SIDT 2009 International Conference 1

On the accurate convergence of deterministic

assignment when comparing scenarios for large
networks: investigating the LUCE algorithm
Guido Gentile 1
1
Dipartimento di Idraulica Trasporti e Strade, Sapienza Università di Roma
guido.gentile@uniroma1.it

1. Introduction
In this paper we investigate a new algorithm (Gentile, 2009) to solve the static
assignment problem to multimodal transport networks with deterministic route
choice, called Linear User Cost Equilibrium (LUCE), that has been recently adopted
in the software VISUM. To find a descent direction, local shifts of flows that satisfy
the total cost lowering rule are determined exploiting the inexpensive information
provided by the derivatives of the link costs with respect to link flows.
LUCE achieves a very high convergence speed that compares favourably to the other
methods, while it assigns the demand flow of each o-d couple on several paths at
once. This algorithm is therefore particularly suitable when the aim is to simulate the
effects of supply or demand changes on large networks, since in this case a relatively
small inaccuracy of the solution and a poor set of loaded paths can lead to relevant
design mistakes; indeed, very often in practice the stop criterion is based on a
run-time budget instead that on predefined convergence goals.
Although traffic assignment is a rather mature issue in transport modelling, to find
an accurate equilibrium on real networks is still a difficult problem to be solved. In
practice, the algorithms currently available are not truly satisfactory for many
applications: they simply don’t converge in reasonable time fine enough to allow
consistent comparisons between design scenarios. Indeed, apparently small errors in
the iterative procedure do not allow to appreciate the real differences among

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equilibria and may lead to false conclusions in relevant projects, thus vanishing any
modelling effort.
This is a well recognized problem by the recent literature (see, for example, Boyce et
al., 2004), but is not really acceptable by practitioners, who are asking researchers
and developers to enhance the algorithm convergence. To satisfy this necessity and
overcome such a drawback, the main software producers in the world are in these
days changing their traffic assignment procedures (e.g. VISUM, TRANSCAD,
EMME), thus animating the international debate and the competition on this topic.
In this context, LUCE gives a noticeable contribution: it converges between 10 and
100 times faster than other recent algorithms and allows on large networks to reach
in few minutes and iterations the relative gap of 10E-8, that is considered enough for
any application. This result conveys a considerable advance in modelling practice,
more than in algorithm theory.
The LUCE algorithm is here applied to several networks (elementary, toy and real)
with different levels of congestion, to show the importance of an accurate
convergence when comparing different simulated scenarios.

2. Main aspects of the algorithm

Specularly to Origin-Based methods, the assignment problem is partitioned by
destinations. The main idea is to seek at every node a deterministic equilibrium
(Wardrop, 1952) for the local route choice of users directed toward a same
destination among the links of its forward star that belong to the current bush – a
bush is an acyclic sub-graph that connects each origin to the destination at hand. The
cost function associated to each one of these travel alternatives expresses the average
impedance to reach the destination by continuing the trip with that link, linearized at
the current flow pattern. It can be proved that the solution to such linear program in
terms of destination flows, recursively applied for each node of the bush in
topological order, provides a descent direction with respect to the classical
sum-integral objective function (Beckmann et. al., 1956). The network loading is
then performed through the corresponding splitting rates, thus avoiding explicit path
enumeration.
To grasp immediately the concept underlying LUCE, we can refer to the simplest

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SIDT 2009 International Conference 3

network where one o-d pair with demand D is connected by two links with cost
function c1( f1) and c2( f2), respectively. At the current flow pattern f ′ = (D/2, D/2), it
is c1′ < c2′ (see Figure 1, below), so that an all or nothing approach would lead to a
descent direction (D, 0), which is far away from the equilibrium f* (black circle in
the Figure). Our approach, instead, is to consider the first order approximations of
the cost functions at the current flow pattern, i.e. ca′ + ∂ca( fa)/∂fa ⋅ ( fa - fa′), and
determine a user equilibrium e among these lines (white circle in the Figure): this
descent direction efficiently approaches the equilibrium f*, and in most cases can be
taken as the new iterate with a step one.

f′ e f*
c2

c2′

c1′ c2( f2)

c1( f1)

f1 D/2 f2

Figure 1. Linear Cost User Equilibrium between two paths.

Contrary to the classical All Or Nothing assignment to shortest paths, the network
loading map resulting from the application of the LUCE algorithm a) assigns
(implicitly) the demand flow of each o-d couple on several paths at once and b) is a
one-to-one function that combined with the link cost function yields a well-defined
fixed point operator, thus offering both computational and theoretical advantages.
For each iteration, the proposed algorithm requires no shortest path calculations and
two visits of the bush links for each destination, that is equal to the complexity of the
STOCH single pass procedure (Dial, 1971) for the Logit network loading.

