Accelerating convergence of the Frank-Wolfe algorithm

Andrés Weintraub, Carmen Ortiz and Jaime González

Transportation Research Part B: Methodological, 1985, vol. 19, issue 2, 113-122

Abstract: We consider the Frank-Wolfe algorithm in the context of the traffic assignment problem. The slow-convergence characteristics close to the optimum solution of this popular approach are well known. Several proposals have improved on the original method by modifying the search direction. We propose modifying the step size, which leads to very significant improvements in efficiency.

Date: 1985
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