2003 | OriginalPaper | Chapter
A Conjugate Direction Frank-Wolfe Method with Applications to the Traffic Assignment Problem
Authors : Maria Daneva, Per Olov Lindberg
Published in: Operations Research Proceedings 2002
Publisher: Springer Berlin Heidelberg
Included in: Professional Book Archive
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We present a version of the Frank-Wolfe method for linearly const rained convex programs, in which consecutive search direction are made conjugate to each other. We also present preliminary computat ional studies in a MATLAB environment. In these we apply the pure Frank-Wolfe, the Conjugate Direction Frank-Wolfe(CDFW) and the “partanized” Frank-Wolfe to some classical Traffic Assignment Problems. CDFW compares favorably to the other methods in this study