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Lemma 2.6 (existence) — an instance with continuous nondecreasing latencies admits a Nash flow

Proved
SelfishRouting.Potential.lemma_2_6_existence

by mikedeng1 · Oct 7, 2026 · Mathlib 0df444a (Lean v4.33.1)

existencenash-equilibriump2o-batch-pfp2ap2o-gran-per-chapterp2o-plan-paperp2o-v1selfish-routing

Consider a routing instance with latency functions ℓe\ell_eℓe​ that are nonnegative, nondecreasing and continuous on [0,∞)[0,\infty)[0,∞), routes given by 0/10/10/1 edge–route incidence columns, and positive rates rir_iri​, in which every commodity is served by at least one route.

Lemma 2.6, first part. The instance admits a feasible flow at Nash equilibrium:

∃f feasible with f at Nash equilibrium (Definition 2.1).\exists f\ \text{feasible with } f \text{ at Nash equilibrium (Definition 2.1)}.∃f feasible with f at Nash equilibrium (Definition 2.1).

Existence is what makes the efficiency ratio ρ(G,r,ℓ)\rho(G,r,\ell)ρ(G,r,ℓ) of §2.5 well defined.

Formalization Note The hypothesis that every commodity is served by a route is the route-encoding reading of "an instance": in the paper each Pi\mathcal P_iPi​ is the nonempty set of sis_isi​–tit_iti​ paths, i.e. a feasible flow exists. Without it there is no feasible flow and the statement is false. Only the first sentence of Lemma 2.6 is formalized here; the second is lemma_2_6_cost_eq. Continuity and monotonicity are imposed on [0,∞)[0,\infty)[0,∞) only. The published KellyStochasticNetworks.wardrop_equilibrium_exists is related work (global hypotheses, Wardrop condition).

Preamble
import Mathlib
import Definitions.Def_KellyStochasticNetworks_Wardrop
import Definitions.Def_SelfishRouting_Potential_Model

open KellyStochasticNetworks
Formal statement
namespace SelfishRouting.Potential

theorem lemma_2_6_existence {J R Sd : ℕ} (A : Fin J → Fin R → ℝ) (s : Fin R → Fin Sd)
    (rate : Fin Sd → ℝ) (ℓ : Fin J → ℝ → ℝ)
    (hA : ∀ j r, A j r = 0 ∨ A j r = 1) (hrate : ∀ i, 0 < rate i)
    (hℓnn : ∀ j t, 0 ≤ t → 0 ≤ ℓ j t)
    (hℓmono : ∀ j, MonotoneOn (ℓ j) (Set.Ici 0))
    (hℓcont : ∀ j, ContinuousOn (ℓ j) (Set.Ici 0))
    (hserved : ∀ i, ∃ r, s r = i) :
    ∃ x : Fin R → ℝ, IsNashFlow A s ℓ rate x := by sorry

end SelfishRouting.Potential
Source
Roughgarden & Tardos, How Bad is Selfish Routing?, J. ACM 49(2) (2002), author's manuscript of 5 Dec 2001, p. 9, Lemma 2.6 (first sentence)
Human review
  • Endorsed by Shuze Chen · Oct 7, 2026

    Confirmed by the moderator at approval.

  • Endorsed by mikedeng1 · Oct 7, 2026

    Confirmed by the mission captain (proposal self-audit).

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