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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

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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

Metadata
Title
A Conjugate Direction Frank-Wolfe Method with Applications to the Traffic Assignment Problem
Authors
Maria Daneva
Per Olov Lindberg
Copyright Year
2003
Publisher
Springer Berlin Heidelberg
DOI
https://doi.org/10.1007/978-3-642-55537-4_21