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3. Comparison with other algorithms

LUCE presents a higher convergence speed, both in terms of computing time and
iterations, than the most advanced Origin-Based methods recently proposed.
In the following Figure 2 we compare the convergence performances of five
different algorithms on the Chicago network, which is one of the best known
benchmark with 1768 zones and 39018 links.

Convergence of different algorithms for Chicago

1.E-03
LUCE

1.E-04 FW
relative gap

OBA
1.E-05 B
PG
1.E-06

1.E-07
0 50 100 150 200 250 300 350 400 450 500
run time on a 2.0GHz CPU [min]

Figure 2 – Performance comparison of LUCE to other four assignment algorithms on the

Chicago network, whose convergence patterns are retrieved from papers and presentations.

Frank Wolfe by LeBlanc (1973) and Nguyen (1973) is here reported just to recall
that an accurate solution of the assignment problem requires in practice more
specialized procedures.
Bar-Gera’s OBA (2002) takes into account link and node cost derivates with the aim
of calculating Newton-type flow shifts among the paths of the bush, thus obtaining a
descent direction in the space of link flows.
LUCE exploits the same information, but instead of seeking some parallelism to
non-linear optimization techniques like the OBA, it adopts an ad-hoc approach
founded on the intuitive ideas of local equilibrium and first-order approximation.

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Algorithm B proposed by Dial (2006) is a link based procedure that shifts trips from
max- to min-paths to make their cost difference minima.
The Projected Gradient algorithm, recently revised by Florian (2009), is a path based
method that regards their costs as the gradient of the sum integral objective function.

4. Conclusions
We summarize below the main properties of the proposed algorithm to solve the
classical equilibrium problem with fixed demand, deterministic route choice and
separable arc cost functions.
LUCE is formally proved to converge at equilibrium. We tested that it is actually
capable of solving numerically the traffic assignment problem with any wanted
accuracy, under the condition that the computer arithmetic precision is twice as
much the aimed relative gap. The convergence shows to be linear, but its rate
decreases with the level of congestion and with the sharpness of cost functions. To
alleviate this problem, that affects any algorithm, a hyperbolic shape and a piecewise
linear shape of the arc cost function can replace the power based BPR.
LUCE appears to be at least 10 times faster than the most advanced methods recently
proposed in the literature. Few iterations, say 20, are usually enough to reach a
convergence suitable for most applications.
LUCE has a linear complexity in terms of links and zones, unlike many other
methods that are path based or require shortest path searches on cyclic graphs. In
particular, the runtime is not sensitive to the number of o-d couples but only to the
number of destinations, given the implicit path enumeration.
LUCE does not need to store in memory single o-d paths but only destination bushes,
that however offer a much richer finite set of used alternatives, whose probabilities
can be easily obtained ex-post.
LUCE allows for a fixed point formulation of the equilibrium problem also in the
deterministic case without introducing one to many maps.
LUCE is based on a simple idea that can be understood with a single chart and
exploits the concept of derivatives that is familiar to any engineer.
LUCE is implemented in VISUM, one of the most widespread software for transport
planning.

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References
Beckmann M., McGuire C., Winston C. (1956) Studies in the economics of transportation. Yale
University Press, New Haven, CT.
Bar-Gera H. (2002) Origin-based algorithm for the transportation assignment problem. Transportation
Science 36, 398-417.
Boyce D., Ralevic-Dekic B., Bar-Gera H. (2004) Convergence of traffic assignments: how much is
enough? ASCE Journal of Transportation Engineering 130, 49-55.
Dial R. (1971) A probabilistic multipath assignment model than obviates path enumeration. Transport
Research 5, 83-111.
Dial R. (2006) A path-based user-equilibrium traffic assignment algorithm that obviates path storage
and enumeration. Transport Research B 40, 917-936.
Florian M. (2009) New look at projected gradient method for equilibrium assignment. Transportation
Research Board Annual Meeting 2009, Paper #09-0852.
Gentile G. (2009) Linear User Cost Equilibrium: a new algorithm for traffic assignment, submitted to
Transportation Research B.
LeBlanc L. (1973) Mathematical programming algorithms for large scale network equilibrium and
network design problems. Ph.D. Dissertation. Department of Industrial Engineering and Management
Sciences, Northwestern University.
Nguyen S. (1973) A mathematical programming approach to equilibrium methods of traffic assignment
with fixed demands. Publication 138, Département d’Informatique et de Recherche Opérationnelle,
Université de Montréal, Québec.
Nguyen S., Pallottino S. (1988) Equilibrium traffic assignment for large scale transit networks.
European Journal of Operational Research 37, 176-186.
Wardrop J. (1952) Some theoretical aspects of road traffic research. Proceedings of the Institution of
Civil Engineers, Part 2, 325-378.

Guido Gentile