Phase Transitions of the Price-of-Anarchy Function in Multi-Commodity Routing Games

We consider the behavior of the price of anarchy and equilibrium flows in nonatomic multi-commodity routing games as a function of the traffic demand. We analyze their smoothness with a special attention to specific values of the demand at which the support of the Wardrop equilibrium exhibits a phase transition with an abrupt change in the set of optimal routes. Typically, when such a phase transition occurs, the price of anarchy function has a breakpoint, \ie is not differentiable. We prove that, if the demand varies proportionally across all commodities, then, at a breakpoint, the largest left or right derivatives of the price of anarchy and of the social cost at equilibrium, are associated with the smaller equilibrium support. This proves -- under the assumption of proportional demand -- a conjecture of o'Hare et al. (2016), who observed this behavior in simulations. We also provide counterexamples showing that this monotonicity of the one-sided derivatives may fail when the demand does not vary proportionally, even if it moves along a straight line not passing through the origin.