The Stiff is Moving - Conjugate Direction Frank-Wolfe Methods with Applications to Traffic Assignment
2012 (English)In: Transportation Science, ISSN 0041-1655, Vol. 47, no 2, 280-293 p.Article in journal (Refereed) Published
We present versions of the Frank-Wolfe method for linearly constrained convex programs, in which consecutive search directions are made conjugate. Preliminary computational studies in a MATLAB environment applying pure Frank-Wolfe, Conjugate direction Frank-Wolfe (CFW), Bi-conjugate Frank-Wolfe (BFW) and ”PARTANized” Frank-Wolfe methods to some classical Traffic Assignment Problems show that CFW and BFW compare favorably to the other methods. This spurred a more detailed study, comparing our methods to Bar-Gera’s origin-based algorithm. This study indicates that our methods are competitive for accuracy requirements suggested by Boyce et al. We further show that CFW is globally convergent. We moreover point at independent studies by other researchers that show that our methods compare favourably with recent bush-based and gradient projection algorithms on computers with several cores.
Place, publisher, year, edition, pages
Institute for Operations Research and the Management Sciences (INFORMS), 2012. Vol. 47, no 2, 280-293 p.
traffic assignment, multi-commodity flow, multi-commodity flow
Transport Systems and Logistics
IdentifiersURN: urn:nbn:se:kth:diva-71400DOI: 10.1287/trsc.1120.0409ISI: 000318852300010ScopusID: 2-s2.0-84877938977OAI: oai:DiVA.org:kth-71400DiVA: diva2:486731
Updated from "E-publ" to published. QC 201306252012-05-042012-01-312013-12-11Bibliographically approved