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>
| Identifer | oai:union.ndltd.org:UPSALLA1/oai:DiVA.org:kth-71400 |
| Date | January 2012 |
| Creators | Lindberg, Per Olov, Mitradjieva, Maria |
| Publisher | KTH, Transport- och lokaliseringsanalys, KTH, Numerisk analys, NA (stängd 2012-06-30), Linköpings Universitet |
| Source Sets | DiVA Archive at Upsalla University |
| Language | English |
| Detected Language | English |
| Type | Article in journal, info:eu-repo/semantics/article, text |
| Format | application/pdf |
| Rights | info:eu-repo/semantics/openAccess |
| Relation | Transportation Science, 0041-1655, 2012, 47:2, s. 280-293 |
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