the generation rate can be adjusted that causes minimal wear on the
rotors and is thus considered cost-free. Therefore, in general, we may use
the function
  1     2
 f
Φfjt rjt
f
= γjf max 0, rjt f
 − ξj
2
13 1.4. Electric Power Networks

to represent the ramping cost associated with some generation unit

f
j ∈ G (i, f ) whose ramping rate is rjt during period t, with corresponding
1
elastic threshold ξj ∈ ++ and cost coefficient γjf . In general, there will
f

be asymmetric ramp-up and ramp-down costs, causing the ramping cost

to be expressed as
  1   2 1   2
Φfjt rjt
f
= γjf + max 0, rjt
f
− ξjf + + γjf − max 0, −rjt
f
+ ξjf −
2 2

where γjf − and γjf + are the cost coefficients during ramp-up and ramp-
down, respectively; naturally, ξjf + and ξjf − are the respective ramp-up
and ramp-down elastic thresholds.

(3) Wheeling fee wit paid to the so-called independent service operator (ISO)
for transmitting 1 MW-h of power from its hub, through which all power
flows, to market i in period t. The wheeling fee is set by the ISO to
enforce market clearing (supply of power equal to demand for power).

In light of the above, we may express the profits of each power-generating firm
f ∈ F as
⎧ ⎛ ⎞
 −1 ⎨  
 N
Jf sf , q f ; s−f = πit ⎝ sgit ⎠ · sfit
⎩
t=0 i∈N g∈F

      
− Vjf qjt
f
+ Φfj rjt
f

i∈Nf j∈G(i,f )

⎛ ⎞⎫
  ⎬
− wit · ⎝sfit − f ⎠
qjt ·Δ (1.20)
⎭
i∈N j∈G(i,f )

where the following vector notation is employed:

 
sf = sfit : i ∈ N , t ∈ [0, N − 1]

s−f = (sgit : i ∈ N , g ∈ F\f, t ∈ [0, N − 1])

 
f
qf = qit : i ∈ N , t ∈ [0, N − 1]

w = (wit : i ∈ N , t ∈ [0, N − 1])

We naturally assume that (1.20) is meant to be maximized by firm f ∈ F using

those variables within its control.
1. Introduction 14

There are also constraints that must be satisfied by each firm f ∈ F. In

particular:

(1) Each firm must balance sales and generation for all time periods, since
we do not here consider the storage of electricity; therefore
 f   f
sit = qjt ∀t ∈ [0, N − 1] (1.21)
i∈N i∈Nf j∈G(i,f )

(2) The sales of power at every market must be nonnegative in each time
period; thus
sfit ≥ 0 ∀i ∈ Nf , t ∈ [0, N − 1] (1.22)

(3) The output level of each generating unit is bounded from above and below
for each time period; thus
f
0 ≤ qjt ≤ CAPjf ∀i ∈ Nf , j ∈ G (i, f ) , t ∈ [0, N − 1] (1.23)

where CAPjf ∈ 1++ is the relevant upper bound on output from gen-
erator j ∈ G (i, f ). Each such bound is a physical characteristic of the
corresponding generator.

(4) Total sales by all the firms at a particular market is bounded from above
by a regulatory authority. This feature is represented by the following
constraint that holds for each node and each time period:
 f
sit ≤ σi ∀i ∈ N , t ∈ [0, N − 1] (1.24)
f ∈F

where σi ∈ 1++ is an exogenous market sales cap for every node i ∈ N .

(5) The ramping rate for every generation unit is bounded from above and
below, which again expresses a physical characteristic of the unit; conse-
quently, we write

Rjf − ≤ rjf (t) ≤ Rjf + ∀i ∈ Nf , j ∈ G (i, f ) , t ∈ [0, N − 1] (1.25)

where Rjf + ∈ 1++ and Rjf − ∈ 1++ are, respectively, the upper and lower
bounds on the ramping rate of generation unit j ∈ G (i, f ).

We may now state the set of feasible solutions for each firm f ∈ F as
! f  "
s
Ωf (s−f ) = : (1.21), (1.22), (1.23), (1.24), and (1.25) hold
qf

Note that the set of feasible solutions for each firm depends on the power flows
sold by its competitors.
15 1.4. Electric Power Networks

If we take the wheeling fees as exogenous, we have a collection of simultane-

ous, coupled mathematical programs that represent oligopolistic competition
among power-providing firms. With w and s−f exogenous and using sf and
q f as decision variables, each firm f ∈ F seeks to solve
 f 
 f f −f s
max Jf s , q ; s subject to ∈ Ωf (s−f ) (1.26)
qf

We will learn in subsequent chapters to call (1.26) a generalized Nash game;

we will also learn how to reformulate (1.26) as a variational inequality in order
to facilitate its analysis and computation.

