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The Stiff is Moving - Conjugate Direction Frank-Wolfe Methods with Applications to Traffic Assignment

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. / <p>Updated from "E-publ" to published. QC 20130625</p>

Identiferoai:union.ndltd.org:UPSALLA1/oai:DiVA.org:kth-71400
Date January 2012
CreatorsLindberg, Per Olov, Mitradjieva, Maria
PublisherKTH, Transport- och lokaliseringsanalys, KTH, Numerisk analys, NA (stängd 2012-06-30), Linköpings Universitet
Source SetsDiVA Archive at Upsalla University
LanguageEnglish
Detected LanguageEnglish
TypeArticle in journal, info:eu-repo/semantics/article, text
Formatapplication/pdf
Rightsinfo:eu-repo/semantics/openAccess
RelationTransportation Science, 0041-1655, 2012, 47:2, s. 280-293

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