1.4.2 Modeling the ISO

We turn now to modeling the independent service operator (ISO). The job of
the ISO is to clear the market for power transmission. Let us assume the vector
of wheeling fees w is exogenous so that, in every period t ∈ [0, N − 1], the ISO
solves a linear program to determine the transmission flow vector

y = (yit : i ∈ N , t ∈ [0, N − 1])

where yit denotes an actual power flow from a specific hub to node i ∈ N for
period t ∈ [0, N − 1]. The ISO’s linear program for period t ∈ [0, N − 1] is

max J0 = yit wit (1.27)
i∈N

subject to

P T DFia · yit ≤ Ta ∀a ∈ A (1.28)
i∈N

where A is the arc set of the electric power network, the Ta are transmission
capacities for each arc a ∈ A, and the P T DFia are power transmission dis-
tribution factors (PTDFs) that determine the flow on each arc a ∈ A as the
result of a unit MW injection at the hub node and a unit withdrawal at node
i ∈ N . The PTDFs allow us to employ a linearized DC approximation for
which every P T DFia , where i ∈ N , is considered constant and unaffected by
the transmission line loads. The DC approximation employed here means that
the principle of superposition applies to arc and path flows, thereby dramati-
cally simplifying the model. In the ISO formulation presented above, we ignore
transmission loss, although such could be introduced without any complication
other than increased notational detail.
To clear the market, the transmission flows y must balance the net sales at
each node (market); thus
⎛ ⎞
 
yit = ⎝sfit − f ⎠
qjt ∀i ∈ N , t ∈ [0, N − 1] (1.29)
f ∈F j∈G(i,f )
Another random document with
no related content on Scribd:
Alarici quondam Vesegotharum Regis objicientes exemplum, veriti
Regis suis[78] fortunam, quia ille post fractam Romam diu non
supervixerat, sed protinus rebus excessit[79] humanis. Igitur dum
ejus animus ancipiti negotio inter ire, & non ire fluctuaret, secumque
deliberans tardaret, placita[80] ei legatio à Roma advenit. Nam Leo
Papa per se ad eum accedit in Acroventu Mambolejo,[81] ubi Mincius
amnis commeantium frequentatione transitur. Qui mox[82] deposito
exercitus furore, & rediens quà venerat, idest, ultra Danubium,
promissa pace discessit: illud prae omnibus denuncians, atque
interminando discernens,[83] graviora se in Italiam illaturum, nisi ad
se Honoriam Valentiniani Principis germanam, filiam Placidiae
Augustae, cum portione sibi regalium opum debita mitteret.[84]
Ferebatur enim quia haec Honoria, dum propter aulae decus, ac[85]
castitatem teneretur nutu fratris inclusa, clandestino[86] eunucho
misso Attilam invitasset, ut contra fratris potentiam ejus patrociniis
uteretur: prorsus indignum facinus, ut licentiam libidinis malo publico
compararet.

FOOTNOTES:

[77] A. ut apparet.
[78] A. sui.
[79] A. excesserit.
[80] A. placida.
[81] Garet. alias agro Venetum Ambulejo. ita Ambros.
[82] A. Qui mox deposuit exercitatus furorem, & rediens quo
venerat &c.
[83] A. decernens.
[84] A. mitterent.
[85] A. ad castitatem.
[86] A. clam.
 IV
EX VITA MS. SANCTI ANIANI EPISCOPI AURELIANENSIS

Du Chesne: Historiae Francorum Scriptores Coaetanei (1636),

Vol. I, p. 521.
Hunorum gens perfida vaginâ suae habitationis egressa,
crudelitate saevissima in plurimarum gentium frendebat pericula.
Cuius ad satiandam rabiem, truculentus Attila tenebat regiam
dignitatem. Cúmque vulgatum esset in populo, quòd suae ferocitatis
impetu Gothis obviam properans, extenderet ad amnem Ligericum,
ut subversis Aurelianensium moenibus, satiaret suae malitiae
incrementa. Tunc vir Domini Anianus, non ut in defensione hominum
speraret elegit, sed Apostolicae memor sententiae, qua per beatum
Petrum praecipimur, Subditi estote propter Dominum, sive Regi
quasi praecellenti, sive Ducibus, quasi ab eo missis ad vindictam
malefactorum, laudem verò bonorum. Arelatensem urbem expetere
decrevit, et Aiecium Patritium, qui sub Romano Imperio in Galliis
Rempublicam gubernabat, videndum expetuit, ut ei furorem
rebellium cum periculo suorum civium intimaret.
Itaque Arelatum veniens, multos Domini repperit Sacerdotes, qui
ob varias necessitates adventantes, videre non poterant faciem
Iudicis ob fastum potentiae secularis. Sed cùm sanctus advenisset
ibidem Anianus, divina gratiâ inspirante commonitus, protinus
egressus est obviam supplex Aiecius. Et quem pompa regia
Imperialibus fascibus reddebat inclytum, Sacerdotalis gratia reddidit
ad sibi conciliandum subiectum. Quem cùm ille benigniter
inquisisset, cur vir sanctus laborem tam longi itineris assumpsisset,
ille prudenti usus alloquio, vel egregii praedicatoris exemplo, priùs
pro aliorum utilitatibus omnia petens obtinuit, et tunc demum causam
adventus sui auribus principalibus intimavit. Simulque plenus
prophetiae spiritu, VIII. Kal. Iulii diem esse praedixit, quo bestia
crudelis gregem sibi creditum laniandum decerneret. Petens ut tunc
praedictus Patricius veniendo succurreret. Videns Aiecius florem
torrentis eloquii, acumen ingenii in viro Dei sanctitatis gratiâ
comitante, omnia praestitit, quicquid Sacerdos expetiit, et benignè se
venire ut ille suggesserat repromisit. Quo obtento, vir Domini
valedicens seculi Principi, ad propriam regressus est civitatem: et
plebem suam, quae de Pastoris moerebat absentia, spiritalia
confortabat in gaudia; praeparante populo iterum omnia, quae ad
repellenda hostium iacula, portis, muris, vel turribus fuerant
opportuna.——:.
Nec post longum interim intervallum cruentus Attila murorum
vallans ambitum, omne suae malitiae argumentum in iamdictae
civitatis convertit interitum. Sed Pontifex fixus in Domino, per muri
ambulatorium Sanctorum gestans pignora, suavi vocis organo more
cantabat Catholico. Interim hostilis exercitus tela iactabat instantiùs,
atque cum arietibus latera muri crebris quatiebat impulsibus. Tunc
fugiente ad Ecclesiam populo, sanctus Anianus forti eos animo esse
monebat in Domino, numquam fuisse deceptum quicumque firmiter
sperasset in Christo. Ipse verò festinanter murum ascendit, et tacitus
respexit ad coelum, ac pias aures Domini intima prece pulsavit.
Cúmque sibi divinum auxilium adesse sensisset, repentè contra
barbaros expuit. Tantáque subitò cum sputo eodem moles pluviae
descendit, et impiorum impetum triduana inundatione compressit, ut
nequaquam se ullus pugnaturus ex hostibus transferre in locum
alterum potuisset.——:.
Cessante igitur nimbo profluo, sanctus Anianus ad Attilae pergit
tentorium, pro sibi commisso rogaturus populo. Spretus à perfido
responso contrario, civitatis sese retulit claustro. Postera autem die,
apertis portarum repagulis, Attilae Proceres ingressi sunt Aurelianis.
Sortéque ad dividendum populum missa, onerabat plaustra
innumera de plebis capta substantia. Iubens crudelis impietas, ut
immineret subditis dura captivitas. Cúmque sanctus Anianus
populum ammoneret, ut nec sic quoque desperarent de Domino,
nihílque esse Deo invalidum, qui suos tueri praevalet etiam sub
momento: repentè more prophetico sanctus Anianus est translatus à
Domino, atque in eodem loco, ubi Aiecius Patricius cum suo degebat
exercitu, secum pariter Torsomodo[87] Rege Gothorum, ostensus
militi talia dedit mandata Patricio. “Vade, inquit, et dic filio meo
Aiecio, quia si hodie ad civitatem adesse distulerit venire, iam
crastina nihil proderit.” His dictis, statim recessit. Et quia divina
virtute hoc opus actum fuerat, miles sapiens recognovit. Statímque
ad Aiecium pergens, rem per ordinem pandit. Tunc ille laetus
redditus, et victoria iam securus, utpote divina revelatione
commonitus, unà cum Theodoro et Torsomodo[88] Regibus, vel suo
ac Gothorum exercitu, equum ascendit, ac concitus pergit. Nec mora
Aurelianis pervenit, hostes imparatos repperit. Tantaeque caedis
stragem super eos exercuit, ut nulli dubium fieret, quin meritis Aniani
Pontificis flexus ad misericordiam Dominus Rex coelestis vindictam
hanc exerceret per suos satellites, quos honore ditaverat Regiae
dignitatis. Itáque alii succubuerunt gladiis, alii coacti timore tradebant
se gurgiti Ligeris, sortituri finem mortis. Sanctus verò Anianus plures
per suam precem eripuit, quos coram se trucidandos aspexit.
Reddens scilicet bona pro malis, multi ne morerentur obtinuit, nisi
quos repentinus hostium furor oppressit. Reliqua pars Hunorum,
quae ibidem prostrata non cecidit, fugae praesidium expetunt: donec
iudicante Domino, in loco qui vocatur Mauriacus trucidanda gladiis
mortis sententiam expectaret.——:.

FOOTNOTES:

[87] Al. Torismodo.

[88] Torismodo.

PRINTED IN GREAT BRITAIN BY

WM. BRENDON AND SON, LTD., PLYMOUTH
 EUROPE
(A.D. 450)
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